N-MFP3 0000740766 XXXXXXXX 2024-07-31 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 38 88 97503501086.04 100755163667.14 0.8327 0.8605 2024-07-01 98760132688.70 102011823453.16 0.8346 0.8620 2024-07-02 98476119556.12 101365866687.31 0.8366 0.8611 2024-07-03 101103603986.02 103554435667.29 0.8433 0.8637 2024-07-05 101893488859.66 104344348724.29 0.8444 0.8647 2024-07-08 101589685103.64 104040573151.63 0.8440 0.8644 2024-07-09 102609263617.53 105060179848.88 0.8453 0.8655 2024-07-10 105750070206.30 108372014621.02 0.8493 0.8703 2024-07-11 104496114238.90 107868143203.70 0.8475 0.8749 2024-07-12 104212533421.12 107584590569.28 0.8473 0.8747 2024-07-15 104510454845.52 107882179065.93 0.8477 0.8750 2024-07-16 104800560601.31 108001313005.08 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1.0000 2024-07-24 1.0000 2024-07-25 1.0000 2024-07-26 1.0000 2024-07-29 1.0001 2024-07-30 1.0001 2024-07-31 37214726.85 52114654.96 2024-07-01 103910895.08 23102305.74 2024-07-02 27150372.82 17279677.42 2024-07-03 12114131.37 42536876.64 2024-07-05 37091533.31 16927861.60 2024-07-08 36452149.51 19451004.73 2024-07-09 16497234.44 32805142.40 2024-07-10 36623373.29 27392755.69 2024-07-11 35119905.43 12900890.36 2024-07-12 16138968.76 67285881.46 2024-07-15 38995039.99 33639974.93 2024-07-16 48106697.35 15370354.30 2024-07-17 28862109.71 32746074.51 2024-07-18 21439127.58 41724356.34 2024-07-19 17516526.99 23492879.57 2024-07-22 159077627.67 27773140.16 2024-07-23 33922083.02 24336447.19 2024-07-24 24575562.18 65092974.97 2024-07-25 32641003.08 133147204.54 2024-07-26 48845092.26 36413657.77 2024-07-29 29070395.36 56648038.75 2024-07-30 90660618.05 55383476.53 2024-07-31 932025174.10 857565630.56 0.0509 2024-07-01 0.0509 2024-07-02 0.0508 2024-07-03 0.0508 2024-07-05 0.0508 2024-07-08 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0.0000 2024-07-08 0.00 0.0000 2024-07-09 0.00 0.0000 2024-07-10 0.00 0.0000 2024-07-11 0.00 0.0000 2024-07-12 0.00 0.0000 2024-07-15 0.00 0.0000 2024-07-16 0.00 0.0000 2024-07-17 0.00 0.0000 2024-07-18 0.00 0.0000 2024-07-19 0.00 0.0000 2024-07-22 0.00 0.0000 2024-07-23 0.00 0.0000 2024-07-24 0.00 0.0000 2024-07-25 0.00 0.0000 2024-07-26 0.00 0.0000 2024-07-29 0.00 0.0000 2024-07-30 0.00 0.0000 2024-07-31 Dreyfus Government Cash Management -CLASS E C000223301 1000.00 6585309922.38 6585393778.14 1.0000 2024-07-01 1.0000 2024-07-02 1.0000 2024-07-03 1.0000 2024-07-05 1.0000 2024-07-08 1.0000 2024-07-09 1.0000 2024-07-10 1.0000 2024-07-11 1.0000 2024-07-12 1.0001 2024-07-15 1.0000 2024-07-16 1.0000 2024-07-17 1.0000 2024-07-18 1.0000 2024-07-19 1.0000 2024-07-22 1.0000 2024-07-23 1.0000 2024-07-24 1.0000 2024-07-25 1.0000 2024-07-26 1.0000 2024-07-29 1.0001 2024-07-30 1.0001 2024-07-31 35527112.90 56847561.49 2024-07-01 107657141.40 1200089.11 2024-07-02 29003527.90 24174401.89 2024-07-03 13751089.83 42420825.74 2024-07-05 6386286.92 37927857.36 2024-07-08 3645341.79 65091326.59 2024-07-09 1866464.25 27748375.09 2024-07-10 9111316.14 91215296.61 2024-07-11 89099856.21 4176333.86 2024-07-12 28593771.40 10248807.72 2024-07-15 4573110.70 48922866.39 2024-07-16 26223230.84 7949767.51 2024-07-17 2408367.60 54195174.40 2024-07-18 109879322.55 2096744.98 2024-07-19 15800282.30 54448495.77 2024-07-22 11628756.30 79143781.39 2024-07-23 22497347.20 12748959.57 2024-07-24 879307.61 14215491.08 2024-07-25 81680832.37 4157662.24 2024-07-26 15290092.80 7283788.30 2024-07-29 2722182.36 34683736.66 2024-07-30 14214283.92 6660697.78 2024-07-31 632439025.29 687558041.53 0.0439 2024-07-01 0.0439 2024-07-02 0.0439 2024-07-03 0.0438 2024-07-05 0.0438 2024-07-08 0.0438 2024-07-09 0.0439 2024-07-10 0.0439 2024-07-11 0.0440 2024-07-12 0.0441 2024-07-15 0.0441 2024-07-16 0.0441 2024-07-17 0.0441 2024-07-18 0.0440 2024-07-19 0.0440 2024-07-22 0.0440 2024-07-23 0.0440 2024-07-24 0.0440 2024-07-25 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Securities 3133C02S0 2053-04-01 5.500 5.500 2000.00 1553.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133KG4Y1 2049-11-01 3.500 3.500 10410.00 4782.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133KPXK9 2052-09-01 5.000 5.000 1213.00 1068.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133KQQA7 2053-02-01 5.500 5.500 294000.00 243207.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31368HML4 2035-11-01 5.500 5.500 3011.00 37.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31371HXT0 2029-08-01 7.500 7.500 48198.00 76.42 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31371KA50 2031-07-01 7.000 7.000 4012.00 18.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31374CRZ1 2044-04-25 3.500 3.500 6987.00 5065.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138A5YJ5 2041-02-01 4.500 4.500 5538.00 379.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138AFVL1 2040-11-01 5.000 5.000 4000.00 298.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138ANZG1 2041-08-01 4.500 4.500 2565.00 184.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138APDG0 2042-04-01 4.000 4.000 8027.00 2071.73 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138AVAR6 2041-11-01 4.000 4.000 3005.00 258.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138E6VD5 2042-02-01 4.000 4.000 5001.00 691.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138EALE5 2042-03-01 5.000 5.000 5009.00 552.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138ECER0 2042-02-01 4.500 4.500 6006.00 837.37 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138EDDE8 2042-04-01 4.000 4.000 463538.00 84162.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138EJX29 2042-02-01 4.000 4.000 3008.00 239.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138EKZF5 2028-04-01 3.500 3.500 2001.00 96.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138EMVB4 2038-10-01 5.500 5.500 2000.00 184.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138ENWX3 2044-11-01 3.500 3.500 3000.00 520.42 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138EPA20 2036-12-01 6.500 6.500 4000.00 323.35 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138EQJ37 2044-07-01 3.500 3.500 1640.00 388.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138ERCG3 2046-07-01 3.500 3.500 1010.00 190.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138ERPF1 2031-03-01 4.000 4.000 26065.00 1540.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138LR6H0 2042-05-01 4.000 4.000 3000.00 609.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138LWG54 2042-06-01 3.500 3.500 1000.00 126.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138M5J91 2042-08-01 3.500 3.500 5418.00 664.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138ML5B6 2042-12-01 3.000 3.000 3000.00 645.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138MM7C0 2032-12-01 3.000 3.000 4000.00 236.44 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138MRED9 2042-12-01 3.500 3.500 3240.00 574.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138NY4J1 2043-02-01 3.500 3.500 10700.00 1779.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138W9MK3 2043-09-01 4.000 4.000 4000.00 826.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138W9TQ3 2043-09-01 4.500 4.500 3024.00 586.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138WA5D5 2029-02-01 3.000 3.000 1001.00 65.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138WCGC1 2044-07-01 4.000 4.000 2000.00 385.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138WDBN0 2044-10-01 4.000 4.000 1089.00 233.76 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138WDKV2 2044-11-01 4.000 4.000 3001.00 206.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138WE6H7 2045-07-01 3.500 3.500 6174.00 667.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138WEXC8 2045-06-01 3.500 3.500 7360.00 1799.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138WF5Y8 2045-11-01 3.500 3.500 3007.00 329.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138WFFG6 2045-08-01 3.500 3.500 9354.00 2397.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138WFHW9 2045-08-01 3.500 3.500 1000.00 287.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138WFPD2 2045-09-01 3.500 3.500 1232.00 156.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138WGLW2 2046-02-01 3.500 3.500 2001.00 402.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138WHS37 2046-08-01 3.000 3.000 1542.00 186.80 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138WHXN7 2046-09-01 3.000 3.000 5025.00 1227.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138WJTG3 2047-01-01 3.000 3.000 1029.00 234.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138WJZA9 2047-02-01 4.500 4.500 1035.00 360.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138WK2X2 2047-06-01 4.500 4.500 4144.00 1333.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138WKQ24 2047-04-01 4.500 4.500 6352.00 1474.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3142GRV98 2054-05-01 6.500 6.500 7811355.00 7929389.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138WUAH6 2043-06-01 4.000 4.000 6000.00 1023.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138XFK46 2043-12-01 4.000 4.000 2000.00 367.80 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138XLWA6 2044-02-01 4.500 4.500 13129.00 2880.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138XLWB4 2044-02-01 4.500 4.500 9219.00 1939.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138XLWC2 2044-02-01 4.500 4.500 6057.00 1005.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138XRYU7 2044-04-01 4.500 4.500 1000.00 122.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138XW2X5 2044-07-01 4.500 4.500 2002.00 277.34 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138YHU24 2045-05-01 3.000 3.000 9257.00 1381.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138YNFE2 2045-06-01 3.500 3.500 1000.00 88.82 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138YNLB1 2045-08-01 3.500 3.500 3316.00 687.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31406Y3N8 2035-08-01 4.490 4.490 3000.00 132.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A0E96 2053-08-01 6.500 6.500 3000.00 3064.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A4CJ8 2053-10-01 7.500 7.500 2000.00 1639.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A4QD6 2053-12-01 5.500 5.500 2000.00 1993.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A5TL2 2053-11-01 6.000 6.000 2001.00 1992.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A6PW0 2054-01-01 6.000 6.000 3000.00 2871.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A6U95 2054-03-01 6.000 6.000 4008.00 3960.08 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A7ER1 2054-02-01 5.500 5.500 2000.00 2001.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A8J78 2054-02-01 6.000 6.000 3010.00 3056.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A8RH7 2053-12-01 7.500 7.500 3000.00 2725.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A93Y4 2054-04-01 5.500 5.500 3000.00 3002.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A96E5 2054-02-01 5.500 5.500 2002.00 2011.81 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A9B41 2054-04-01 5.500 5.500 4007.00 4027.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A9FB1 2054-03-01 4.500 4.500 4001.00 3813.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140AADM6 2054-05-01 5.000 5.000 1002.00 985.29 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140AAJL2 2054-03-01 7.000 7.000 3000.00 3164.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140AB2E4 2054-07-01 5.500 5.500 1000.00 1012.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140ABVX0 2054-04-01 5.500 5.500 2000.00 1990.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140ACT94 2054-04-01 4.000 4.000 3003.00 2559.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140ADFP1 2054-05-01 6.000 6.000 1997.00 2030.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140ADFZ9 2054-05-01 6.000 6.000 2010.00 2041.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140AEFX2 2054-05-01 5.000 5.000 2000.00 1968.38 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140E7GS3 2045-11-01 4.000 4.000 11438.00 615.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140E9KK1 2046-02-01 4.000 4.000 4024.00 1022.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140FG5N5 2046-11-01 3.000 3.000 3004.00 574.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140FPCF4 2047-06-01 4.500 4.500 21031.00 4667.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140FUJD1 2048-04-01 5.000 5.000 1001.00 72.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140FXFY3 2057-01-01 4.000 4.000 7324.00 2820.58 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140FXG48 2057-09-01 3.500 3.500 7392.00 2956.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140FXJ86 2052-07-01 3.500 3.500 2120.00 844.37 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140FXKA9 2052-03-01 4.000 4.000 22619367.00 7890257.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140FXVF6 2050-05-01 4.000 4.000 10133.00 7739.71 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140HEBD3 2033-07-01 4.000 4.000 2000.00 529.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140HJJL6 2048-08-01 4.500 4.500 1000.00 233.37 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140HMTK0 2048-07-01 4.500 4.500 1000.00 451.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140HNVU3 2048-10-01 4.500 4.500 3000.00 532.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140HUS49 2034-07-01 2.980 2.980 1779912.00 1550398.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140J55S4 2045-12-01 4.500 4.500 5001.00 1059.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140J6D87 2047-09-01 4.000 4.000 5860.00 1475.34 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140J6GQ4 2048-01-01 4.000 4.000 4352.00 549.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140J7MA0 2047-10-01 4.500 4.500 3001.00 727.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140J7QA6 2047-11-01 4.500 4.500 4001.00 985.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140J7XC4 2038-01-01 3.000 3.000 1000.00 196.63 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140J86V0 2048-09-01 4.000 4.000 4000.00 1124.58 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140J9FX4 2044-05-01 5.500 5.500 1000.00 323.08 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140J9LL3 2047-02-01 3.500 3.500 3239.00 765.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140J9TV3 2048-12-01 4.500 4.500 19890.00 3678.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140JAB64 2035-01-01 3.500 3.500 2000.00 516.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140JAEM6 2049-01-01 5.000 5.000 2000.00 483.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140JAJQ2 2038-05-01 3.000 3.000 1000.00 198.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140JGW27 2048-09-01 4.000 4.000 9079.00 3354.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140JL5U4 2049-01-01 4.500 4.500 3018.00 308.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140JL6U3 2049-01-01 5.500 5.500 3004.00 688.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140JLCK8 2049-03-01 4.500 4.500 7938.00 2601.99 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140JLY73 2049-02-01 4.000 4.000 1027.00 75.42 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140JM6V9 2049-04-01 4.000 4.000 2163.00 535.63 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140JN5A4 2049-04-01 3.000 3.000 3000.00 248.44 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140JQTN3 2049-09-01 3.000 3.000 3024.00 1098.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140JRYF2 2049-05-01 4.000 4.000 2002.00 228.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140K06Y9 2049-12-01 3.500 3.500 29627436.00 6458041.38 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140KBVU5 2050-07-01 3.500 3.500 4000.00 925.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140KDFR6 2050-06-01 2.500 2.500 10851739.00 5883838.72 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140KLMA7 2050-08-01 3.500 3.500 2001.00 1357.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140KQAS0 2051-02-01 2.000 2.000 3000.00 1891.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140KSF36 2036-09-01 1.500 1.500 2000.00 1244.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140KSXP7 2037-01-01 2.000 2.000 1033.00 698.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140KTMN2 2050-11-01 2.500 2.500 2062.00 1029.80 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140KVKL3 2050-12-01 2.500 2.500 2000.00 898.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140L3H79 2051-03-01 2.000 2.000 1007.00 618.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140L5B47 2051-03-01 2.000 2.000 3000.00 1822.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140L8ZQ6 2051-04-01 2.000 2.000 2018.00 1284.15 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140LRPS1 2051-10-01 3.000 3.000 2000.00 1642.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140LVR76 2051-10-01 2.000 2.000 4100.00 2809.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140LVSM2 2051-10-01 2.500 2.500 3000.00 2119.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140LW4Y0 2053-01-01 5.000 5.000 3027.00 2590.69 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140LW5V5 2053-03-01 6.000 6.000 1009.00 748.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140LXAM7 2052-03-01 2.500 2.500 2000.00 1603.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140LY4N0 2051-09-01 2.500 2.500 3000.00 1993.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140LYNG4 2051-11-01 3.000 3.000 7105335.00 5162774.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140M2FC1 2051-10-01 2.500 2.500 3000.00 2118.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140M2PZ9 2052-02-01 2.500 2.500 2000.00 1472.08 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140M3DT4 2051-10-01 4.000 4.000 1002.00 683.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140M5S22 2053-09-01 6.500 6.500 4000.00 3899.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140M5UZ6 2053-10-01 5.500 5.500 6192.00 5826.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140M5Z65 2054-02-01 6.000 6.000 4395.00 4465.29 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140MHGB9 2052-03-01 2.500 2.500 2000.00 1482.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140MMZT8 2052-08-01 5.000 5.000 11176.00 9650.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140MPJT9 2052-07-01 5.000 5.000 3080.00 2946.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140MSRG2 2052-12-01 4.500 4.500 8019.00 6820.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140MWMM5 2053-03-01 4.500 4.500 3127.00 2818.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140MWTM8 2052-12-01 4.000 4.000 2000.00 1773.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140MYAJ1 2052-08-01 5.000 5.000 1024.00 861.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140N4RH2 2052-10-01 5.000 5.000 2000.00 1774.42 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140N5JL9 2052-11-01 5.500 5.500 6003.00 4254.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140N9FU5 2053-01-01 7.500 7.500 3000.00 3096.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140NAXR9 2053-03-01 5.500 5.500 3088.00 2731.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140NBCW9 2053-02-01 5.500 5.500 3024.00 2632.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140NBJ69 2053-04-01 5.000 5.000 799577.00 747813.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140NJJB1 2053-05-01 6.000 6.000 2000.00 1978.15 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140NKC90 2053-04-01 5.500 5.500 2000.00 1980.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140NL5S4 2053-07-01 5.500 5.500 77937.00 70022.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140Q8K95 2048-02-01 4.500 4.500 26957263.00 8856617.60 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140Q9HY2 2048-07-01 4.500 4.500 8047.00 1623.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140Q9PB3 2048-08-01 5.000 5.000 12000.00 2005.15 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140Q9TG8 2048-09-01 5.000 5.000 5099.00 869.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QA2S8 2049-05-01 4.000 4.000 4952395.00 1683286.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QABG4 2033-11-01 3.500 3.500 2764.00 431.70 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QADL1 2048-12-01 4.500 4.500 1154.00 323.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QADV9 2048-12-01 5.000 5.000 3079.00 450.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QAJG6 2049-01-01 4.500 4.500 9010.00 2190.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QAVW7 2049-04-01 4.000 4.000 36135.00 7957.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QBPA0 2049-08-01 3.000 3.000 19000.00 5037.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QDJ96 2050-05-01 3.000 3.000 1000.00 507.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QDVS0 2050-06-01 2.000 2.000 8156.00 4326.60 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QDVT8 2050-06-01 2.000 2.000 7065.00 3882.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QDW83 2050-06-01 2.000 2.000 662013.00 312500.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QEJR4 2050-08-01 2.500 2.500 182263.00 76952.42 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QFA66 2050-10-01 2.500 2.500 1000.00 583.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QFPR4 2050-11-01 2.000 2.000 2000.00 1123.82 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QFRZ4 2050-11-01 2.000 2.000 1000.00 599.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QFYQ6 2050-11-01 2.000 2.000 1026.00 594.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QFZ93 2050-12-01 2.000 2.000 1024.00 608.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QGV79 2036-02-01 2.500 2.500 83483.00 48624.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QGZP5 2051-02-01 2.000 2.000 2064.00 1292.63 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QHH32 2051-02-01 2.000 2.000 1024.00 606.60 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QKGK8 2051-04-01 3.000 3.000 1001.00 705.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QKPM4 2036-05-01 2.000 2.000 1024.00 625.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QML93 2051-11-01 2.500 2.500 3085.00 2176.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QMRF3 2051-12-01 2.500 2.500 10710492.00 7332882.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QNQ39 2052-03-01 3.500 3.500 1020.00 767.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QPH91 2052-06-01 4.000 4.000 1024.00 840.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QQ3D5 2052-12-01 5.500 5.500 1304142.00 1140074.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QQCX1 2052-09-01 4.000 4.000 3140.00 2659.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QQV36 2052-11-01 5.500 5.500 1024.00 915.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QRES8 2053-01-01 6.000 6.000 255286.00 234932.34 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QRP98 2053-03-01 5.500 5.500 1359402.00 1237683.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QRRR6 2053-03-01 5.000 5.000 1318295.00 1159542.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 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3356376.36 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 3622AAYP3 2051-02-20 2.500 2.500 94107776.00 52755646.06 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 3622AB2Y7 2052-08-20 5.000 5.000 44800600.00 39175138.63 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 3622AB5Y4 2052-09-20 5.000 5.000 216886.00 185702.34 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 3622AB5Z1 2052-07-20 4.500 4.500 18138010.00 15245480.49 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 3622ABAV4 2051-06-20 3.500 3.500 35727872.00 19617638.38 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 3622ABBJ0 2051-07-20 3.000 3.000 67949464.00 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States Treasury-U.S. Treasuries (including strips) 912810FF0 2028-11-15 5.250 5.250 56.00 59.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810FJ2 2029-08-15 6.125 6.125 56.00 62.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810FM5 2030-05-15 6.250 6.250 70084.00 78822.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810PX0 2038-05-15 4.500 4.500 14.00 14.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810QA9 2039-02-15 3.500 3.500 589932.00 551435.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810QC5 2039-08-15 4.500 4.500 8838060.00 9222096.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810QD3 2039-11-15 4.375 4.375 4336808.00 4413071.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810QF8 2040-02-15 2.125 2.125 1859564.00 2749852.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810QS0 2041-08-15 3.750 3.750 520254.00 488723.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810QZ4 2043-02-15 3.125 3.125 3500000.00 2942450.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810RE0 2044-02-15 3.625 3.625 141554.00 127417.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810RG5 2044-05-15 3.375 3.375 3780.00 3238.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810RK6 2045-02-15 2.500 2.500 14.00 10.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810RM2 2045-05-15 3.000 3.000 3496458.00 2798219.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810RN0 2045-08-15 2.875 2.875 14.00 11.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810RU4 2046-11-15 2.875 2.875 1400.00 1082.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810RW0 2047-02-15 0.875 0.875 517202.00 518099.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810RY6 2047-08-15 2.750 2.750 109186.00 82711.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810SC3 2048-05-15 3.125 3.125 28.00 22.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810SE9 2048-11-15 3.375 3.375 1296862.00 1084841.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810SF6 2049-02-15 3.000 3.000 448.00 352.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810SK5 2049-11-15 2.375 2.375 150528.00 102964.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810SM1 2050-02-15 0.250 0.250 28.00 21.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810SN9 2050-05-15 1.250 1.250 14.00 7.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810ST6 2040-11-15 1.375 1.375 137144.00 89155.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810SV1 2051-02-15 0.125 0.125 14.00 10.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810SW9 2041-02-15 1.875 1.875 33446.00 23719.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810SX7 2051-05-15 2.375 2.375 14.00 9.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810TP3 2053-02-15 1.500 1.500 255570.00 233830.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810TU2 2043-08-15 4.375 4.375 252.00 253.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9128282L3 2027-07-15 0.375 0.375 62230.00 76225.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9128282R0 2027-08-15 2.250 2.250 3724.00 3559.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9128282U3 2024-08-31 1.875 1.875 143220.00 143919.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9128282Y5 2024-09-30 2.125 2.125 3954440.00 3960835.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9128283D0 2024-10-31 2.250 2.250 94766.00 94570.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9128283V0 2025-01-31 2.500 2.500 14.00 13.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9128283Z1 2025-02-28 2.750 2.750 93296.00 93131.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9128284F4 2025-03-31 2.625 2.625 30618.00 30421.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9128284M9 2025-04-30 2.875 2.875 27286.00 27068.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9128284N7 2028-05-15 2.875 2.875 140.00 134.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9128284R8 2025-05-31 2.875 2.875 12880.00 12728.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9128285C0 2025-09-30 3.000 3.000 87514.00 86687.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9128285J5 2025-10-31 3.000 3.000 71092.00 70178.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9128285N6 2025-11-30 2.875 2.875 42.00 41.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9128285T3 2025-12-31 2.625 2.625 2240.00 2184.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9128286A3 2026-01-31 2.625 2.625 115332.00 112113.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9128286F2 2026-02-28 2.500 2.500 14.00 13.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9128286L9 2026-03-31 2.250 2.250 10499580.00 10203565.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9128286S4 2026-04-30 2.375 2.375 90342.00 87727.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9128286X3 2026-05-31 2.125 2.125 154616.00 148956.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9128287B0 2026-06-30 1.875 1.875 107198.00 102443.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828D56 2024-08-15 2.375 2.375 14.00 14.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828M56 2025-11-15 2.250 2.250 96292.00 93872.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828N71 2026-01-15 0.625 0.625 3336214.00 4269029.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828R36 2026-05-15 1.625 1.625 1477420.00 1411094.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828S50 2026-07-15 0.125 0.125 417424.00 524089.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828X88 2027-05-15 2.375 2.375 98.00 93.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828XB1 2025-05-15 2.125 2.125 961086.00 944686.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828XZ8 2025-06-30 2.750 2.750 96180.00 94629.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828Y79 2025-07-31 2.875 2.875 2016.00 1978.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828YB0 2029-08-15 1.625 1.625 1596.00 1433.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828YG9 2026-09-30 1.625 1.625 130620.00 124083.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828YM6 2024-10-31 1.500 1.500 20426.00 20308.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828YQ7 2026-10-31 1.625 1.625 211834.00 200578.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828YV6 2024-11-30 1.500 1.500 1268960.00 1256261.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828YX2 2026-12-31 1.750 1.750 19474.00 18389.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828Z52 2025-01-31 1.375 1.375 76664.00 75261.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828ZB9 2027-02-28 1.125 1.125 67732.00 62936.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828ZC7 2025-02-28 1.125 1.125 270984.00 266184.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828ZE3 2027-03-31 0.625 0.625 153454.00 139998.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828ZS2 2027-05-31 0.500 0.500 93576.00 84504.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828ZW3 2025-06-30 0.250 0.250 70.00 67.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CAH4 2027-08-31 0.500 0.500 2842.00 2549.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CAL5 2027-09-30 0.375 0.375 2882460.00 2566110.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CAZ4 2025-11-30 0.375 0.375 14.00 13.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CBH3 2026-01-31 0.375 0.375 18830.00 17695.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CBJ9 2028-01-31 0.750 0.750 22386.00 19946.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CBT7 2026-03-31 0.750 0.750 13338612.00 12577817.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CBW0 2026-04-30 0.750 0.750 19268620.00 18112849.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CCE9 2028-05-31 1.250 1.250 836906.00 754695.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CCF6 2026-05-31 0.750 0.750 30814.00 28872.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CCH2 2028-06-30 1.250 1.250 1693370.00 1522019.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CCT6 2024-08-15 0.375 0.375 2212.00 2211.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CDB4 2024-10-15 0.625 0.625 59402.00 58938.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CDC2 2026-10-15 0.125 0.125 871892.00 956889.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CDH1 2024-11-15 0.750 0.750 133630.00 132102.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CDN8 2024-12-15 1.000 1.000 76776.00 75689.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CDW8 2029-01-31 1.750 1.750 5320.00 4816.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CDZ1 2025-02-15 1.500 1.500 28.00 27.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CEE7 2029-03-31 2.375 2.375 14.00 13.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CEH0 2025-04-15 2.625 2.625 100744.00 99899.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CEN7 2027-04-30 2.750 2.750 3297812.00 3196539.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CES6 2029-05-31 2.750 2.750 56.00 53.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CET4 2027-05-31 2.625 2.625 28000.00 26958.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CEW7 2027-06-30 3.250 3.250 28.00 27.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CEY3 2025-07-15 3.000 3.000 3444.00 3390.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CFE6 2025-08-15 3.125 3.125 42462.00 42373.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CFF3 2032-08-15 2.750 2.750 13476120.00 12400142.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CFH9 2027-08-31 3.125 3.125 6153196.00 6049037.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CFK2 2025-09-15 3.500 3.500 14.00 13.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CFL0 2029-09-30 3.875 3.875 25709474.00 25823538.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CFN6 2024-09-30 4.250 4.250 1761270.00 1782663.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CFQ9 2024-10-31 4.375 4.375 14.00 14.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CFV8 2032-11-15 4.125 4.125 14.00 14.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CFX4 2024-11-30 4.500 4.500 2940.00 2954.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CFZ9 2027-11-30 3.875 3.875 1400826.00 1398386.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CGA3 2025-12-15 4.000 4.000 27448064.00 27365097.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CGD7 2024-12-31 4.250 4.250 42.00 41.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CGE5 2026-01-15 3.875 3.875 2461242.00 2441135.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CGG0 2025-01-31 4.125 4.125 6888.00 6854.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CGH8 2028-01-31 3.500 3.500 1757854.00 1722280.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CGK1 2033-01-15 1.125 1.125 26310760.00 26041631.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CGL9 2026-02-15 4.000 4.000 3227056.00 3260299.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CGM7 2033-02-15 3.500 3.500 4259724.00 4136659.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CGU9 2025-03-31 3.875 3.875 79016.00 79474.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CGV7 2026-04-15 3.750 3.750 1428.00 1426.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CGX3 2025-04-30 3.875 3.875 45206.00 45285.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CGZ8 2030-04-30 3.500 3.500 14.00 13.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CHB0 2026-05-15 3.625 3.625 8277514.00 8224562.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CHD6 2025-05-31 4.250 4.250 2338.00 2341.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CHH7 2026-06-15 4.125 4.125 14.00 14.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CHK0 2028-06-30 4.000 4.000 5530070.00 5530344.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CHN4 2025-07-31 4.750 4.750 14.00 13.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CHQ7 2028-07-31 4.125 4.125 3034178.00 3038092.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CHT1 2033-08-15 3.875 3.875 11212292.00 11187380.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CHU8 2026-08-15 4.375 4.375 616126.00 628517.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CHV6 2025-08-31 5.000 5.000 7022932.00 7184305.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CHZ7 2030-09-30 4.625 4.625 11643450.00 12171325.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CJB8 2025-09-30 5.000 5.000 68418.00 69764.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CJC6 2026-10-15 4.625 4.625 6714358.00 6847377.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CJE2 2025-10-31 5.000 5.000 1442350.00 1465746.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CJH5 2028-10-15 2.375 2.375 13342.00 14053.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CJK8 2026-11-15 4.625 4.625 631316.00 641835.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CJL6 2025-11-30 4.875 4.875 3191552.00 3226965.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CJM4 2030-11-30 4.375 4.375 104020.00 106532.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CJQ5 2030-12-31 3.750 3.750 6468.00 6371.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CJT9 2027-01-15 4.000 4.000 406.00 404.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CKA8 2027-02-15 4.125 4.125 52444.00 53272.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CKC4 2031-02-28 4.250 4.250 1551620.00 1595282.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CKE0 2027-03-15 4.250 4.250 5722528.00 5817507.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CKF7 2031-03-31 4.125 4.125 1507828.00 1533445.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CKG5 2029-03-31 4.125 4.125 14.00 14.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CKJ9 2027-04-15 4.500 4.500 2902970.00 2961684.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CKM2 2026-04-30 5.408 5.408 51786.00 52485.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CKN0 2031-04-30 4.625 4.625 5498108.00 5740808.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CKQ3 2034-05-15 4.375 4.375 41561184.00 42714266.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CKS9 2026-05-31 4.875 4.875 309582.00 314443.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CKT7 2029-05-31 4.500 4.500 10979920.00 11280989.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CKV2 2027-06-15 4.625 4.625 405580.00 412849.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CKW0 2031-06-30 4.250 4.250 1001462.00 1015843.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CKX8 2029-06-30 4.250 4.250 340354.00 344577.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CKX8 2029-06-30 4.250 4.250 4160310.00 4211940.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CKY6 2026-06-30 4.625 4.625 583604.00 588270.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CKZ3 2027-07-15 4.375 4.375 24867444.00 25054749.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CLB5 2026-07-31 4.375 4.375 23933560.00 23940716.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CLC3 2029-07-31 4.000 4.000 2669590.00 2665211.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CLD1 2031-07-31 4.125 4.125 28.00 28.09 U.S. Treasuries (including strips) Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2024-08-01 2024-08-01 2024-08-01 N N N 0.0534 420000000.00 420000000.00 0.0034 N Y Y N - N/A - BNP PARIBAS BNP PARIBAS 5.3400 BYM4VJJT4 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 912803BV4 2028-11-15 0.000 0.000 2014100.00 1696218.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912803EJ8 2044-08-15 0.000 0.000 800.00 322.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912803EL3 2045-02-15 0.000 0.000 11500300.00 4533774.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912803GM9 2052-11-15 0.000 0.000 200.00 59.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 9128286S4 2026-04-30 2.375 2.375 4144400.00 4024471.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 9128287D6 2029-07-15 0.250 0.250 700.00 797.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912828V49 2027-01-15 0.375 0.375 69193400.00 85879146.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912828YG9 2026-09-30 1.625 1.625 68800.00 65356.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CBC4 2025-12-31 0.375 0.375 100.00 94.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CDC2 2026-10-15 0.125 0.125 151409800.00 166170199.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CEJ6 2027-04-15 0.125 0.125 149667600.00 157344594.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CGB1 2029-12-31 3.875 3.875 11839800.00 11770706.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CJM4 2030-11-30 4.375 4.375 100.00 102.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CKZ3 2027-07-15 4.375 4.375 28372400.00 28586105.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 9128335B2 2036-02-15 0.000 0.000 81957700.39 49771354.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 9128337P9 2031-05-15 0.000 0.000 150232.16 113437.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 9128337S3 2032-11-15 0.000 0.000 35.39 25.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 9128337W4 2034-11-15 0.000 0.000 25.64 16.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912833X88 2035-05-15 0.000 0.000 155.30 97.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912833XN5 2029-02-15 0.000 0.000 51664.55 42893.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912833XP0 2029-08-15 0.000 0.000 39.39 32.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912834AT5 2038-08-15 0.000 0.000 0.01 0.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912834AU2 2039-02-15 0.000 0.000 0.03 0.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912834EP9 2039-08-15 0.000 0.000 0.01 0.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912834NV6 2044-08-15 0.000 0.000 230.94 89.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912834PM4 2045-08-15 0.000 0.000 69.65 25.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912834RR1 2047-08-15 0.000 0.000 112.84 38.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912834UH9 2049-02-15 0.000 0.000 40.50 12.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912834UR7 2049-05-15 0.000 0.000 0.01 0.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912834XG8 2051-08-15 0.000 0.000 94.81 27.79 U.S. Treasuries (including strips) Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2024-08-01 2024-08-01 2024-08-01 N N N 0.0534 500000000.00 500000000.00 0.0041 N Y Y N - N/A - BOFA SECURITIES INC BOFA SECURITIES INC 5.3100 BYM4VM745 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) 912810FR4 2025-01-15 2.375 2.375 84508400.00 139254909.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828U24 2026-11-15 2.000 2.000 167663600.00 159999995.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CAQ4 2025-10-15 0.125 0.125 136634000.00 159999526.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CAT8 2025-10-31 0.250 0.250 92186400.00 87332232.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CHL8 2025-06-30 4.625 4.625 21546900.00 21588831.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CHX2 2028-08-31 4.375 4.375 155479200.00 159995798.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CKB6 2026-02-28 4.625 4.625 156770400.00 159999704.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CLD1 2031-07-31 4.125 4.125 88680000.00 88983817.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912833PB0 2026-11-15 0.000 0.000 47105292.89 42845184.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810QE1 2040-02-15 4.625 4.625 15168800.00 16042220.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810SU3 2051-02-15 1.875 1.875 272959200.00 165327657.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810TT5 2053-08-15 4.125 4.125 214548000.00 208417105.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810TX6 2054-02-15 4.250 4.250 82400500.00 81869727.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9128283V0 2025-01-31 2.500 2.500 3843700.00 3794270.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828V98 2027-02-15 2.250 2.250 113081000.00 108857515.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CBL4 2031-02-15 1.125 1.125 122982200.00 103171661.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CCZ2 2026-09-30 0.875 0.875 175962000.00 164110372.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CDS7 2025-01-15 1.125 1.125 17007900.00 16711607.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CDW8 2029-01-31 1.750 1.750 46900000.00 42464807.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CEW7 2027-06-30 3.250 3.250 327276400.00 319999989.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CFV8 2032-11-15 4.125 4.125 4839200.00 4887011.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CLD1 2031-07-31 4.125 4.125 318907200.00 319999776.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CLE9 2034-07-15 1.875 1.875 164550000.00 164346548.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9128337V6 2034-05-15 0.000 0.000 484898767.36 319999728.44 U.S. Treasuries (including strips) Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2024-08-01 2024-08-01 2024-08-01 N N N 0.0531 3000000000.00 3000000000.00 0.0245 N Y Y N - N/A - BOFA SECURITIES INC BOFA SECURITIES INC 5.2900 BYM4VMXG9 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) 912810SU3 2051-02-15 1.875 1.875 264162400.00 159999555.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9128283P3 2024-12-31 2.250 2.250 13440400.00 13308272.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828D56 2024-08-15 2.375 2.375 48659000.00 49123902.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828ZJ2 2025-04-15 0.125 0.125 122492800.00 144708017.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CAB7 2025-07-31 0.250 0.250 25969400.00 24829083.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CAQ4 2025-10-15 0.125 0.125 136634400.00 159999994.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CEC1 2027-02-28 1.875 1.875 79839900.00 75893055.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CEU1 2025-06-15 2.875 2.875 116481800.00 114908525.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CEZ0 2032-07-15 0.625 0.625 162792000.00 159999537.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CFG1 2024-08-31 3.250 3.250 11569500.00 11702042.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CGD7 2024-12-31 4.250 4.250 12575600.00 12573841.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9128334Y3 2034-08-15 0.000 0.000 77217546.15 50371090.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912833LS7 2024-08-15 0.000 0.000 6850785.28 6835782.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912833LY4 2026-02-15 0.000 0.000 38305433.60 35728282.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912834TU2 2025-07-31 0.000 0.000 19965.79 19016.22 U.S. Treasuries (including strips) Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2024-08-01 2024-08-01 2024-08-01 N N N 0.0529 1000000000.00 1000000000.00 0.0082 N Y Y N - N/A - BOFA SECURITIES INC BOFA SECURITIES INC 5.3500 BYM4VJN85 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 Collateralized Mortgage Obligation 38378KWZ8 2054-10-16 0.051 0.051 14082048.00 4912.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38378XR94 2056-05-16 0.613 0.613 1517148.00 9331.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38379MHK3 2045-07-20 0.790 0.790 4671920.00 155570.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38379R3U5 2059-11-16 0.683 0.683 161650000.00 1222277.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38379U7F7 2058-08-16 0.575 0.575 1765000.00 13389.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38379UG26 2057-10-16 0.660 0.660 75000000.00 908444.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38379XFT2 2045-11-16 4.500 4.500 53675264.00 1774545.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38380HEC2 2047-09-20 4.500 4.500 9809648.00 568964.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38380J7L6 2060-06-16 0.450 0.450 50000000.00 415334.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38380JFE3 2060-01-16 0.577 0.577 214000000.00 2981349.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38380L2Q5 2070-02-20 0.021 0.021 53984960.00 1570240.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38380L4G5 2068-07-20 1.125 1.125 46070336.00 1343933.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38380L6U2 2068-02-20 0.829 0.829 18294176.00 618926.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38380L6V0 2069-01-20 0.021 0.021 24831232.00 681501.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38380L6W8 2069-01-20 0.021 0.021 24831232.00 681501.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38380L6Y4 2068-03-20 1.021 1.021 18136160.00 732224.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38380LAZ6 2068-02-20 1.333 1.333 27800000.00 765515.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38380LGW7 2068-07-20 0.189 0.189 101132288.00 2435848.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38380LLB7 2068-10-20 1.882 1.882 10483000.00 167590.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38380LLN1 2068-09-20 0.510 0.510 48195648.00 361335.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38380LLZ4 2068-11-20 0.060 0.060 19818784.00 519973.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38380LM91 2069-10-20 0.194 0.194 21884128.00 536229.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38380LMD2 2068-11-20 0.030 0.030 35430272.00 818147.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38380LND1 2068-12-20 0.017 0.017 150000000.00 3880626.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38380LPG2 2068-12-20 1.771 1.771 29583552.00 321237.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38380LX81 2068-12-20 0.012 0.012 44410368.00 959627.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38380LY98 2070-02-20 1.118 1.118 6237000.00 155532.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38380MBC4 2058-06-16 0.696 0.696 94859008.00 450295.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38380N7S2 2062-02-16 1.023 1.023 120000000.00 4368694.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38380QDC3 2070-06-20 1.384 1.384 4003000.00 162107.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38380QGH9 2070-08-20 0.224 0.224 46659776.00 2061230.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38380QQE5 2070-11-20 0.035 0.035 103989120.00 3377867.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38380QSN3 2070-12-20 0.035 0.035 69071232.00 2461075.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38380QUB6 2068-09-20 0.043 0.043 40870272.00 1741680.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38380XWC7 2048-07-20 0.790 0.790 29233248.00 635969.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38381DAX8 2063-04-16 0.706 0.706 75000000.00 3267433.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38381JZQ3 2063-09-16 0.611 0.611 302274000.00 12563660.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38381R6L8 2049-03-20 4.500 4.500 4595296.00 227635.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38382EFD4 2044-05-20 0.540 0.540 23898560.00 789605.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38382FNL4 2050-05-20 0.690 0.690 53945728.00 3949395.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38382HEH9 2050-07-20 3.000 3.000 69902976.00 6762092.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38382JYY6 2050-09-20 3.000 3.000 6577656.00 610229.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38382KDB6 2050-09-20 2.500 2.500 38746000.00 2589107.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38382PNN8 2051-03-20 2.500 2.500 20000000.00 1654950.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38382PY97 2051-03-20 0.840 0.840 81031168.00 3964124.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38382TC93 2051-06-20 0.840 0.840 28604544.00 2594821.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38382TH98 2051-06-20 0.840 0.840 15481824.00 857408.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38382TKQ6 2051-05-20 3.000 3.000 115263232.00 9564924.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38382UTU5 2051-06-20 3.500 3.500 19005280.00 1392593.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38382UUA7 2051-06-20 0.840 0.840 14857024.00 801928.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38382UUR0 2051-06-20 3.500 3.500 9924816.00 877484.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38382WUT2 2051-07-20 3.500 3.500 29374560.00 4258358.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38382WZ75 2051-08-20 3.000 3.000 9500000.00 691167.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38382XAS4 2051-08-20 0.000 0.000 22485120.00 150703.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38382XU37 2051-09-20 3.500 3.500 39511552.00 4457392.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38382Y5J8 2073-05-20 0.787 0.787 75321728.00 4702455.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38382YG31 2072-12-20 0.432 0.432 80000000.00 2924367.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38382YMW0 2072-01-20 0.504 0.504 23228128.00 60758.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38382YQ89 2073-01-20 0.886 0.886 154000000.00 10112168.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38382YYC1 2072-09-20 0.855 0.855 50000000.00 3170250.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38382YZ55 2073-03-20 0.894 0.894 42420544.00 2869530.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38383A6K5 2051-09-20 3.500 3.500 48427328.00 6005485.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38383AFT6 2051-09-20 3.000 3.000 93863200.00 7617062.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38383CN48 2051-10-20 3.000 3.000 60777500.00 6728503.06 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3131X6LD0 2026-02-01 4.000 4.000 2851108.00 43705.81 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132ACS68 2048-06-01 4.000 4.000 1517318.00 332286.77 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132CW3W2 2037-06-01 2.500 2.500 138057.00 107970.62 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132D6CS7 2037-09-01 2.500 2.500 195436.00 139604.61 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132DMGW9 2049-12-01 3.000 3.000 49597840.00 25500186.29 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132DPXA1 2053-02-01 5.000 5.000 4800000.00 4399679.15 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132DV6A8 2050-05-01 4.500 4.500 35376832.00 9317783.36 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133CE4S8 2053-10-01 5.500 5.500 2615648.00 2355150.39 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133CH4J1 2053-11-01 7.000 7.000 2277710.00 1914666.09 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133WGEY7 2054-07-01 6.500 6.500 52469248.00 54089835.78 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 3136A1TN5 2041-10-25 1.138 1.138 162365440.00 137500.41 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 3136A6ZX5 2041-03-25 1.238 1.238 57724928.00 35043.54 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 3136A9T73 2042-07-25 4.000 4.000 8095312.00 110657.53 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 3136AJLT1 2033-06-25 3.500 3.500 40509696.00 83474.27 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 3136ASUH7 2046-06-25 0.538 0.538 21263648.00 571500.37 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 3136AT2D5 2046-10-25 0.638 0.638 37262912.00 580450.05 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 3136BCV64 2050-12-25 0.000 0.000 93000000.00 1253740.10 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 3136BGHV6 2051-08-25 3.000 3.000 52453312.00 6461401.44 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 3136BGNK3 2050-11-25 3.000 3.000 107041664.00 12464368.45 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 3136BGU41 2051-04-25 3.500 3.500 27920640.00 3045461.50 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 3136BH6V6 2051-07-25 0.000 0.000 99860224.00 644103.53 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 3136BLK90 2052-02-25 3.000 3.000 84447616.00 7267201.91 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 3136BPDE8 2052-10-25 0.000 0.000 12500000.00 547481.83 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 3136BPHF1 2052-11-25 0.000 0.000 101314944.00 2306971.94 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 3136BPZF1 2051-12-25 3.500 3.500 37983936.00 4053232.60 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 3136BR3Q8 2054-06-25 0.552 0.552 50000000.00 2194872.84 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 3136BRAE7 2054-03-25 1.652 1.652 36783500.00 2858165.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 3136BRH75 2051-10-25 2.500 2.500 127165056.00 16752032.03 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 3136BRH83 2050-11-25 2.500 2.500 61492096.00 9806157.62 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 3137AV3L9 2042-10-15 4.500 4.500 94872576.00 1216106.85 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 3137BDAG1 2044-08-15 0.648 0.648 121841120.00 1299336.81 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 3137BRCG8 2041-06-15 0.648 0.648 297858048.00 5115984.30 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 3137F6QQ3 2050-11-25 2.500 2.500 52642100.00 5066487.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38383FMG5 2050-04-20 4.500 4.500 40978368.00 5486896.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38383GML2 2052-01-20 0.000 0.000 91096448.00 1424156.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38383GRL7 2052-01-20 0.000 0.000 168729600.00 1523340.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38383HGX1 2052-12-20 1.635 1.635 1722118.00 117518.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38383KBL5 2073-07-20 0.965 0.965 51711360.00 4216254.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38383KNG3 2073-12-20 0.822 0.822 105282688.00 7499007.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38383KQS4 2074-02-20 1.135 1.135 63047680.00 5340013.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38383LB58 2052-12-20 0.305 0.305 2000000.00 51807.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38383MPH5 2052-02-20 0.000 0.000 200000000.00 929411.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38383MPU6 2052-02-20 3.500 3.500 31329480.00 4360915.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38383RN52 2052-05-20 0.000 0.000 50000000.00 1063721.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38383RW86 2052-05-20 0.705 0.705 50000000.00 2585393.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38383T3R2 2052-07-20 0.000 0.000 350000000.00 5383825.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38383THK2 2052-06-20 0.000 0.000 200000000.00 2256367.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38383UAT7 2052-07-20 0.000 0.000 100000000.00 1733793.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38383V4B1 2053-02-20 0.905 0.905 13000000.00 625487.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38383WAN6 2053-02-20 0.855 0.855 11000000.00 519639.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38383XNR1 2073-04-20 1.012 1.012 62595440.00 4650508.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38383XVA9 2053-04-20 0.855 0.855 25000000.00 1548450.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38384AYB3 2051-01-20 2.000 2.000 29280640.00 3031637.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38384CH51 2053-08-20 0.655 0.655 30000000.00 813820.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38384D6R3 2053-11-20 1.005 1.005 185523200.00 6319462.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38384DWP8 2053-10-20 0.955 0.955 66666624.00 4672375.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38384ED51 2053-09-20 1.155 1.155 50000000.00 2367362.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38384ETB1 2053-09-20 0.405 0.405 50000000.00 1053134.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38384EVP7 2051-03-20 0.905 0.905 28556864.00 3472657.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38384GMU1 2053-12-20 0.355 0.355 100000000.00 2675702.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38384J6K5 2054-02-20 0.000 0.000 75000000.00 1490522.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38384JBE3 2054-02-20 0.000 0.000 50000000.00 974703.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38384JGJ7 2054-02-20 0.555 0.555 64000000.00 3095245.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38384KJL6 2054-03-20 0.000 0.000 115000000.00 3549197.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38384MBQ9 2053-08-20 0.655 0.655 42063168.00 2381632.57 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage 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Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133W93D1 2054-04-01 5.500 5.500 34411.26 34319.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133WBCS3 2054-04-01 5.500 5.500 780405.59 787442.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133WBDD5 2054-05-01 6.500 6.500 1068192.84 1011515.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133WBDJ2 2054-05-01 5.500 5.500 998220.59 1003273.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133WBFV3 2054-05-01 5.500 5.500 1212398.46 1219494.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133WCD76 2054-05-01 6.000 6.000 4348155.24 4414522.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133WCJP0 2054-05-01 6.000 6.000 886392.78 912555.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133WFAX5 2054-06-01 6.000 6.000 6168546.54 6258994.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133WFAY3 2054-06-01 6.000 6.000 3557651.76 3613958.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133WFUX3 2054-07-01 6.000 6.000 6040278.66 6115999.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 3136B9W45 2050-06-25 4.000 4.000 47084700.00 3746911.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 3136BQHL6 2052-01-25 3.000 3.000 66731961.66 10813814.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 3136BSEP6 2053-12-25 6.247 6.247 22149683.40 21932617.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 3137HCZQ8 2054-04-25 0.302 0.302 60272372.16 2284427.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 3137HDSA9 2054-07-25 6.247 6.247 16194198.54 15860594.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138EJJK5 2041-06-01 4.500 4.500 15048819.24 736840.99 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138LR4S8 2042-05-01 4.000 4.000 9360000.00 855368.29 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138M3RN6 2042-08-01 3.500 3.500 5148449.28 989647.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138M3SG0 2042-08-01 3.500 3.500 2036819.46 527005.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138M4P71 2042-07-01 3.500 3.500 1469470.08 426394.29 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138MQVE0 2027-12-01 3.000 3.000 8670207.78 313390.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138WGF58 2046-01-01 4.000 4.000 1777182.42 490221.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138WRXM7 2043-06-01 3.500 3.500 4601346.36 1110785.42 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138WT6N1 2028-06-01 3.000 3.000 7987200.00 690104.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138X7EF6 2043-09-01 4.000 4.000 2819925.41 524534.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138Y36E6 2044-09-01 4.000 4.000 4454048.82 825894.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138Y63T9 2042-01-01 4.000 4.000 3900000.00 773182.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A0AH2 2053-09-01 5.500 5.500 2671666.91 2600185.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A0AW9 2053-09-01 6.000 6.000 780.00 712.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A4H61 2053-12-01 6.000 6.000 552379.62 536576.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A5EB0 2053-12-01 6.000 6.000 391939.85 395918.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A5RY6 2053-11-01 6.000 6.000 2873388.96 2634115.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A6T22 2053-12-01 6.000 6.000 378834.29 376833.39 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A6UZ7 2054-03-01 5.500 5.500 553644.00 517539.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A7TM6 2053-12-01 5.000 5.000 6073357.68 5537644.71 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A8XK3 2054-03-01 5.500 5.500 21886.79 21429.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140AABX4 2054-04-01 5.000 5.000 2331618.89 2300748.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140ABMM4 2054-04-01 5.500 5.500 1590285.84 1587282.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140ABZZ1 2054-05-01 5.500 5.500 780.00 780.44 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140ACBN2 2054-04-01 5.500 5.500 1563628.56 1563070.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140ADH95 2054-05-01 5.500 5.500 2488600.91 2490178.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140AEBS7 2054-05-01 5.000 5.000 677365.26 665413.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140AF2F2 2054-06-01 6.000 6.000 3739185.84 3522542.15 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140FVH41 2047-02-01 4.000 4.000 874742.70 447474.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140GYGZ6 2048-01-01 3.500 3.500 3120.00 526.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140JGTS4 2048-11-01 4.000 4.000 5791634.94 1105439.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140L0PR2 2051-08-01 2.000 2.000 1755000.00 1185093.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140LQRU6 2052-03-01 2.000 2.000 171735.72 124618.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140M6AR4 2054-03-01 5.500 5.500 1786575.96 1786331.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140MGQV6 2052-05-01 3.500 3.500 221177.58 172572.71 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140N2Z95 2053-06-01 5.530 5.530 7898.28 7371.37 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140N5A38 2052-10-01 4.500 4.500 1772270.76 1670756.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140NE7C3 2053-04-01 5.500 5.500 5497133.46 4843413.80 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140NHMP0 2053-05-01 5.000 5.000 411755.76 367669.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140NKBB6 2053-05-01 5.500 5.500 2504478.60 2452317.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QP2W6 2052-08-01 4.500 4.500 780.00 644.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QQBL8 2037-06-01 3.000 3.000 872042.34 678065.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XBQM5 2036-05-01 1.500 1.500 107077.62 65377.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XLGF9 2053-05-01 5.000 5.000 798.72 724.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XMD60 2047-09-01 4.000 4.000 7390997.64 6332497.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XNJY1 2053-12-01 6.000 6.000 5937873.24 5836420.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XNRM8 2054-01-01 6.000 6.000 26124920.64 24743336.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XPBW8 2053-11-01 5.000 5.000 14406573.48 13819253.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140YWZ71 2054-05-01 5.500 5.500 3046384.37 3047597.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140YXPE5 2054-03-01 6.000 6.000 6427701.54 6512957.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140YYCL1 2054-02-01 5.500 5.500 1136109.00 1131532.63 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31417AP45 2041-12-01 3.500 3.500 2340000.00 317511.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31417C3A1 2027-09-01 2.500 2.500 5917.07 330.76 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31417FT40 2028-03-01 3.000 3.000 12495427.62 786728.82 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418ABW7 2032-01-01 4.000 4.000 9100985.40 576284.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418AR26 2043-03-01 3.500 3.500 3900000.00 657900.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418E2A7 2039-02-01 6.000 6.000 498282.72 439417.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418E2H2 2054-02-01 7.500 7.500 249237.30 221801.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418E5Q9 2054-05-01 6.000 6.000 653975.40 645761.15 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418E7A2 2054-06-01 5.500 5.500 4739485.91 4691239.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418EHJ2 2052-09-01 4.000 4.000 973062.47 818958.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418ENL0 2053-01-01 6.000 6.000 21580.26 18363.76 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418ER77 2053-05-01 5.000 5.000 32770.91 30150.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418ET67 2053-07-01 5.500 5.500 9127971.83 8417990.58 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418EW48 2053-10-01 6.000 6.000 31802337.84 29800818.08 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418EXV7 2053-11-01 6.000 6.000 4142975.46 3955188.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418EYM6 2053-12-01 5.500 5.500 114466365.00 110288992.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418EYN4 2053-12-01 6.000 6.000 68360.76 65217.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418FA31 2039-07-01 5.500 5.500 56940.00 56416.34 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418FAV9 2054-07-01 5.000 5.000 1014087.36 997052.80 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418FAW7 2054-07-01 5.500 5.500 16185732.42 16130984.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418FAX5 2054-07-01 6.000 6.000 12313529.28 12458993.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418FAY3 2054-07-01 6.500 6.500 84013962.24 85931485.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418FBF3 2039-07-01 4.500 4.500 504660.00 481404.71 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418FBM8 2054-07-01 5.000 5.000 802573.20 790143.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418FBN6 2054-07-01 5.500 5.500 5770254.36 5784699.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418FBQ9 2054-07-01 6.500 6.500 10343494.20 10644455.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418UUQ5 2040-06-01 4.500 4.500 5499000.00 299771.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3142GRQ29 2054-01-01 6.000 6.000 31200.00 30834.93 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 36179NTE8 2043-11-20 4.000 4.000 5183.10 335.17 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 36179R4F3 2046-03-20 4.000 4.000 8927.10 868.07 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 36179VRM4 2035-08-20 2.000 2.000 84052.80 31752.71 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 36179XBS4 2052-07-20 3.500 3.500 6630000.00 5333694.36 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 912810QV3 2042-02-15 0.750 0.750 78.00 87.23 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 912810SN9 2050-05-15 1.250 1.250 128466.00 66227.36 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 912810SW9 2041-02-15 1.875 1.875 1422330.00 1016733.16 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 912810TC2 2041-11-15 2.000 2.000 118716.00 84615.63 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 912810TZ1 2044-02-15 4.500 4.500 24972168.00 25676273.36 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 912810UB2 2044-05-15 4.625 4.625 492102.00 508777.52 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 9128285J5 2025-10-31 3.000 3.000 326274.00 322135.86 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 912828J27 2025-02-15 2.000 2.000 833274.00 827444.26 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 912828P46 2026-02-15 1.625 1.625 7800.00 7524.70 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 912828YY0 2024-12-31 1.750 1.750 7566.00 7471.29 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CFR7 2027-10-15 1.625 1.625 12012.00 12670.92 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CGT2 2028-03-31 3.625 3.625 773058.00 770338.63 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CKR1 2027-05-15 4.500 4.500 31618860.00 32172056.01 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CKW0 2031-06-30 4.250 4.250 634920.00 645572.79 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CKX8 2029-06-30 4.250 4.250 1965444.00 1992838.67 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 91282CKY6 2026-06-30 4.625 4.625 70200.00 70774.24 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 36179XX68 2053-04-20 5.500 5.500 25036.44 22914.03 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 36179Y2G8 2048-04-20 3.500 3.500 716525.94 657997.71 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 36179YDM3 2053-08-20 6.500 6.500 648200.28 563743.33 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 36179YPH1 2053-12-20 6.000 6.000 800541.30 799600.07 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 36179YPL2 2053-12-20 7.500 7.500 1560.00 1553.43 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 36179YS47 2054-03-20 4.500 4.500 256077.12 245418.85 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 36179YYQ1 2051-04-20 2.500 2.500 274875.12 235359.02 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 36179YYU2 2054-05-20 4.500 4.500 2269447.43 2193121.40 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 3617MUEF0 2050-03-20 5.000 5.000 39000.00 20023.49 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 3622AABR4 2048-11-20 3.000 3.000 1386.05 89.68 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38382LSE2 2050-12-16 2.500 2.500 15159642.42 2196388.35 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38382UTX9 2051-06-20 3.500 3.500 44911637.16 3795497.62 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38384MM46 2054-04-20 0.055 0.055 63622067.34 2784204.40 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38384NN84 2054-05-20 0.000 0.000 26744402.88 891654.76 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38384NV77 2054-05-20 0.555 0.555 35684406.42 1459538.36 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38384UFS3 2054-07-20 0.561 0.561 41862645.24 2524221.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3128MJ2M1 2047-09-01 3.500 3.500 12258292.02 1609264.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3131X1NX5 2032-01-01 3.500 3.500 8541935.22 801601.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3131XHFM3 2041-09-01 4.000 4.000 9579678.41 770600.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 31326KK30 2045-10-01 3.113 3.113 19616032.80 1720973.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 31329QGY1 2049-03-01 4.000 4.000 39000141.96 10104275.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132A3Z86 2040-05-01 6.000 6.000 30046.38 791.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132A5HB4 2047-07-01 3.500 3.500 143693728.62 16722073.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3132D6GV6 2039-05-01 6.500 6.500 403231.92 386950.30 Agency Mortgage-Backed Securities Y 2024-08-01 2024-08-01 2024-08-01 N Y DAIWA SECURITIES CO 0.0000 FITCH'S RATING F1 MOODY'S RATING P-2 S&P RATING A-2 N 0.0535 975000000.00 975000000.00 0.0080 N Y Y N - N/A - FANNIE MAE FANNIE MAE 5.4300 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+ 2024-08-01 2026-06-18 2026-06-18 N N N 0.0543 264921085.10 264921085.10 0.0022 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 0.0489 249330132.48 249330132.48 0.0020 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 0.0483 1219902775.00 1219902775.00 0.0100 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 0.0490 2177067548.40 2177067548.40 0.0178 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 0.0529 279621564.06 279621564.06 0.0023 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 0.0492 467750534.40 467750534.40 0.0038 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 0.0479 363143213.48 363143213.48 0.0030 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 5.5000 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+ 2024-08-01 2025-01-23 2025-01-23 N N N 0.0550 75069942.00 75069942.00 0.0006 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 5.4750 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+ 2024-08-01 2026-01-12 2026-01-12 N N N 0.0548 95083194.35 95083194.35 0.0008 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 5.4900 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+ 2024-08-01 2025-10-27 2025-10-27 N N N 0.0549 30046395.90 30046395.90 0.0002 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 5.4750 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+ 2024-08-01 2025-06-27 2025-06-27 N N N 0.0547 40039392.00 40039392.00 0.0003 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 5.5200 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+ 2024-08-01 2024-11-25 2024-11-25 N N N 0.0552 80044058.40 80044058.40 0.0007 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 5.4300 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+ 2024-08-01 2024-08-01 2024-08-01 N N N 0.0543 120000000.00 120000000.00 0.0010 N Y Y N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 5.4850 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+ 2024-08-01 2025-10-06 2025-10-06 N N N 0.0548 100151234.00 100151234.00 0.0008 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 5.4300 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+ 2024-08-01 2026-06-26 2026-06-26 N N N 0.0543 71533145.97 71533145.97 0.0006 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 0.0523 721080586.17 721080586.17 0.0059 N N N N - N/A - FEDERAL HOME 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Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 3136FGDT1 2038-08-01 6.000 6.000 248662528.00 372106.69 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 3137AFRQ7 2041-09-15 1.048 1.048 119810304.00 858125.63 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 3137AWHE8 2042-08-15 3.500 3.500 2692068.00 417525.77 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 3137BD2G0 2044-08-15 5.000 5.000 61727232.00 748352.69 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 3137BGJW0 2036-12-15 1.698 1.698 47236960.00 452644.80 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 3137FPKU8 2049-09-25 2.500 2.500 324000.00 152523.18 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 3137FV3Q3 2042-10-25 0.471 0.471 27424224.00 40428.84 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 3137FV3T7 2038-02-25 0.850 0.850 11324432.00 39042.84 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 3137HB5K6 2053-11-25 6.000 6.000 9030320.00 8881139.88 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 3137HC4G4 2054-04-25 0.050 0.050 283005440.00 305377.94 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 3137HDKG4 2051-10-25 5.500 5.500 16706688.00 16850048.97 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 31395WR66 2035-07-15 2.592 2.592 1899718.00 48626.26 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 31396PJJ1 2037-02-25 0.000 0.000 3424908.00 58474.80 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 31398NSA3 2040-10-25 5.000 5.000 71002624.00 427110.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38373M5J5 2050-12-16 0.784 0.784 195346417.00 113269.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38377UL55 2041-04-20 0.540 0.540 50000000.00 367088.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38377W2A1 2041-07-16 0.657 0.657 25000000.00 246168.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage 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Obligation 38380WLG2 2048-04-20 3.000 3.000 14788848.00 590290.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38381X3C8 2049-08-20 0.000 0.000 66411904.00 553612.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38382CK67 2050-02-20 5.000 5.000 31592000.00 890752.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38382JXZ4 2050-09-20 1.000 1.000 2655000.00 1426754.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38382KYM9 2050-10-20 0.000 0.000 105656576.00 750814.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38382LF97 2050-12-20 3.000 3.000 27957280.00 3171983.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38382MR84 2050-09-20 3.500 3.500 12153424.00 639469.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38382VAV1 2051-06-20 0.000 0.000 12000000.00 356231.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38382WH26 2051-08-20 3.500 3.500 37846720.00 5020754.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38383DRY6 2051-11-20 0.000 0.000 60000000.00 977556.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38384CN88 2053-08-20 6.544 6.544 14600000.00 13945896.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38384DFT9 2053-10-20 1.055 1.055 75000000.00 3950869.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38384DZ75 2053-11-20 7.000 7.000 98199000.00 93959049.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38384KBX8 2054-02-20 4.000 4.000 568977.00 480857.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38384P5F3 2054-06-20 0.000 0.000 19983800.00 611441.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38384UEU9 2051-06-20 5.000 5.000 114674000.00 113843492.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38384UGP8 2053-12-20 5.500 5.500 22474240.00 22440648.50 Agency Collateralized Mortgage 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MORGAN WEALTH MANAGEMENT J.P. 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Mortgage-Backed Securities 3140MN2R6 2052-05-01 3.500 3.500 1006888.00 772658.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140NEKL8 2053-04-01 5.500 5.500 1889250.00 1854739.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140NG5Q9 2053-05-01 6.000 6.000 2743484.00 2743949.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140NPDA5 2053-08-01 5.500 5.500 1848450.00 1800426.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140Q9N82 2048-08-01 5.000 5.000 108206800.00 29000938.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QAA91 2048-11-01 4.500 4.500 50179264.00 17997069.29 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QCKC9 2044-12-01 3.000 3.000 2000000.00 383621.58 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QDW91 2050-06-01 2.500 2.500 39005504.00 22388106.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QFNX3 2050-11-01 3.000 3.000 3775000.00 2317295.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QHBN4 2051-02-01 1.000 1.000 33104768.00 20056216.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QKNQ7 2051-05-01 3.000 3.000 5014648.00 3183938.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QKU30 2036-05-01 2.000 2.000 4700000.00 2751390.60 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QS3P4 2053-09-01 5.500 5.500 16082880.00 15399835.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QUJ56 2054-04-01 5.500 5.500 50822016.00 50677608.63 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XGH77 2037-04-01 2.500 2.500 35866368.00 25884577.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XM4Q6 2053-04-01 4.500 4.500 25787200.00 23302743.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XMUV6 2053-10-01 5.500 5.500 139822080.00 132645114.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XPSC4 2054-04-01 6.000 6.000 32653632.00 32450055.70 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XQKP1 2054-07-01 6.000 6.000 135848960.00 139689138.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XTDJ7 2051-07-01 2.500 2.500 61459200.00 51557958.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140YW5C3 2054-02-01 6.000 6.000 1168068.00 1186862.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140YW5N9 2054-02-01 7.000 7.000 1208454.00 1086333.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140YWK93 2054-03-01 5.000 5.000 1126286.00 1108736.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418DG30 2049-10-01 4.500 4.500 12071068.00 1207702.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418E3S7 2039-01-01 3.500 3.500 1361860.00 1250556.44 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418E5H9 2044-04-01 6.500 6.500 14158096.00 13564348.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31418EDH0 2037-05-01 2.500 2.500 11024944.00 7948313.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3138WBND3 2044-04-01 5.500 5.500 2106904.00 289062.72 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 31407TPQ7 2035-10-01 5.500 5.500 983590.00 18959.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A1VN4 2053-10-01 6.000 6.000 98832.00 91576.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140A6TD8 2054-01-01 6.000 6.000 4315576.00 4400996.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140AA5E3 2054-05-01 5.500 5.500 1407900.00 1411566.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140AA7D3 2054-04-01 6.000 6.000 4892416.00 4977772.81 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140AAGX9 2054-06-01 6.500 6.500 5664152.00 5837539.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140ABJM8 2054-04-01 4.500 4.500 2146600.00 1844607.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140AJW79 2054-08-01 5.500 5.500 4318840.00 4335270.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140AJYN2 2054-08-01 5.500 5.500 8957792.00 8992837.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140AKFY6 2054-08-01 5.500 5.500 3032904.00 3040508.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140AKUV5 2054-08-01 6.000 6.000 4108344.00 4201250.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140AKWF8 2054-08-01 6.000 6.000 1616150.00 1656283.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140FPC98 2047-06-01 3.500 3.500 1350000.00 174438.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140GSUL4 2048-01-01 3.500 3.500 70000.00 27559.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140KQAS0 2051-02-01 2.000 2.000 948857.00 598111.29 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140KSBC0 2050-11-01 2.000 2.000 22340.00 12176.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140KVEF3 2050-12-01 2.000 2.000 1442186.00 952189.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140KVSC5 2050-12-01 1.500 1.500 195000.00 116294.60 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140L1JK2 2051-05-01 3.500 3.500 2089520.00 1328214.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140L56J0 2051-05-01 3.500 3.500 2520632.00 1622783.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140L5BJ4 2051-05-01 2.000 2.000 962000.00 636469.70 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140LNEJ2 2051-06-01 2.000 2.000 2820596.00 1904443.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140LXAR6 2052-04-01 2.000 2.000 1131952.00 845122.58 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140M1GR9 2051-11-01 2.000 2.000 2773696.00 1932330.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140MEM60 2052-01-01 2.000 2.000 8626656.00 6231910.39 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140MJPD1 2052-04-01 3.500 3.500 537621.00 452433.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140MSH24 2052-09-01 2.000 2.000 3628068.00 2785642.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140N7HZ6 2052-10-01 6.000 6.000 250274.00 249222.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140NBPD7 2053-02-01 5.500 5.500 400000.00 371490.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140NFCG5 2053-04-01 4.500 4.500 83972.00 79462.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QHG90 2051-02-01 2.000 2.000 3415000.00 2207963.71 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QHMG7 2041-03-01 2.500 2.500 200000.00 126912.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QP5M5 2042-08-01 4.000 4.000 60000.00 48175.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QPKP1 2052-06-01 3.500 3.500 78199296.00 67054904.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QPSR9 2052-07-01 4.500 4.500 1650000.00 1397891.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QPVD6 2052-07-01 4.500 4.500 1350000.00 1182182.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QSC66 2053-03-01 3.500 3.500 1110950.00 962327.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140QU4X1 2039-07-01 6.000 6.000 4585416.00 4704297.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XFJN2 2052-01-01 3.500 3.500 4944048.00 3957788.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XGY52 2051-02-01 2.500 2.500 300000.00 213166.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XHQA8 2052-06-01 5.000 5.000 8495312.00 7297250.72 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XHYV3 2052-06-01 5.000 5.000 1000000.00 755795.35 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XJEL3 2052-04-01 2.500 2.500 590000.00 442269.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 3140XKTC4 2052-11-01 5.500 5.500 3800000.00 3126280.08 Agency Mortgage-Backed Securities Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2024-08-07 2024-08-07 2024-08-07 N N N 0.0534 840000000.00 840000000.00 0.0069 N N Y N - N/A - J.P. MORGAN WEALTH MANAGEMENT J.P. MORGAN WEALTH MANAGEMENT 5.4900 BYM4H5HX3 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y Y Y Y Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 30307VAL2 2025-04-25 4.118 4.118 2418600.00 2324731.57 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 30318NAG8 2041-01-25 0.865 0.865 8022000.00 183755.59 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 30320QAA0 2041-06-25 0.940 0.940 4500000.00 3081016.68 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 3128HUFP1 2036-01-15 5.000 5.000 173746176.00 264200.47 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 31325VB29 2043-11-15 4.000 4.000 11375568.00 232869.08 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 31325WVS8 2036-11-15 3.500 3.500 8902720.00 236538.37 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 31325YRD2 2052-10-15 4.000 4.000 10492832.00 1630808.14 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 31325YX60 2052-10-15 4.000 4.000 11806144.00 2491111.96 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 31325YXP8 2052-11-15 4.000 4.000 194182400.00 38766145.87 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 31325YXW3 2052-11-15 5.000 5.000 7093192.00 1237771.70 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133CHGA7 2053-11-01 5.500 5.500 2735204.00 2739022.24 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133CMDL5 2054-01-01 6.000 6.000 3450672.00 3479280.68 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 3133Q3G96 2053-10-25 0.000 0.000 10000000.00 7261234.31 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133W75U5 2054-03-01 6.500 6.500 2394468.00 2356542.07 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 3133WGK79 2054-07-01 5.500 5.500 2131712.00 2141401.34 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 3136A1UF0 2041-10-25 0.988 0.988 80000000.00 496096.29 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 3136A2JE4 2041-11-25 4.000 4.000 2300000.00 166838.73 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 3136A63N2 2042-07-25 1.038 1.038 13333696.00 118582.61 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 3136A6HX5 2042-06-25 0.000 0.000 4113936.00 15077.56 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 3136ABL76 2033-02-25 5.000 5.000 2000000.00 378198.50 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 3136ACSQ5 2033-03-25 0.000 0.000 28571424.00 168981.98 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 3136ACVK4 2043-03-25 0.688 0.688 29364600.00 368278.64 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage 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3.500 113294560.00 2878913.94 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 31325YQ43 2052-04-15 2.500 2.500 38338440.00 5801546.65 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 31325YR83 2037-10-15 3.500 3.500 6140288.00 376981.08 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 31325YR91 2037-10-15 4.000 4.000 2014452.00 194500.12 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 3137HDYG9 2051-01-25 5.500 5.500 15590352.00 15583201.22 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 3137HDYL8 2054-07-25 6.500 6.500 68894208.00 14146575.91 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 3137HDZ37 2054-07-25 5.500 5.500 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2034-01-25 5.815 5.815 7128000.00 194276.16 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 31394D6W5 2033-08-25 3.176 3.176 9262430.00 352745.16 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 31394FEK7 2035-09-25 0.000 0.000 2727272.00 139736.48 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 31394VV23 2036-03-25 4.553 4.553 1000000.00 895837.43 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 31395QCS7 2032-04-01 3.500 3.500 32097152.00 137670.21 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 31396A5H3 2035-08-15 3.245 3.245 2150000.00 34089.48 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency 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Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 31423YJH3 2038-01-01 3.000 3.000 33423488.00 1770028.94 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 31423YP29 2053-04-01 5.000 5.000 18591264.00 3671916.66 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 31424QKH7 2037-11-01 3.500 3.500 16670624.00 1232171.08 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 31424QLZ6 2052-06-01 2.500 2.500 25000000.00 3125903.37 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 31424UAZ9 2052-04-01 2.000 2.000 198421760.00 23127166.24 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 31424UG83 2053-09-01 4.000 4.000 4426208.00 879227.78 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 31424UGX8 2052-07-01 3.000 3.000 8160272.00 1236846.02 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 31424UJ80 2052-05-01 2.500 2.500 3610372.00 433029.09 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 31424VDY7 2037-09-01 2.000 2.000 8819696.00 613106.20 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 31424VED2 2052-04-01 2.500 2.500 35719552.00 5400503.69 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 31424VEF7 2053-05-01 3.500 3.500 8295040.00 1578835.73 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 31424VEJ9 2054-05-01 5.000 5.000 57639808.00 13504864.29 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 31424VER1 2054-06-01 5.500 5.500 133222656.00 30439089.59 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 31424VES9 2054-06-01 6.000 6.000 165977856.00 35056787.09 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 31424VEV2 2053-09-01 3.188 3.188 909894.00 138867.91 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 31424VEW0 2054-06-01 5.839 5.839 1936574.00 392644.19 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 3142G9U65 2051-10-25 1.500 1.500 15837168.00 1491626.99 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 3142G9VB3 2053-11-25 3.500 3.500 7260760.00 1378321.71 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 3142G9VP2 2054-04-25 7.000 7.000 42897472.00 7533094.36 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 3142G9VQ0 2054-03-25 7.500 7.500 15874768.00 2883069.27 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 3142G9VR8 2051-07-25 1.500 1.500 13315920.00 1260055.37 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 35563PBD0 2056-08-25 3.000 3.000 8000000.00 6107832.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38376LSY6 2041-06-16 0.677 0.677 38063744.00 166457.83 Agency Collateralized Mortgage Obligation Government National 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Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38382MM22 2050-05-20 3.000 3.000 5947500.00 212081.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38382MSV2 2051-01-20 5.500 5.500 6300000.00 4519856.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38382UW80 2051-07-20 3.000 3.000 66666624.00 8157961.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38382WHE0 2051-07-20 3.500 3.500 365000.00 165020.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38383MRV2 2051-08-20 3.000 3.000 42897280.00 4271221.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38383MUC0 2050-12-20 3.500 3.500 714285.00 38134.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38383RFD4 2052-03-20 3.500 3.500 1659800.00 1482102.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38383XJ39 2053-04-20 6.094 6.094 29072400.00 27314979.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38383XZS6 2053-04-20 6.124 6.124 26000000.00 24144772.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38384B4T5 2053-07-20 6.344 6.344 10636700.00 10107242.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 38384CC23 2053-08-20 6.524 6.524 30000000.00 27563239.03 Agency 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Home Loan Mortgage Corp-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3133BVRH0 2053-02-01 5.500 5.500 6889200.00 6265658.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3133C2P44 2053-05-01 6.500 6.500 10014318.00 9008645.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3133C3EP7 2053-05-01 5.000 5.000 2499473.00 2434615.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3133C4S96 2053-06-01 4.500 4.500 1207682.00 1147411.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3133C4ZV9 2053-06-01 5.500 5.500 4700000.00 4226864.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3133C54W8 2053-06-01 6.000 6.000 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Home Loan Mortgage Corp-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3133WLHA5 2039-04-01 4.500 4.500 726600.00 708304.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3133WLRM8 2039-07-01 4.500 4.500 1875000.00 1860708.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3138EQGY2 2045-09-01 3.500 3.500 62191800.00 17459027.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3138LD5T6 2026-07-01 2.529 2.529 3000000.00 2734875.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3138LNT76 2048-07-01 4.040 4.040 2150000.00 1927919.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 31397SX82 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National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140A5J25 2054-02-01 6.000 6.000 3340768.00 3198717.71 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140A66E1 2054-02-01 6.000 6.000 1804628.00 1847855.99 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140A75E0 2054-02-01 6.000 6.000 1128914.00 1060086.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140A7XE9 2054-02-01 6.500 6.500 2857386.00 2635408.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140A8N99 2054-05-01 6.000 6.000 2847286.00 2719818.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 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Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140N8J25 2052-12-01 4.500 4.500 2120900.00 1597104.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140N8U89 2053-01-01 5.000 5.000 2190600.00 1978164.44 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140N8Y77 2053-04-01 5.000 5.000 19859100.00 18219931.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140NAWE9 2053-02-01 5.500 5.500 11253254.00 10280413.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140NBAT8 2053-02-01 5.000 5.000 1106963.00 1071164.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140NBHJ3 2053-01-01 4.500 4.500 1017497.00 955665.15 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140NDBC0 2053-04-01 5.500 5.500 10064075.00 9715105.22 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140NDLZ8 2053-05-01 6.500 6.500 1915147.00 1803628.76 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140NDPP6 2053-03-01 5.000 5.000 2500632.00 2367789.44 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140NDT56 2053-04-01 4.500 4.500 1581700.00 1509303.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140NDTR8 2053-04-01 4.500 4.500 1809800.00 1720314.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140NDYZ4 2053-04-01 5.500 5.500 6927258.00 6759365.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140NEEC5 2053-04-01 5.000 5.000 5884859.00 5696417.42 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140NFC42 2053-04-01 5.000 5.000 2584700.00 2345005.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140NGJH4 2053-05-01 6.000 6.000 2265200.00 2110892.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140NJP24 2053-05-01 6.500 6.500 1284900.00 1180273.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140NJUN2 2053-06-01 6.500 6.500 1281300.00 1166615.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140NK4E8 2053-06-01 5.500 5.500 5408900.00 5079594.80 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140NNBT1 2053-08-01 5.500 5.500 9048544.00 8248883.44 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140NNF42 2053-08-01 5.500 5.500 5050652.00 4779001.29 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140NSKA1 2053-10-01 6.500 6.500 1656300.00 1572777.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140NU6S3 2029-05-01 4.960 4.960 1000.00 1009.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140NUM63 2034-01-01 4.259 4.259 14380000.00 14086087.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140NUMJ5 2034-02-01 4.480 4.480 5044000.00 5011770.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140QFRC5 2050-11-01 2.000 2.000 265899520.00 169140308.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140QG2A4 2051-02-01 3.000 3.000 1782100.00 1147094.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140QKZ43 2051-06-01 2.000 2.000 40593064.00 26076674.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140QLAH9 2051-06-01 2.500 2.500 106116847.00 70448996.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140QLDW3 2051-07-01 2.000 2.000 235235313.00 155188166.82 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140QLFF8 2051-07-01 2.500 2.500 163000.00 114409.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140QLJ80 2051-07-01 2.000 2.000 110885800.00 72420503.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140QMLG7 2046-11-01 1.500 1.500 1016000.00 719703.82 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140QPTQ0 2047-07-01 4.500 4.500 1042493.00 970345.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140QQ4Y8 2052-10-01 4.500 4.500 2120236.00 1991935.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140QQCK9 2052-09-01 5.000 5.000 2475000.00 2215919.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140QQDG7 2052-09-01 3.500 3.500 16000.00 13050.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140QQUZ6 2052-11-01 4.500 4.500 4992400.00 4465735.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140QRKS1 2053-02-01 6.000 6.000 12000000.00 10862512.35 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140QRR62 2053-03-01 5.500 5.500 3401400.00 3240829.71 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140QRXD0 2053-04-01 5.500 5.500 27234500.00 24889206.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140QRXS7 2053-04-01 6.000 6.000 1007695.00 945136.34 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140QRXU2 2053-04-01 6.000 6.000 1004009.00 920157.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140QS3J8 2053-09-01 5.000 5.000 30657378.00 29222526.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140QS4S7 2053-08-01 6.000 6.000 3437100.00 3073259.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140QSGL9 2053-06-01 4.000 4.000 8215000.00 7339693.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140QSQC8 2053-07-01 5.500 5.500 95800.00 89042.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140QSVR9 2053-08-01 6.000 6.000 20680039.00 19480824.08 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140QT2N8 2054-02-01 5.500 5.500 13300.00 12846.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140QTA74 2053-10-01 5.500 5.500 20300.00 19412.35 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140QTDU0 2053-10-01 6.000 6.000 6101100.00 5944353.39 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140QTEJ4 2053-10-01 5.500 5.500 211000.00 201650.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140QTJT7 2053-11-01 5.000 5.000 24722488.00 23787451.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140QTP37 2053-12-01 6.000 6.000 38407859.00 37824997.70 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140QTP45 2053-12-01 6.000 6.000 16390700.00 16120566.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140QTU56 2054-01-01 6.500 6.500 28596570.00 28236904.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140QUB54 2054-03-01 6.000 6.000 4181600.00 4134928.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140QUVS2 2054-06-01 6.500 6.500 45458420.00 46270493.37 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140X6T27 2050-03-01 3.500 3.500 4254776.00 1178272.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140X7K32 2050-07-01 3.000 3.000 2999000.00 1196550.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140XDJ80 2051-10-01 2.500 2.500 400000.00 279918.73 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140XFUG4 2052-02-01 2.500 2.500 93400.00 64809.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140XHNB9 2052-06-01 4.000 4.000 584900.00 474446.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140XHS40 2046-11-01 3.000 3.000 24520.00 18293.60 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140XJNU3 2052-10-01 4.500 4.500 694000.00 619196.39 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140XK5R7 2053-05-01 6.000 6.000 18988025.00 17340974.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140XK6A3 2053-04-01 5.000 5.000 24500.00 22785.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140XKHM5 2052-11-01 4.500 4.500 189800.00 169363.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140XKK25 2053-03-01 5.500 5.500 1521984.00 1467844.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140XKLH1 2053-02-01 5.500 5.500 3998000.00 3623577.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140XKLL2 2053-02-01 5.500 5.500 62814700.00 56423813.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140XKNC0 2053-02-01 6.000 6.000 418845.00 348166.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140XKRR3 2053-02-01 5.000 5.000 6071700.00 5459264.73 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140XKT83 2053-03-01 6.500 6.500 21640900.00 19870879.22 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140XL3Q9 2053-07-01 6.000 6.000 199000.00 184858.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140XLDY1 2051-02-01 4.500 4.500 98000.00 88155.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140XLLN6 2053-05-01 5.000 5.000 4732100.00 4255261.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140XLS74 2053-04-01 7.000 7.000 13225800.00 12162328.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140XLUL0 2053-04-01 4.000 4.000 726520.00 609394.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140XLYX0 2053-07-01 5.000 5.000 568500.00 509804.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140XM2K1 2040-05-01 6.500 6.500 49100.00 46246.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140XM5B8 2053-11-01 6.000 6.000 1259000.00 1231775.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140XMHC3 2053-08-01 5.000 5.000 526900.00 491645.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140XMHE9 2053-09-01 5.500 5.500 159100.00 151646.72 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140XMHG4 2053-08-01 4.500 4.500 978900.00 887405.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140XMHK5 2053-09-01 5.500 5.500 238600.00 227987.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140XMJK3 2053-07-01 5.500 5.500 8098300.00 7240317.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140XMK54 2047-09-01 3.500 3.500 6655720.00 5694791.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140XML79 2053-09-01 6.500 6.500 97000.00 89042.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140XMU20 2050-05-01 4.500 4.500 9354396.00 8357527.70 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140XMXN1 2053-10-01 6.000 6.000 485200.00 469014.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140XNDG6 2053-11-01 6.000 6.000 50338700.00 49003555.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140XNEZ3 2053-08-01 5.500 5.500 499000.00 472082.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140XNF66 2050-11-01 4.000 4.000 44484774.00 40212182.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140XNGA6 2040-08-01 4.000 4.000 1560343.00 1398057.44 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140XNS39 2053-07-01 5.500 5.500 56594200.00 54633817.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140XNYD0 2053-09-01 5.500 5.500 12435410.00 12050305.73 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140XPBW8 2053-11-01 5.000 5.000 29800.00 28585.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140XPCS6 2053-03-01 5.000 5.000 29668800.00 28249897.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140XPM48 2053-06-01 4.000 4.000 17895400.00 16024074.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140XPM55 2053-06-01 4.000 4.000 12549322.00 11733433.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140XPV55 2053-10-01 5.500 5.500 36810685.00 36588851.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140XPYA1 2053-07-01 3.500 3.500 20779800.00 18677233.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140XQDS3 2050-04-01 3.500 3.500 18036178.00 16542580.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140XQEK9 2052-06-01 3.500 3.500 3423886.00 3112705.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140YX3W9 2054-01-01 6.500 6.500 1797905.00 1697801.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140YXRQ6 2054-02-01 6.500 6.500 156100.00 140920.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 3140YXSC6 2054-03-01 5.000 5.000 43500.00 43017.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 31418D4W9 2051-10-01 1.500 1.500 962100.00 634698.63 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 31418DRW4 2050-08-01 2.000 2.000 16075490.00 7959418.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 31418DZV7 2051-06-01 2.000 2.000 124000.00 80542.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 31418E2E9 2054-02-01 6.000 6.000 16107700.00 15525956.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 31418E3G3 2054-03-01 7.000 7.000 110200.00 100645.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 31418E4P2 2054-04-01 6.500 6.500 771400.00 758016.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 31418E5B2 2054-04-01 4.000 4.000 364800.00 334932.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 31418E5S5 2044-05-01 5.000 5.000 6766633.00 6552547.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 31418E6W5 2039-04-01 4.000 4.000 853300.00 804022.73 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 31418EMS6 2053-01-01 5.000 5.000 69800.00 62601.08 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 31418EPE4 2053-02-01 6.000 6.000 81479325.00 68626614.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 31418EQ86 2053-04-01 5.000 5.000 129000.00 116069.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 31418ES43 2053-06-01 5.000 5.000 57316480.00 52388386.69 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency 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38383PQS3 2048-07-20 0.740 0.740 10947855.00 702108.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38383RAU1 2050-10-20 0.000 0.000 30000000.00 229661.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38383RYH4 2052-05-20 4.500 4.500 3470345.00 512818.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38383TKJ1 2052-06-20 0.755 0.755 6516430.00 454302.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38383TLN1 2052-02-20 3.000 3.000 15889000.00 1293639.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 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Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38376US75 2047-05-16 0.707 0.707 7689881.00 264011.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38376VHU4 2040-02-20 0.790 0.790 238276991.00 971768.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38376VLN5 2040-02-16 4.000 4.000 24315620.00 67822.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38376WCP8 2040-02-16 1.007 1.007 50750000.00 126149.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38376WG74 2040-03-20 1.010 1.010 150000000.00 782444.71 Agency Collateralized Mortgage Obligation Government National 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National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38377TCJ8 2041-01-16 0.507 0.507 27196000.00 231985.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38377TWW7 2041-02-20 0.590 0.590 43078000.00 166040.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38377UYZ5 2041-03-20 1.140 1.140 45697200.00 257084.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38377VRB4 2041-04-20 1.190 1.190 129491000.00 645841.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38377VZK5 2041-05-16 0.607 0.607 25800000.00 77073.32 Agency Collateralized Mortgage Obligation 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Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38378CST5 2042-01-20 0.590 0.590 28656548.00 250569.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38378EWQ2 2042-04-16 5.500 5.500 7072909.00 116708.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38378FX62 2043-02-20 3.000 3.000 11286666.00 297568.26 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 3137APWD8 2027-05-15 3.000 3.000 82083333.00 57986.10 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 3137AQFK9 2042-05-15 0.598 0.598 41095926.00 226788.83 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 3137ARYF7 2042-07-15 0.548 0.548 31050000.00 359234.65 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 3137ASDW1 2042-07-15 1.248 1.248 7479158.00 109191.03 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 3137ASG81 2042-07-15 1.248 1.248 38592250.00 526054.85 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 3137ASM92 2042-07-15 1.168 1.168 37430744.00 735697.98 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 3137ATPP1 2032-08-15 0.698 0.698 69838692.00 461050.31 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 3137ATPV8 2042-08-15 0.598 0.598 11525618.00 220812.26 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 3137ATVF6 2042-09-15 0.548 0.548 42654372.00 818918.55 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 3137AUD97 2042-09-15 1.148 1.148 25000000.00 545866.19 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 3137AUN54 2042-09-15 0.000 0.000 2152846.00 375429.39 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 3137AVDL8 2032-10-15 3.000 3.000 60511093.00 590783.24 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 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3.500 3.500 37953000.00 661802.66 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 3137B04T8 2043-03-15 0.648 0.648 22243120.00 405679.37 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 3137B0BH6 2042-02-15 5.000 5.000 24299245.00 50830.71 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 3137B0CP7 2043-03-15 0.668 0.668 30181968.00 771244.74 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 3137B1E81 2033-04-15 3.000 3.000 36917831.00 405226.19 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 3137B2AP5 2033-05-15 3.000 3.000 40333333.00 527930.40 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 3137B2TM2 2043-06-15 1.248 1.248 13724716.00 313308.02 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 3137B2UA6 2033-06-15 3.000 3.000 12515000.00 175679.54 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 3137B4PM2 2035-09-15 0.000 0.000 7084817.00 621618.09 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 3137B4PY6 2036-02-15 0.000 0.000 27004098.00 4367069.08 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 3137B4VV5 2041-05-15 0.598 0.598 42343980.00 282368.85 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 3137B4W69 2039-06-15 0.498 0.498 47295652.00 660601.81 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 3137B55P4 2043-05-15 4.000 4.000 7012191.00 4795.94 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 3137B82L0 2039-07-15 0.000 0.000 15303929.00 1664656.75 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 3137B8LB1 2044-03-15 0.000 0.000 7913762.00 1274663.63 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 3137BBGL8 2044-06-15 0.598 0.598 42820800.00 144364.45 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 3137BCMA3 2050-11-15 0.548 0.548 23484774.00 379348.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38383VWS3 2053-02-20 0.355 0.355 74956217.00 3284954.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38383WQV1 2053-03-20 0.155 0.155 30000000.00 1022536.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38383WUD6 2053-03-20 0.155 0.155 120000000.00 2902932.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38383XXY5 2053-04-20 0.205 0.205 77619700.00 1891000.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38383YHB1 2052-09-20 1.155 1.155 51711731.00 3815273.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38383YMB5 2052-09-20 0.595 0.595 10000000.00 820330.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38383YMN9 2052-09-20 4.000 4.000 1000.00 902.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38383YNH1 2052-06-20 0.105 0.105 3421558.00 220391.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38383YNJ7 2052-06-20 0.550 0.550 6443637.00 50520.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38383YQ70 2052-09-20 5.000 5.000 702284.00 539398.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38383YS52 2052-10-20 0.000 0.000 50000000.00 1210464.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38383YTJ1 2052-09-20 0.635 0.635 30000000.00 2157045.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38383YYK2 2052-09-20 0.705 0.705 20188000.00 1335296.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38384AAZ6 2053-05-20 0.205 0.205 7401798.00 273416.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38384AEX7 2050-06-20 4.000 4.000 35000000.00 5888201.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38384BKW0 2052-12-20 0.600 0.600 30557249.00 340676.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38384CRF8 2053-08-20 0.605 0.605 50000000.00 1773394.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38384CTQ2 2053-08-20 4.500 4.500 1120.00 1046.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38384CUD9 2053-08-20 6.500 6.500 623077.00 107254.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38384D8M2 2052-01-20 3.000 3.000 22550843.00 3905463.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38384DAQ0 2053-10-20 0.000 0.000 15744753.00 11003870.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38384DSK4 2051-05-20 3.000 3.000 8617460.00 1278245.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38384DZW0 2053-10-20 6.644 6.644 50000000.00 31869383.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38384EAU9 2051-03-20 0.905 0.905 1927399.00 231560.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38384EAW5 2051-05-20 0.905 0.905 1925413.00 230620.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38384EDY8 2053-08-20 0.000 0.000 13461539.00 8799156.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38384EEF8 2053-08-20 0.000 0.000 10492308.00 6858403.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38384EEK7 2053-08-20 0.000 0.000 13846154.00 9050560.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38384EVH5 2051-06-20 3.000 3.000 11054239.00 1653810.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38384EVK8 2051-08-20 7.500 7.500 1426101.00 500129.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38384EVN2 2051-03-20 3.000 3.000 9518963.00 1411650.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38384EYZ2 2053-09-20 0.405 0.405 3375303.00 188250.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38378GHG6 2042-04-16 4.500 4.500 9676333.00 89519.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38378GLU0 2027-12-20 2.500 2.500 40332084.00 60563.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38378HC20 2042-08-16 4.500 4.500 5214568.00 46156.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38378HP26 2042-10-16 3.500 3.500 13065039.00 569224.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38378JJZ6 2043-03-20 3.500 3.500 9400000.00 63300.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38378MVC6 2043-04-20 3.500 3.500 6662768.00 57719.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38378P8Y7 2044-01-20 0.690 0.690 136303380.00 742372.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38378PFB9 2043-12-20 0.680 0.680 43000000.00 706503.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38378PKE7 2043-12-20 0.090 0.090 132000000.00 869147.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38378PQT8 2043-12-20 0.090 0.090 43369209.00 140381.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38378PRS9 2043-09-20 5.000 5.000 14700000.00 112900.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38378PXL7 2043-05-16 4.500 4.500 35485500.00 39244.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38378TEW6 2043-05-20 3.500 3.500 8351857.00 244209.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38378TP53 2041-02-20 4.500 4.500 6833711.00 48796.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38378TSA9 2043-04-20 0.840 0.840 31250000.00 192832.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38378TVA5 2043-06-16 4.500 4.500 57475000.00 1413997.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38378U6V4 2043-11-20 0.000 0.000 77333553.00 177068.84 Agency Collateralized 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Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38378YSN0 2043-11-20 0.690 0.690 37269289.00 136130.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38379AWZ9 2044-03-16 0.757 0.757 25000000.00 202683.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38379AXB1 2044-03-16 0.757 0.757 24713912.00 258022.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38379BRL4 2044-04-20 0.640 0.640 54035286.00 536532.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38379DDE1 2044-07-16 4.500 4.500 5285713.00 80681.52 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14361249.00 32833.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38379HR49 2045-01-20 0.140 0.140 102297401.00 1412592.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38379JMS7 2045-02-16 4.000 4.000 9328677.00 108784.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38379JZF1 2045-02-16 6.000 6.000 38029926.00 681763.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38379LXM3 2045-04-20 3.500 3.500 15629051.00 310439.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38379LY34 2045-05-20 4.000 4.000 17923000.00 363493.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38379MHK3 2045-07-20 0.790 0.790 4200671.00 139878.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38379MXL3 2045-08-20 0.442 0.442 16708873.00 73962.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38379MZK3 2045-08-16 0.807 0.807 28000000.00 682351.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38379ND25 2045-05-20 4.000 4.000 15518366.00 142761.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38379NMF6 2045-06-20 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38379VRK2 2039-06-20 4.500 4.500 7165270.00 100733.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38379W3U4 2046-05-20 4.500 4.500 11910581.00 24105.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38379WT28 2046-05-20 4.000 4.000 16849250.00 263815.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38379WXR8 2045-10-20 4.000 4.000 56071519.00 225454.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38379YMP0 2045-11-20 4.000 4.000 9796228.00 215137.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 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Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38380H2S0 2047-11-20 0.740 0.740 30121153.00 569262.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38380KHW8 2047-11-20 3.500 3.500 43406142.00 332246.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38380PCZ5 2062-10-16 1.000 1.000 230000000.00 2551694.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38380PJJ4 2062-07-16 1.100 1.100 210000000.00 4380350.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38380PX58 2062-05-16 1.100 1.100 182000000.00 4512364.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38380RBU3 2063-01-16 1.100 1.100 202425136.00 4632861.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38380RDN7 2063-01-16 1.000 1.000 261361236.00 5938064.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38380VCF6 2047-02-20 0.640 0.640 53277272.00 1010971.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38380VJZ5 2045-02-16 0.157 0.157 36566799.00 535679.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38380VL41 2047-02-16 0.707 0.707 76777880.00 2787340.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38380W4A4 2048-05-20 0.740 0.740 4448261.00 99507.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38380W7K9 2048-05-20 0.790 0.790 11354168.00 349584.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38380WBV0 2048-04-20 0.260 0.260 30000000.00 553447.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38380WZD4 2047-10-20 4.000 4.000 22349777.00 498710.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38380WZY8 2048-05-20 0.740 0.740 5359620.00 134641.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38380X4U8 2048-08-20 0.740 0.740 10287430.00 315522.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38380XBT3 2048-06-20 0.790 0.790 24698979.00 445557.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38380XRL3 2048-07-20 0.740 0.740 30000000.00 735700.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38380Y3H6 2041-03-20 4.000 4.000 12328000.00 95902.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38380YVG7 2048-09-20 0.740 0.740 77108333.00 702037.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38384EZN8 2063-09-20 0.000 0.000 21630872.00 11105505.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38384G2B5 2053-02-20 0.355 0.355 36164339.00 1859867.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38384G2L3 2053-07-20 0.705 0.705 27769829.00 2066528.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38384G2P4 2054-01-20 0.555 0.555 50000000.00 2317532.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38384GAP5 2050-07-20 4.000 4.000 36677515.00 6729976.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38384HBK3 2053-12-20 1.035 1.035 48000000.00 2775433.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38384HGY8 2053-12-20 1.055 1.055 215000000.00 14114091.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38384HWQ7 2054-01-20 7.000 7.000 18537935.00 2631993.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38384HY44 2054-01-20 0.000 0.000 120000000.00 3358689.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38384J6V1 2054-02-20 7.000 7.000 77686832.00 10879514.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38384JCX0 2054-02-20 0.705 0.705 209205.00 8410.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38384JU51 2054-02-20 1.655 1.655 61953134.00 4195643.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38384K6H9 2054-04-20 0.155 0.155 51000000.00 2467734.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38384KP70 2054-03-20 1.855 1.855 50000000.00 5297587.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38384MT72 2054-06-20 1.805 1.805 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2048-10-20 0.690 0.690 32265116.00 929727.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38381AQS8 2048-10-16 0.757 0.757 5553716.00 93071.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38381AXB7 2048-11-20 0.690 0.690 2500000.00 54167.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38381BD68 2049-01-20 0.640 0.640 40000000.00 890066.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38381BFS8 2048-12-20 0.660 0.660 45033333.00 740039.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38381BGP3 2048-12-20 0.640 0.640 11600000.00 255291.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38381BSF2 2049-01-20 5.000 5.000 12718112.00 455638.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38381BVG6 2049-01-20 0.590 0.590 60437869.00 1654223.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38381R6R5 2049-03-20 0.590 0.590 55278077.00 595274.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38381RLG2 2049-02-20 0.590 0.590 35000000.00 586511.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38381RVA4 2046-02-20 0.651 0.651 24797136.00 683918.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38381T3Y9 2050-10-20 2.500 2.500 200000.00 24766.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38381TGQ2 2049-03-20 0.590 0.590 31666666.00 540898.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38381TGY5 2049-03-20 0.590 0.590 29233333.00 506676.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38381VUD0 2049-05-20 0.000 0.000 50000000.00 241650.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38381VXF2 2049-05-20 0.590 0.590 65268356.00 1911767.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38381WQ92 2049-07-20 0.640 0.640 16000000.00 323773.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38381WSM1 2049-06-20 0.590 0.590 1825623.00 54932.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38381WT32 2049-07-20 0.640 0.640 24720896.00 511856.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 969500TJ5KRTCJQWXH05 38381XG34 2049-08-20 0.640 0.640 30268291.00 309694.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage 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Mortgage Association-Agency Mortgage-Backed Securities 969500TJ5KRTCJQWXH05 3617FDDM2 2052-08-15 6.000 6.000 1335844.00 1373579.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 969500TJ5KRTCJQWXH05 3617K14T7 2049-06-20 6.000 6.000 1094008.00 405880.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 969500TJ5KRTCJQWXH05 3617MPDF2 2050-06-20 4.500 4.500 600000.00 453858.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 969500TJ5KRTCJQWXH05 3617MSF23 2050-04-20 4.000 4.000 4620313.00 1289509.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 969500TJ5KRTCJQWXH05 3617MSF31 2050-04-20 4.000 4.000 1107108.00 301081.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 969500TJ5KRTCJQWXH05 3617MSF49 2050-04-20 4.000 4.000 10927060.00 875473.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 969500TJ5KRTCJQWXH05 3617MSF56 2050-04-20 4.000 4.000 1112549.00 198714.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 969500TJ5KRTCJQWXH05 3617MSFV9 2050-04-20 4.000 4.000 1044528.00 451509.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 969500TJ5KRTCJQWXH05 3617MSFW7 2050-04-20 4.000 4.000 1299716.00 253534.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 969500TJ5KRTCJQWXH05 3617MSFX5 2050-04-20 4.000 4.000 2664319.00 670239.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 969500TJ5KRTCJQWXH05 3617MSFY3 2050-04-20 4.000 4.000 1109550.00 475542.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 969500TJ5KRTCJQWXH05 3617MSFZ0 2050-04-20 4.000 4.000 2231288.00 494044.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 969500TJ5KRTCJQWXH05 3617MYJP5 2050-05-20 4.000 4.000 1576419.00 778924.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 969500TJ5KRTCJQWXH05 3617MYJQ3 2050-05-20 4.000 4.000 2118072.00 1195098.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 969500TJ5KRTCJQWXH05 3617MYJR1 2050-05-20 4.000 4.000 1304938.00 724287.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 969500TJ5KRTCJQWXH05 3617MYJS9 2050-05-20 4.000 4.000 2245289.00 1012091.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 969500TJ5KRTCJQWXH05 3617MYJT7 2050-05-20 4.000 4.000 2116218.00 1250881.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 969500TJ5KRTCJQWXH05 3617MYQS1 2050-04-20 4.000 4.000 2104531.00 1257960.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 969500TJ5KRTCJQWXH05 3617MYQT9 2050-04-20 4.000 4.000 2131633.00 749189.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 969500TJ5KRTCJQWXH05 3617N1XA3 2050-04-20 4.000 4.000 1283345.00 710426.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 969500TJ5KRTCJQWXH05 3617N4UG7 2050-04-20 4.000 4.000 5617731.00 3644923.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 969500TJ5KRTCJQWXH05 3617N4UJ1 2050-04-20 4.000 4.000 2772252.00 1601197.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 969500TJ5KRTCJQWXH05 3617N4VS0 2050-05-20 3.000 3.000 1108844.00 898343.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 969500TJ5KRTCJQWXH05 3617N4VT8 2050-05-20 3.000 3.000 1669077.00 1368476.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 969500TJ5KRTCJQWXH05 3617N4XU3 2050-05-20 5.000 5.000 813982.00 473736.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 969500TJ5KRTCJQWXH05 3617N6R27 2050-05-20 3.500 3.500 2641770.00 1338588.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 969500TJ5KRTCJQWXH05 3617NUGQ3 2050-09-20 2.500 2.500 995549.00 589646.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 969500TJ5KRTCJQWXH05 3617Q2KT1 2050-08-20 2.000 2.000 1033106.00 559073.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 969500TJ5KRTCJQWXH05 3617QJBY3 2050-12-20 4.000 4.000 1396540.00 914350.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 969500TJ5KRTCJQWXH05 3617VAYF2 2051-05-20 2.500 2.500 1670725.00 998227.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 969500TJ5KRTCJQWXH05 3617W8Z40 2051-08-20 4.000 4.000 1097365.00 878422.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 969500TJ5KRTCJQWXH05 3617W9HY2 2051-08-20 4.000 4.000 1028306.00 436932.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 969500TJ5KRTCJQWXH05 3617WFQW2 2040-08-20 5.000 5.000 1646711.00 1129384.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 969500TJ5KRTCJQWXH05 3617X5VH0 2046-12-20 3.000 3.000 2511180.00 1793061.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 969500TJ5KRTCJQWXH05 3617XBQZ3 2051-10-20 3.000 3.000 1646934.00 1259064.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 969500TJ5KRTCJQWXH05 3617XJM72 2052-06-15 4.500 4.500 2748285.00 2661474.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 969500TJ5KRTCJQWXH05 3617XJNB2 2052-06-20 6.000 6.000 1716347.00 1208635.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 969500TJ5KRTCJQWXH05 3617XJNC0 2052-06-15 5.500 5.500 1519206.00 1531976.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 969500TJ5KRTCJQWXH05 3617YAQY7 2052-01-20 4.000 4.000 1482893.00 1076722.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 969500TJ5KRTCJQWXH05 3617YGPN9 2039-07-20 5.500 5.500 1138430.00 927506.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 969500TJ5KRTCJQWXH05 36180UN47 2036-04-20 5.500 5.500 1412965.00 124150.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 969500TJ5KRTCJQWXH05 36181JQ30 2035-08-20 5.500 5.500 2760925.00 213743.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 969500TJ5KRTCJQWXH05 36189FC35 2045-10-15 4.500 4.500 1444208.00 394517.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 969500TJ5KRTCJQWXH05 3618AQZA8 2054-05-20 7.000 7.000 1054248.00 1123630.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 969500TJ5KRTCJQWXH05 3618AQZD2 2054-05-20 7.000 7.000 1147658.00 1219240.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 969500TJ5KRTCJQWXH05 3618B1DC2 2063-05-20 6.000 6.000 2367516.00 616128.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 969500TJ5KRTCJQWXH05 3618BN4R1 2053-06-20 5.500 5.500 1986980.00 1921951.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 969500TJ5KRTCJQWXH05 3618BTEM8 2053-06-20 6.000 6.000 1411464.00 1322748.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 969500TJ5KRTCJQWXH05 3618F02F5 2063-07-20 6.500 6.500 2965247.00 2489000.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 969500TJ5KRTCJQWXH05 3618F0QG7 2063-06-20 6.000 6.000 9221058.00 5819854.67 Agency Collateralized Mortgage Obligation Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2024-08-01 2024-08-01 2024-08-01 N N N 0.0535 2110000000.00 2110000000.00 0.0172 N Y Y N - N/A - ROYAL BANK OF CANADA ROYAL BANK OF CANADA 5.3500 BYM4VJJF4 R0MUWSFPU8MPRO8K5P83 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) R0MUWSFPU8MPRO8K5P83 912797KA4 2025-02-20 0.000 0.000 100.00 97.25 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) R0MUWSFPU8MPRO8K5P83 912797LB1 2025-05-15 0.000 0.000 955600.00 919848.13 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) R0MUWSFPU8MPRO8K5P83 912810ET1 2025-02-15 7.625 7.625 32800.00 34449.60 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) R0MUWSFPU8MPRO8K5P83 912810FP8 2031-02-15 5.375 5.375 19204000.00 21180226.55 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) R0MUWSFPU8MPRO8K5P83 912810QC5 2039-08-15 4.500 4.500 100.00 104.34 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) R0MUWSFPU8MPRO8K5P83 912810RE0 2044-02-15 3.625 3.625 13739600.00 12367511.07 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) R0MUWSFPU8MPRO8K5P83 912810TF5 2042-02-15 2.375 2.375 4687800.00 3542595.26 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) R0MUWSFPU8MPRO8K5P83 912810TH1 2042-05-15 3.250 3.250 56379800.00 48259489.10 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) R0MUWSFPU8MPRO8K5P83 912810TM0 2042-11-15 4.000 4.000 3126200.00 2968744.45 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) R0MUWSFPU8MPRO8K5P83 912810TZ1 2044-02-15 4.500 4.500 432000.00 440988.02 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) R0MUWSFPU8MPRO8K5P83 91282CAE1 2030-08-15 0.625 0.625 214652600.00 176042273.75 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) R0MUWSFPU8MPRO8K5P83 91282CAU5 2027-10-31 0.500 0.500 25304600.00 22556773.48 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) R0MUWSFPU8MPRO8K5P83 91282CBQ3 2026-02-28 0.500 0.500 71600.00 67377.16 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) R0MUWSFPU8MPRO8K5P83 91282CBZ3 2028-04-30 1.250 1.250 13696800.00 12389508.92 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) R0MUWSFPU8MPRO8K5P83 91282CCM1 2031-07-15 0.125 0.125 100.00 104.26 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) R0MUWSFPU8MPRO8K5P83 91282CCR0 2028-07-31 1.000 1.000 221822900.00 196732733.60 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) R0MUWSFPU8MPRO8K5P83 91282CDN8 2024-12-15 1.000 1.000 612900.00 604225.52 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) R0MUWSFPU8MPRO8K5P83 91282CDY4 2032-02-15 1.875 1.875 97455200.00 84319928.44 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) R0MUWSFPU8MPRO8K5P83 91282CEQ0 2025-05-15 2.750 2.750 579000.00 572635.09 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) R0MUWSFPU8MPRO8K5P83 91282CGD7 2024-12-31 4.250 4.250 100.00 99.98 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) R0MUWSFPU8MPRO8K5P83 91282CHM6 2026-07-15 4.500 4.500 49700.00 49902.10 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) R0MUWSFPU8MPRO8K5P83 91282CHV6 2025-08-31 5.000 5.000 126900.00 129815.91 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) R0MUWSFPU8MPRO8K5P83 91282CHY0 2026-09-15 4.625 4.625 11003200.00 11255984.76 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) R0MUWSFPU8MPRO8K5P83 91282CJV4 2026-01-31 4.250 4.250 700.00 696.88 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) R0MUWSFPU8MPRO8K5P83 91282CJW2 2029-01-31 4.000 4.000 100.00 99.75 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) R0MUWSFPU8MPRO8K5P83 91282CKS9 2026-05-31 4.875 4.875 100.00 101.57 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) R0MUWSFPU8MPRO8K5P83 91282CKU4 2031-05-31 4.625 4.625 782800.00 814400.33 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities R0MUWSFPU8MPRO8K5P83 3132DMWE1 2051-06-01 2.000 2.000 580326.00 393108.18 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities R0MUWSFPU8MPRO8K5P83 3132DNFZ1 2051-05-01 3.500 3.500 962058.00 715820.57 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities R0MUWSFPU8MPRO8K5P83 3133KNHG1 2052-01-01 3.500 3.500 150000.00 108763.24 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities R0MUWSFPU8MPRO8K5P83 3133KNKZ5 2047-01-01 2.000 2.000 4756120.00 3199187.03 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips R0MUWSFPU8MPRO8K5P83 3133Q3G96 2053-10-25 0.000 0.000 5000001.00 3630617.88 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips R0MUWSFPU8MPRO8K5P83 31352DC24 2038-02-15 0.682 0.682 317846239.00 1485132.67 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation R0MUWSFPU8MPRO8K5P83 3136A15S0 2041-11-25 0.538 0.538 60000000.00 309528.57 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation R0MUWSFPU8MPRO8K5P83 3136A16M2 2040-10-25 1.138 1.138 61850000.00 220680.17 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation R0MUWSFPU8MPRO8K5P83 3136A1D44 2041-10-25 0.438 0.438 30577245.00 165703.79 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation R0MUWSFPU8MPRO8K5P83 3136A23B7 2042-01-25 1.038 1.038 22264215.00 160155.53 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation R0MUWSFPU8MPRO8K5P83 3136A2AX1 2041-04-25 1.148 1.148 103496483.00 98196.89 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation R0MUWSFPU8MPRO8K5P83 3136A2HD8 2040-03-25 1.138 1.138 20987052.00 46039.09 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation R0MUWSFPU8MPRO8K5P83 3136A2UP6 2041-12-25 1.088 1.088 50000000.00 997857.19 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation R0MUWSFPU8MPRO8K5P83 3136A32V2 2042-02-25 1.038 1.038 49291146.00 933162.71 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation R0MUWSFPU8MPRO8K5P83 3136A3B75 2042-02-25 0.488 0.488 35250000.00 247904.21 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation R0MUWSFPU8MPRO8K5P83 3136A3GW5 2042-01-25 1.088 1.088 50000000.00 570397.15 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation R0MUWSFPU8MPRO8K5P83 3136A3HZ7 2042-01-25 1.088 1.088 31333333.00 785192.15 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation R0MUWSFPU8MPRO8K5P83 3136A3UD1 2042-02-25 0.538 0.538 13741213.00 83951.92 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation R0MUWSFPU8MPRO8K5P83 3136A3VL2 2042-02-25 0.458 0.458 51770999.00 430455.08 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation R0MUWSFPU8MPRO8K5P83 3136A4GB9 2032-02-25 1.188 1.188 21648056.00 92999.95 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation R0MUWSFPU8MPRO8K5P83 3136A4NK1 2042-03-25 0.988 0.988 15585300.00 90103.02 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation R0MUWSFPU8MPRO8K5P83 3136A54U7 2042-05-25 1.038 1.038 40435399.00 320878.15 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation R0MUWSFPU8MPRO8K5P83 3136A55N2 2042-05-25 0.000 0.000 2487412.00 322537.43 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation R0MUWSFPU8MPRO8K5P83 3136A5C87 2042-05-25 1.038 1.038 53520253.00 480561.61 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation R0MUWSFPU8MPRO8K5P83 3136A5DC7 2042-04-25 1.038 1.038 28457346.00 252944.90 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation R0MUWSFPU8MPRO8K5P83 3136A5XL5 2042-04-25 1.038 1.038 38333333.00 345896.29 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation R0MUWSFPU8MPRO8K5P83 3136A62D5 2042-07-25 1.138 1.138 36126447.00 218278.87 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation R0MUWSFPU8MPRO8K5P83 3136A6BQ6 2042-05-25 0.488 0.488 29855065.00 211710.73 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation R0MUWSFPU8MPRO8K5P83 3136A6GF5 2042-04-25 5.000 5.000 11248823.00 117594.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation R0MUWSFPU8MPRO8K5P83 3136A7LV2 2042-07-25 0.588 0.588 39324532.00 122183.73 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation R0MUWSFPU8MPRO8K5P83 3136A7UA8 2042-08-25 0.538 0.538 47851923.00 587246.79 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation R0MUWSFPU8MPRO8K5P83 3136A7Y97 2042-08-25 3.500 3.500 65268540.00 589934.55 Agency 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2024-11-15 7.500 7.500 20515200.00 21003932.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810ET1 2025-02-15 7.625 7.625 478000.00 502039.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810ET1 2025-02-15 7.625 7.625 52000.00 54615.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810EV6 2025-08-15 6.875 6.875 602100.00 635216.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810EW4 2026-02-15 6.000 6.000 413100.00 434637.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810EX2 2026-08-15 6.750 6.750 421500.00 455413.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810EY0 2026-11-15 6.500 6.500 1442300.00 1544304.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810EZ7 2027-02-15 6.625 6.625 5015800.00 5476054.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810FA1 2027-08-15 6.375 6.375 774800.00 847118.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810FB9 2027-11-15 6.125 6.125 3178400.00 3415654.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810FD5 2028-04-15 3.625 3.625 60100.00 124380.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810FE3 2028-08-15 5.500 5.500 109900.00 118817.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810FF0 2028-11-15 5.250 5.250 908400.00 961193.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810FG8 2029-02-15 5.250 5.250 12002100.00 12914602.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810FH6 2029-04-15 3.875 3.875 40400.00 84725.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810FJ2 2029-08-15 6.125 6.125 600000.00 672962.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810FJ2 2029-08-15 6.125 6.125 697600.00 782431.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810FM5 2030-05-15 6.250 6.250 229200.00 257777.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810FM5 2030-05-15 6.250 6.250 76400.00 85925.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810FP8 2031-02-15 5.375 5.375 22060100.00 24330239.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810FQ6 2032-04-15 3.375 3.375 4700.00 9271.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810FR4 2025-01-15 2.375 2.375 7700.00 12688.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810FS2 2026-01-15 2.000 2.000 3296500.00 5153081.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810FT0 2036-02-15 4.500 4.500 8692300.00 9197762.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810PS1 2027-01-15 2.375 2.375 18290500.00 28565318.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810PT9 2037-02-15 4.750 4.750 13269100.00 14317910.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810PU6 2037-05-15 5.000 5.000 10914300.00 11912303.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810PV4 2028-01-15 1.750 1.750 3290100.00 4887881.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810PZ5 2029-01-15 2.500 2.500 12561500.00 18848444.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810QA9 2039-02-15 3.500 3.500 276700.00 258643.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810QB7 2039-05-15 4.250 4.250 33404000.00 33581130.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810QF8 2040-02-15 2.125 2.125 108100.00 159854.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810QH4 2040-05-15 4.375 4.375 14059400.00 14284409.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810QP6 2041-02-15 2.125 2.125 903200.00 1320786.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810QQ4 2041-05-15 4.375 4.375 12689400.00 12827514.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810QS0 2041-08-15 3.750 3.750 42685400.00 40098437.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810QU5 2042-02-15 3.125 3.125 47750500.00 40710368.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810QV3 2042-02-15 0.750 0.750 76618500.00 85128992.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810QW1 2042-05-15 3.000 3.000 2351400.00 1941391.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810QX9 2042-08-15 2.750 2.750 23731900.00 18937979.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810QZ4 2043-02-15 3.125 3.125 59382100.00 49922544.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810RA8 2043-02-15 0.625 0.625 4008700.00 4209384.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810RF7 2044-02-15 1.375 1.375 168192100.00 199345131.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810RG5 2044-05-15 3.375 3.375 22039500.00 18881257.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810RJ9 2044-11-15 3.000 3.000 35997600.00 28935525.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810RK6 2045-02-15 2.500 2.500 28481100.00 21081476.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810RL4 2045-02-15 0.750 0.750 10588600.00 10854160.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810RM2 2045-05-15 3.000 3.000 18485500.00 14793967.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810RP5 2045-11-15 3.000 3.000 1550700.00 1236788.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810RQ3 2046-02-15 2.500 2.500 55008200.00 40271986.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810RQ3 2046-02-15 2.500 2.500 9038800.00 6617384.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810RR1 2046-02-15 1.000 1.000 15126200.00 16048490.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810RT7 2046-08-15 2.250 2.250 44862400.00 31065184.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810RT7 2046-08-15 2.250 2.250 45218400.00 31311698.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810RU4 2046-11-15 2.875 2.875 3000000.00 2320306.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810RU4 2046-11-15 2.875 2.875 9647300.00 7461565.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810RV2 2047-02-15 3.000 3.000 29009500.00 23125408.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810RW0 2047-02-15 0.875 0.875 36901100.00 36965166.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810SB5 2048-02-15 1.000 1.000 94860000.00 94921735.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810SF6 2049-02-15 3.000 3.000 100.00 78.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810SG4 2049-02-15 1.000 1.000 111826500.00 108973952.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810SH2 2049-05-15 2.875 2.875 7209100.00 5484702.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810SM1 2050-02-15 0.250 0.250 179131100.00 137295354.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810SN9 2050-05-15 1.250 1.250 212400.00 108347.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810SQ2 2040-08-15 1.125 1.125 111900.00 70540.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810SQ2 2040-08-15 1.125 1.125 9213000.00 5807805.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810SR0 2040-05-15 1.125 1.125 47927000.00 30357629.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810ST6 2040-11-15 1.375 1.375 45097200.00 29317060.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810SU3 2051-02-15 1.875 1.875 64803800.00 39250776.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810SV1 2051-02-15 0.125 0.125 234932700.00 168372417.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810SW9 2041-02-15 1.875 1.875 13100.00 9290.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810SW9 2041-02-15 1.875 1.875 947700.00 672109.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810SZ2 2051-08-15 2.000 2.000 3622700.00 2256361.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810TG3 2052-05-15 2.875 2.875 24263000.00 18326902.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810TM0 2042-11-15 4.000 4.000 16316000.00 15494221.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810TN8 2053-02-15 3.625 3.625 35800.00 31736.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810TP3 2053-02-15 1.500 1.500 626421000.00 573135293.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810TR9 2053-05-15 3.625 3.625 25825100.00 22667178.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810TU2 2043-08-15 4.375 4.375 807700.00 812176.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810TX6 2054-02-15 4.250 4.250 3200.00 3179.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912810TY4 2054-02-15 2.125 2.125 66695500.00 68312337.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9128282R0 2027-08-15 2.250 2.250 2477200.00 2367491.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9128285M8 2028-11-15 3.125 3.125 693000.00 671514.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9128286B1 2029-02-15 2.625 2.625 16820300.00 16020482.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828R36 2026-05-15 1.625 1.625 295500.00 282234.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828R36 2026-05-15 1.625 1.625 5399500.00 5157100.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828YU8 2026-11-30 1.625 1.625 300.00 283.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828ZE3 2027-03-31 0.625 0.625 1398200.00 1275600.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912828ZQ6 2030-05-15 0.625 0.625 79474300.00 65595921.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CAV3 2030-11-15 0.875 0.875 15411000.00 12743538.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CBQ3 2026-02-28 0.500 0.500 1908100.00 1795563.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CCB5 2031-05-15 1.625 1.625 63566600.00 54630416.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CDQ1 2026-12-31 1.250 1.250 200.00 186.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CEF4 2027-03-31 2.500 2.500 6779600.00 6548763.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CGT2 2028-03-31 3.625 3.625 100.00 99.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CKP5 2029-04-30 4.625 4.625 5523900.00 5722829.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CKT7 2029-05-31 4.500 4.500 415483100.00 426875646.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CKX8 2029-06-30 4.250 4.250 50978400.00 51611050.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 91282CLD1 2031-07-31 4.125 4.125 1700.00 1705.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9128334U1 2032-08-15 0.000 0.000 10000000.00 7147920.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9128337E4 2036-08-15 0.000 0.000 435000.00 257987.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9128337F1 2037-02-15 0.000 0.000 34000000.00 19626602.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9128337T1 2033-05-15 0.000 0.000 56500000.00 39043760.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9128337U8 2033-11-15 0.000 0.000 25000000.00 16878150.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 9128337W4 2034-11-15 0.000 0.000 86000000.00 55437750.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912833LZ1 2026-05-15 0.000 0.000 20000000.00 18457640.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912833X96 2035-11-15 0.000 0.000 6550000.00 4027188.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912833XS4 2029-05-15 0.000 0.000 33800000.00 27771972.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912833XT2 2029-11-15 0.000 0.000 7470000.00 6010810.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912833Y20 2036-05-15 0.000 0.000 8900000.00 5342198.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912834AU2 2039-02-15 0.000 0.000 6843000.00 3548280.26 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912834DV7 2039-05-15 0.000 0.000 49205000.00 25148527.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912834EP9 2039-08-15 0.000 0.000 17000000.00 8577333.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912834FB9 2040-02-15 0.000 0.000 98280000.00 48392187.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912834JB5 2040-08-15 0.000 0.000 56260000.00 26938356.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912834JH2 2040-11-15 0.000 0.000 86065000.00 40672081.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912834JP4 2041-02-15 0.000 0.000 92500000.00 43279640.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912834KP2 2041-08-15 0.000 0.000 7680000.00 3481090.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912834KV9 2041-11-15 0.000 0.000 130200000.00 58178698.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912834LB2 2042-02-15 0.000 0.000 151095000.00 66519271.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 912834LK2 2042-05-15 0.000 0.000 246550000.00 107004672.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 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0.750 0.750 2685000.00 3219624.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 784F5XWPLTWKTBV3E584 912828YY0 2024-12-31 1.750 1.750 1000.00 987.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 784F5XWPLTWKTBV3E584 912828ZZ6 2030-07-15 0.125 0.125 3549200.00 3941977.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 784F5XWPLTWKTBV3E584 91282CAD3 2027-07-31 0.375 0.375 400.00 357.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 784F5XWPLTWKTBV3E584 91282CAQ4 2025-10-15 0.125 0.125 15000000.00 17565122.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 784F5XWPLTWKTBV3E584 91282CAY7 2027-11-30 0.625 0.625 20800.00 18565.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 784F5XWPLTWKTBV3E584 91282CBB6 2027-12-31 0.625 0.625 1800.00 1601.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 784F5XWPLTWKTBV3E584 91282CBF7 2031-01-15 0.125 0.125 19681900.00 21253488.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 784F5XWPLTWKTBV3E584 91282CBL4 2031-02-15 1.125 1.125 9700.00 8137.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 784F5XWPLTWKTBV3E584 91282CBP5 2028-02-29 1.125 1.125 3000.00 2717.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 784F5XWPLTWKTBV3E584 91282CDC2 2026-10-15 0.125 0.125 15673800.00 17201782.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 784F5XWPLTWKTBV3E584 91282CDH1 2024-11-15 0.750 0.750 400.00 395.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 784F5XWPLTWKTBV3E584 91282CDX6 2032-01-15 0.125 0.125 17566100.00 17474331.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 784F5XWPLTWKTBV3E584 91282CEF4 2027-03-31 2.500 2.500 2000.00 1931.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 784F5XWPLTWKTBV3E584 91282CEJ6 2027-04-15 0.125 0.125 17664800.00 18570891.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 784F5XWPLTWKTBV3E584 91282CEP2 2032-05-15 2.875 2.875 500.00 462.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 784F5XWPLTWKTBV3E584 91282CET4 2027-05-31 2.625 2.625 1000.00 962.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 784F5XWPLTWKTBV3E584 91282CEW7 2027-06-30 3.250 3.250 300.00 293.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 784F5XWPLTWKTBV3E584 91282CEZ0 2032-07-15 0.625 0.625 1000000.00 982846.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 784F5XWPLTWKTBV3E584 91282CGD7 2024-12-31 4.250 4.250 4949800.00 4949107.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 784F5XWPLTWKTBV3E584 91282CGG0 2025-01-31 4.125 4.125 139800.00 139127.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 784F5XWPLTWKTBV3E584 91282CGK1 2033-01-15 1.125 1.125 3723600.00 3685511.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 784F5XWPLTWKTBV3E584 91282CGM7 2033-02-15 3.500 3.500 9800.00 9516.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 784F5XWPLTWKTBV3E584 91282CGN5 2025-02-28 4.625 4.625 4000.00 4067.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 784F5XWPLTWKTBV3E584 91282CGT2 2028-03-31 3.625 3.625 300.00 298.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 784F5XWPLTWKTBV3E584 91282CGU9 2025-03-31 3.875 3.875 4949800.00 4978551.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 784F5XWPLTWKTBV3E584 91282CGV7 2026-04-15 3.750 3.750 400.00 399.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 784F5XWPLTWKTBV3E584 91282CGZ8 2030-04-30 3.500 3.500 300.00 293.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 784F5XWPLTWKTBV3E584 91282CHE4 2028-05-31 3.625 3.625 500.00 494.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 784F5XWPLTWKTBV3E584 91282CHP9 2033-07-15 1.375 1.375 8446500.00 8365118.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 784F5XWPLTWKTBV3E584 91282CHQ7 2028-07-31 4.125 4.125 4111900.00 4117204.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 784F5XWPLTWKTBV3E584 91282CJJ1 2033-11-15 4.500 4.500 563000.00 583652.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 784F5XWPLTWKTBV3E584 91282CJL6 2025-11-30 4.875 4.875 20900.00 21131.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 784F5XWPLTWKTBV3E584 91282CJU6 2026-01-31 5.503 5.503 230000.00 233505.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 784F5XWPLTWKTBV3E584 91282CJY8 2034-01-15 1.750 1.750 3341000.00 3360125.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 784F5XWPLTWKTBV3E584 91282CKE0 2027-03-15 4.250 4.250 300.00 304.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 784F5XWPLTWKTBV3E584 91282CKL4 2029-04-15 2.125 2.125 2541200.00 2619825.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 784F5XWPLTWKTBV3E584 91282CLA7 2026-07-31 5.440 5.440 33376600.00 33370158.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 784F5XWPLTWKTBV3E584 9128334T4 2032-02-15 0.000 0.000 26.89 19.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 784F5XWPLTWKTBV3E584 9128335A4 2035-08-15 0.000 0.000 1005.33 625.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 784F5XWPLTWKTBV3E584 9128337V6 2034-05-15 0.000 0.000 14112.35 9313.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 784F5XWPLTWKTBV3E584 912833LV0 2025-05-15 0.000 0.000 214972.48 207192.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 784F5XWPLTWKTBV3E584 912796ZV4 2024-12-26 0.000 0.000 82000.00 80330.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 784F5XWPLTWKTBV3E584 912797GL5 2024-09-05 0.000 0.000 100.00 99.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 784F5XWPLTWKTBV3E584 912797HE0 2024-10-31 0.000 0.000 1240000.00 1223706.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 784F5XWPLTWKTBV3E584 912797JU2 2024-08-01 0.000 0.000 100.00 99.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 784F5XWPLTWKTBV3E584 912797KC0 2024-08-22 0.000 0.000 100.00 99.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 784F5XWPLTWKTBV3E584 912797KK2 2024-09-12 0.000 0.000 1171000.00 1163610.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 784F5XWPLTWKTBV3E584 912797KM8 2024-09-26 0.000 0.000 445000.00 441306.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 784F5XWPLTWKTBV3E584 912797KT3 2024-10-10 0.000 0.000 305000.00 301889.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 784F5XWPLTWKTBV3E584 912797KY2 2024-08-20 0.000 0.000 46000.00 45864.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 784F5XWPLTWKTBV3E584 912797KZ9 2024-08-27 0.000 0.000 8970000.00 8934389.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 784F5XWPLTWKTBV3E584 912833LX6 2025-11-15 0.000 0.000 33888.66 31950.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 784F5XWPLTWKTBV3E584 912833PB0 2026-11-15 0.000 0.000 117.80 107.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 784F5XWPLTWKTBV3E584 912833PC8 2027-02-15 0.000 0.000 335053.26 301534.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 784F5XWPLTWKTBV3E584 912833RZ5 2028-08-15 0.000 0.000 470984.70 399150.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 784F5XWPLTWKTBV3E584 912833WQ9 2028-05-15 0.000 0.000 6731.05 5761.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 784F5XWPLTWKTBV3E584 912833X88 2035-05-15 0.000 0.000 6.00 3.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 784F5XWPLTWKTBV3E584 912833XP0 2029-08-15 0.000 0.000 10000.00 8130.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 784F5XWPLTWKTBV3E584 912834B56 2052-02-15 0.000 0.000 0.08 0.02 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 784F5XWPLTWKTBV3E584 912834F29 2052-11-15 0.000 0.000 2000.00 576.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 784F5XWPLTWKTBV3E584 912834KV9 2041-11-15 0.000 0.000 10000.00 4468.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 784F5XWPLTWKTBV3E584 912834NV6 2044-08-15 0.000 0.000 1000.00 387.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 784F5XWPLTWKTBV3E584 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) 784F5XWPLTWKTBV3E584 912834VV7 2050-05-15 0.000 0.000 24999.70 7647.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 784F5XWPLTWKTBV3E584 912834WJ3 2050-11-15 0.000 0.000 4000.00 1200.41 U.S. Treasuries (including strips) Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1 2024-08-01 2024-08-01 2024-08-01 N N N 0.0534 300000000.00 300000000.00 0.0025 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 5.4290 91282CJD4 254900HROIFWPRGM1V77 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2024-08-01 2025-10-31 2025-10-31 N N N 0.0543 1068634659.00 1068634659.00 0.0087 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 5.5040 91282CJU6 254900HROIFWPRGM1V77 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2024-08-01 2026-01-31 2026-01-31 N N N 0.0546 1884087962.46 1884087962.46 0.0154 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 5.4090 91282CKM2 254900HROIFWPRGM1V77 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2024-08-01 2026-04-30 2026-04-30 N N N 0.0541 2278023397.65 2278023397.65 0.0186 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 5.4280 91282CGY1 254900HROIFWPRGM1V77 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2024-08-01 2025-04-30 2025-04-30 N N N 0.0543 50024254.00 50024254.00 0.0004 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 5.3530 91282CFS5 254900HROIFWPRGM1V77 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2024-08-01 2024-10-31 2024-10-31 N N N 0.0540 1031085779.20 1031085779.20 0.0084 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 5.3840 91282CHS3 254900HROIFWPRGM1V77 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2024-08-01 2025-07-31 2025-07-31 N N N 0.0541 867932374.12 867932374.12 0.0071 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 5.4130 91282CGF2 254900HROIFWPRGM1V77 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2024-08-01 2025-01-31 2025-01-31 N N N 0.0541 1163375183.80 1163375183.80 0.0095 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 0.0490 398257518.00 398257518.00 0.0033 N Y Y N - N/A - Dreyfus Government Cash Management Funds 2024-08-07 /S/Robert Svagna Robert Svagna Treasury Manager