N-MFP3 0000740766 XXXXXXXX 2025-03-31 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 45 111 109074443240.60 112755077894.02 0.8333 0.8614 2025-03-03 109277618294.13 112958384248.94 0.8335 0.8616 2025-03-04 109138181117.41 112819078373.61 0.8334 0.8615 2025-03-05 111437447667.70 115118476225.29 0.8363 0.8639 2025-03-06 110506730606.49 113836353068.24 0.8372 0.8624 2025-03-07 111968547399.06 115298301162.20 0.8391 0.8640 2025-03-10 111324109371.82 114653994436.35 0.8383 0.8634 2025-03-11 110353707998.13 113683724364.05 0.8371 0.8623 2025-03-12 112748552508.36 115719100175.67 0.8422 0.8644 2025-03-13 108846929903.43 111817740370.74 0.8328 0.8556 2025-03-14 109687445795.47 112652922810.15 0.8340 0.8565 2025-03-17 111154110919.47 114119675534.15 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3707004.26 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38382QCY4 2051-03-20 3.000 3.000 12400000.00 1314598.05 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38382RAT5 2051-04-20 3.500 3.500 14480560.00 930559.92 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38382RRX8 2051-04-20 5.000 5.000 11595000.00 1173246.36 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38382TNW0 2050-10-20 0.250 0.250 2275228.00 14889.86 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38382WHH3 2051-01-20 1.866 1.866 6318000.00 387652.22 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38383AL28 2051-09-20 2.500 2.500 150962.00 8857.18 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38383AZU1 2051-09-20 2.500 2.500 1500000.00 119862.97 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38383CXL9 2063-09-16 1.030 1.030 147202048.00 7829924.03 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38383DCB2 2051-11-20 3.000 3.000 2000000.00 234403.59 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38383DUX4 2049-11-20 3.000 3.000 2000000.00 156475.24 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38383DW38 2051-11-20 4.500 4.500 14788800.00 1837158.81 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38383PQP9 2047-01-20 4.000 4.000 14750288.00 1736574.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31283H4Z5 2034-12-01 5.500 5.500 300000.00 2333.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31283HZ65 2034-03-01 5.500 5.500 440159.00 2876.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3128KQMW3 2037-05-01 6.000 6.000 304960.00 1776.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3128LXCA6 2033-09-01 5.000 5.000 8600000.00 84995.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3128M5XF2 2038-03-01 5.000 5.000 282000.00 3856.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3128M62B3 2036-06-01 5.500 5.500 2320000.00 60426.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3128M6PH5 2038-08-01 6.000 6.000 440539.00 5900.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3128M7TA4 2039-10-01 4.500 4.500 102717.00 2424.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3128M82K9 2037-12-01 4.500 4.500 675000.00 22759.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3128M9PU0 2039-03-01 7.000 7.000 200000.00 8848.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3128MEYT2 2031-08-01 3.000 3.000 80000.00 11346.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3128MMUC5 2030-12-01 3.000 3.000 195000.00 21873.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3128MMUS0 2031-03-01 3.000 3.000 11000.00 1236.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3128MMXN8 2033-04-01 3.000 3.000 37718.00 4837.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3128P7NL3 2030-04-01 4.500 4.500 1248000.00 22748.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31292GWK8 2028-09-01 7.000 7.000 15999996.00 9739.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 312942NM3 2040-09-01 4.500 4.500 440000.00 14281.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31307N5N0 2030-08-01 3.500 3.500 30000.00 1484.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3131WCJQ2 2032-09-01 6.000 6.000 630609.00 2908.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3131XMXG5 2043-06-01 3.500 3.500 65262.00 13180.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3131XVRW7 2046-12-01 4.000 4.000 83226.00 15541.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3131XXDN8 2047-07-01 3.500 3.500 44000.00 5329.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3131YA6D7 2048-12-01 3.500 3.500 9000.00 1066.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31329KHX5 2027-12-01 5.000 5.000 881915.00 5180.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132A5FC4 2046-05-01 3.500 3.500 1330000.00 144194.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132A5GL3 2047-02-01 3.000 3.000 6000.00 1279.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132A73P4 2030-02-01 3.500 3.500 5627000.00 386835.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132A9S65 2032-02-01 2.500 2.500 31000.00 5791.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132A9UG0 2033-01-01 3.500 3.500 8000.00 1231.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132AC3B4 2048-10-01 4.500 4.500 68000.00 15321.37 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38383RXB8 2050-09-20 3.000 3.000 6300000.00 756239.47 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38383TWM1 2052-06-20 5.000 5.000 22361088.00 3084040.23 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38383VK23 2053-02-20 1.455 1.455 45000000.00 1600798.76 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38383W4P8 2053-03-20 1.405 1.405 50000000.00 1564432.54 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38383YSF0 2050-02-20 4.500 4.500 7361000.00 1006716.25 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38384AGS6 2053-05-20 0.050 0.050 3500000.00 3548.25 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38384BA43 2053-07-20 0.100 0.100 25874624.00 45944.52 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38384BB34 2053-05-20 0.050 0.050 16966816.00 18888.33 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38384BLP4 2053-06-20 0.050 0.050 21413632.00 20759.38 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38384BLZ2 2053-06-20 0.050 0.050 40812480.00 42247.96 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38384BMC2 2053-06-20 0.050 0.050 25971584.00 26885.07 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38384BMU2 2053-06-20 0.030 0.030 67096320.00 51846.38 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38384BNA5 2053-06-20 0.050 0.050 12084480.00 11822.32 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38384BNP2 2053-06-20 0.030 0.030 24999936.00 14088.79 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38384BZY0 2053-07-20 0.050 0.050 5499904.00 4841.39 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38384CMQ9 2053-08-20 0.100 0.100 53703040.00 109288.90 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38384CMR7 2053-08-20 0.050 0.050 12500000.00 12594.28 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38384DCT2 2053-10-20 0.000 0.000 2142856.00 1206647.23 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38384DDK0 2053-10-20 2.005 2.005 30000000.00 1255762.40 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38384ETY1 2053-09-20 0.050 0.050 19141120.00 14224.05 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38384FBR2 2053-11-20 0.000 0.000 7081136.00 4293755.29 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38384GKV1 2051-11-20 3.000 3.000 24604960.00 2842396.06 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38384GW30 2054-01-20 2.705 2.705 68000000.00 5368181.53 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38384HPW2 2053-12-20 0.050 0.050 36999936.00 25550.07 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38384HPZ5 2053-12-20 0.100 0.100 13000000.00 27256.43 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38384J2B9 2054-02-20 2.705 2.705 26698400.00 2547547.78 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38384JDG6 2054-02-20 0.040 0.040 55000000.00 60509.45 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38384JDV3 2054-02-20 0.100 0.100 14000000.00 23022.62 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38384JEB6 2054-02-20 6.000 6.000 1269546.00 202021.40 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38384JFC3 2054-02-20 1.645 1.645 130000000.00 10253770.74 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38384K6U0 2054-04-20 6.000 6.000 8291664.00 1236879.49 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38384K7A3 2054-04-20 0.050 0.050 75000000.00 94993.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132ACR85 2048-08-01 3.000 3.000 442937.00 121746.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132CW5X8 2037-12-01 5.000 5.000 15000.00 10765.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132D53P5 2034-09-01 3.000 3.000 5150000.00 727368.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132D53X8 2034-09-01 4.000 4.000 15000.00 2712.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132D56V9 2036-01-01 2.000 2.000 767907.00 365551.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132D6AU4 2036-09-01 2.000 2.000 16000.00 9395.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132D6CN8 2037-09-01 3.500 3.500 26000.00 17718.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132D6DW7 2038-03-01 5.000 5.000 10000.00 6887.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DM6A8 2052-02-01 3.500 3.500 8000.00 5527.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DNWF6 2052-08-01 3.500 3.500 160000.00 122435.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DPBM9 2052-06-01 3.000 3.000 275000.00 203759.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DPEH7 2052-06-01 3.500 3.500 680000.00 524901.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DPQ27 2052-12-01 4.500 4.500 13000.00 10814.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DPVB1 2053-02-01 6.000 6.000 100000.00 86388.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DPZN1 2052-07-01 4.000 4.000 440000.00 297448.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DSAT9 2053-08-01 3.500 3.500 46000.00 38384.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DSZK1 2052-04-01 2.500 2.500 305000.00 234584.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DV6V2 2050-08-01 3.000 3.000 22000.00 6669.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DV6X8 2050-08-01 4.000 4.000 100000.00 21209.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DVKT1 2049-09-01 4.000 4.000 4000.00 1160.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DVL60 2052-01-01 2.000 2.000 604041.00 386163.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DWB51 2051-08-01 2.000 2.000 1550000.00 983653.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DWB69 2051-08-01 2.500 2.500 3000.00 1865.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DWC84 2052-02-01 3.000 3.000 125205.00 85023.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DWC92 2052-02-01 3.500 3.500 33000.00 21344.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DWCL5 2051-10-01 3.500 3.500 8000.00 4339.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DWCN1 2051-11-01 2.000 2.000 477839.00 311567.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DWDR1 2052-05-01 2.500 2.500 26000.00 18619.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DWEG4 2052-08-01 3.000 3.000 75000.00 56872.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DWEQ2 2052-09-01 3.500 3.500 55000.00 43448.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DWER0 2052-09-01 4.000 4.000 10000.00 8107.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DWFS7 2052-12-01 5.500 5.500 28000.00 23153.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DWGX5 2053-04-01 4.500 4.500 5000.00 4331.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132FCH32 2046-09-15 3.500 3.500 640000.00 525912.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132LMEC6 2033-09-01 3.500 3.500 200000.00 20214.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132QVTG6 2046-02-01 3.500 3.500 202479.00 26687.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132WLAL0 2047-02-01 4.500 4.500 45889.00 6983.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132XCSJ5 2049-04-01 4.500 4.500 100000.00 17086.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132XWL82 2048-01-01 3.500 3.500 1001460.00 193792.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31335ABF4 2044-01-01 3.500 3.500 421000.00 68424.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3133AFXA4 2051-02-01 2.000 2.000 200000.00 101805.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3133AMS72 2051-06-01 3.000 3.000 400000.00 226756.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3133AQAF4 2051-08-01 2.500 2.500 3050340.00 2059110.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3133AT2V2 2051-10-01 3.000 3.000 445000.00 282447.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3133AYUA6 2051-12-01 2.500 2.500 760000.00 532933.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3133B5LP5 2051-11-01 2.000 2.000 509638.00 381999.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3133BJAN2 2052-08-01 4.000 4.000 220000.00 169672.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3133JL6E4 2052-03-01 3.000 3.000 6308792.00 4443519.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3133KGFZ6 2049-07-01 4.500 4.500 100000.00 19276.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3133KH2D7 2050-05-01 3.500 3.500 420000.00 111260.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3133KHSP2 2050-03-01 2.500 2.500 40000.00 12557.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3133KKAC3 2050-10-01 2.500 2.500 450000.00 234709.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3133KN7C1 2052-04-01 3.500 3.500 25000.00 17812.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3133KPME5 2052-06-01 4.500 4.500 525000.00 424770.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3133KPN87 2052-10-01 5.500 5.500 25000.00 20990.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3133KPR42 2052-07-01 5.000 5.000 800000.00 642486.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3133KQVF0 2053-04-01 4.500 4.500 185000.00 163506.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31346YXK4 2049-12-01 3.000 3.000 260000.00 91858.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31368HLB7 2032-04-01 6.000 6.000 903999.00 1701.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 3136AA5E1 2043-01-25 3.000 3.000 1362000.00 24264.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 3136ABAR4 2028-01-25 3.000 3.000 1281096.00 1378.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 3136ABF73 2028-02-25 3.000 3.000 1397504.00 1085.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 3136ADQT9 2042-02-25 3.000 3.000 116494326.00 4107.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 3136AGMW9 2043-10-25 0.000 0.000 20000000.00 2972947.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 3136AMWF2 2042-12-25 0.000 0.000 13182460.00 1620070.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 3136AMWQ8 2043-06-25 0.000 0.000 5117040.00 195164.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 3136AMWR6 2043-06-25 0.000 0.000 4416072.00 151921.73 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 3136AXF26 2047-09-25 1.445 1.445 50000000.00 825847.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 3136B0UJ3 2047-12-25 4.500 4.500 38253120.00 1436581.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 3136B1TS3 2048-04-25 3.000 3.000 640000.00 14619.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 3136B23V2 2048-09-25 1.745 1.745 55745280.00 502322.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 3136B5PY5 2049-08-25 1.595 1.595 15504700.00 458002.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 3136B9A49 2050-05-25 3.000 3.000 5128896.00 319195.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 3136BBXG2 2050-09-25 2.500 2.500 2700000.00 331203.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 3136BD5X2 2051-03-25 4.000 4.000 60426752.00 4794512.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 3136BFLT8 2051-03-25 2.000 2.000 1125000.00 107827.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 3136BGNQ0 2047-12-25 2.500 2.500 2000000.00 215933.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 3136BGVA6 2049-04-25 2.500 2.500 1800000.00 218877.69 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 3136BHUS6 2050-05-25 4.500 4.500 66473200.00 4935428.81 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 3136BKDN9 2051-12-25 3.000 3.000 2752000.00 370168.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 3136BKHZ8 2051-12-25 3.000 3.000 1260000.00 140636.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 3136BLPL8 2051-02-25 2.500 2.500 6000000.00 692637.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 3136BNRH1 2052-07-25 0.050 0.050 41079040.00 31889.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 3136BNRR9 2051-04-25 0.050 0.050 9960064.00 9665.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 3136BQAG4 2053-07-25 6.000 6.000 3306144.00 634120.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 3136BQKK4 2047-03-25 3.500 3.500 5600000.00 777676.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 3136BQUC1 2053-11-25 2.010 2.010 10000000.00 778437.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 3136BQVZ9 2053-12-25 0.000 0.000 7692304.00 4753165.08 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 3136BRZU4 2051-06-25 6.500 6.500 5931720.00 765492.81 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 3136BSBK0 2054-06-25 0.050 0.050 20000000.00 29068.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 3136BSCA1 2054-06-25 1.560 1.560 14251040.00 758006.63 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 3136BSJA4 2054-07-25 0.250 0.250 13500000.00 71455.71 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 3136BSJD8 2054-07-25 0.130 0.130 10000000.00 27589.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 3136BSXB6 2054-08-25 6.500 6.500 2683012.00 504284.70 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 3136BSXG5 2054-08-25 6.000 6.000 14095664.00 3363401.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 3136BUG53 2055-02-25 0.150 0.150 17000000.00 61677.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 3136BUG61 2055-02-25 1.460 1.460 75262000.00 4137986.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 3136BUK25 2055-02-25 0.070 0.070 30000000.00 60106.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 3136BUP53 2049-08-25 6.000 6.000 1065916.00 109065.44 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 3136BUY87 2055-03-25 0.050 0.050 73060736.00 145905.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 3136BUZ78 2055-03-25 0.050 0.050 73060736.00 146050.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31371MLB1 2035-12-01 5.500 5.500 1326724.00 12672.63 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38384K7B1 2054-04-20 0.050 0.050 75000000.00 94880.92 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38384K7E5 2054-04-20 6.000 6.000 51875000.00 9724918.76 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38384K7H8 2054-04-20 0.050 0.050 128000000.00 180750.68 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38384K7K1 2053-06-20 0.050 0.050 26275744.00 36672.68 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38384KJ77 2054-03-20 0.050 0.050 37000000.00 40573.03 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38384KK83 2054-03-20 6.000 6.000 38583296.00 7241855.61 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38384KM73 2054-03-20 6.000 6.000 89500000.00 16985776.83 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38384N4M4 2054-06-20 0.100 0.100 100000000.00 291851.30 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38384N5H4 2054-06-20 6.000 6.000 1295968.00 324843.08 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38384NXB6 2054-05-20 0.000 0.000 5833328.00 4391071.46 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38384NXD2 2054-05-20 0.050 0.050 20000000.00 32132.41 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38384NXQ3 2054-05-20 6.500 6.500 7457272.00 976806.60 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38384NXX8 2054-04-20 0.100 0.100 49956608.00 135427.22 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38384UJP5 2054-07-20 0.100 0.100 40000000.00 66941.88 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38384UKA6 2054-07-20 0.050 0.050 20000000.00 27523.36 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38384VTU1 2054-10-20 0.030 0.030 29999872.00 23764.89 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38384XNR0 2052-09-20 6.000 6.000 1792930.00 273727.64 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38385AEJ7 2054-11-20 0.050 0.050 4995000.00 12941.15 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38385BRT9 2054-12-20 1.665 1.665 110357120.00 8643754.19 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38385BSD3 2054-10-20 6.000 6.000 20782800.00 4095599.79 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38385D2V7 2055-03-20 6.500 6.500 502513.00 505818.86 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38385D3D6 2055-03-20 0.050 0.050 42560960.00 107520.80 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38385D3H7 2055-03-20 1.629 1.629 137560832.00 12480626.80 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38385D3N4 2055-03-20 0.000 0.000 4846008.00 3513922.78 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38385D4A1 2055-03-20 1.030 1.030 50000000.00 2766236.11 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38385D4D5 2055-03-20 0.070 0.070 175000000.00 441943.05 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38385D4V5 2055-03-20 1.679 1.679 62518464.00 5689388.61 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38385DUZ7 2055-02-20 1.605 1.605 16666656.00 1454846.57 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38385DVU7 2055-01-20 5.000 5.000 10422944.00 9738349.40 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38385DWA0 2055-02-20 1.555 1.555 46750000.00 4829553.56 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38385DWF9 2055-02-20 1.605 1.605 31574831.00 2899207.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31371MP76 2036-01-01 5.500 5.500 1200000.00 5824.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31371NQ40 2028-02-01 5.500 5.500 725000.00 3626.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31374CNW2 2034-11-01 5.500 5.500 50486.00 1654.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 3137B1J94 2043-04-15 3.500 3.500 14720192.00 217411.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 3137BTEC1 2045-11-15 4.000 4.000 4570792.00 5906988.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 5493006QMFDDMYWIAM13 3137F8NU3 2050-11-25 3.000 3.000 43672000.00 2626394.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 5493006QMFDDMYWIAM13 3137F9CW9 2051-02-25 2.500 2.500 900000.00 93891.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 5493006QMFDDMYWIAM13 3137F9Y54 2050-08-25 3.000 3.000 325000.00 37205.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 5493006QMFDDMYWIAM13 3137FRKQ3 2050-03-25 3.500 3.500 310000.00 16363.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 5493006QMFDDMYWIAM13 3137FUQC1 2049-09-25 3.500 3.500 32528512.00 917386.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 5493006QMFDDMYWIAM13 3137FWV72 2050-10-25 3.000 3.000 445000.00 45184.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 5493006QMFDDMYWIAM13 3137H2UH5 2049-01-25 2.500 2.500 2100000.00 259921.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 5493006QMFDDMYWIAM13 3137H3AM4 2050-07-25 3.000 3.000 950000.00 112430.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 5493006QMFDDMYWIAM13 3137H3BX9 2051-10-25 2.500 2.500 9000000.00 1265944.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 5493006QMFDDMYWIAM13 3137H3LQ3 2051-11-25 3.000 3.000 440000.00 51005.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 5493006QMFDDMYWIAM13 3137H3ST0 2051-11-25 3.000 3.000 17234740.00 1695772.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 5493006QMFDDMYWIAM13 3137H5UR6 2048-11-25 3.000 3.000 5000000.00 485823.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 5493006QMFDDMYWIAM13 3137H64H5 2048-06-25 3.000 3.000 4166664.00 288328.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 5493006QMFDDMYWIAM13 3137H8BA8 2051-11-25 4.000 4.000 36084320.00 5375724.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 5493006QMFDDMYWIAM13 3137HA3X2 2053-05-25 0.150 0.150 14000000.00 73212.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 3137HANZ5 2046-12-15 4.000 4.000 100000.00 18314.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 5493006QMFDDMYWIAM13 3137HAUX2 2053-11-25 0.050 0.050 13461504.00 11002.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 5493006QMFDDMYWIAM13 3137HB7C2 2053-12-25 0.000 0.000 6978392.00 4163346.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 5493006QMFDDMYWIAM13 3137HBET7 2054-01-25 6.500 6.500 3104776.00 339578.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 5493006QMFDDMYWIAM13 3137HBHF4 2054-02-25 0.150 0.150 21500000.00 58213.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 5493006QMFDDMYWIAM13 3137HBJ62 2054-02-25 0.020 0.020 37970432.00 10908.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 5493006QMFDDMYWIAM13 3137HBR30 2054-03-25 6.500 6.500 2721240.00 474071.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 5493006QMFDDMYWIAM13 3137HBSK1 2054-03-25 6.500 6.500 3600836.00 637054.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 5493006QMFDDMYWIAM13 3137HBSL9 2051-05-25 6.000 6.000 15928920.00 2271625.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 5493006QMFDDMYWIAM13 3137HBSM7 2054-03-25 6.500 6.500 5418904.00 841592.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 5493006QMFDDMYWIAM13 3137HCAW2 2054-04-25 6.500 6.500 3769336.00 692711.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 5493006QMFDDMYWIAM13 3137HCB27 2054-04-25 6.500 6.500 3290140.00 665204.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 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Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418MXH0 2039-10-01 5.500 5.500 329285.00 4410.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418WED8 2025-10-01 3.500 3.500 6500000.00 12556.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Debentures and Agency Strips 5493006QMFDDMYWIAM13 31424UAB2 2037-06-01 2.000 2.000 8261648.00 368075.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Debentures and Agency Strips 5493006QMFDDMYWIAM13 31424UAC0 2037-07-01 2.500 2.500 5248360.00 224586.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31426C6P4 2055-02-01 6.000 6.000 300433.00 308787.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31426CRL0 2055-02-01 5.500 5.500 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0.745 70664064.00 4408955.98 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38381HZE4 2064-10-16 0.509 0.509 197512640.00 9120993.68 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38381HZF1 2064-10-16 0.001 0.001 197512640.00 864820.16 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38381JAV9 2063-05-16 0.935 0.935 174692608.00 11668343.75 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38381JFT9 2064-12-16 0.500 0.500 3276776.00 176679.39 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38381JFU6 2065-02-16 0.500 0.500 717590.00 44648.92 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Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 549300HN4UKV1E2R3U73 38380L2Q5 2070-02-20 1.289 1.289 53984960.00 1677303.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 549300HN4UKV1E2R3U73 38380LJS3 2068-08-20 2.038 2.038 11685840.00 286245.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 549300HN4UKV1E2R3U73 38380LLL5 2068-09-20 2.301 2.301 23335500.00 457933.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 549300HN4UKV1E2R3U73 38380LNF6 2068-06-20 2.623 2.623 11327000.00 173201.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 549300HN4UKV1E2R3U73 38380LZS5 2069-08-20 1.993 1.993 75000000.00 2053181.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 549300HN4UKV1E2R3U73 38380QS45 2071-04-20 0.373 0.373 144061952.00 2802502.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 549300HN4UKV1E2R3U73 38380QUC4 2068-09-20 2.347 2.347 40870272.00 1631606.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 549300HN4UKV1E2R3U73 38380UQW6 2048-01-20 0.000 0.000 130400000.00 392064.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 549300HN4UKV1E2R3U73 38380XWC7 2048-07-20 1.816 1.816 29233248.00 665160.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 549300HN4UKV1E2R3U73 38381A2S4 2048-11-20 1.716 1.716 54123000.00 1351322.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 549300HN4UKV1E2R3U73 38381AHK5 2048-10-20 0.000 0.000 50000000.00 163599.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 549300HN4UKV1E2R3U73 38381LHP0 2065-10-16 0.741 0.741 33000000.00 2146871.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 549300HN4UKV1E2R3U73 38381RP52 2049-03-20 1.616 1.616 34000000.00 721485.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 549300HN4UKV1E2R3U73 38381T3Y9 2050-10-20 2.500 2.500 36727680.00 4544497.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 549300HN4UKV1E2R3U73 38381XE36 2049-08-20 1.666 1.666 15387232.00 679970.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 549300HN4UKV1E2R3U73 38381YD92 2049-09-16 1.616 1.616 17339000.00 1244471.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 549300HN4UKV1E2R3U73 38382AHU2 2049-10-20 1.616 1.616 11500000.00 348029.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 549300HN4UKV1E2R3U73 38382EFF9 2049-02-20 1.566 1.566 61368000.00 1915165.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 549300HN4UKV1E2R3U73 38382HYM6 2050-08-20 1.766 1.766 9000000.00 528271.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 549300HN4UKV1E2R3U73 38382HYW4 2050-08-20 1.766 1.766 5750000.00 396920.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 549300HN4UKV1E2R3U73 38382JZG4 2050-09-16 0.000 0.000 99636224.00 914634.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 549300HN4UKV1E2R3U73 38382LEC1 2050-11-20 0.000 0.000 68383232.00 510655.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 549300HN4UKV1E2R3U73 38382PY97 2051-03-20 1.866 1.866 81031168.00 3958811.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 549300HN4UKV1E2R3U73 38382TH98 2051-06-20 1.866 1.866 15481824.00 847011.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 549300HN4UKV1E2R3U73 38382TL51 2051-03-20 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38383GMM0 2052-01-20 0.000 0.000 166903552.00 2019640.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 549300HN4UKV1E2R3U73 38383GRL7 2052-01-20 0.000 0.000 168729600.00 1421102.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 549300HN4UKV1E2R3U73 38383HBM0 2052-12-20 1.855 1.855 10000000.00 456541.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 549300HN4UKV1E2R3U73 38383HGA1 2052-12-20 0.555 0.555 150000000.00 3240279.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 549300HN4UKV1E2R3U73 38383HGX1 2052-12-20 2.635 2.635 1722118.00 111673.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 549300HN4UKV1E2R3U73 38383KS86 2074-10-20 1.073 1.073 23808928.00 1672095.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 549300HN4UKV1E2R3U73 38383LB58 2052-12-20 1.305 1.305 2000000.00 39123.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 549300HN4UKV1E2R3U73 38383LRS1 2052-12-20 2.505 2.505 8000000.00 416554.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 549300HN4UKV1E2R3U73 38383LT34 2052-12-20 1.155 1.155 25000000.00 460446.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 549300HN4UKV1E2R3U73 38383MN95 2050-07-20 0.000 0.000 213054464.00 2045068.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage 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Mortgage Obligation 549300HN4UKV1E2R3U73 38383RN52 2052-05-20 0.000 0.000 50000000.00 1199828.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 549300HN4UKV1E2R3U73 38383RP84 2052-05-20 0.055 0.055 75500000.00 2014700.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 549300HN4UKV1E2R3U73 38383T4F7 2052-07-20 1.655 1.655 28123584.00 1705281.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 549300HN4UKV1E2R3U73 38383TEX7 2050-07-20 2.649 2.649 43571392.00 27815919.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 549300HN4UKV1E2R3U73 38383TFT5 2052-06-20 0.000 0.000 338072064.00 2839510.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 549300HN4UKV1E2R3U73 38383UAT7 2052-07-20 0.000 0.000 100000000.00 1663465.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 549300HN4UKV1E2R3U73 38383UWE6 2052-08-20 1.655 1.655 68200000.00 3468757.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 549300HN4UKV1E2R3U73 38383V3B2 2053-02-20 0.655 0.655 100000000.00 3157504.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 549300HN4UKV1E2R3U73 38383VGC6 2053-01-20 6.500 6.500 22298976.00 1767230.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 549300HN4UKV1E2R3U73 38383WGA8 2053-02-20 1.955 1.955 15500000.00 669749.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 549300HN4UKV1E2R3U73 38383WP67 2053-03-20 2.005 2.005 1107142.00 48458.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 549300HN4UKV1E2R3U73 38383WRG3 2053-03-20 1.155 1.155 140000000.00 3038443.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 549300HN4UKV1E2R3U73 38383X4S0 2053-05-20 1.205 1.205 110913600.00 4290396.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 549300HN4UKV1E2R3U73 38383XXU3 2053-04-20 1.805 1.805 91416448.00 4545080.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 549300HN4UKV1E2R3U73 38383YBV3 2052-08-20 0.000 0.000 250000000.00 4245872.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 549300HN4UKV1E2R3U73 38383YLW0 2052-09-20 0.355 0.355 12500000.00 378387.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 549300HN4UKV1E2R3U73 38384AH30 2053-06-20 1.655 1.655 1497234.00 59653.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 549300HN4UKV1E2R3U73 38384BQH7 2053-06-20 1.705 1.705 42307648.00 1143345.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 549300HN4UKV1E2R3U73 38384CX79 2053-08-20 1.355 1.355 80558208.00 2860977.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 549300HN4UKV1E2R3U73 38384EH40 2053-09-20 2.155 2.155 125000000.00 4491126.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 549300HN4UKV1E2R3U73 38384EML6 2053-09-20 1.255 1.255 100000000.00 1677830.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 549300HN4UKV1E2R3U73 38384ENM3 2053-09-20 2.155 2.155 103858560.00 6048412.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 549300HN4UKV1E2R3U73 38384FAD4 2053-11-20 3.005 3.005 33333312.00 1101987.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 549300HN4UKV1E2R3U73 38384GMQ0 2053-12-20 1.355 1.355 30000000.00 521501.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 549300HN4UKV1E2R3U73 38384GT59 2053-09-20 0.655 0.655 103509248.00 1657761.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 549300HN4UKV1E2R3U73 38384HQU5 2053-12-20 2.705 2.705 105300000.00 5909214.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 549300HN4UKV1E2R3U73 38384HTH1 2053-08-20 0.350 0.350 21970656.00 219673.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 549300HN4UKV1E2R3U73 38384HTJ7 2053-08-20 1.805 1.805 28997408.00 2310054.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 549300HN4UKV1E2R3U73 38384JNM2 2054-02-20 1.385 1.385 100000000.00 3228181.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 549300HN4UKV1E2R3U73 38384JNY6 2054-02-20 1.455 1.455 140000000.00 5194205.18 Agency Collateralized Mortgage 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Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 549300HN4UKV1E2R3U73 38384MN29 2054-04-20 1.105 1.105 200000000.00 8635126.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 549300HN4UKV1E2R3U73 38384MS73 2054-06-20 1.005 1.005 60000000.00 2134124.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 549300HN4UKV1E2R3U73 38384N4K8 2054-06-20 0.855 0.855 150000000.00 5313316.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 549300HN4UKV1E2R3U73 38384NME2 2054-05-20 1.605 1.605 54540032.00 3023293.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 549300HN4UKV1E2R3U73 38384NMV4 2053-08-20 0.000 0.000 16596768.00 11478921.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 549300HN4UKV1E2R3U73 38384NXW0 2054-04-20 0.955 0.955 99361536.00 3484064.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 549300HN4UKV1E2R3U73 38384QQS0 2054-07-20 0.855 0.855 85000000.00 2859298.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 549300HN4UKV1E2R3U73 38384QRL4 2054-07-20 1.655 1.655 60000000.00 3742600.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 549300HN4UKV1E2R3U73 38384QRM2 2054-07-20 0.805 0.805 40000000.00 1454517.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 549300HN4UKV1E2R3U73 38384QWJ3 2054-07-20 2.305 2.305 150000000.00 10264821.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 549300HN4UKV1E2R3U73 38384U6F1 2051-03-20 2.500 2.500 65703424.00 9172335.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 549300HN4UKV1E2R3U73 38384U7C7 2054-08-20 1.655 1.655 27520400.00 1779555.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 549300HN4UKV1E2R3U73 38384UNC9 2054-08-20 2.305 2.305 20500000.00 1690065.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 549300HN4UKV1E2R3U73 38384UYW3 2054-08-20 1.005 1.005 100000000.00 3392655.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 549300HN4UKV1E2R3U73 38384WZP3 2054-09-20 0.455 0.455 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0.905 50000000.00 1366421.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 549300HN4UKV1E2R3U73 38385AJD5 2054-12-20 0.005 0.005 50000000.00 944603.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 549300HN4UKV1E2R3U73 38385B6R6 2054-08-20 0.905 0.905 109033600.00 2995405.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 549300HN4UKV1E2R3U73 38385BFN5 2054-12-20 2.305 2.305 40000000.00 3682561.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 549300HN4UKV1E2R3U73 38385CK72 2055-02-20 7.000 7.000 21428544.00 2977220.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 549300HN4UKV1E2R3U73 38385CYQ5 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(including strips) 2IGI19DL77OX0HC3ZE78 91282CDL2 2028-11-30 1.500 1.500 3600.00 3321.18 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 91282CDY4 2032-02-15 1.875 1.875 200.00 173.70 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 91282CFC0 2029-07-31 2.625 2.625 100.00 95.15 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 91282CGM7 2033-02-15 3.500 3.500 1100.00 1055.39 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 91282CGQ8 2030-02-28 4.000 4.000 2200.00 2209.81 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 91282CHC8 2033-05-15 3.375 3.375 2000.00 1914.25 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 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Treasury-U.S. Treasuries (including strips) 2IGI19DL77OX0HC3ZE78 912810SS8 2050-11-15 1.625 1.625 100.00 54.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3132DWA60 2051-02-01 2.500 2.500 20000.00 9765.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3132DWCW1 2051-12-01 3.500 3.500 9000.00 5748.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3132DWDN0 2052-03-01 1.500 1.500 1296706.00 862272.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3132DWEY5 2052-08-01 5.500 5.500 74000.00 57313.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3132E0PP1 2053-10-01 6.500 6.500 200000.00 174620.42 Agency Mortgage-Backed 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3.000 2069036.00 1213855.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3133AL7D4 2051-06-01 3.000 3.000 160000.00 77506.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3133APW70 2051-08-01 2.000 2.000 372000.00 235303.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3133AXB27 2051-11-01 3.000 3.000 230000.00 159368.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3133BQRW8 2052-11-01 4.500 4.500 100000.00 85143.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 2IGI19DL77OX0HC3ZE78 3133C62F5 2053-07-01 4.500 4.500 1958928.00 1818715.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 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N 0.0449 378237735.54 378237735.54 0.0029 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 4.4800 3130B2MH5 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+ 2025-04-01 2026-09-14 2026-09-14 N N N 0.0448 143014578.85 143014578.85 0.0011 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 4.4800 3130B2RJ6 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+ 2025-04-01 2026-09-18 2026-09-18 N N N 0.0448 250027382.50 250027382.50 0.0019 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 4.4800 3130B3EC3 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+ 2025-04-01 2026-10-29 2026-10-29 N N N 0.0448 190231281.30 190231281.30 0.0014 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 4.3550 3130B3LF8 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+ 2025-04-01 2025-05-12 2025-05-12 N N N 0.0435 398299581.78 398299581.78 0.0030 N N Y N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 4.4900 3130AXZ92 2549001DPIFGXC1TOL40 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2025-04-01 2025-12-11 2025-12-11 N N N 0.0449 100059330.00 100059330.00 0.0008 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 4.3550 3130B3PR8 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+ 2025-04-01 2025-05-14 2025-05-14 N N N 0.0435 147499986.72 147499986.72 0.0011 N N Y N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 4.3500 3130B3JG9 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+ 2025-04-01 2025-04-14 2025-04-14 N N N 0.0435 178500642.60 178500642.60 0.0014 N N Y N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 4.3500 3130B4DR9 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+ 2025-04-01 2025-07-28 2025-07-28 N N N 0.0435 273005904.99 273005904.99 0.0021 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 4.4000 3130B56R4 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+ 2025-08-13 2026-03-13 2026-03-13 N N N 0.0438 701457789.24 701457789.24 0.0053 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 4.3500 3130B3LG6 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+ 2025-04-01 2025-04-11 2025-04-11 N N N 0.0435 177000486.75 177000486.75 0.0013 N N Y N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 4.3450 3130B4DB4 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+ 2025-04-01 2025-06-23 2025-06-23 N N N 0.0434 273004015.83 273004015.83 0.0021 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 4.4800 3130B2SE6 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+ 2025-04-01 2026-09-18 2026-09-18 N N N 0.0448 328039205.84 328039205.84 0.0025 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 4.4950 3130AXBV9 2549001DPIFGXC1TOL40 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2025-04-01 2025-09-29 2025-09-29 N N N 0.0449 300122322.00 300122322.00 0.0023 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 4.4150 3130B0HG7 2549001DPIFGXC1TOL40 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2025-04-01 2025-09-19 2025-09-19 N N N 0.0442 292614156.90 292614156.90 0.0022 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 4.4800 3130AYJ80 2549001DPIFGXC1TOL40 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2025-04-01 2026-01-16 2026-01-16 N N N 0.0448 425272055.25 425272055.25 0.0032 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 4.3600 3130B3J61 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+ 2025-04-01 2025-06-06 2025-06-06 N N N 0.0436 251000353.91 251000353.91 0.0019 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 4.4800 3130B2LZ6 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+ 2025-04-01 2026-09-10 2026-09-10 N N N 0.0448 126013824.72 126013824.72 0.0010 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 4.5000 3130AXPF9 2549001DPIFGXC1TOL40 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2025-04-01 2025-11-03 2025-11-03 N N N 0.0450 387345919.95 387345919.95 0.0029 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 4.4950 3130AXS74 2549001DPIFGXC1TOL40 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2025-04-01 2025-11-14 2025-11-14 N N N 0.0450 555504295.20 555504295.20 0.0042 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 4.3550 3130B3KZ5 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+ 2025-04-01 2025-05-08 2025-05-08 N N N 0.0436 440999307.63 440999307.63 0.0034 N N Y N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 4.4800 3130AYP42 2549001DPIFGXC1TOL40 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2025-04-01 2026-01-26 2026-01-26 N N N 0.0448 80050888.80 80050888.80 0.0006 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 4.3550 3130B3J87 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+ 2025-04-01 2025-05-07 2025-05-07 N N N 0.0435 358699365.10 358699365.10 0.0027 N N Y N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 4.3600 3130B3LL5 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+ 2025-04-01 2025-06-12 2025-06-12 N N N 0.0436 217601538.43 217601538.43 0.0017 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 4.3550 3130B3PU1 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+ 2025-04-01 2025-05-16 2025-05-16 N N N 0.0436 400000544.00 400000544.00 0.0030 N N Y N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 4.3600 3130B2ZY4 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+ 2025-04-01 2025-04-10 2025-04-10 N N N 0.0436 552000518.88 552000518.88 0.0042 N N Y N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 4.4900 3130AXZ50 2549001DPIFGXC1TOL40 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2025-04-01 2025-12-08 2025-12-08 N N N 0.0449 274146031.04 274146031.04 0.0021 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 4.5000 3130AXKB3 2549001DPIFGXC1TOL40 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2025-04-01 2025-10-20 2025-10-20 N N N 0.0450 757415343.19 757415343.19 0.0058 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 4.5000 3130AXGB8 2549001DPIFGXC1TOL40 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2025-04-01 2025-10-10 2025-10-10 N N N 0.0450 305165398.45 305165398.45 0.0023 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 4.4200 3130B4M99 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+ 2025-07-09 2026-02-09 2026-02-09 N N N 0.0440 766455828.84 766455828.84 0.0058 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 4.3400 3130B42U4 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+ 2025-04-01 2025-05-23 2025-05-23 N N N 0.0434 385000935.55 385000935.55 0.0029 N N Y N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 4.2450 3130B5NE4 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+ 2025-12-23 2026-04-20 2026-04-20 N N N 0.0415 711184227.21 711184227.21 0.0054 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.0000 313385KL9 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+ 2025-08-15 2025-08-15 2025-08-15 N N N 0.0418 173294098.56 173294098.56 0.0013 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 4.4400 3130B4MV0 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+ 2025-07-09 2026-02-09 2026-02-09 N N N 0.0441 795306150.68 795306150.68 0.0061 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 4.4750 3130B42X8 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+ 2025-04-01 2026-12-17 2026-12-17 N N N 0.0448 91010004.54 91010004.54 0.0007 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 4.3400 3130B4AP6 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+ 2025-04-01 2025-05-28 2025-05-28 N N N 0.0434 352502086.80 352502086.80 0.0027 N N Y N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 4.5300 3130B4EV9 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+ 2025-04-01 2026-12-30 2026-12-30 N N N 0.0453 250037470.00 250037470.00 0.0019 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 4.3300 3130B5LW6 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+ 2025-09-17 2026-04-15 2026-04-15 N N N 0.0424 699345745.00 699345745.00 0.0053 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 4.3500 3130B5NN4 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+ 2025-09-17 2026-04-17 2026-04-17 N N N 0.0425 355077510.04 355077510.04 0.0027 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.0000 313385EZ5 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+ 2025-04-30 2025-04-30 2025-04-30 N N N 0.0434 727438919.10 727438919.10 0.0055 N N Y N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 4.3550 3130B3J53 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+ 2025-04-01 2025-05-06 2025-05-06 N N N 0.0436 178999815.63 178999815.63 0.0014 N N Y N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 4.3500 3130B3XK4 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+ 2025-04-01 2025-06-06 2025-06-06 N N N 0.0435 442600663.90 442600663.90 0.0034 N N N N - N/A - FEDERAL RESERVE BANK FEDERAL RESERVE BANK 4.2500 BYM5M3AN8 254900Y8NKGV541U8Q32 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury-U.S. Treasuries (including strips) 254900Y8NKGV541U8Q32 912810QE1 2040-02-15 4.625 4.625 493753600.00 504246627.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 254900Y8NKGV541U8Q32 912810QS0 2041-08-15 3.750 3.750 1082056100.00 985631928.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 254900Y8NKGV541U8Q32 91282CCS8 2031-08-15 1.250 1.250 12214100.00 10298530.17 U.S. Treasuries (including strips) Y FITCH'S RATING NR MOODY'S RATING NR S&P RATING A-1+ 2025-04-01 2025-04-01 2025-04-01 N N N 0.0425 1500000000.00 1500000000.00 0.0114 N Y Y N - N/A - FREDDIE MAC FREDDIE MAC 4.4550 3134HAPV9 S6XOOCT0IEG5ABCC6L87 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+ 2025-04-01 2026-04-02 2026-04-02 N N N 0.0446 183601457.78 183601457.78 0.0014 N N N N - N/A - FREDDIE MAC FREDDIE MAC 4.4500 3134HAVY6 S6XOOCT0IEG5ABCC6L87 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+ 2025-04-01 2026-05-07 2026-05-07 N N N 0.0445 111699877.13 111699877.13 0.0009 N N N N - N/A - FREDDIE MAC FREDDIE MAC 4.4800 3134HAJN4 S6XOOCT0IEG5ABCC6L87 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+ 2025-04-01 2026-09-04 2026-09-04 N N N 0.0448 95009271.05 95009271.05 0.0007 N N N N - N/A - FREDDIE MAC FREDDIE MAC 4.4800 3134HAWA7 S6XOOCT0IEG5ABCC6L87 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+ 2025-04-01 2026-10-29 2026-10-29 N N N 0.0448 149017655.01 149017655.01 0.0011 N N N N - N/A - FREDDIE MAC FREDDIE MAC 4.4800 3134HATA1 S6XOOCT0IEG5ABCC6L87 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+ 2025-04-01 2026-10-16 2026-10-16 N N N 0.0448 354431950.80 354431950.80 0.0027 N N N N - N/A - GOLDMAN SACHS GROUP INC GOLDMAN SACHS GROUP INC 4.3700 BYM5M0BD5 784F5XWPLTWKTBV3E584 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 3128LXFQ8 2035-12-01 6.000 6.000 17162000.00 199504.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 3128MJYH7 2046-06-01 3.500 3.500 53445632.00 6325045.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 3131WHYH4 2036-09-01 6.500 6.500 6004992.00 88210.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 3131WKVS6 2037-12-01 6.500 6.500 1105000.00 6810.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 3131XM3Q6 2043-06-01 4.000 4.000 100000.00 11514.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 3131XT3C2 2046-02-01 4.000 4.000 17859488.00 6179745.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 3131XXE98 2047-07-01 5.000 5.000 730712.00 158224.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 31329H3W9 2032-03-01 6.000 6.000 22289216.00 47595.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 31329KQK3 2032-05-01 3.500 3.500 8659360.00 682350.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 31329KVK7 2036-06-01 3.000 3.000 20000000.00 3152752.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 31329L6U1 2042-07-01 3.500 3.500 7682632.00 894517.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 784F5XWPLTWKTBV3E584 3132A15H3 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MOODY'S RATING NR S&P RATING A-1+ 2025-04-07 2025-04-07 2025-09-15 N Y UNITED STATES TREASURY 0.0000 FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ N 0.0449 842105.27 842105.27 0.0000 N N N N - N/A - INT DEVELOPMENT FIN CORP INT DEVELOPMENT FIN CORP 4.5500 690353W37 254900QI8QTIK0FY6E92 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2025-04-07 2025-04-07 2025-06-15 N Y UNITED STATES TREASURY 0.0000 FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ N 0.0449 2500000.00 2500000.00 0.0000 N N N N - N/A - INT DEVELOPMENT FIN CORP INT DEVELOPMENT FIN CORP 4.5500 6903533N5 254900QI8QTIK0FY6E92 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2025-04-07 2025-04-07 2030-03-15 N Y UNITED STATES TREASURY 0.0000 FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ N 0.0449 12500000.00 12500000.00 0.0001 N N N N - N/A - INT DEVELOPMENT FIN CORP INT DEVELOPMENT FIN CORP 4.5500 6903534Y0 254900QI8QTIK0FY6E92 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2025-04-07 2025-04-07 2030-10-15 N Y UNITED STATES TREASURY 0.0000 FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ N 0.0449 8305555.57 8305555.57 0.0001 N N N N - N/A - INT DEVELOPMENT FIN CORP INT DEVELOPMENT FIN CORP 4.5500 6903538B6 254900QI8QTIK0FY6E92 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2025-04-07 2025-04-07 2026-09-15 N Y UNITED STATES TREASURY 0.0000 FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ N 0.0445 3750000.00 3750000.00 0.0000 N N N N - N/A - INT DEVELOPMENT FIN CORP INT DEVELOPMENT FIN CORP 4.2760 90376PBG5 254900QI8QTIK0FY6E92 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2025-04-07 2025-04-07 2028-06-20 N Y UNITED STATES TREASURY 0.0000 FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ N 0.0422 11000000.00 11000000.00 0.0001 N N N N - N/A - INT DEVELOPMENT FIN CORP INT DEVELOPMENT FIN CORP 4.5500 6903534U8 254900QI8QTIK0FY6E92 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2025-04-07 2025-04-07 2026-09-15 N Y UNITED STATES TREASURY 0.0000 FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ N 0.0449 7500000.00 7500000.00 0.0001 N N N N - N/A - J.P. MORGAN WEALTH MANAGEMENT J.P. 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MORGAN WEALTH MANAGEMENT J.P. 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984500653R409CC5AB28 3140A9BS8 2054-04-01 4.500 4.500 709734.00 670681.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140AAQ42 2054-03-01 5.500 5.500 1034194.00 920921.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140ABS55 2039-10-01 6.500 6.500 3570628.00 3647433.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140AELJ6 2054-11-01 4.500 4.500 10869808.00 10380198.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140AENP0 2054-12-01 4.500 4.500 1351578.00 1300500.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140AJX37 2054-08-01 6.500 6.500 5565456.00 5763736.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140AKU60 2054-08-01 5.500 5.500 1907500.00 1859735.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140AM7D7 2055-03-01 7.000 7.000 5654624.00 5952732.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140ANXA2 2054-09-01 4.500 4.500 59305.00 56524.71 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140AQYJ5 2054-11-01 4.500 4.500 1216318.00 1157939.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140ASB98 2054-11-01 4.500 4.500 7386264.00 7044526.73 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140ATDF0 2054-11-01 4.500 4.500 4093720.00 3913273.60 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140AUR70 2054-12-01 4.500 4.500 2764530.00 2640926.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140AUZE6 2054-12-01 4.500 4.500 2746968.00 2625353.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140AUZJ5 2054-12-01 4.500 4.500 500000.00 478250.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140AW4B2 2055-01-01 5.500 5.500 12896800.00 12971645.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140AW7J2 2055-01-01 4.500 4.500 4797968.00 4107188.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140AWT66 2055-01-01 4.500 4.500 2611192.00 2502403.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140AWYS2 2054-12-01 4.500 4.500 1736102.00 1660344.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140FVCH7 2047-04-01 4.500 4.500 755387.00 236311.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140FXGL0 2051-01-01 4.500 4.500 24153598.00 6029383.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140FXL75 2041-11-01 4.500 4.500 2000000.00 597125.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140FXLE0 2048-09-01 3.500 3.500 525000.00 226424.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140HF2T5 2048-03-01 4.500 4.500 269759.00 112721.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140HN2R2 2048-09-01 5.000 5.000 10716368.00 2379265.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140J9WU1 2048-07-01 4.000 4.000 49714000.00 17685884.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140JGNR2 2048-09-01 4.000 4.000 646127.00 63896.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140JL5C4 2049-01-01 4.500 4.500 10034448.00 705699.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140JNAE0 2049-04-01 4.500 4.500 6819952.00 2814493.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140L0LY1 2051-07-01 4.000 4.000 1506000.00 1064608.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140L2YM9 2051-02-01 3.500 3.500 1169758.00 979631.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140L7DZ2 2051-06-01 5.000 5.000 1079668.00 752635.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140LHGV6 2032-10-01 3.569 3.569 62554600.00 58684784.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140LWWH6 2052-07-01 4.000 4.000 40325.00 34466.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140M5Q73 2053-06-01 5.500 5.500 250502.00 246760.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140M6S53 2054-09-01 5.000 5.000 4163072.00 4083418.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140M7AG6 2054-12-01 4.500 4.500 4312600.00 4133812.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140M7DW8 2055-02-01 7.000 7.000 2548484.00 2687345.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140MA5B6 2052-04-01 4.000 4.000 151217.00 114915.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140MRP92 2052-05-01 4.500 4.500 2319160.00 1759553.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140MRZF7 2052-05-01 4.500 4.500 240000.00 172945.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140MSEZ4 2052-06-01 4.000 4.000 43641.00 37817.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140MSJV8 2037-09-01 3.000 3.000 2323840.00 1700781.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140MXHS6 2052-08-01 3.500 3.500 1227112.00 1033319.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140MYAE2 2052-08-01 5.000 5.000 1700000.00 1125667.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140N5K86 2052-10-01 4.000 4.000 1017376.00 820002.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140N9UX2 2053-02-01 5.500 5.500 414894.00 362277.44 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140NAY49 2053-01-01 6.500 6.500 3180896.00 2346667.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140NDC39 2053-04-01 4.500 4.500 44228.00 41276.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140NHUT3 2053-05-01 4.500 4.500 1498754.00 1063119.29 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140NM4X2 2053-07-01 4.500 4.500 4427248.00 3900247.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140NQ6C7 2039-06-01 6.500 6.500 4968640.00 3980214.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140NQ6P8 2039-02-01 4.500 4.500 375301.00 310434.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140NQRZ3 2053-07-01 5.500 5.500 1181150.00 1161092.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140NRFD3 2053-08-01 5.500 5.500 1480346.00 1292491.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140NSGG3 2053-10-01 4.500 4.500 1886000.00 1433223.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140Q9DM2 2048-06-01 4.500 4.500 8597632.00 764028.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140Q9MK6 2048-08-01 4.500 4.500 85087616.00 23771634.80 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QCYS9 2050-02-01 3.000 3.000 218459.00 108969.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QGD46 2050-12-01 1.500 1.500 1005000.00 553472.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QKDE5 2041-04-01 2.500 2.500 500000.00 308305.81 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QMP99 2036-11-01 2.500 2.500 17511712.00 11715828.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QPYK7 2052-08-01 4.500 4.500 2888456.00 2371842.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QQYL3 2037-09-01 3.500 3.500 3900000.00 2741975.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QUJW7 2054-04-01 7.500 7.500 9287120.00 7257829.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QUK70 2039-03-01 6.500 6.500 1230426.00 860557.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QUWM4 2054-06-01 4.500 4.500 7787056.00 7335856.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QV6Q2 2040-01-01 5.000 5.000 5823592.00 5693260.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QVTX2 2039-11-01 5.500 5.500 1767136.00 1767023.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140W1GU1 2054-09-01 4.500 4.500 66295552.00 63715395.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140X4EZ5 2049-05-01 4.500 4.500 5423296.00 616200.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140X8P84 2048-09-01 5.000 5.000 300000.00 95768.34 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140X8YG6 2050-12-01 2.000 2.000 1000000.00 556801.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140XATV4 2051-04-01 2.000 2.000 1343000.00 766159.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140XCC30 2038-08-01 3.000 3.000 1600000.00 758769.70 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140XCQ76 2051-08-01 3.000 3.000 100000.00 58643.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140XDN77 2051-11-01 4.000 4.000 2421390.00 1308277.45 Agency Mortgage-Backed Securities Federal National Mortgage 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Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QQUD5 2052-11-01 4.500 4.500 190000.00 156793.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QQUN3 2052-11-01 5.500 5.500 960000.00 797474.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QR3C5 2053-05-01 6.000 6.000 400000.00 347102.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QRCL5 2053-01-01 6.000 6.000 590000.00 526081.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QREP4 2053-01-01 5.500 5.500 1525626.00 1254921.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QREQ2 2053-01-01 5.500 5.500 203000.00 177371.44 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QREY5 2038-01-01 4.000 4.000 31363.00 20884.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QRG72 2043-02-01 6.000 6.000 1683598.00 1394722.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QRGA5 2053-02-01 5.500 5.500 300000.00 254436.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QRK93 2053-01-01 7.000 7.000 2929316.00 2429876.29 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QRKR3 2053-02-01 6.000 6.000 1017000.00 857581.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QRMY6 2053-02-01 5.500 5.500 1477634.00 1326212.15 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QRNN9 2053-02-01 5.500 5.500 11542080.00 10022935.71 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QRP23 2053-03-01 5.000 5.000 71760384.00 60881988.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QRQX4 2053-03-01 7.000 7.000 1063372.00 845964.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QRTG8 2053-03-01 4.500 4.500 179000.00 142328.39 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QRUP6 2053-03-01 5.500 5.500 1000000.00 879222.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QRVW0 2043-04-01 6.500 6.500 1032440.00 559778.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QRVY6 2053-04-01 4.500 4.500 1951676.00 1553508.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QRWV1 2053-04-01 5.000 5.000 320000.00 275617.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QRXU2 2053-04-01 6.000 6.000 3614432.00 3060721.39 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QRYK3 2053-04-01 7.000 7.000 1538028.00 1449597.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QRYS6 2053-03-01 7.000 7.000 1046000.00 856783.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31288QJT8 2043-10-01 7.091 7.091 74000.00 26558.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3128JMGQ4 2035-02-01 6.847 6.847 5500000.00 62776.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3128JMXM4 2034-10-01 7.213 7.213 2132420.00 28512.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3128M95Y4 2044-03-01 4.500 4.500 825000.00 79583.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3128MJZM5 2047-02-01 3.000 3.000 415000.00 88641.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3128MMZB2 2034-06-01 3.500 3.500 477000.00 47278.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3128NCMS0 2035-10-01 6.730 6.730 1675000.00 19757.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3128P7QF3 2031-01-01 4.000 4.000 1200000.00 46940.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3128P8BH3 2035-07-01 3.000 3.000 200000.00 28064.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3128P8DR9 2037-02-01 3.000 3.000 82000.00 17875.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3128Q3LP4 2036-01-01 6.500 6.500 130329600.00 229003.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3128QGMC3 2037-01-01 6.480 6.480 38973504.00 236233.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 312942F34 2040-09-01 4.000 4.000 4609712.00 202602.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31300MBU6 2043-06-01 6.964 6.964 33752000.00 359097.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3131Y3TM8 2048-10-01 4.000 4.000 570000.00 61954.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31326J5C0 2045-07-01 7.482 7.482 927000.00 48208.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3132A5AU9 2043-06-01 3.000 3.000 500000.00 81407.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3132D57J5 2036-04-01 1.500 1.500 5000000.00 2730950.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3132D6JW1 2040-03-01 4.500 4.500 1408100.00 1399523.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3132DPM96 2053-01-01 6.000 6.000 57581184.00 47578150.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QS3P4 2053-09-01 5.500 5.500 16082880.00 14713758.58 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QS3Q2 2053-09-01 5.500 5.500 4600000.00 4251684.15 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QS4W8 2053-09-01 6.500 6.500 100000.00 86326.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QSA43 2053-05-01 5.500 5.500 55000.00 46142.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QSA50 2053-05-01 6.000 6.000 50000000.00 43720747.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QSBR1 2053-05-01 7.000 7.000 1037588.00 753989.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QSBT7 2053-04-01 5.000 5.000 50056256.00 47096233.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QSCC3 2038-05-01 4.500 4.500 52000.00 35747.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QSLB5 2053-06-01 4.500 4.500 800000.00 720038.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QSNU1 2053-07-01 6.000 6.000 3614064.00 3022857.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QSSY8 2038-06-01 3.500 3.500 2398276.00 1828782.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QST43 2053-08-01 5.500 5.500 2774644.00 2482436.76 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QSU33 2053-08-01 5.000 5.000 2359276.00 2124734.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QSV73 2053-08-01 6.500 6.500 16720960.00 14929434.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QSXT3 2053-06-01 5.500 5.500 1763838.00 1510381.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QTAS8 2053-09-01 4.000 4.000 816627.00 710607.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QTBJ7 2053-10-01 6.000 6.000 160000.00 147059.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QTD48 2053-10-01 5.000 5.000 3505548.00 2863183.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QTHL6 2053-11-01 5.500 5.500 75707648.00 71327240.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QTN21 2053-12-01 7.000 7.000 9809660.00 7514837.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QTSX8 2053-12-01 6.500 6.500 50000.00 51582.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QTU64 2054-01-01 6.500 6.500 21130000.00 19105670.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QTWQ8 2043-12-01 7.000 7.000 1245122.00 536178.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QU4T0 2039-07-01 6.500 6.500 6582560.00 6189230.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QU6J0 2054-08-01 5.000 5.000 58067776.00 55522594.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QUBH8 2054-03-01 5.500 5.500 1600000.00 1493961.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QUCY0 2054-03-01 6.500 6.500 29967232.00 22798545.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QUD86 2054-03-01 6.500 6.500 369000.00 317614.08 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QUDV5 2044-02-01 7.000 7.000 1243914.00 1040640.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QUH90 2054-04-01 6.500 6.500 600000.00 569217.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QUJV9 2054-04-01 7.500 7.500 7673080.00 6144300.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QUPL4 2054-05-01 5.000 5.000 355000.00 324524.38 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QUWR3 2054-06-01 6.000 6.000 100657024.00 96280671.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QV7L2 2040-01-01 6.000 6.000 3767704.00 3476549.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QVC93 2039-08-01 3.500 3.500 2493856.00 2277851.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QVGE8 2044-09-01 6.500 6.500 1002048.00 1047651.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QVGK4 2054-09-01 4.500 4.500 3141196.00 2991901.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QVKX1 2054-10-01 5.000 5.000 84651776.00 82169751.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QVLD4 2054-10-01 5.500 5.500 145000.00 143049.08 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QVP73 2054-11-01 6.000 6.000 75148928.00 75910784.99 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QVPT5 2054-11-01 5.000 5.000 100226944.00 96921647.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QVQ64 2054-11-01 5.000 5.000 126310144.00 123205054.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QVV35 2054-12-01 4.500 4.500 42537152.00 40594998.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QVV43 2054-12-01 4.500 4.500 286338.00 273747.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QVXM1 2054-12-01 6.500 6.500 38342000.00 38788136.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140QWAE2 2055-01-01 5.500 5.500 64983.00 64911.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140W0A62 2054-07-01 6.500 6.500 20768192.00 21216955.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140W0A70 2054-11-01 5.500 5.500 7825050.00 7639761.37 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140W0B46 2039-12-01 5.000 5.000 904535.00 849457.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140W0BC8 2054-11-01 5.000 5.000 38424512.00 36785235.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140W0CZ6 2037-08-01 1.500 1.500 38727296.00 33052659.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140W0EN1 2037-11-01 2.500 2.500 5200000.00 4521042.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140W0GH2 2053-03-01 5.500 5.500 44791552.00 44093223.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140W0KR5 2055-01-01 4.500 4.500 56319040.00 53944722.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140W0KT1 2055-01-01 4.500 4.500 44569792.00 42582912.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140W0KW4 2055-01-01 5.000 5.000 24410272.00 23987856.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140W0M36 2052-04-01 2.000 2.000 39748544.00 31399447.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140W0R64 2055-01-01 6.500 6.500 30416096.00 31322777.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140W0RX5 2055-01-01 5.500 5.500 106007424.00 106289319.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140W0RY3 2055-02-01 5.500 5.500 64686336.00 64751185.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140W0TG0 2054-06-01 5.000 5.000 21124736.00 20398202.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140W0XR1 2054-07-01 6.500 6.500 9718144.00 10150722.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140W0ZX6 2035-01-01 5.000 5.000 12635240.00 12769002.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140W1F81 2052-02-01 2.500 2.500 26408768.00 22160688.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140W1GC1 2052-04-01 2.500 2.500 83205504.00 70022368.44 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140W1GT4 2055-02-01 4.500 4.500 31372736.00 30128336.42 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140X3AX6 2049-03-01 4.000 4.000 550000.00 57027.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140X3CH9 2040-02-01 3.500 3.500 700000.00 222198.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140A1NW3 2053-09-01 5.500 5.500 1998210.00 1963493.38 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140A1S57 2053-09-01 5.000 5.000 3382196.00 3267890.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140A1SZ1 2053-09-01 5.000 5.000 2333650.00 1979842.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140A1UR6 2053-10-01 5.000 5.000 1735038.00 1667388.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140A1UV7 2053-10-01 5.000 5.000 1851958.00 1793533.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140A34E0 2053-10-01 5.500 5.500 2854280.00 2821296.22 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140A4WM9 2053-12-01 7.000 7.000 2444512.00 1681680.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140A5SQ2 2038-11-01 6.000 6.000 624849.00 506073.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140A6TJ5 2054-01-01 6.500 6.500 2787736.00 2841888.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140A6YR1 2054-01-01 6.500 6.500 3030856.00 2221052.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140A7DL5 2054-01-01 6.000 6.000 9349936.00 9423407.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140A7EA8 2054-01-01 6.000 6.000 1333132.00 834934.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140A7P99 2053-12-01 6.500 6.500 2603344.00 1783691.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140A8JN3 2054-01-01 6.500 6.500 5267528.00 5008184.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140A8WL2 2054-01-01 7.000 7.000 1429640.00 1489979.29 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 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Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31418ED64 2052-06-01 3.000 3.000 82349440.00 61715281.72 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140J9UY5 2048-12-01 5.000 5.000 200000.00 41021.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140JAF78 2043-08-01 4.000 4.000 2500000.00 626760.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140JAHE1 2048-11-01 4.500 4.500 175000.00 22926.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140JAJ25 2049-03-01 5.000 5.000 275000.00 51341.37 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 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Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140JN6F2 2049-04-01 4.500 4.500 13672900.00 3382498.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140JRAB7 2049-03-01 3.000 3.000 2180016.00 331818.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140JVCU4 2049-07-01 4.000 4.000 8000000.00 838078.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140JXE61 2049-09-01 2.500 2.500 2157016.00 1526646.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140K5ML8 2049-12-01 3.500 3.500 1741930.00 541664.76 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140K8XM8 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Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140KRCA5 2035-10-01 2.000 2.000 1493066.00 752326.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140KTX83 2050-11-01 3.500 3.500 1399820.00 520698.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140KVEF3 2050-12-01 2.000 2.000 1442186.00 925027.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140KXEZ5 2050-12-01 2.293 2.293 1340666.00 410752.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140KXXW1 2051-01-01 2.000 2.000 1240668.00 610259.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140L0R41 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2.500 200000.00 115852.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140M2PG1 2052-02-01 2.500 2.500 300000.00 209533.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140M4YC6 2051-12-01 3.000 3.000 1089550.00 877574.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140M57E9 2054-03-01 5.000 5.000 5497952.00 5152429.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140M5NA9 2053-05-01 6.000 6.000 23463008.00 20144733.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140M5QR9 2053-03-01 5.500 5.500 1160838.00 460619.28 Agency Mortgage-Backed Securities Federal National Mortgage 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MORGAN WEALTH MANAGEMENT J.P. 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27887040.00 142853.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38379R3U5 2059-11-16 0.674 0.674 38350000.00 262426.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38379RB77 2059-05-16 0.694 0.694 117551616.00 1295327.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38379RLS0 2058-12-16 0.355 0.355 149111000.00 668583.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38379U6W1 2057-02-16 0.700 0.700 74070000.00 1066794.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38380BR72 2046-11-20 1.666 1.666 23156720.00 842550.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38380BUY9 2046-11-16 5.500 5.500 20049824.00 714540.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38380J2N7 2060-06-16 0.551 0.551 100000000.00 1254710.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38380JJP4 2059-07-16 0.566 0.566 105112704.00 1745061.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38380MDA6 2060-04-16 0.653 0.653 90340096.00 1018913.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38380MMF5 2060-05-16 0.679 0.679 25344320.00 222057.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38380MXM8 2061-04-16 0.699 0.699 85128960.00 977481.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38380NTH2 2061-11-16 0.671 0.671 91023616.00 1777178.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38380P2F0 2062-06-16 0.883 0.883 8500000.00 309007.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38380P8N7 2060-09-16 1.271 1.271 118610432.00 9696785.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38380PDA9 2062-10-16 0.802 0.802 11670000.00 227004.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38380R2L3 2061-04-16 0.815 0.815 26286112.00 1412942.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38380RQU7 2063-05-16 0.986 0.986 13500000.00 841749.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38380RUJ7 2063-05-16 0.972 0.972 14450000.00 893059.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38380RVN7 2061-01-16 0.940 0.940 24278016.00 1575594.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38380TAY2 2043-09-20 0.074 0.074 28190944.00 142478.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38380UQ89 2048-01-20 1.766 1.766 24520704.00 716320.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38380UWS8 2048-01-20 1.766 1.766 25000000.00 379265.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38380XBV8 2043-07-20 0.163 0.163 54424448.00 420746.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38381BC69 2049-01-20 4.500 4.500 100000000.00 15097334.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38381DND8 2063-11-16 0.874 0.874 16300000.00 1036404.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38381ECD8 2063-08-16 0.250 0.250 104436480.00 949146.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38381EFZ6 2063-08-16 1.600 1.600 5000000.00 3155049.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38381ELP1 2063-11-16 1.550 1.550 4250000.00 2934455.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38381EQ92 2064-03-16 0.761 0.761 215806000.00 11097127.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38381H3B5 2052-06-16 2.500 2.500 50000000.00 43853598.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38381LY89 2065-03-16 4.750 4.750 30000000.00 29805941.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38381LZ21 2067-04-16 4.500 4.500 16731000.00 15360095.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38381RRX9 2049-02-20 1.716 1.716 30452240.00 486211.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38381TNB7 2049-03-20 1.616 1.616 79855360.00 916411.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38381VV31 2049-06-20 4.000 4.000 150000000.00 31111271.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38381WTZ1 2047-09-20 1.766 1.766 8721200.00 279198.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38381XUM6 2049-08-20 1.666 1.666 35619720.00 492105.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38381YD92 2049-09-16 1.616 1.616 6702112.00 481030.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38381YUE2 2049-09-20 1.666 1.666 16433000.00 373790.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38381YWZ3 2049-09-20 0.000 0.000 30000000.00 52685.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38382EFJ1 2044-07-20 0.127 0.127 149854464.00 294078.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38382GQL9 2050-07-20 1.250 1.250 24377440.00 10459646.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38382HD31 2049-06-20 0.000 0.000 62312128.00 149012.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38382HHA1 2046-04-20 0.150 0.150 11690240.00 30534.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38382HHC7 2043-07-20 0.205 0.205 16952032.00 49981.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38382KYM9 2050-10-20 0.000 0.000 105656576.00 509676.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38382LHL8 2050-11-20 0.000 0.000 52620032.00 997732.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38382LSH5 2050-12-20 0.000 0.000 22500000.00 414240.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38382MM48 2050-01-20 3.000 3.000 58030500.00 5047366.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38382QK25 2051-05-20 3.500 3.500 3418652.00 307181.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38382RCX4 2051-04-20 0.000 0.000 8000000.00 38607.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38382TQ72 2051-06-20 3.000 3.000 30000000.00 3773634.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38382UDT5 2051-06-20 3.500 3.500 41293440.00 4752521.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38382VAV1 2051-06-20 0.000 0.000 12000000.00 326192.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38382WH26 2051-08-20 3.500 3.500 37846720.00 4774155.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38382XGD1 2051-08-20 0.000 0.000 9000000.00 124954.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38382XTT2 2051-08-20 0.000 0.000 29999104.00 5292.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38383AXE9 2050-12-20 3.500 3.500 29988672.00 3350593.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38383FDT7 2051-12-20 3.000 3.000 26024864.00 3679637.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38383FLW1 2051-12-20 0.000 0.000 73110400.00 115516.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38383HMV8 2053-01-20 1.055 1.055 2000000.00 37829.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38383LAQ3 2049-02-20 1.666 1.666 54609408.00 4764940.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38383LXM7 2052-12-20 6.500 6.500 6359112.00 598352.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38383LY61 2052-12-20 5.344 5.344 100000000.00 47830160.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38383MY77 2052-03-20 0.000 0.000 20000000.00 97111.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38383PLR0 2052-03-20 3.000 3.000 1158000.00 767946.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38383PV32 2052-04-20 3.500 3.500 5567752.00 4322264.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38383RBW6 2052-04-20 0.000 0.000 16525696.00 279892.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38383RFR3 2052-04-20 4.000 4.000 20142944.00 1667313.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38383V7E2 2053-02-20 6.500 6.500 16267552.00 1422861.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38383VDJ4 2053-01-20 6.000 6.000 729614.00 69205.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38383VDK1 2053-01-20 5.344 5.344 50000000.00 42007411.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38383X4Y7 2053-05-20 1.805 1.805 37500000.00 1954399.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38383Y6D9 2052-10-20 5.394 5.394 30000000.00 19281778.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38384ABZ5 2053-05-20 0.050 0.050 122572800.00 125820.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38384ANR0 2053-05-20 1.755 1.755 30000000.00 1746629.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38384AQ48 2053-06-20 5.294 5.294 30000000.00 27177620.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38384BQP9 2053-06-20 5.294 5.294 30000000.00 24073909.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38384DHW0 2053-10-20 6.000 6.000 7030376.00 7917612.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38384EMX0 2053-09-20 5.644 5.644 13683200.00 6882223.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38384END3 2053-09-20 1.255 1.255 115921152.00 4574036.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38384ENP6 2053-09-20 0.050 0.050 53858624.00 63492.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38384ENV3 2053-09-20 1.355 1.355 25514784.00 1378935.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38384GNN6 2053-12-20 5.644 5.644 40000000.00 20789311.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38384GPB0 2053-12-20 2.055 2.055 27777760.00 1323265.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38384HVH8 2054-01-20 2.105 2.105 25000000.00 2318171.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38384JNP5 2054-02-20 7.000 7.000 714286.00 88354.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38384JNR1 2054-02-20 1.385 1.385 70000000.00 2753104.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38384KAY7 2051-12-20 5.500 5.500 7424472.00 5271981.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38384KBL4 2064-01-20 1.905 1.905 138083584.00 2510210.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38384KGL9 2054-03-20 6.000 6.000 5555552.00 765826.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38384MF28 2054-04-20 0.125 0.125 200000000.00 137951419.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38384NL29 2054-05-20 5.544 5.544 30000000.00 25667202.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38384NP41 2054-05-20 2.805 2.805 47100928.00 4886964.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38384NW84 2052-12-20 5.000 5.000 34970048.00 28856823.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38384P4Z0 2054-06-20 0.855 0.855 100000000.00 1393491.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38384P8G8 2054-06-20 5.500 5.500 4481272.00 4501022.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38384UFB0 2051-10-20 5.500 5.500 51367424.00 18057487.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38384UFN4 2054-07-20 5.494 5.494 50000000.00 49603888.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38384UFP9 2054-07-20 1.505 1.505 50000000.00 2440573.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38384UHR3 2052-06-20 5.500 5.500 53249408.00 47816553.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38384UJZ3 2054-07-20 0.905 0.905 70000000.00 3122994.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38384URN1 2054-08-20 5.444 5.444 30000000.00 28785776.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38384YNF4 2054-10-20 1.105 1.105 100000000.00 4509316.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38384YQJ3 2054-10-20 1.705 1.705 22760960.00 2059965.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38384YRU7 2054-02-20 4.500 4.500 24111000.00 23270224.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38385B2B5 2055-01-20 5.500 5.500 6332480.00 6296038.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38385BGG9 2054-12-20 1.655 1.655 100000000.00 4882854.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38385BNT3 2054-12-20 0.255 0.255 50000000.00 1232433.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38385BNV8 2054-12-20 0.705 0.705 40000000.00 1568198.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38385BPF1 2054-11-20 1.755 1.755 50280896.00 2058280.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38385BPN4 2054-12-20 2.305 2.305 45988544.00 3270612.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38385C3V8 2055-02-20 2.205 2.205 35000000.00 1999275.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38385C3Y2 2054-09-20 0.905 0.905 50000000.00 1606838.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38385C4G0 2055-02-20 0.005 0.005 100000000.00 257335.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38385CV21 2055-02-20 0.905 0.905 57000000.00 2396724.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38385DYH3 2051-05-20 1.655 1.655 41785088.00 5171958.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38385EC93 2049-09-20 3.500 3.500 27169760.00 25275801.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38385EF58 2048-04-20 3.000 3.000 73152256.00 68560927.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 38385EZE7 2055-02-20 5.000 5.000 2251032.00 2175826.52 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 302880AJ8 2030-07-25 0.100 0.100 44593200.00 194664.21 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 3136B74U2 2050-01-25 3.500 3.500 50000.00 35457.50 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3136B7FY2 2029-03-25 1.246 1.246 39250000.00 1105866.22 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 3136B9BW6 2060-03-25 4.000 4.000 15293872.00 1073446.87 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 3136BAL77 2050-07-25 3.500 3.500 42139264.00 2993654.82 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 3136BGWZ0 2046-05-25 1.000 1.000 18115488.00 6379332.16 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 3136BHFC8 2049-11-25 2.500 2.500 494947.00 322736.29 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 984500653R409CC5AB28 3136BHU98 2051-07-25 3.000 3.000 36789312.00 3921748.60 Agency Collateralized Mortgage Obligation Federal National Mortgage 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3163300.00 2742521.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140ABXG5 2054-04-01 6.500 6.500 1296300.00 1121282.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140ABZY4 2054-08-01 5.500 5.500 1107200.00 1087539.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140ACAE3 2054-04-01 6.500 6.500 651000.00 603284.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140ACP72 2054-06-01 5.500 5.500 1016800.00 885386.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140ACU50 2054-10-01 5.000 5.000 1915900.00 1882349.16 Agency Mortgage-Backed Securities Federal National Mortgage 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Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140AFFE1 2054-05-01 5.500 5.500 1359500.00 1279406.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140AFHV1 2054-06-01 6.000 6.000 1509500.00 1396278.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140AFJF4 2054-07-01 5.500 5.500 1197300.00 1208279.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140AFM45 2054-07-01 6.000 6.000 1002400.00 897354.81 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140AGHK3 2054-08-01 6.000 6.000 2885200.00 2788189.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140AHLF7 2054-07-01 6.500 6.500 1111000.00 1045516.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140AHM41 2054-08-01 6.000 6.000 1065500.00 1003522.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140AHMS8 2054-07-01 6.500 6.500 9650700.00 8866181.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140AHVX7 2054-08-01 5.500 5.500 11910200.00 11589758.08 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140AJ7J1 2054-08-01 6.500 6.500 2267400.00 2124033.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140AKGZ2 2054-08-01 5.000 5.000 1253300.00 1186261.58 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140AKRK3 2054-08-01 6.500 6.500 2382400.00 2114460.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140ALB93 2054-09-01 6.000 6.000 7961100.00 7555930.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140AMDH1 2054-09-01 5.000 5.000 1001200.00 865453.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140AP6S8 2054-10-01 6.500 6.500 261300.00 251262.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140AP7B4 2054-10-01 5.500 5.500 2507600.00 2501448.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140APAH7 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National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140ARWZ9 2044-11-01 5.000 5.000 3510200.00 3451311.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140AS4R6 2054-10-01 5.000 5.000 265900.00 260169.69 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140ASWG9 2054-11-01 5.500 5.500 7835600.00 7559438.71 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140ATWD4 2054-12-01 5.000 5.000 5407100.00 5244236.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140AUHQ9 2054-11-01 5.500 5.500 8542000.00 8446674.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 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Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140AWXL8 2055-01-01 5.000 5.000 10600.00 10522.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140AX5B9 2055-01-01 5.500 5.500 1276200.00 1259131.80 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140B1GE0 2055-01-01 5.500 5.500 1488200.00 1502109.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140B2Y99 2055-02-01 5.000 5.000 45800.00 45035.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140FXUP5 2061-12-01 7.500 7.500 11851100.00 10295492.58 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 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Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140LGY55 2032-07-01 3.890 3.890 39142000.00 37469488.44 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140LHJK7 2032-09-01 3.740 3.740 10904000.00 10371924.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140LHPM6 2032-11-01 4.000 4.000 4699100.00 4523519.69 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140LHWK2 2032-10-01 3.980 3.980 3299000.00 3173224.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140LJGT7 2052-12-01 5.325 5.325 5859000.00 5710862.69 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 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Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140NBWM9 2053-02-01 6.000 6.000 1107600.00 877436.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140NKGQ8 2053-06-01 6.000 6.000 1321900.00 1155139.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140NMCW5 2053-10-01 6.000 6.000 1249600.00 1079215.76 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140NXAY9 2029-12-01 4.660 4.660 16504000.00 16591097.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140QBR42 2049-09-01 3.000 3.000 4400000.00 1910557.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140QEJS2 2050-08-01 2.500 2.500 151372762.00 65522630.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140QQ2A2 2052-12-01 4.500 4.500 199000.00 171373.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140QQ4Y8 2052-10-01 4.500 4.500 2134500.00 1983727.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140QRFQ1 2053-01-01 5.000 5.000 62440200.00 55051546.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140QS3S8 2053-09-01 5.500 5.500 106832800.00 95606470.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140QS4A6 2053-09-01 6.000 6.000 9133952.00 8188079.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140QS4T5 2053-09-01 6.000 6.000 37509900.00 32825692.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140QSAW1 2053-05-01 5.500 5.500 12100.00 10753.99 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140QSFT3 2053-06-01 5.000 5.000 1673900.00 1620372.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140QSG21 2053-06-01 5.000 5.000 25000.00 21798.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140QSGZ8 2053-06-01 5.000 5.000 1444900.00 1244291.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140QSQF1 2053-07-01 6.000 6.000 200000.00 175209.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140QSTQ4 2053-08-01 5.000 5.000 60900.00 52758.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140QT2N8 2054-02-01 5.500 5.500 309800.00 287450.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140QTP29 2053-12-01 6.000 6.000 39890300.00 35382370.38 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140QTS83 2054-01-01 5.500 5.500 104075800.00 95656859.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140QTU23 2054-01-01 6.500 6.500 58571200.00 53726126.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140QTVQ9 2054-01-01 7.000 7.000 2964900.00 2750017.34 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140QUB54 2054-03-01 6.000 6.000 52353600.00 48919207.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140QUNX0 2054-05-01 6.500 6.500 170000.00 160692.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140QUTL0 2054-06-01 6.000 6.000 5268300.00 5280428.63 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140QUVP8 2054-06-01 6.500 6.500 775600.00 755159.39 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140QVM35 2054-10-01 6.500 6.500 45966395.00 45067931.42 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140QVN26 2054-10-01 6.000 6.000 9474240.00 8979847.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140QVQ72 2054-10-01 5.000 5.000 1623000.00 1607163.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140QVWB6 2054-12-01 5.000 5.000 2000000.00 1945011.76 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140W02P9 2051-08-01 4.000 4.000 20319600.00 19064739.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140W0BZ7 2039-11-01 5.000 5.000 302000.00 281128.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140W0LV5 2055-01-01 5.500 5.500 22545400.00 22178685.44 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140W0RM9 2048-01-01 4.000 4.000 8396500.00 7966493.58 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140W0T62 2055-01-01 5.000 5.000 11176.00 11006.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140XEB86 2049-04-01 5.500 5.500 3729800.00 2404350.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140XFU74 2052-02-01 2.500 2.500 52200.00 34883.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140XK6A3 2053-04-01 5.000 5.000 695800.00 603782.71 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140XLAZ1 2053-04-01 5.000 5.000 6597800.00 5945141.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140XLCG1 2047-12-01 5.000 5.000 1200000.00 912516.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140XLQW1 2053-07-01 6.000 6.000 4600000.00 3996400.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140XLSJ8 2052-11-01 4.500 4.500 84800.00 74935.73 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140XLTL2 2052-12-01 5.500 5.500 80000.00 69469.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140XMQ66 2052-05-01 2.500 2.500 200000.00 150525.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140XN4Q4 2054-01-01 5.000 5.000 300000.00 270269.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140XNCR3 2053-11-01 5.500 5.500 20000.00 18226.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140XNN75 2047-02-01 4.500 4.500 15600.00 13134.34 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140XPJL4 2053-12-01 4.500 4.500 15000.00 13308.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140XPTS8 2054-04-01 6.000 6.000 38794696.00 35933471.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140XQBB2 2054-06-01 6.500 6.500 52035400.00 51615396.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140XQJH1 2054-07-01 6.000 6.000 1873700.00 1712926.44 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140XQNC7 2052-12-01 4.500 4.500 130000.00 119432.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140XQUK1 2052-09-01 4.500 4.500 9474400.00 8740088.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140XQUS4 2050-08-01 3.500 3.500 21252500.00 18458156.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140XQUT2 2050-06-01 3.500 3.500 16347500.00 14114178.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140XQUU9 2050-08-01 3.500 3.500 90736000.00 78490756.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140XQUX3 2049-04-01 4.000 4.000 62748800.00 57130895.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140XQWD5 2049-06-01 3.500 3.500 58948600.00 51234157.81 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140XQZ67 2053-02-01 4.000 4.000 2275000.00 2038316.70 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140YW3W1 2054-02-01 5.500 5.500 2270200.00 2055142.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140YWK51 2054-03-01 5.500 5.500 2146100.00 2021207.63 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140YX4D0 2054-02-01 6.500 6.500 4454500.00 4178481.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140YX4G3 2054-02-01 6.000 6.000 4057400.00 3865629.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140YXSB8 2054-03-01 5.000 5.000 1314600.00 1178986.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3140YXSH5 2054-03-01 5.500 5.500 2825000.00 2455612.08 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 31418D6A5 2051-11-01 1.500 1.500 17774300.00 11406701.34 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 31418E3C2 2054-03-01 5.000 5.000 18000.00 16758.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 31418EBR0 2052-02-01 2.000 2.000 424000.00 285361.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 31418ER77 2053-05-01 5.000 5.000 3044000.00 2660900.34 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 31418EU99 2053-08-01 5.500 5.500 34600100.00 29936100.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 31418EXF2 2053-10-01 4.000 4.000 4558800.00 3951908.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 31418EYD6 2053-11-01 4.000 4.000 9914900.00 8786481.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 31418EZL7 2054-01-01 5.500 5.500 595000.00 545288.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 31418FAX5 2054-07-01 6.000 6.000 100469300.00 92048437.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 31418FBP1 2054-08-01 6.000 6.000 23843400.00 22267467.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 31418FCD7 2054-09-01 4.000 4.000 2000000.00 1826412.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 31418FCG0 2054-09-01 5.500 5.500 100000000.00 95593451.42 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 31418FE45 2054-12-01 6.000 6.000 4501700.00 4453812.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 31418FF77 2040-01-01 4.500 4.500 1520900.00 1462492.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 31418FFC6 2044-12-01 5.000 5.000 62800.00 60255.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 31418FFZ5 2055-01-01 4.000 4.000 3698100.00 3426942.71 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 31418FG92 2045-02-01 5.500 5.500 3241600.00 3197518.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 31418FGV3 2055-02-01 4.000 4.000 59872400.00 55563644.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 31418FHF7 2054-12-01 6.500 6.500 3611900.00 3356211.15 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 31418FHT7 2040-01-01 4.000 4.000 4717100.00 4504489.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 31418FJS7 2055-03-01 5.000 5.000 8527144.00 8388600.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 31418FJT5 2055-03-01 5.500 5.500 10695700.00 10724507.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 31425UMG7 2054-11-01 5.000 5.000 2516800.00 2466572.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 31425VET6 2054-12-01 5.500 5.500 1448500.00 1412792.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 31425VQP1 2054-12-01 5.000 5.000 1130500.00 1120984.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 31425WH38 2054-12-01 6.500 6.500 27200.00 27617.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 31425XJQ3 2055-01-01 6.000 6.000 3545700.00 3541629.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 31425YYU5 2055-01-01 6.500 6.500 1110300.00 958212.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 31426A6V5 2055-02-01 5.000 5.000 1185400.00 1171087.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 31426AWM6 2055-01-01 5.000 5.000 82300.00 80963.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 31426CDF8 2055-02-01 5.000 5.000 1345000.00 1331776.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 31426CHC1 2055-01-01 5.500 5.500 5001000.00 5005647.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 31426FPL5 2055-03-01 5.500 5.500 1343200.00 1349307.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 31426FQM2 2055-02-01 5.500 5.500 303100.00 303916.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 31426JEA3 2055-04-01 5.500 5.500 4316100.00 4335726.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 31427MG54 2054-02-01 4.500 4.500 430000.00 409434.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3142GQ5N8 2054-02-01 6.500 6.500 43682600.00 42295219.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3142GQQ47 2053-12-01 6.000 6.000 45901900.00 41872648.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3142GQQP0 2053-12-01 5.000 5.000 8556500.00 7802992.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3142GRFQ8 2054-03-01 6.000 6.000 17612000.00 17533984.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3142GSUZ9 2054-09-01 5.000 5.000 15793400.00 15276906.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3142GTQN9 2054-12-01 6.000 6.000 45904000.00 43727183.87 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 36179WTZ1 2051-12-20 3.000 3.000 9473500.00 6218654.81 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 36179X2K1 2053-05-20 5.000 5.000 22716400.00 19790053.75 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 36179XGP5 2052-08-20 5.500 5.500 696700.00 600810.96 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 36179Y2M5 2054-07-20 6.000 6.000 107548300.00 105881986.87 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 36179Y2N3 2054-07-20 6.500 6.500 50400.00 47767.23 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 36179Y2P8 2054-05-20 7.000 7.000 926400.00 802638.66 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 36179Y5J9 2054-08-20 4.500 4.500 2792700.00 2651470.61 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 36179Y5M2 2054-08-20 6.000 6.000 20994700.00 20976089.39 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 36179YAR5 2053-06-20 5.000 5.000 49986900.00 44529684.48 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 36179YAT1 2053-07-20 6.000 6.000 14177809.00 10469813.65 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 36179YDG6 2053-07-20 4.000 4.000 46500.00 40216.84 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 36179YKQ6 2053-11-20 4.500 4.500 892000.00 821674.22 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 36179YPF5 2054-01-20 5.000 5.000 30000000.00 27786804.40 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 36179YRH9 2054-01-20 5.500 5.500 11952000.00 10272702.86 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 36179YS39 2054-02-20 4.000 4.000 49980600.00 45576845.55 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 36179YU77 2054-02-20 6.000 6.000 14998000.00 13108828.07 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 36179YW59 2054-05-20 5.500 5.500 89995900.00 86862246.25 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 36179YW67 2054-05-20 6.000 6.000 87134900.00 81407198.56 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 36179YYW8 2054-06-20 5.500 5.500 24999000.00 24334309.10 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3617BTEQ1 2048-01-15 4.000 4.000 148900.00 66449.02 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3617F2FU6 2058-09-15 5.250 5.250 4607400.00 4639650.75 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3617FQFX7 2064-06-15 4.509 4.509 21334800.00 20620593.45 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities OXTKY6Q8X53C9ILVV871 3617MKM71 2050-08-15 3.000 3.000 1997900.00 876429.62 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 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National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BRJ99 2054-05-25 0.860 0.860 40750000.00 1212036.22 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BRK71 2054-05-25 0.754 0.754 42500000.00 1117004.87 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BRLX3 2053-12-25 1.580 1.580 25008333.00 1104201.28 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BRMH7 2054-04-25 0.810 0.810 52500000.00 1404929.69 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BSBL8 2054-06-25 0.910 0.910 19953712.00 678354.19 Agency Collateralized Mortgage Obligation Federal 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Obligation ES7IP3U3RHIGC71XBU11 3137AFHT2 2041-09-15 1.149 1.149 7624894.00 513665.33 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137AFRQ7 2041-09-15 2.036 2.036 119810404.00 847897.56 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137AGNS5 2041-04-15 2.186 2.186 43627875.00 207759.86 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137AHS82 2040-08-15 1.536 1.536 82831666.00 125471.82 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137AJUJ1 2041-12-15 1.986 1.986 81740982.00 450507.05 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 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Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137ATPP1 2032-08-15 1.686 1.686 70084557.00 461342.77 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137ATPV8 2042-08-15 1.586 1.586 11525618.00 217437.65 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137ATVF6 2042-09-15 1.536 1.536 42654372.00 663036.00 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137AUD97 2042-09-15 2.136 2.136 25000000.00 532938.70 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137AVDL8 2032-10-15 3.000 3.000 60511093.00 486285.74 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137AVUN5 2042-07-15 4.500 4.500 6378996.00 62550.58 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137AW4K8 2042-02-15 6.000 6.000 71242350.00 552209.79 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137AX5A7 2032-12-15 3.000 3.000 36166666.00 149890.12 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137AY5C1 2033-01-15 3.000 3.000 53115734.00 436851.02 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137AYG39 2032-10-15 3.000 3.000 25831961.00 155178.56 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137AYQL8 2043-02-15 3.500 3.500 37953000.00 561396.49 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137B04T8 2043-03-15 1.636 1.636 22243120.00 407176.45 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137B0BH6 2042-02-15 5.000 5.000 24299245.00 44844.44 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137B0CP7 2043-03-15 1.656 1.656 30181968.00 757066.54 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137B1E81 2033-04-15 3.000 3.000 36917831.00 329089.64 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation 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Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137B6HY0 2043-12-15 1.486 1.486 21000000.00 193967.37 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137B6V40 2043-12-15 1.586 1.586 67488151.00 664761.93 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137B8CC9 2037-07-15 1.636 1.636 88000000.00 624426.75 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137B8LN5 2044-03-15 1.586 1.586 42328875.00 514348.81 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137BAZR6 2054-02-15 1.486 1.486 46882557.00 730540.86 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137BBGL8 2044-06-15 1.586 1.586 42820800.00 152256.99 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137BBGQ7 2037-12-15 2.450 2.450 171076974.00 713615.12 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137BCL55 2037-03-15 2.062 2.062 454397864.00 1580529.02 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137BCMA3 2050-11-15 1.536 1.536 23484774.00 331978.30 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137BD7E0 2044-08-15 4.500 4.500 44400000.00 651118.23 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage 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Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38380H2S0 2047-11-20 1.766 1.766 30121153.00 590690.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38380HZX3 2041-03-20 0.000 0.000 149107050.00 1058489.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38380KHW8 2047-11-20 3.500 3.500 43406142.00 308100.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38380R6F2 2063-02-16 0.671 0.671 100000000.00 4047150.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38380VCF6 2047-02-20 1.666 1.666 53277272.00 1093932.82 Agency Collateralized Mortgage Obligation Government National 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869953.24 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912797PT8 2025-06-24 0.000 0.000 334000.00 330696.73 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912797PU5 2025-07-01 0.000 0.000 811600.00 802915.87 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912797PZ4 2025-07-08 0.000 0.000 2183500.00 2158346.08 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912797QB6 2025-07-22 0.000 0.000 3869100.00 3818298.71 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912810PX0 2038-05-15 4.500 4.500 2254500.00 2324189.02 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912810QQ4 2041-05-15 4.375 4.375 361900.00 360751.49 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912810QW1 2042-05-15 3.000 3.000 225000.00 184676.33 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912810RJ9 2044-11-15 3.000 3.000 2467600.00 1960312.56 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912810SP4 2050-08-15 1.375 1.375 3688000.00 1867017.80 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CKT7 2029-05-31 4.500 4.500 29732800.00 30796365.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381B4J0 2048-08-20 5.000 5.000 8529850.00 395283.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381BD68 2049-01-20 1.666 1.666 40000000.00 929573.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381BFS8 2048-12-20 1.686 1.686 45033333.00 790427.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381BGP3 2048-12-20 1.666 1.666 11600000.00 228776.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381BSF2 2049-01-20 5.000 5.000 12718112.00 422567.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381BVG6 2049-01-20 1.616 1.616 60437869.00 1743018.02 Agency 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Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381TGY5 2049-03-20 1.616 1.616 29233333.00 532522.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381TR31 2045-11-16 4.000 4.000 32907366.00 1065062.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381VGT1 2049-03-20 4.500 4.500 19191530.00 633703.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381VH94 2049-05-20 1.616 1.616 7500000.00 312990.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381VUD0 2049-05-20 0.000 0.000 50000000.00 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24720896.00 538640.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381XBU9 2049-05-20 4.000 4.000 24084250.00 1297004.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381XG34 2049-08-20 1.666 1.666 30268291.00 329845.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381XL20 2049-08-20 5.000 5.000 3019680.00 79584.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381XV45 2049-08-20 1.666 1.666 12172000.00 274649.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381YAQ7 2049-08-20 1.616 1.616 58462107.00 1326220.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381YGZ1 2049-08-20 0.046 0.046 100000000.00 1209147.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381YHJ6 2049-08-20 1.666 1.666 38755091.00 1729056.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381YLZ5 2049-09-20 1.616 1.616 18047607.00 184532.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381YRU0 2049-01-20 1.616 1.616 27000000.00 681127.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381YVM3 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38382ALP8 2049-10-20 4.500 4.500 6332606.00 319464.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382AW43 2049-11-20 1.616 1.616 49643799.00 701832.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382AYS8 2049-11-20 4.000 4.000 56966000.00 3727760.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382BV67 2050-01-20 1.616 1.616 45042032.00 706320.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382C3N9 2050-03-20 3.500 3.500 27098285.00 377860.91 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 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0.060 306000000.00 9360650.99 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137HDR93 2052-10-25 3.500 3.500 8994296.00 1412347.23 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137HDSD3 2061-01-25 3.000 3.000 47947343.00 7790532.97 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137HF5P6 2048-03-15 1.486 1.486 160401241.00 9286897.40 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3137HF5Q4 2048-03-15 6.000 6.000 7459405.00 1113818.44 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137HFK46 2054-09-25 0.910 0.910 61427513.00 2142094.68 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137HFK53 2053-07-25 4.000 4.000 34035687.00 5161857.75 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137HFKG9 2053-10-25 4.500 4.500 20755139.00 2612722.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382CM65 2040-04-20 0.395 0.395 138116787.00 651549.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382CSW2 2050-02-20 1.616 1.616 20459891.00 305527.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382CT76 2044-08-20 1.462 1.462 28903029.00 892318.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382DTG4 2050-03-20 3.500 3.500 74999999.00 661472.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382DTH2 2050-03-20 3.000 3.000 18958000.00 332105.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382DUR8 2050-03-20 6.500 6.500 14973000.00 598430.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382EBX4 2050-01-20 3.500 3.500 3593468.00 59107.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382EBY2 2049-06-20 4.000 4.000 4548204.00 126755.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382EKX4 2050-04-20 1.666 1.666 7200000.00 152624.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382EL70 2050-05-20 1.616 1.616 25485118.00 1897459.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382EPY7 2050-04-20 3.500 3.500 3390000.00 251789.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382ET64 2043-07-20 2.006 2.006 2247000.00 91791.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382FAF1 2049-11-20 1.616 1.616 29500000.00 792004.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382FAY0 2048-03-20 4.000 4.000 35000000.00 1437468.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382FFZ2 2050-04-20 3.500 3.500 12532000.00 765162.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382FQW7 2050-05-20 1.716 1.716 14583333.00 794605.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382FWV2 2049-07-20 1.666 1.666 45349669.00 1066183.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382GQ39 2050-07-20 3.500 3.500 4777553.00 413853.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382GU75 2045-10-20 1.256 1.256 13698974.00 380193.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382H6J4 2050-03-20 3.500 3.500 14080049.00 966492.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382HD64 2050-08-20 0.000 0.000 26806396.00 638356.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382HM98 2050-08-20 2.500 2.500 3459000.00 345348.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382HYY0 2050-08-20 3.000 3.000 14583333.00 1333039.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382J5Z5 2051-03-20 3.000 3.000 5509220.00 345983.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382JWJ1 2050-09-20 2.500 2.500 14075000.00 874027.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382KJU8 2050-09-20 2.500 2.500 10800000.00 786440.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382KQ97 2050-10-20 2.500 2.500 1900000.00 186008.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382KVQ3 2049-03-20 6.500 6.500 42249024.00 1630652.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382KXA6 2050-10-20 3.000 3.000 8025458.00 976967.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382LAG6 2050-11-20 0.000 0.000 41471358.00 898004.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382LAW1 2050-11-20 1.866 1.866 27000000.00 2025457.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382LNR8 2050-11-20 2.500 2.500 39000000.00 3987399.70 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 31283NB76 2035-01-01 5.000 5.000 1357.00 58.63 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3128KCZC4 2036-07-01 6.000 6.000 2297.00 26.02 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3132ADGH5 2042-12-01 3.500 3.500 219646.00 30009.04 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3133C9KV4 2053-08-01 5.000 5.000 62000.00 54748.38 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 31352DC24 2038-02-15 2.266 2.266 671545344.00 2672050.63 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136A15S0 2041-11-25 1.545 1.545 60000000.00 307274.87 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136A16M2 2040-10-25 2.145 2.145 61850000.00 205038.55 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136A1D44 2041-10-25 1.445 1.445 30577245.00 162181.22 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136A1UF0 2041-10-25 1.995 1.995 80000000.00 502138.82 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136A23B7 2042-01-25 2.045 2.045 22264215.00 122891.68 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136A2AX1 2041-04-25 2.155 2.155 103496483.00 61675.66 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136A2HD8 2040-03-25 2.145 2.145 20987052.00 32140.11 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136A2UP6 2041-12-25 2.095 2.095 50000000.00 988678.84 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136A32V2 2042-02-25 2.045 2.045 49291146.00 929253.15 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136A3B75 2042-02-25 1.495 1.495 35250000.00 206837.02 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136A3GW5 2042-01-25 2.095 2.095 50000000.00 567333.22 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136A3HZ7 2042-01-25 2.095 2.095 31333333.00 587930.48 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136A3UD1 2042-02-25 1.545 1.545 13741213.00 76695.36 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136A3VL2 2042-02-25 1.465 1.465 51770999.00 392988.12 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136A4GB9 2032-02-25 2.195 2.195 21648056.00 85423.01 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136A4NK1 2042-03-25 1.995 1.995 15585300.00 88985.73 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136A54U7 2042-05-25 2.045 2.045 40435399.00 315398.68 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136A5C87 2042-05-25 2.045 2.045 53520253.00 489387.93 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136A5DC7 2042-04-25 2.045 2.045 28457346.00 254180.43 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136A5XL5 2042-04-25 2.045 2.045 38333333.00 339203.73 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136A62D5 2042-07-25 2.145 2.145 36126447.00 213535.37 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136A6BQ6 2042-05-25 1.495 1.495 29855065.00 210932.36 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136A6GF5 2042-04-25 5.000 5.000 11248823.00 101748.67 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136A7LV2 2042-07-25 1.595 1.595 39324532.00 129092.72 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136A7PT3 2042-08-25 0.000 0.000 59862667.00 3912230.99 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136A7UA8 2042-08-25 1.545 1.545 47851923.00 552530.10 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136A7Y97 2042-08-25 3.500 3.500 65268540.00 548210.46 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136A8C65 2042-09-25 2.145 2.145 42726454.00 634606.87 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137HFLC7 2048-10-25 6.000 6.000 8307078.00 521601.48 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137HFLH6 2054-09-25 1.560 1.560 12000000.00 741656.39 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137HHBF7 2054-05-25 1.660 1.660 57553607.00 3397596.40 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137HHGH8 2054-11-25 1.060 1.060 117000000.00 4968317.59 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137HHK91 2054-12-25 1.510 1.510 19588580.00 982972.30 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137HHM57 2054-12-25 0.810 0.810 104773810.00 3964477.49 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137HHM73 2054-12-25 0.660 0.660 125077323.00 3485402.09 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137HHNN7 2054-12-25 0.730 0.730 98513675.00 1975856.95 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137HHRK9 2054-12-25 1.560 1.560 40685425.00 2813540.26 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137HJ4N4 2055-01-25 0.000 0.000 8333334.00 6266492.32 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3137HJ5G8 2055-01-25 0.710 0.710 100000000.00 3817321.14 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31394DEZ9 2035-04-25 6.500 6.500 16532577.00 53658.40 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31395B2V4 2036-04-25 2.245 2.245 32165142.00 70430.31 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31395BLX9 2036-03-25 2.245 2.245 60000000.00 189025.39 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31395BZV8 2036-04-25 1.175 1.175 268645998.00 659700.33 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31395DR84 2036-06-25 2.745 2.745 50000600.00 84623.57 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31395VD30 2035-06-15 2.236 2.236 50000000.00 104713.65 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31396F7H0 2035-11-15 2.186 2.186 115857995.00 350197.94 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31396KJ60 2036-09-25 2.095 2.095 61330239.00 187741.68 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31396LR85 2036-12-25 2.185 2.185 39285000.00 108587.79 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31396PEY3 2037-01-25 2.145 2.145 25020000.00 63860.82 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31396PVQ1 2037-03-25 2.315 2.315 37350000.00 39183.48 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31396RAV9 2036-05-15 2.786 2.786 111942907.00 332840.14 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31396URJ1 2036-07-15 2.006 2.006 16862278.00 80289.89 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31396VDZ8 2037-04-25 1.645 1.645 23155000.00 81281.22 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31396VTS7 2037-05-25 1.665 1.665 29696198.00 75188.10 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31396X2N3 2037-12-25 1.995 1.995 21500000.00 72158.44 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31396XZB3 2037-10-25 1.945 1.945 57625000.00 198389.14 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31397CEN5 2036-11-15 6.500 6.500 111538461.00 381328.52 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31397EDX0 2036-12-15 2.186 2.186 93333333.00 214603.96 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31397ELE3 2037-01-15 1.946 1.946 46360000.00 82240.43 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31397LDU0 2038-04-25 1.765 1.765 67962510.00 118452.62 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31397PVV9 2038-01-15 1.536 1.536 100000000.00 321087.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382LYJ4 2050-12-20 0.000 0.000 45000000.00 299423.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382MDH9 2050-12-20 2.000 2.000 56250000.00 4209375.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382MG29 2051-01-20 3.500 3.500 7369000.00 741375.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382NL62 2051-02-20 0.000 0.000 58333333.00 409718.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382PCZ3 2051-03-20 2.500 2.500 8885000.00 577854.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382QPK0 2051-05-20 3.000 3.000 6286000.00 585462.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382RAP3 2051-04-20 3.500 3.500 6819093.00 810730.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382RLF3 2051-04-20 3.000 3.000 16404666.00 1719103.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382TM43 2051-06-20 3.000 3.000 27671064.00 3545056.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382U5E7 2051-07-20 0.000 0.000 50301685.00 1109642.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382UKM2 2051-06-20 3.500 3.500 12799000.00 1381767.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382VPC7 2051-07-20 2.500 2.500 8899000.00 766408.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382WE29 2051-08-20 4.000 4.000 24199968.00 3555839.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382WKG1 2051-07-20 3.500 3.500 31000000.00 4249063.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382XAN5 2051-08-20 1.866 1.866 12500000.00 1242107.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382XBN4 2051-08-20 4.000 4.000 8713000.00 1291241.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382XFY6 2051-08-20 3.000 3.000 6512000.00 925514.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382XMY8 2051-08-20 3.500 3.500 9515730.00 1260333.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383A4R2 2051-09-20 2.500 2.500 6559869.00 1055005.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383A6C3 2051-09-20 6.000 6.000 11950000.00 1071530.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383AXB5 2051-06-20 3.000 3.000 10665000.00 1202302.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383CE55 2051-10-20 0.000 0.000 125000000.00 1324796.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383CRV4 2051-10-20 3.000 3.000 15103376.00 568790.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383CYB0 2051-10-20 0.000 0.000 50000000.00 1521403.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383DA99 2051-11-20 3.500 3.500 28209976.00 4082531.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383DD62 2051-11-20 3.500 3.500 26819000.00 3851501.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383DDA3 2051-11-20 0.000 0.000 50000000.00 470397.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383DDK1 2051-11-20 0.000 0.000 50000000.00 382631.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383DGN2 2051-11-20 3.000 3.000 6107000.00 593318.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383DL30 2051-11-20 3.000 3.000 4236000.00 305264.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383DWJ3 2050-02-20 3.000 3.000 56983332.00 5860955.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383DYE2 2051-11-20 4.000 4.000 11224000.00 1555100.09 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31397UKA6 2041-06-25 0.000 0.000 47538735.00 806061.98 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31397USG5 2041-07-25 1.465 1.465 41190490.00 131558.42 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 31397USR1 2041-07-25 2.225 2.225 201905021.00 580888.68 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 31397VFZ5 2030-05-01 3.500 3.500 31048777.00 122335.37 Agency 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Obligation ES7IP3U3RHIGC71XBU11 38383MCW6 2052-02-20 0.000 0.000 11720000.00 532888.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383MMF2 2052-02-20 5.000 5.000 7584000.00 888692.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383PA35 2049-02-20 3.500 3.500 443571.00 29385.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383PJQ5 2050-04-20 3.500 3.500 24556284.00 1476646.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383PQS3 2048-07-20 1.766 1.766 10947855.00 737081.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized 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Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383UDA5 2052-07-20 1.685 1.685 11000000.00 757879.77 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136A8DK3 2042-09-25 1.595 1.595 12141368.00 97899.49 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136A8NX4 2042-09-25 2.145 2.145 20651920.00 492187.31 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136A8R44 2042-10-25 1.645 1.645 61707188.00 248334.40 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136A8ZP8 2042-09-25 1.595 1.595 19679885.00 158540.86 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136A9CH9 2042-03-25 3.500 3.500 7722000.00 50341.90 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136A9QG6 2042-11-25 1.695 1.695 58000000.00 1367977.48 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136A9W20 2042-11-25 3.500 3.500 67416571.00 345059.46 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AAEQ4 2042-11-25 4.500 4.500 5500000.00 53432.41 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AAPX7 2032-12-25 3.000 3.000 10162707.00 97225.79 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AASR7 2027-12-25 3.000 3.000 28163967.00 18722.42 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AAZP3 2042-12-25 1.695 1.695 43313000.00 695696.11 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AB3X9 2043-02-25 1.695 1.695 45024388.00 645394.92 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136ABG72 2042-10-25 0.000 0.000 3669382.00 800102.07 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136ABN25 2043-02-25 1.695 1.695 10400000.00 139882.59 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136ABZ55 2033-02-25 3.500 3.500 24865853.00 164483.08 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AC6T3 2033-04-25 3.000 3.000 60458722.00 610696.80 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136ACCJ8 2041-10-25 3.500 3.500 17702571.00 124362.89 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136ACEF4 2043-02-25 1.695 1.695 32817148.00 622156.15 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136ACEH0 2043-02-25 1.695 1.695 34421052.00 953391.73 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation 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2053-09-25 5.295 5.295 4226172.00 680541.48 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3142G6G59 2052-12-25 2.903 2.903 576853.00 49145.25 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3142G6G67 2053-09-25 5.122 5.122 408922.00 46322.86 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3142G6G83 2038-08-25 5.500 5.500 1476801.00 103938.62 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3142G6GJ9 2038-08-25 4.000 4.000 3696456.00 355926.71 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3142G6GV2 2038-08-25 4.500 4.500 5329944.00 494583.51 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3142G6GZ3 2038-06-25 2.321 2.321 545082.00 29639.89 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3142G9J76 2054-05-25 1.460 1.460 12500000.00 441123.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38374D7B9 2038-05-20 1.906 1.906 82670759.00 68300.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38374T6A7 2039-06-16 1.616 1.616 233333333.00 192062.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38374YSU8 2040-07-20 1.506 1.506 100000000.00 741039.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38375CY79 2041-05-20 2.316 2.316 26138580.00 116683.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38375GMN8 2042-07-16 1.666 1.666 42037019.00 801004.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38375GTB7 2042-08-20 1.686 1.686 6291390.00 129961.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38375GUR0 2042-08-16 3.500 3.500 22733000.00 936162.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38375GYC9 2042-08-20 1.616 1.616 39750000.00 721273.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38375JC78 2037-04-16 2.366 2.366 94323131.00 197223.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38375JMP7 2037-03-16 2.066 2.066 55127000.00 140510.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38375JSX4 2037-04-16 1.816 1.816 50562947.00 112926.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38375JSZ9 2037-04-16 1.754 1.754 20700000.00 66200.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38375JTD7 2037-04-16 2.376 2.376 45300000.00 107282.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38375KW99 2037-07-20 2.066 2.066 175000000.00 76394.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38375LMY3 2037-10-20 2.116 2.116 221360000.00 54376.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38375LWQ9 2037-11-16 2.116 2.116 44000000.00 32235.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38375QV22 2038-06-16 1.806 1.806 40000000.00 90113.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38376CAD1 2039-08-20 1.666 1.666 90300000.00 67549.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38376CJ34 2039-09-16 1.766 1.766 60000000.00 135071.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38376CZR3 2039-09-16 1.766 1.766 35250000.00 77469.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38376JCQ5 2036-04-20 1.666 1.666 26000000.00 41113.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38376JJK1 2039-11-16 5.500 5.500 2739257.00 55596.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38376JPV0 2039-11-20 1.896 1.896 50000000.00 160016.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38376LHD4 2041-06-20 1.566 1.566 50000000.00 122303.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383UDM9 2052-07-20 1.635 1.635 18500000.00 1228019.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383UVQ0 2052-08-20 1.655 1.655 13250000.00 670946.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383UX54 2052-10-20 1.305 1.305 31551398.00 955075.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383V6Y9 2053-02-20 1.345 1.345 40000000.00 1641411.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383VAP3 2053-01-20 1.155 1.155 30000000.00 1274537.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383VAU2 2053-01-20 1.155 1.155 76842479.00 1949712.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383VAW8 2053-01-20 1.155 1.155 28157521.00 1284123.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383VAZ1 2053-01-20 0.555 0.555 72380596.00 2756894.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383VCK2 2053-01-20 1.155 1.155 40000000.00 1149199.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383VDT2 2053-01-20 0.555 0.555 55193281.00 2331544.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383VS90 2053-02-20 1.355 1.355 50000000.00 1249664.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383VUU0 2053-02-20 1.905 1.905 58511103.00 4781568.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383VWK0 2053-02-20 1.935 1.935 5000000.00 460326.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383VWS3 2053-02-20 1.355 1.355 74956217.00 3542051.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383VXC7 2053-02-20 1.905 1.905 135439658.00 8638986.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383WQV1 2053-03-20 1.155 1.155 30000000.00 1222014.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383XGK4 2053-03-20 0.655 0.655 100000000.00 4247081.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383XKJ2 2053-04-20 1.855 1.855 56262306.00 4616268.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383XKS2 2053-04-20 1.805 1.805 16699918.00 1449548.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383YAY8 2052-08-20 5.000 5.000 10000000.00 1542837.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383YCU4 2052-08-20 1.655 1.655 21334746.00 1723330.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383YHB1 2052-09-20 2.155 2.155 51711731.00 3941943.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383YLT7 2052-09-20 1.705 1.705 20124614.00 1303130.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383YME9 2052-09-20 1.655 1.655 53562585.00 3925072.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383YNJ7 2052-06-20 0.550 0.550 6443637.00 43490.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383YS52 2052-10-20 0.355 0.355 50000000.00 1455041.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383YYK2 2052-09-20 1.705 1.705 20188000.00 1398649.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384AAZ6 2053-05-20 1.205 1.205 100000000.00 4224513.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384AEG4 2053-05-20 1.805 1.805 16002114.00 455866.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384BKW0 2052-12-20 0.600 0.600 30557249.00 491722.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384BTH4 2053-06-20 1.055 1.055 100000000.00 1811830.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384CDJ5 2051-03-20 3.000 3.000 11296161.00 1580791.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384D8M2 2052-01-20 3.000 3.000 22550843.00 4073069.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384DAL1 2053-10-20 1.001 1.001 162000000.00 2422819.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384DAQ0 2053-10-20 0.000 0.000 15744753.00 7727758.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384DCK1 2053-10-20 1.355 1.355 39099357.00 1078720.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384DGE1 2053-10-20 1.355 1.355 100000000.00 1887665.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384DHR1 2053-09-20 2.055 2.055 100000000.00 3401133.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384DP92 2053-11-20 0.755 0.755 100000000.00 1307952.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384DSK4 2051-05-20 3.000 3.000 8617460.00 1253869.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384DZ83 2053-11-20 0.755 0.755 200000000.00 2619685.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384E6B6 2053-10-20 1.155 1.155 50000000.00 741348.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384E6J9 2053-10-20 1.255 1.255 100000000.00 1560937.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384E6M2 2053-10-20 2.155 2.155 60000000.00 1534865.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384EDY8 2053-08-20 0.000 0.000 12511168.00 5509146.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384EVH5 2051-06-20 3.000 3.000 11054239.00 1629378.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384EVK8 2051-08-20 7.500 7.500 1426101.00 471541.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384EVN2 2051-03-20 3.000 3.000 9518963.00 1392820.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384GAC4 2053-11-20 1.655 1.655 100000000.00 2140992.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384GAQ3 2048-07-20 4.500 4.500 21179037.00 3831824.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384GCZ1 2053-11-20 1.985 1.985 100000000.00 4264353.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384GD98 2052-03-20 3.500 3.500 8936000.00 997075.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384GR77 2054-01-20 2.705 2.705 15000000.00 1303762.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384HDR6 2053-12-20 1.555 1.555 19459438.00 1257135.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384HGY8 2053-12-20 2.055 2.055 173181192.00 12311276.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384HTF5 2054-01-20 1.605 1.605 22807423.00 1780437.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384KGA3 2054-03-20 0.905 0.905 50000000.00 944971.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384KJG7 2054-03-20 1.055 1.055 55000000.00 2253483.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384KUU3 2054-03-20 6.000 6.000 10625416.00 1492235.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384KV65 2054-03-20 2.305 2.305 40689000.00 4097698.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384N3Q6 2050-07-20 3.500 3.500 23831465.00 3611541.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384N8L2 2054-06-20 1.005 1.005 100000000.00 3977090.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384NQU2 2054-05-20 1.005 1.005 51138689.00 1878569.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384P4X5 2054-06-20 2.855 2.855 50000000.00 1768582.66 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AFEV2 2043-06-25 1.695 1.695 47156928.00 782994.21 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AFJE5 2042-03-25 5.000 5.000 23520000.00 118403.57 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AFM68 2043-08-25 1.645 1.645 57565000.00 653535.51 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AGMW9 2043-10-25 0.000 0.000 13655000.00 2029780.07 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AGQF2 2040-05-25 5.000 5.000 62643330.00 438542.57 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AGTS1 2043-10-25 1.445 1.445 100000000.00 2220896.18 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AGXE7 2043-10-25 1.445 1.445 148231925.00 4242896.00 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AHCH1 2043-12-25 1.525 1.525 24729418.00 396126.70 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AHNB2 2043-12-25 1.445 1.445 94109919.00 2227619.62 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AJKR6 2042-04-25 1.645 1.645 25228625.00 106272.40 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AKKU6 2044-07-25 1.993 1.993 30000000.00 83243.36 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AKR96 2044-09-25 5.500 5.500 46900792.00 786157.08 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AKTB9 2044-08-25 2.289 2.289 219487269.00 968943.71 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AKTL7 2054-08-25 2.275 2.275 41760620.00 180690.71 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136ALVB4 2044-11-25 2.195 2.195 45888103.00 645673.24 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136ALWX5 2044-06-25 4.500 4.500 6225777.00 55296.35 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AMNR6 2045-02-25 1.595 1.595 9250953.00 234414.74 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AMQX0 2045-02-25 1.645 1.645 26891448.00 519433.01 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AN3B1 2045-06-25 6.500 6.500 16044023.00 365506.62 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AN3K1 2045-06-25 5.500 5.500 18557677.00 336032.31 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136ANEN3 2044-07-25 4.000 4.000 4144352.00 87809.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136ANEX1 2045-04-25 1.695 1.695 28710332.00 494600.41 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136ANRY5 2045-05-25 1.145 1.145 14650000.00 140912.34 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136ANTF4 2045-05-25 1.165 1.165 27685939.00 585225.21 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136APJA1 2045-07-25 1.145 1.145 115287659.00 1231162.23 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136APYQ9 2045-08-25 1.745 1.745 37667000.00 541020.63 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AQFB1 2045-10-25 6.000 6.000 57666563.00 1546025.48 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AQGD6 2045-10-25 1.795 1.795 30200841.00 416832.61 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AR2B3 2046-05-25 1.922 1.922 98172297.00 376722.86 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136ARDU9 2046-02-25 1.145 1.145 135000000.00 1573849.73 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136ARK64 2046-04-25 1.645 1.645 30000000.00 400042.33 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136ASD86 2036-07-25 3.500 3.500 14285714.00 231938.01 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136ASH41 2046-07-25 1.545 1.545 25000000.00 929331.59 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136ASK96 2046-07-25 2.161 2.161 141625340.00 446819.80 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136ASLB0 2036-06-25 3.500 3.500 18084212.00 201866.60 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136ASNV4 2046-06-25 1.495 1.495 23923267.00 642980.21 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136ASXR2 2046-07-25 6.000 6.000 14651350.00 414254.25 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AT6P4 2046-11-25 1.545 1.545 52811235.00 1313951.70 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136ATMS0 2046-09-25 3.000 3.000 8825000.00 203447.88 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136ATUB8 2046-05-25 3.000 3.000 15500000.00 270517.70 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136ATVL5 2046-09-25 4.500 4.500 25694519.00 584434.18 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136ATZK3 2046-10-25 3.500 3.500 10060000.00 182763.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AUK34 2047-01-25 1.533 1.533 9025000.00 122630.08 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AUP62 2046-02-25 3.500 3.500 27676142.00 170017.41 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AUPZ8 2046-12-25 1.545 1.545 43035150.00 954283.48 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AVHW2 2047-02-25 1.645 1.645 20669656.00 342261.14 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AWBZ9 2047-04-25 6.000 6.000 18513919.00 521858.65 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AWMK0 2047-05-25 1.695 1.695 18684486.00 599410.91 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AWYG6 2053-05-25 4.000 4.000 15851805.00 27270.79 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AX4V4 2047-10-25 1.295 1.295 63440282.00 1133911.10 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AXBD6 2047-07-25 1.695 1.695 33304475.00 1398566.87 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AXFV2 2057-07-25 1.645 1.645 65842947.00 2912174.90 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AY6Q1 2047-11-25 4.000 4.000 40082625.00 662614.94 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AYKG7 2047-10-25 1.695 1.695 42557094.00 1165342.90 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AYKS1 2047-10-25 1.695 1.695 42926212.00 1252320.37 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AYQ89 2047-10-25 4.000 4.000 20820250.00 374112.52 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AYWM1 2047-11-25 1.695 1.695 57036974.00 1657559.02 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B0AH9 2047-12-25 1.745 1.745 61226988.00 1494309.76 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B0KK1 2048-01-25 5.000 5.000 12512865.00 790477.21 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B0MV5 2048-01-25 1.695 1.695 14491428.00 558222.33 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B0VL7 2048-02-25 1.795 1.795 39632837.00 835909.88 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B1C77 2048-05-25 3.000 3.000 7150000.00 195871.07 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B1D27 2048-05-25 1.745 1.745 3190904.00 124449.77 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B1GP3 2047-10-25 4.000 4.000 19000000.00 346405.21 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B1M43 2058-05-25 2.091 2.091 53378775.00 254995.23 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B1QE7 2048-04-25 3.000 3.000 1250500.00 190219.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38376LPQ6 2041-05-20 0.966 0.966 29000000.00 221534.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38376LS83 2041-03-16 2.166 2.166 64972949.00 42623.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38376MAV9 2044-01-16 1.116 1.116 17850000.00 96293.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38376MCG0 2046-10-20 4.000 4.000 23970000.00 690952.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38376PXC9 2039-12-16 1.366 1.366 49025072.00 111373.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38376UEF2 2039-10-20 2.116 2.116 17149033.00 178121.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38376UES4 2038-09-20 1.566 1.566 15945911.00 142436.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38376UFK0 2039-06-16 2.166 2.166 12538194.00 78253.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38376US75 2047-05-16 1.716 1.716 7689881.00 261961.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38376VHU4 2040-02-20 1.816 1.816 238276991.00 941733.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38376WCP8 2040-02-16 2.016 2.016 50750000.00 125885.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38376WG74 2040-03-20 2.036 2.036 150000000.00 797732.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38376WGV1 2040-02-16 2.116 2.116 23068000.00 65726.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38376WKG9 2040-02-16 1.566 1.566 89740000.00 187265.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38376WXN0 2040-02-20 1.326 1.326 34400000.00 121420.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38377FB83 2040-05-20 0.000 0.000 36000000.00 976875.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38377FHF1 2040-05-16 1.616 1.616 52834339.00 135178.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38377TCJ8 2041-01-16 1.516 1.516 27196000.00 233929.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38377TWW7 2041-02-20 1.616 1.616 43078000.00 170896.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38377UYZ5 2041-03-20 2.166 2.166 45697200.00 260322.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38377VRB4 2041-04-20 2.216 2.216 129491000.00 660866.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38377VZK5 2041-05-16 1.616 1.616 25800000.00 85203.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38377XD58 2035-12-20 1.666 1.666 6000000.00 92054.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38377YK33 2041-10-20 1.666 1.666 18570000.00 189931.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38378A4V0 2041-12-16 2.216 2.216 45000000.00 408151.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38378AAG6 2041-07-20 2.266 2.266 7500000.00 73367.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38378AXD8 2041-12-20 2.166 2.166 115593750.00 966279.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38378C7C5 2042-02-20 2.216 2.216 13336859.00 110031.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38378CST5 2042-01-20 1.616 1.616 28656548.00 258918.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38378EWQ2 2042-04-16 5.500 5.500 7072909.00 102183.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38378FX62 2043-02-20 3.000 3.000 11286666.00 267383.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38378GHG6 2042-04-16 4.500 4.500 9676333.00 72315.10 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B1UF9 2048-04-25 1.745 1.745 30328456.00 887666.06 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B1UN2 2048-04-25 1.745 1.745 24090139.00 536406.47 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B1V76 2048-06-25 1.745 1.745 26746386.00 795579.22 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B1VD3 2048-04-25 1.745 1.745 11487480.00 511252.07 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B1Z98 2048-06-25 1.745 1.745 10000000.00 135973.35 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B2EP3 2048-06-25 1.745 1.745 55413670.00 928758.82 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B2N73 2048-01-25 4.000 4.000 8000000.00 236156.53 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B2TG7 2048-08-25 1.745 1.745 35000000.00 525629.57 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B2W24 2048-09-25 1.795 1.795 55448263.00 1250459.71 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B36N5 2049-04-25 1.545 1.545 22014245.00 329602.16 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B36U9 2049-04-25 1.545 1.545 22000000.00 724786.02 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B3DY3 2048-10-25 1.695 1.695 20707928.00 817823.16 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B3G79 2049-02-25 5.000 5.000 13071003.00 532850.45 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B3MZ0 2048-11-25 1.695 1.695 26348852.00 500109.98 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B3N55 2048-06-25 4.000 4.000 20826720.00 342368.81 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B3QF0 2048-12-25 3.000 3.000 5000000.00 124470.13 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B3UN8 2049-01-25 1.695 1.695 29762835.00 762512.47 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B43J5 2037-03-25 3.500 3.500 13094590.00 377255.84 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B44H8 2049-07-25 1.545 1.545 17750000.00 743168.06 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B44T2 2049-07-25 1.545 1.545 15350000.00 469996.07 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B44Y1 2059-07-25 1.545 1.545 22540888.00 1252295.25 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B45F1 2049-07-25 1.595 1.595 14000000.00 534045.63 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B4BS6 2049-04-25 1.545 1.545 16417651.00 269254.78 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B4HD3 2049-04-25 1.645 1.645 7185386.00 193952.44 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B4QS0 2057-09-25 5.000 5.000 19134766.00 908715.80 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B4QU5 2049-05-25 1.595 1.595 19001938.00 479984.08 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B4VM7 2049-06-25 1.595 1.595 38821776.00 900071.36 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B4XA1 2049-06-25 1.595 1.595 11500000.00 173424.96 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B4YU6 2049-01-25 1.595 1.595 11700000.00 142488.04 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B4ZD3 2049-06-25 1.595 1.595 10000000.00 437117.10 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B53Z6 2049-09-25 4.000 4.000 10910000.00 197555.24 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B5D69 2036-11-25 2.145 2.145 33942838.00 1447715.22 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B5EC5 2049-07-25 1.625 1.625 16117495.00 755032.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38378GLU0 2027-12-20 2.500 2.500 40332084.00 34232.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38378HC20 2042-08-16 4.500 4.500 5214568.00 40720.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38378HLR5 2042-09-20 1.666 1.666 15000000.00 127944.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38378HP26 2042-10-16 3.500 3.500 13065039.00 529930.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38378JJZ6 2043-03-20 3.500 3.500 9400000.00 55009.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38378MVC6 2043-04-20 3.500 3.500 6662768.00 50573.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38378P8Y7 2044-01-20 1.716 1.716 136303380.00 785821.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38378PFB9 2043-12-20 1.706 1.706 43000000.00 634946.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38378PKE7 2043-12-20 1.116 1.116 132000000.00 925826.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38378PQT8 2043-12-20 1.116 1.116 43369209.00 163477.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38378PRS9 2043-09-20 5.000 5.000 14700000.00 113505.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38378PXL7 2043-05-16 4.500 4.500 35485500.00 29264.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38378TEW6 2043-05-20 3.500 3.500 8351857.00 227901.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38378TP53 2041-02-20 4.500 4.500 6833711.00 38922.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38378TSA9 2043-04-20 1.866 1.866 31250000.00 187574.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38378TYE4 2043-06-16 1.716 1.716 26500000.00 291488.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38378U6V4 2043-11-20 0.066 0.066 294507360.00 560209.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38378UC21 2043-01-20 1.666 1.666 11016717.00 94387.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38378UCK1 2043-09-20 1.766 1.766 73333333.00 520252.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38378VCH6 2043-07-20 1.816 1.816 29000000.00 272758.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38378VVE2 2043-07-16 1.666 1.666 96709662.00 1298709.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38378W5B5 2043-09-20 1.716 1.716 36206662.00 188712.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38378WRX3 2043-08-16 1.666 1.666 37514550.00 330425.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38378YSN0 2043-11-20 1.716 1.716 37269289.00 146453.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379AAF7 2044-01-20 2.316 2.316 85277575.00 863586.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379AWZ9 2044-03-16 1.766 1.766 25000000.00 198390.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379BCZ9 2039-12-16 1.666 1.666 49000000.00 347336.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379BRL4 2044-04-20 1.666 1.666 54035286.00 537196.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379DDE1 2044-07-16 4.500 4.500 5285713.00 72810.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379EE40 2044-08-20 1.166 1.166 34400000.00 535772.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379EUJ9 2044-05-20 5.000 5.000 9261106.00 139344.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379F4R7 2045-12-20 1.716 1.716 28571428.00 763551.64 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B5F34 2039-06-25 1.495 1.495 39694486.00 1883389.07 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B5GC3 2049-07-25 1.595 1.595 8100000.00 273522.55 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B5L60 2049-06-25 1.615 1.615 7181250.00 442800.60 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B5PR0 2049-08-25 1.615 1.615 13792087.00 705316.10 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B5R98 2041-12-25 0.195 0.195 30426187.00 597691.75 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B5WG6 2049-08-25 2.695 2.695 8529663.00 101107.72 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B5YL3 2049-08-25 1.645 1.645 8000000.00 43846.67 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B6HD8 2049-10-25 1.595 1.595 2481000.00 75468.94 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B6KL6 2049-10-25 1.603 1.603 17514836.00 904813.74 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B6MJ9 2049-10-25 1.545 1.545 28912500.00 1273465.31 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B6QD8 2049-10-25 1.595 1.595 19675387.00 372735.80 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B6QF3 2049-10-25 1.145 1.145 18768837.00 496579.08 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B6Z55 2059-11-25 1.545 1.545 32518304.00 1412149.00 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B6ZY2 2049-11-25 1.545 1.545 4385000.00 297251.39 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B7DG3 2051-08-25 1.595 1.595 30508731.00 1790536.38 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B7DK4 2051-06-25 1.595 1.595 50026193.00 2867342.33 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B7ED9 2049-11-25 1.545 1.545 12825500.00 663465.77 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B7M81 2050-01-25 3.500 3.500 14319571.00 210938.58 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B7VG3 2049-12-25 1.495 1.495 18530951.00 996557.67 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B8D63 2060-03-25 2.049 2.049 39101267.00 574169.00 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B8JL4 2059-07-25 1.595 1.595 15000000.00 667306.81 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B8X20 2050-03-25 3.500 3.500 11546571.00 293395.71 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B8XT1 2050-02-25 3.500 3.500 6666666.00 171467.71 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B93L9 2050-06-25 3.500 3.500 13915215.00 1180330.08 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B94J3 2050-06-25 3.000 3.000 8333333.00 853464.95 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B95E3 2050-06-25 3.500 3.500 26646000.00 2760215.18 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B95Q6 2037-12-25 3.000 3.000 27380447.00 678088.90 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B9P50 2050-06-25 3.000 3.000 11200000.00 1143797.17 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B9T31 2050-06-25 1.645 1.645 5994990.00 136176.31 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B9T56 2050-06-25 4.000 4.000 5978571.00 377129.87 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B9TT4 2050-05-25 5.000 5.000 92774734.00 6131668.16 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136B9UM7 2030-05-25 3.500 3.500 85787164.00 586434.83 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BACV4 2050-06-25 1.050 1.050 34769874.00 998118.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379FE39 2042-11-20 3.500 3.500 31300000.00 379932.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379FEC9 2045-11-20 1.816 1.816 26477206.00 402055.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379FG37 2045-10-20 1.286 1.286 35000000.00 260336.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379G2R7 2044-11-20 1.166 1.166 9500000.00 145599.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379GKQ9 2044-09-20 1.766 1.766 39093773.00 231388.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379GL62 2044-10-20 4.500 4.500 19293000.00 295830.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379GXD4 2044-10-16 1.166 1.166 66231125.00 756038.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379HR49 2045-01-20 1.166 1.166 102297401.00 1008374.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379JMQ1 2045-02-16 1.166 1.166 21766915.00 290163.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379JMS7 2045-02-16 4.000 4.000 9328677.00 101239.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379JZF1 2045-02-16 6.000 6.000 38029926.00 565483.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379LXM3 2045-04-20 3.500 3.500 15629051.00 271159.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379LY34 2045-05-20 4.000 4.000 17923000.00 332760.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379MHK3 2045-07-20 1.816 1.816 9000000.00 244419.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379MXL3 2045-08-20 1.462 1.462 16708873.00 89225.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379ND25 2045-05-20 4.000 4.000 15518366.00 131696.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379NMF6 2045-06-20 7.000 7.000 29089813.00 344637.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379NTE2 2045-07-20 3.500 3.500 28571428.00 103582.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379NYV8 2039-08-20 5.500 5.500 12400000.00 124933.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379PDY0 2045-05-20 4.000 4.000 39243492.00 831394.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379PMX2 2045-01-20 4.000 4.000 9588250.00 98682.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379QWE1 2045-10-20 1.246 1.246 68906615.00 1591623.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379QZS7 2043-01-16 4.000 4.000 12402000.00 39491.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379T5N5 2046-02-20 1.666 1.666 34187896.00 802926.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379T6C8 2046-02-16 1.716 1.716 37659328.00 613620.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379TCB3 2045-12-20 2.316 2.316 27730074.00 625838.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379TU80 2046-01-20 1.216 1.216 36225000.00 428057.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379UA55 2058-01-16 1.616 1.616 10000000.00 67270.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379VHX5 2046-02-20 1.716 1.716 3500000.00 94601.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379VRK2 2039-06-20 4.500 4.500 7165270.00 92064.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379W3U4 2046-05-20 4.500 4.500 11910581.00 23426.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379WT28 2046-05-20 4.000 4.000 16849250.00 365134.25 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BADA9 2050-06-25 1.050 1.050 40019492.00 1147219.82 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BADX9 2050-06-25 4.000 4.000 6000000.00 453185.30 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BAQ23 2050-07-25 4.500 4.500 101260492.00 4400151.30 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BATP9 2050-07-25 1.645 1.645 15000000.00 421002.51 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BAU93 2057-07-25 5.500 5.500 4101822.00 438475.75 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BB3A8 2050-10-25 3.000 3.000 37949556.00 2168426.58 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BBGH9 2050-08-25 1.695 1.695 46000000.00 2554803.52 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BBJE3 2050-08-25 1.685 1.685 26008878.00 1547722.50 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BBQM7 2050-08-25 3.000 3.000 8000000.00 874442.38 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BBVK5 2050-09-25 4.000 4.000 118473020.00 8969868.81 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BC4U1 2050-12-25 2.500 2.500 3555900.00 344985.01 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BCB74 2050-11-25 5.000 5.000 51239689.00 3768407.51 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BCF54 2050-12-25 2.000 2.000 24654901.00 2380196.45 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BCFW5 2050-10-25 3.000 3.000 24325999.00 2539941.78 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BCJC5 2050-11-25 2.500 2.500 31500000.00 3278734.57 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BCK33 2050-02-25 2.500 2.500 10000000.00 953478.16 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BCL40 2050-12-25 3.000 3.000 17000000.00 1795379.48 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BCT26 2050-12-25 2.500 2.500 24398360.00 2603199.16 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BCUU2 2050-11-25 2.500 2.500 23525000.00 2158929.44 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BCWE6 2035-11-25 4.000 4.000 25839000.00 820392.34 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BCYT1 2049-04-25 2.500 2.500 23183500.00 2240119.41 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BDCW6 2050-02-25 2.000 2.000 39177500.00 2340223.29 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BDGU6 2035-11-25 1.500 1.500 134284742.00 3960758.05 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BDHS0 2051-01-25 3.000 3.000 10786000.00 1290182.80 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BDR42 2051-02-25 2.500 2.500 22145000.00 2957006.94 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BDTS7 2051-01-25 4.500 4.500 20000000.00 2422085.97 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BDU63 2050-11-25 3.000 3.000 112609464.00 11481776.48 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BDVT2 2051-01-25 3.500 3.500 19638447.00 1359703.62 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BDWU8 2051-01-25 3.000 3.000 5000000.00 506037.73 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BDZW1 2036-02-25 1.500 1.500 15777717.00 398079.93 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BFQ48 2047-11-25 4.500 4.500 18824593.00 970253.94 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BFWT6 2051-04-25 4.500 4.500 7184000.00 948058.60 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BFYB3 2051-04-25 3.500 3.500 78151170.00 4332426.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384PFE5 2054-05-20 0.855 0.855 450000000.00 8765965.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384UXN4 2054-08-20 2.305 2.305 40000000.00 5028887.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384UYJ2 2054-08-20 2.305 2.305 75412000.00 6584474.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384VAZ0 2054-08-20 1.555 1.555 100000000.00 6080443.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384VPD3 2054-08-20 1.655 1.655 62421422.00 4802676.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384WCH6 2054-09-20 2.305 2.305 100000000.00 9069787.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384XKL6 2054-09-20 1.805 1.805 53191489.00 4223502.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384YBB6 2054-10-20 1.155 1.155 50000000.00 3249501.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384YCW9 2054-10-20 1.105 1.105 150000000.00 7632821.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384YYE5 2054-10-20 1.755 1.755 33022479.00 2926564.06 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BFYL1 2051-04-25 4.000 4.000 53474034.00 5189137.71 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BGB75 2051-09-25 4.000 4.000 73551778.00 9493816.92 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BGE56 2051-09-25 2.500 2.500 36381741.00 4337339.96 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BGM32 2051-09-25 2.500 2.500 35552900.00 2218196.16 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BGNN7 2039-04-25 6.000 6.000 34370819.00 3360122.09 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BGT50 2050-04-25 3.500 3.500 12500000.00 1705839.02 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BGUK5 2051-05-25 2.500 2.500 36900000.00 3096223.44 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BGUN9 2051-04-25 2.500 2.500 16000000.00 1330859.09 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BGV99 2051-09-25 2.500 2.500 12171500.00 665501.30 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BH3S6 2051-07-25 3.000 3.000 5750000.00 723885.39 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BHFG9 2045-03-25 3.500 3.500 14055195.00 245315.39 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BHGC7 2031-05-25 2.000 2.000 20125000.00 342778.54 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BHVJ5 2051-06-25 3.000 3.000 36961750.00 3899308.48 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BHVQ9 2042-11-25 0.000 0.000 4492213.00 1796140.46 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BJCL7 2041-10-25 3.000 3.000 26666666.00 1457187.76 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BJCV5 2051-10-25 3.000 3.000 29145920.00 2715173.43 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BJN27 2051-11-25 2.500 2.500 2722000.00 191966.73 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BJWE1 2051-11-25 2.500 2.500 16499999.00 1581695.55 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BJZJ7 2061-11-25 5.500 5.500 43092577.00 4944437.26 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BK5Y4 2047-03-25 3.000 3.000 16677507.00 801751.45 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BKCG5 2051-11-25 3.000 3.000 18665764.00 1749748.68 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BKDM1 2051-12-25 3.000 3.000 43431425.00 5049288.06 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BKJF0 2056-12-25 2.097 2.097 98642306.00 2458408.18 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BKSA1 2041-06-25 4.000 4.000 28898423.00 2675193.24 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BL2P4 2062-03-25 2.202 2.202 136016372.00 3023732.16 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BL2R0 2041-01-25 4.500 4.500 13953497.00 818958.07 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BLBK5 2052-02-25 2.331 2.331 161666914.00 4728642.58 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BMEJ3 2041-02-25 4.000 4.000 42893749.00 3875993.75 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BMMG0 2052-04-25 1.260 1.260 27333210.00 2087978.05 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BMU97 2049-04-25 2.500 2.500 54201749.00 4490734.10 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BN2S4 2052-09-25 0.960 0.960 71507608.00 3352755.08 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BN3D6 2052-09-25 0.960 0.960 200000000.00 9230778.67 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BN4T0 2052-09-25 0.960 0.960 248280009.00 11939004.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379WXR8 2045-10-20 4.000 4.000 56071519.00 217960.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379YMP0 2045-11-20 4.000 4.000 9796228.00 192238.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379YY85 2046-08-20 3.500 3.500 7142857.00 435691.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38380AQ91 2046-10-20 1.816 1.816 24656097.00 1275976.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38380AR66 2046-10-20 4.000 4.000 10625000.00 307407.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38380AUS4 2046-09-20 1.666 1.666 19781353.00 533936.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38380BPG4 2046-10-16 1.462 1.462 13253848.00 348099.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38380BT47 2045-10-20 1.816 1.816 56350717.00 1046862.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38380CAK9 2046-10-20 1.666 1.666 26601199.00 770768.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38380CH71 2039-11-20 5.000 5.000 14329000.00 514122.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38380CR21 2043-09-20 6.000 6.000 12022470.00 242616.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38380CZU0 2036-05-20 3.440 3.440 32325751.00 501399.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38380F6N1 2047-08-16 5.000 5.000 3471000.00 170182.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38380FE51 2047-07-20 6.000 6.000 31360274.00 1023193.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38380FMK9 2046-08-20 4.000 4.000 10298210.00 285308.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38380FRT5 2047-06-20 1.766 1.766 22186064.00 560595.64 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BNBK1 2047-03-25 4.500 4.500 16818153.00 1490805.01 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BNDY9 2052-06-25 4.500 4.500 16222222.00 1166694.66 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BNEP7 2052-04-25 4.500 4.500 10019110.00 707971.78 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BNW51 2052-09-25 0.960 0.960 193190486.00 9175740.48 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BNY83 2052-09-25 0.860 0.860 200000000.00 9410537.54 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BNZG4 2050-12-25 4.000 4.000 50571885.00 5763373.63 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BPHN4 2050-10-25 4.500 4.500 29088962.00 2424112.34 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BPX30 2053-04-25 1.910 1.910 102884004.00 5962780.74 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BPXG1 2053-03-25 1.360 1.360 75000000.00 3266994.26 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BPYU9 2053-03-25 1.910 1.910 159780763.00 4979944.76 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BQ4W6 2054-03-25 2.060 2.060 22537148.00 1692958.13 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BQAF6 2053-07-25 1.160 1.160 59738524.00 3992779.29 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BQAQ2 2050-05-25 3.500 3.500 27569821.00 4258754.18 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BQED7 2051-10-25 2.500 2.500 59216655.00 5720043.62 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BQF46 2054-01-25 1.610 1.610 92676520.00 4626136.46 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BQFV6 2052-07-25 2.000 2.000 55000000.00 6365296.73 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BQG94 2054-01-25 2.060 2.060 50000000.00 3358099.57 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BQHP7 2053-10-25 1.310 1.310 94773536.00 3947567.48 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BQKP3 2051-02-25 6.086 6.086 47440592.00 4404196.23 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BQND7 2053-11-25 1.660 1.660 77709000.00 3175364.60 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BQPW3 2053-09-25 2.560 2.560 75000000.00 5696309.14 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BQQY8 2053-11-25 2.560 2.560 41000000.00 2575254.06 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BQWB1 2053-12-25 1.110 1.110 100000000.00 4619836.02 Agency Collateralized Mortgage Obligation Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2025-04-01 2025-04-01 2025-04-01 N N N 0.0436 1050000000.00 1050000000.00 0.0080 N Y Y N - N/A - ROYAL BANK OF CANADA ROYAL BANK OF CANADA 4.3600 BYM5M0D50 ES7IP3U3RHIGC71XBU11 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912810FD5 2028-04-15 3.625 3.625 43800.00 93406.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912810FQ6 2032-04-15 3.375 3.375 166500.00 335916.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912810QP6 2041-02-15 2.125 2.125 31000.00 45022.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912810SD1 2048-08-15 3.000 3.000 2164700.00 1638973.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912810SQ2 2040-08-15 1.125 1.125 200.00 124.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912810ST6 2040-11-15 1.375 1.375 2265700.00 1475090.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912810SY5 2041-05-15 2.250 2.250 479500.00 357233.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912810TQ1 2043-02-15 3.875 3.875 16589500.00 15176455.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 9128286B1 2029-02-15 2.625 2.625 48000.00 45897.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912828V49 2027-01-15 0.375 0.375 18300.00 23786.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CAQ4 2025-10-15 0.125 0.125 12693300.00 15530386.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CBW0 2026-04-30 0.750 0.750 456800.00 442289.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CBW0 2026-04-30 0.750 0.750 6399600.00 6196319.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CCF6 2026-05-31 0.750 0.750 8142300.00 7857882.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CCM1 2031-07-15 0.125 0.125 1023800.00 1110310.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CGE5 2026-01-15 3.875 3.875 500.00 503.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CGV7 2026-04-15 3.750 3.750 11840000.00 12004856.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CGW5 2028-04-15 1.250 1.250 100.00 106.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CHK0 2028-06-30 4.000 4.000 19775200.00 20026636.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CHU8 2026-08-15 4.375 4.375 89800.00 90726.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CKL4 2029-04-15 2.125 2.125 16000.00 17045.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CKY6 2026-06-30 4.625 4.625 286100.00 291469.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CLC3 2029-07-31 4.000 4.000 77622300.00 78258751.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CLD1 2031-07-31 4.125 4.125 100.00 100.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CLG4 2027-08-15 3.750 3.750 12486600.00 12497188.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CLM1 2031-09-30 3.625 3.625 296600.00 288662.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CLQ2 2027-10-15 3.875 3.875 13655800.00 13885738.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CLX7 2027-11-15 4.125 4.125 400.00 408.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CLY5 2026-11-30 4.250 4.250 5988900.00 6100639.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CMC2 2031-12-31 4.500 4.500 5578500.00 5769272.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CMD0 2029-12-31 4.375 4.375 160200.00 164689.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CMH1 2027-01-31 4.125 4.125 21147600.00 21355968.69 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3131XYNZ8 2047-11-01 3.500 3.500 1000.00 159.10 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3133BJY63 2052-09-01 4.500 4.500 868187.00 585043.48 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3133D0FR7 2054-11-01 5.500 5.500 353321.00 356601.04 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3133KQFR2 2052-12-01 5.500 5.500 346828.00 289328.74 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3133KRQG2 2053-07-01 6.000 6.000 22293300.00 19057249.50 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3133WAQY7 2054-04-01 5.500 5.500 981393.00 927950.94 U.S. Treasuries (including strips) Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3138W0VM8 2043-02-01 3.500 3.500 29233152.00 4220453.85 U.S. Treasuries (including strips) Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3138WVNZ0 2043-06-01 3.500 3.500 7037597.00 1253163.52 U.S. Treasuries (including strips) Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140FXFX5 2057-02-01 3.500 3.500 19960000.00 6124504.11 U.S. Treasuries (including strips) Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140N7RV4 2052-12-01 4.500 4.500 45266574.00 35974191.05 U.S. Treasuries (including strips) Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140QREW9 2053-01-01 5.052 5.052 1999990.00 1529682.21 U.S. Treasuries (including strips) Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140Y6DZ0 2055-03-01 6.000 6.000 6689920.00 6865263.12 U.S. Treasuries (including strips) Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382XU52 2051-09-20 2.500 2.500 20147216.00 11800744.81 U.S. Treasuries (including strips) Government National Mortgage Association-Agency 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3844138.34 3244930.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 5U0XI89JRFVHWIBS4F54 91282CCY5 2028-09-30 1.250 1.250 24060150.37 21969972.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 5U0XI89JRFVHWIBS4F54 91282CCZ2 2026-09-30 0.875 0.875 24060150.37 22989906.76 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 5U0XI89JRFVHWIBS4F54 91282CDF5 2028-10-31 1.375 1.375 48.12 44.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 5U0XI89JRFVHWIBS4F54 91282CDP3 2028-12-31 1.375 1.375 3554213.53 3253283.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 5U0XI89JRFVHWIBS4F54 91282CDQ1 2026-12-31 1.250 1.250 126363909.77 121064932.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 5U0XI89JRFVHWIBS4F54 91282CEC1 2027-02-28 1.875 1.875 27442718.79 26458444.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 5U0XI89JRFVHWIBS4F54 91282CEF4 2027-03-31 2.500 2.500 115488721.80 112400553.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 5U0XI89JRFVHWIBS4F54 91282CEN7 2027-04-30 2.750 2.750 86123981.95 85138120.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 5U0XI89JRFVHWIBS4F54 91282CEP2 2032-05-15 2.875 2.875 2459091.72 2298889.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 5U0XI89JRFVHWIBS4F54 91282CEW7 2027-06-30 3.250 3.250 103686496.24 103105966.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 5U0XI89JRFVHWIBS4F54 91282CFB2 2027-07-31 2.750 2.750 115488721.80 113048565.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 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(including strips) United States Treasury-U.S. Treasuries (including strips) 5U0XI89JRFVHWIBS4F54 91282CKY6 2026-06-30 4.625 4.625 794208.00 809335.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 5U0XI89JRFVHWIBS4F54 91282CLJ8 2031-08-31 3.750 3.750 139178.00 137047.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 5U0XI89JRFVHWIBS4F54 91282CLN9 2029-09-30 3.500 3.500 6300000.00 6182586.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 5U0XI89JRFVHWIBS4F54 91282CLQ2 2027-10-15 3.875 3.875 13188.00 13413.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 5U0XI89JRFVHWIBS4F54 91282CLR0 2029-10-31 4.125 4.125 1908.00 1953.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 5U0XI89JRFVHWIBS4F54 91282CAE1 2030-08-15 0.625 0.625 4820.00 4041.17 U.S. Treasuries 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T6FIZBDPKLYJKFCRVK44 912810QY7 2042-11-15 2.750 2.750 800.00 626.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810QZ4 2043-02-15 3.125 3.125 3788700.00 3104890.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810RA8 2043-02-15 0.625 0.625 13795800.00 14484756.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810RB6 2043-05-15 2.875 2.875 300.00 237.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810RC4 2043-08-15 3.625 3.625 400.00 351.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810RE0 2044-02-15 3.625 3.625 1700.00 1486.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810RF7 2044-02-15 1.375 1.375 17700.00 20779.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810RG5 2044-05-15 3.375 3.375 500.00 424.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810RJ9 2044-11-15 3.000 3.000 499700.00 396972.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810RN0 2045-08-15 2.875 2.875 500.00 382.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810RP5 2045-11-15 3.000 3.000 25000.00 19672.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810RU4 2046-11-15 2.875 2.875 30200.00 22990.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810RV2 2047-02-15 3.000 3.000 251000.00 192899.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810RX8 2047-05-15 3.000 3.000 499500.00 386641.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810SC3 2048-05-15 3.125 3.125 343000.00 269010.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810SE9 2048-11-15 3.375 3.375 800.00 654.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810SK5 2049-11-15 2.375 2.375 300.00 199.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810SM1 2050-02-15 0.250 0.250 1277200.00 948613.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810SP4 2050-08-15 1.375 1.375 200.00 101.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810SQ2 2040-08-15 1.125 1.125 499600.00 311641.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810SX7 2051-05-15 2.375 2.375 25000.00 16422.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810TC2 2041-11-15 2.000 2.000 100.00 70.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810TE8 2052-02-15 0.125 0.125 155100.00 98626.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810TJ7 2052-08-15 3.000 3.000 400000.00 296584.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810TM0 2042-11-15 4.000 4.000 499300.00 470718.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810TP3 2053-02-15 1.500 1.500 775000.00 681923.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810TY4 2054-02-15 2.125 2.125 7151200.00 7034022.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810UF3 2044-11-15 4.625 4.625 1324900.00 1342541.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810UG1 2055-02-15 4.625 4.625 3467500.00 3482103.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810UH9 2055-02-15 2.375 2.375 22385000.00 22599096.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810UJ5 2045-02-15 4.750 4.750 630000.00 641707.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 9128207D3 2027-05-15 0.000 0.000 124900.00 114936.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912820Y43 2025-11-15 0.000 0.000 17000.00 16564.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 9128282A7 2026-08-15 1.500 1.500 858700.00 831761.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 9128282L3 2027-07-15 0.375 0.375 5000100.00 6410933.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 9128283F5 2027-11-15 2.250 2.250 473900.00 458395.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 9128283R9 2028-01-15 0.500 0.500 10000000.00 12634595.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 9128284M9 2025-04-30 2.875 2.875 224900.00 227311.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 9128285C0 2025-09-30 3.000 3.000 450000.00 447201.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 9128285J5 2025-10-31 3.000 3.000 800.00 804.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 9128285N6 2025-11-30 2.875 2.875 5000.00 5003.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 9128286F2 2026-02-28 2.500 2.500 24600.00 24290.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 9128286L9 2026-03-31 2.250 2.250 3600.00 3535.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 9128286T2 2029-05-15 2.375 2.375 28500.00 27061.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 9128287D6 2029-07-15 0.250 0.250 293700.00 348677.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912828M56 2025-11-15 2.250 2.250 456600.00 454953.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912828N71 2026-01-15 0.625 0.625 370000.00 493744.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912828V49 2027-01-15 0.375 0.375 4466500.00 5805477.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912828XB1 2025-05-15 2.125 2.125 2965500.00 2980613.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912828Y79 2025-07-31 2.875 2.875 299700.00 299619.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912828YD6 2026-08-31 1.375 1.375 42700.00 41225.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912828YG9 2026-09-30 1.625 1.625 463500.00 447850.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912828YQ7 2026-10-31 1.625 1.625 285400.00 277154.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912828ZL7 2025-04-30 0.375 0.375 100.00 99.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912828ZN3 2027-04-30 0.500 0.500 100.00 93.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912828ZT0 2025-05-31 0.250 0.250 100.00 99.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912828ZZ6 2030-07-15 0.125 0.125 100.00 115.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CAL5 2027-09-30 0.375 0.375 9000.00 8249.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CAM3 2025-09-30 0.250 0.250 153300.00 150277.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CAQ4 2025-10-15 0.125 0.125 5000000.00 6117552.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CAU5 2027-10-31 0.500 0.500 430300.00 395427.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CAY7 2027-11-30 0.625 0.625 32700.00 30067.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CBB6 2027-12-31 0.625 0.625 1800.00 1649.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CBJ9 2028-01-31 0.750 0.750 499700.00 458292.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CBQ3 2026-02-28 0.500 0.500 9900.00 9583.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CBW0 2026-04-30 0.750 0.750 6500.00 6293.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CCA7 2026-04-15 0.125 0.125 286000.00 343414.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CCH2 2028-06-30 1.250 1.250 16100.00 14849.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CCM1 2031-07-15 0.125 0.125 5548300.00 6017128.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CCY5 2028-09-30 1.250 1.250 75500.00 68932.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CDL2 2028-11-30 1.500 1.500 150000.00 138382.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CDP3 2028-12-31 1.375 1.375 450300.00 411978.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CDX6 2032-01-15 0.125 0.125 3822700.00 3948114.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CDY4 2032-02-15 1.875 1.875 7400.00 6427.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CEB3 2029-02-28 1.875 1.875 300.00 278.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CEJ6 2027-04-15 0.125 0.125 102600.00 113121.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CEQ0 2025-05-15 2.750 2.750 7000.00 7056.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CES6 2029-05-31 2.750 2.750 200.00 192.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CET4 2027-05-31 2.625 2.625 50000.00 49092.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CEU1 2025-06-15 2.875 2.875 4000000.00 4020945.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CEV9 2029-06-30 3.250 3.250 8000.00 7843.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CFC0 2029-07-31 2.625 2.625 2250000.00 2140961.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CFE6 2025-08-15 3.125 3.125 736700.00 736321.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CFH9 2027-08-31 3.125 3.125 204600.00 201422.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CFM8 2027-09-30 4.125 4.125 115200.00 115820.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CFP1 2025-10-15 4.250 4.250 3066600.00 3126277.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CFR7 2027-10-15 1.625 1.625 17668000.00 19357447.70 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CFU0 2027-10-31 4.125 4.125 5000.00 5112.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CFW6 2025-11-15 4.500 4.500 38400.00 39115.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CGK1 2033-01-15 1.125 1.125 3355000.00 3418384.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CGL9 2026-02-15 4.000 4.000 100.00 100.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CGP0 2028-02-29 4.000 4.000 85000.00 85495.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CGV7 2026-04-15 3.750 3.750 400.00 405.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CGX3 2025-04-30 3.875 3.875 500.00 507.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CHD6 2025-05-31 4.250 4.250 833300.00 844802.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CHF1 2030-05-31 3.750 3.750 500.00 500.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CHL8 2025-06-30 4.625 4.625 200700.00 203146.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CHN4 2025-07-31 4.750 4.750 24500.00 24721.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CHQ7 2028-07-31 4.125 4.125 4833000.00 4896834.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CHR5 2030-07-31 4.000 4.000 400000.00 402327.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CHT1 2033-08-15 3.875 3.875 21700.00 21309.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CHU8 2026-08-15 4.375 4.375 397500.00 401601.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CHW4 2030-08-31 4.125 4.125 374500.00 377527.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CHX2 2028-08-31 4.375 4.375 730800.00 743767.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CHZ7 2030-09-30 4.625 4.625 72100.00 74198.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CJC6 2026-10-15 4.625 4.625 563800.00 581226.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CJD4 2025-10-31 4.404 4.404 250100.00 252063.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CJH5 2028-10-15 2.375 2.375 25482700.00 27766395.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including 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Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912797PA9 2025-04-22 0.000 0.000 2283000.00 2277064.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912797PB7 2025-04-29 0.000 0.000 2776000.00 2766533.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912797PC5 2025-05-06 0.000 0.000 13000.00 12945.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912797PE1 2025-07-17 0.000 0.000 28000.00 27647.75 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912797PG6 2025-07-31 0.000 0.000 87000.00 85769.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912797PM3 2026-02-19 0.000 0.000 446300.00 430576.85 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912797PP6 2025-08-21 0.000 0.000 756000.00 743639.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912797PS0 2025-06-17 0.000 0.000 1117000.00 1106888.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912803BF9 2025-08-15 0.000 0.000 20400.00 20106.24 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912803BH5 2026-08-15 0.000 0.000 20000.00 18975.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912803BJ1 2026-11-15 0.000 0.000 116900.00 110254.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912803BP7 2028-08-15 0.000 0.000 335000.00 294599.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912803BV4 2028-11-15 0.000 0.000 15000.00 13019.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912803EA7 2043-02-15 0.000 0.000 200.00 86.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912803EV1 2046-11-15 0.000 0.000 2000.00 717.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912803GM9 2052-11-15 0.000 0.000 88100.00 24353.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912803GW7 2053-11-15 0.000 0.000 5000.00 1337.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810EW4 2026-02-15 6.000 6.000 805900.00 825437.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 9128337F1 2037-02-15 0.000 0.000 101.98 59.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 9128337N4 2030-11-15 0.000 0.000 287505.00 227672.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 9128337P9 2031-05-15 0.000 0.000 55000.00 42566.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 9128337S3 2032-11-15 0.000 0.000 4000.00 2889.55 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 9128337T1 2033-05-15 0.000 0.000 6638.00 4680.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 9128337U8 2033-11-15 0.000 0.000 24931.79 17147.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912833LV0 2025-05-15 0.000 0.000 151716.56 150918.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912833LY4 2026-02-15 0.000 0.000 85000.00 82126.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912833LZ1 2026-05-15 0.000 0.000 0.10 0.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912833PA2 2026-08-15 0.000 0.000 124753.12 118127.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912833PD6 2027-05-15 0.000 0.000 99972.60 91869.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912833QB9 2027-11-15 0.000 0.000 435998.23 392554.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912833RY8 2028-02-15 0.000 0.000 25047.40 22334.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912833WQ9 2028-05-15 0.000 0.000 8867.19 7830.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912833XN5 2029-02-15 0.000 0.000 278690.00 238569.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912833XP0 2029-08-15 0.000 0.000 10000.00 8378.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912833XX3 2030-02-15 0.000 0.000 339993.97 278524.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912833Y20 2036-05-15 0.000 0.000 22.60 13.71 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912834B56 2052-02-15 0.000 0.000 25000.00 6851.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912834F29 2052-11-15 0.000 0.000 2000.00 537.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912834JH2 2040-11-15 0.000 0.000 32.15 15.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912834MM7 2043-05-15 0.000 0.000 10000.00 4150.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912834NV6 2044-08-15 0.000 0.000 1000.00 389.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912834UH9 2049-02-15 0.000 0.000 2000.00 623.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912834WJ3 2050-11-15 0.000 0.000 4000.00 1153.31 U.S. Treasuries (including strips) Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1 2025-04-01 2025-04-01 2025-04-01 N N N 0.0436 300000000.00 300000000.00 0.0023 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 4.4040 91282CGY1 254900HROIFWPRGM1V77 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2025-04-01 2025-04-30 2025-04-30 N N N 0.0441 50000123.00 50000123.00 0.0004 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 4.3850 91282CKM2 254900HROIFWPRGM1V77 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2025-04-01 2026-04-30 2026-04-30 N N N 0.0438 2278357046.46 2278357046.46 0.0173 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 4.4800 91282CJU6 254900HROIFWPRGM1V77 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2025-04-01 2026-01-31 2026-01-31 N N N 0.0444 1883745996.66 1883745996.66 0.0143 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 4.4400 91282CLT6 254900HROIFWPRGM1V77 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2025-04-01 2026-10-31 2026-10-31 N N N 0.0439 1682952600.00 1682952600.00 0.0128 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 4.3330 91282CMJ7 254900HROIFWPRGM1V77 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2025-04-01 2027-01-31 2027-01-31 N N N 0.0432 2480931276.30 2480931276.30 0.0189 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 4.4170 91282CLA7 254900HROIFWPRGM1V77 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2025-04-01 2026-07-31 2026-07-31 N N N 0.0449 1859503124.58 1859503124.58 0.0141 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 4.3600 91282CHS3 254900HROIFWPRGM1V77 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2025-04-01 2025-07-31 2025-07-31 N N N 0.0438 868174702.36 868174702.36 0.0066 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 4.4050 91282CJD4 254900HROIFWPRGM1V77 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2025-04-01 2025-10-31 2025-10-31 N N N 0.0440 1068776959.32 1068776959.32 0.0081 N Y Y N - N/A - US TREASURY N/B US TREASURY N/B 0.2500 91282CAT8 254900HROIFWPRGM1V77 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2025-10-31 2025-10-31 2025-10-31 N N N 0.0432 272558822.23 272558822.23 0.0021 N Y Y N - N/A - US TREASURY N/B US TREASURY N/B 0.3750 91282CAZ4 254900HROIFWPRGM1V77 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2025-12-01 2025-11-30 2025-11-30 N N N 0.0421 183378035.04 183378035.04 0.0014 N Y Y N - N/A - US TREASURY N/B US TREASURY N/B 2.8750 9128285N6 254900HROIFWPRGM1V77 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2025-12-01 2025-11-30 2025-11-30 N N N 0.0431 145757683.89 145757683.89 0.0011 N Y Y N - N/A - US TREASURY N/B US TREASURY N/B 1.6250 912828P46 254900HROIFWPRGM1V77 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2026-02-16 2026-02-15 2026-02-15 N N N 0.0428 184003120.00 184003120.00 0.0014 N Y Y N - N/A - US TREASURY N/B US TREASURY N/B 4.5000 91282CKH3 254900HROIFWPRGM1V77 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2026-03-31 2026-03-31 2026-03-31 N N N 0.0407 191000066.79 191000066.79 0.0015 N Y Y N - N/A - US TREASURY N/B US TREASURY N/B 4.6250 91282CKB6 254900HROIFWPRGM1V77 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2026-03-02 2026-02-28 2026-02-28 N N N 0.0418 991050532.87 991050532.87 0.0075 N Y Y N - N/A - US TREASURY N/B US TREASURY N/B 4.8750 91282CJL6 254900HROIFWPRGM1V77 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2025-12-01 2025-11-30 2025-11-30 N N N 0.0433 210948868.20 210948868.20 0.0016 N Y Y N - N/A - US TREASURY N/B US TREASURY N/B 4.2500 91282CJV4 254900HROIFWPRGM1V77 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2026-02-02 2026-01-31 2026-01-31 N N N 0.0427 230257701.20 230257701.20 0.0018 N Y Y N - N/A - US TREASURY N/B US TREASURY N/B 0.3750 91282CBC4 254900HROIFWPRGM1V77 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2025-12-31 2025-12-31 2025-12-31 N N N 0.0420 136180493.40 136180493.40 0.0010 N Y Y N - N/A - US TREASURY N/B US TREASURY N/B 5.0000 91282CJE2 254900HROIFWPRGM1V77 U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2025-10-31 2025-10-31 2025-10-31 N N N 0.0437 193890065.82 193890065.82 0.0015 N Y Y N - N/A - WFC HOLDINGS CORP WFC HOLDINGS CORP 4.3600 BYM5M0CM4 KB1H1DSPRFMYMCUFXT09 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association-Agency Mortgage-Backed Securities KB1H1DSPRFMYMCUFXT09 3138EBPL3 2042-03-01 3.500 3.500 1863.00 295.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities KB1H1DSPRFMYMCUFXT09 31418E3F5 2054-03-01 6.500 6.500 1334445.00 1021508.53 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities KB1H1DSPRFMYMCUFXT09 36179YYX6 2054-06-20 6.000 6.000 534519937.00 508978195.95 Agency Mortgage-Backed Securities Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2025-04-01 2025-04-01 2025-04-01 N N N 0.0436 500000000.00 500000000.00 0.0038 N Y Y N - N/A - Dreyfus Government Cash Management Funds 2025-04-03 /S/Robert Svagna Robert Svagna Treasury Manager