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(5,818.99) ABN AMRO BANK NV ABN AMRO BANK NV BFXS5XCH7N0Y05NIXW11 1867 0000897878 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash Y N United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2044-11-15 3.000 709500.00 887275.04 Corporate Debt Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2020-10-31 2.875 2773700.00 2827948.08 Corporate Debt Securities United States Treasury-U.S. Treasuries (including strips) BFXS5XCH7N0Y05NIXW11 2027-02-15 2.250 900.00 962.80 Corporate Debt Securities AEP TEX CENT CO SR -B NT 6.65%33-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2033-02-15 6.650 523000.00 755081.97 Corporate Debt Securities AIA GROUP LTD HONG KONG FR 4.5%031646-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2046-03-16 4.500 200000.00 255944.00 Corporate Debt Securities AON PLC SR GLBL NT3.5%24-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2024-06-14 3.500 495000.00 530483.79 Corporate Debt Securities AT&T INC SR GLBL NT4.6%21-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2021-02-15 4.599 1156000.00 1181017.12 Corporate Debt Securities AT&T INC SR GLBL NT 41-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2041-03-01 6.375 388000.00 534025.25 Corporate Debt Securities AT&T INC SR GLBL NT 45-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2045-07-15 4.849 454000.00 530196.20 Corporate Debt Securities ABBOTT LABS SR GLBL NT3.4%23-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2023-11-30 3.399 19000.00 20407.92 Corporate Debt Securities ACE CAP TR II JR SB DEB 9.7%30-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2030-04-01 9.699 669000.00 1043377.97 Corporate Debt Securities AETNA INC NEW SR NT 2.8%23-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2023-06-15 2.799 184000.00 190084.47 Corporate Debt Securities ALLY FINL INC SR GLBL NT 20-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2020-03-30 4.125 2437000.00 2482275.39 Corporate Debt Securities 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INC MTN BE FR 5%061523-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2023-06-15 5.000 21000.00 22723.16 Corporate Debt Securities GOLDMAN SACHS GRP INC MTN BE FR 5%081542-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2042-08-15 5.000 29000.00 33233.87 Corporate Debt Securities GOLDMAN SACHS GRP INC MTN BE FR 5.75%08152041-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2041-08-15 5.750 10000.00 13020.46 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL FL NT 23-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2023-07-24 2.800 89000.00 90346.84 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL NT 21-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2021-11-15 2.350 1287000.00 1301740.79 Corporate Debt Securities HSBC HLDGS PLC SUB NT 7.625%32-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2032-05-17 7.625 236000.00 335658.63 Corporate Debt Securities HSBC HLDGS PLC SB GLBL NT6.5%36-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2036-05-02 6.500 490000.00 675555.37 Corporate 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Corporate Debt Securities SOCIETE GENERALE LW TIER II 25-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2025-11-24 4.750 178000.00 197731.79 Corporate Debt Securities GERDAU TRADE INC SR GLBL REGS 27-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2027-10-24 4.875 1318000.00 1415006.99 Corporate Debt Securities DIAMOND 1 FIN CORP/DIAMOND 2 1LIEN SR REGS 26-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2026-06-15 6.019 445000.00 526002.11 Corporate Debt Securities Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2020-03-02 2020-03-02 2020-03-02 N N N 0.0166 80000000.00 80000000.00 0.0076 N Y Y N - N/A - BANK OF MONTREAL CHICAGO BANK OF MONTREAL CHICAGO 06370RD22 Certificate of Deposit Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2020-03-02 2020-06-05 2020-06-05 N N N 0.0178 75020444.25 75020444.25 0.0071 N N N N - N/A - BANK OF MONTREAL CHICAGO BANK OF MONTREAL CHICAGO 06370RZ28 Certificate of Deposit Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2020-03-02 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2.25%011523-Corporate Debt Securities 2023-01-15 2.250 2300000.00 2326559.25 Corporate Debt Securities ALEXANDRIA REAL ESTATE EQ INC SR GLBL NT 4%50-Corporate Debt Securities 2050-02-01 4.000 1610000.00 1930438.30 Corporate Debt Securities ALTICE SA 7.625%25-Corporate Debt Securities 2025-02-15 7.625 3871820.00 4142403.75 Corporate Debt Securities AMBAC LSNI LLC SR SEC GLBL 23-Corporate Debt Securities 2023-02-12 6.944 9323495.74 7827697.28 Corporate Debt Securities ANTERO RES FIN CORP SR GLBL NT 21-Corporate Debt Securities 2021-11-01 5.375 7116200.00 5888433.11 Corporate Debt Securities ANTERO MIDSTREAM PARTNERS LP/A SR GLBL 144A 28-Corporate Debt Securities 2028-01-15 5.750 3220000.00 2187565.13 Corporate Debt Securities APPLE INC SR GLBL NT 3%24-Corporate Debt Securities 2024-02-09 3.000 6900.00 7271.79 Corporate Debt Securities ASBURY AUTOMOTIVE GROUP INC SR SB GLBL NT 24-Corporate Debt Securities 2024-12-15 6.000 5575200.00 5810845.11 Corporate Debt Securities AVON INTERNATIONAL OPERATION SR SEC 144A NT22-Corporate Debt Securities 2022-08-15 7.875 5685600.00 5870630.74 Corporate Debt Securities BALBOA MERGER SUB INC SR 144A NT 21-Corporate Debt Securities 2021-12-01 11.375 5101400.00 5394677.36 Corporate Debt Securities BANK NOVA SCOTIA B C GLBL COCO 23-Corporate Debt Securities 2023-02-01 1.950 835826.90 847361.31 Corporate Debt Securities BLOCK COMMUNICATIONS INC SR GLBL 144A 25-Corporate Debt Securities 2025-02-15 6.875 4076060.00 4229045.28 Corporate Debt Securities BOSTON PPTYS LTD PARTNERSHIP SR NT 3.85%23-Corporate Debt Securities 2023-02-01 3.850 917700.00 973117.60 Corporate Debt Securities BROOKFIELD RESIDENTIAL PPTYS SR GLBL 144A 22-Corporate Debt Securities 2022-07-01 6.125 3996480.00 4099181.20 Corporate Debt Securities CATERPILLAR INC DEL SR GLBL NT2.6%29-Corporate Debt Securities 2029-09-19 2.600 1213480.00 1274000.29 Corporate Debt Securities CENTENE CORP DEL SR GLBL NT 22-Corporate Debt Securities 2022-05-15 4.750 868020.00 890666.88 Corporate 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4449206.25 Corporate Debt Securities FIDELITY & GTY LIFE HLDGS INC SR GLBL 144A 25-Corporate Debt Securities 2025-05-01 5.500 13882800.00 15753576.71 Corporate Debt Securities FORD MOTOR CREDIT CO LLC SR GLBL NT 21-Corporate Debt Securities 2021-08-02 5.875 1610000.00 1686785.81 Corporate Debt Securities FORD MOTOR CREDIT CO LLC SR GLBL NT 26-Corporate Debt Securities 2026-01-08 4.389 460000.00 466976.28 Corporate Debt Securities FORD MOTOR CREDIT CO LLC SR GLBL -B NT 22-Corporate Debt Securities 2022-08-03 2.979 2317919.30 2334883.57 Corporate Debt Securities FXI HOLDINGS INC SR SEC GLBL 24-Corporate Debt Securities 2024-11-01 7.875 2286200.00 2207540.43 Corporate Debt Securities GMR HYDERABAD INTL ARPT LTD SR GLBL 144A 24-Corporate Debt Securities 2024-04-10 5.375 540500.00 576159.03 Corporate Debt Securities GRIFFON CORP SR GLBL NT 22-Corporate Debt Securities 2022-03-01 5.250 13480300.00 13693457.24 Corporate Debt Securities HCA INC SR NT 7.5%22-Corporate Debt Securities 2022-02-15 7.500 9879880.00 10948965.34 Corporate Debt Securities HECLA MNG CO SR NT 6.875%21-Corporate Debt Securities 2021-05-01 6.875 3431140.00 3515353.04 Corporate Debt Securities HECLA MNG CO SR GLBL NT 28-Corporate Debt Securities 2028-02-15 7.250 229998.62 230415.49 Corporate Debt Securities HOME DEPOT INC SR GLBL NT4.4%45-Corporate Debt Securities 2045-03-15 4.400 460000.00 582094.22 Corporate Debt Securities HUNTINGTON BANCSHARES INC GLBL NT 2.55%30-Corporate Debt Securities 2030-02-04 2.549 455641.50 464872.79 Corporate Debt Securities HUSKY III HOLDING LIMITED SR GLBL PIK 25-Corporate Debt Securities 2025-02-15 13.000 4741954.16 4789637.14 Corporate Debt Securities HYUNDAI CAP AMER INC SR 144A NT 3%27-Corporate Debt Securities 2027-02-10 3.000 407925.70 416067.89 Corporate Debt Securities SCHAEFFLER VERWALTUNG ZWEI SR SEC GLBL 27-Corporate Debt Securities 2027-05-15 6.000 584660.00 621006.36 Corporate Debt Securities INTEL CORP SR GLBL NT3.7%25-Corporate Debt Securities 2025-07-29 3.700 1840000.00 2037433.02 Corporate Debt Securities INTERNATIONAL BUSINESS MACHS SR GLBL NT 22-Corporate Debt Securities 2022-05-13 2.850 1610000.00 1668334.32 Corporate Debt Securities JP MORGAN CHASE BANK NA GLBL NT 2.739%30-Corporate Debt Securities 2030-10-15 2.738 8535.76 8910.81 Corporate Debt Securities KINETIC CONCEPTS INC SR SEC 144A NT21-Corporate Debt Securities 2021-11-01 12.500 19325980.00 20352672.68 Corporate Debt Securities KISSNER MLG CO LTD SR SEC GLBL 22-Corporate Debt Securities 2022-12-01 8.375 1122860.00 1195104.34 Corporate Debt Securities KRAFT HEINZ FOODS CO SR GLBL NT 25-Corporate Debt Securities 2025-07-15 3.950 4155180.00 4330936.03 Corporate Debt Securities LLOYDS BANKING GROUP PLC ALT TIER I PERP-Corporate Debt Securities 2499-01-01 7.500 1334000.00 1518529.99 Corporate Debt Securities LOWES COS INC SR GLBL NT 45-Corporate Debt Securities 2045-09-15 4.375 1426000.00 1729636.79 Corporate Debt Securities MATTEL INC SR GLBL NT6.2%40-Corporate Debt 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SCIENTIFIC INC SR GLBL NT 3%23-Corporate Debt Securities 2023-04-15 3.000 2300000.00 2416663.66 Corporate Debt Securities TOTAL SYS SVCS INC SR GLBL NT 28-Corporate Debt Securities 2028-06-01 4.450 59.80 68.56 Corporate Debt Securities UNION ELEC CO 1M GLBL BD 4%48-Corporate Debt Securities 2048-04-01 4.000 196972.00 240464.07 Corporate Debt Securities UNITED TECHNOLOGIES CORP 4.125%28-Corporate Debt Securities 2028-11-16 4.125 2760.00 3238.79 Corporate Debt Securities BAUSCH HEALTH COMPANIES INC SR SEC 144A NT24-Corporate Debt Securities 2024-03-15 7.000 3807880.00 4066604.29 Corporate Debt Securities VERIZON COMMUNICATIONS INC SR GLBL NT 29-Corporate Debt Securities 2029-12-03 4.016 73.14 84.88 Corporate Debt Securities VISA INC SR GLBL NT2.8%22-Corporate Debt Securities 2022-12-14 2.799 2300000.00 2396750.77 Corporate Debt Securities WRKCO INC 3.9%28-Corporate Debt Securities 2028-06-01 3.899 3910000.00 4296483.95 Corporate Debt Securities WALMART INC SR -D NT 4.75%43-Corporate Debt 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Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2039-11-25 0.300 115589315.00 85357.04 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2041-08-25 5.023 61554819.00 658384.24 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2042-03-25 4.973 61835654.00 558932.54 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2040-06-25 4.993 34167000.00 500961.23 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2041-04-25 4.973 87472888.00 1753252.08 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2032-08-25 5.023 18125000.00 925282.55 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2039-05-25 4.423 61837222.00 435964.78 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2039-05-25 4.423 77179569.00 564112.20 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2042-11-25 4.473 23510761.00 1661391.91 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2042-05-25 4.523 100000.00 5114.95 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2028-02-25 3.500 21123914.00 396585.67 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2032-04-25 3.000 36874999.00 503487.25 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2033-06-25 3.000 360000.00 246851.38 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2037-02-25 3.000 8547333.00 30718.24 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2031-01-25 3.000 16735040.00 126232.82 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2043-10-25 4.273 148231925.00 16082832.19 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2044-07-25 5.053 100028.00 9010.14 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2039-05-25 4.000 16048970.00 114157.60 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2044-11-25 4.523 1408597.00 76198.43 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2044-11-25 4.523 26923729.00 2280597.70 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2045-02-25 4.423 9250953.00 1215268.75 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2045-02-25 4.473 26891448.00 2785575.64 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2044-05-25 5.000 69777290.00 3203532.78 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2046-02-25 3.000 1000.00 1149.52 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2045-11-25 4.073 74109881.00 5567911.95 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2043-02-25 13.448 100000.00 104741.87 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2034-07-25 5.000 300000.00 27347.18 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2046-02-25 5.500 74493930.00 6428124.62 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2046-04-25 4.473 21041254.00 1761493.78 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2046-10-25 3.500 8903485.00 551213.39 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2046-12-25 4.423 34330616.00 4070652.22 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2045-10-25 4.500 8255555.00 614680.18 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2047-05-25 3.000 3000.00 3229.63 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2047-10-25 4.523 15563576.00 2278408.42 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2047-09-25 4.523 8845350.00 1393186.15 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2057-08-25 4.473 43628007.00 6219497.64 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2047-09-25 1.945 41678544.00 555904.42 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2047-10-25 4.573 34194000.00 3031131.70 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2047-11-25 4.573 12000000.00 1614911.84 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2047-11-25 4.000 7500000.00 522379.53 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2048-01-25 4.523 24664740.00 3087846.21 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2048-01-25 4.523 33612575.00 4258122.38 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2048-01-25 4.573 21330187.00 2457740.43 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2048-06-25 4.573 21381273.00 2481782.32 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2048-03-25 4.000 3543699.00 181282.28 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2048-04-25 4.573 30000281.00 2321941.09 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2048-05-25 4.573 30363779.00 3227618.13 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2048-05-25 4.573 100004.00 7773.41 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2048-09-25 4.573 21312000.00 2308158.50 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2048-09-25 4.573 55745335.00 6909182.36 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2048-08-25 4.573 200000.00 28614.78 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2048-10-25 4.523 20707928.00 4169221.40 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2047-09-25 4.000 6628144.00 204370.52 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2049-04-25 4.373 19900000.00 2624925.64 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2049-05-25 4.473 1021682.00 179048.98 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2049-05-25 4.473 18980594.00 3144155.72 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2049-06-25 4.423 14264698.00 2738092.53 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2039-10-25 4.000 35885576.00 4064703.47 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2048-05-25 3.500 5178753.00 3219128.26 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 2030-02-25 0.368 42943856.00 1226814.12 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2039-11-01 4.500 111305855.00 1213626.48 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2039-03-01 4.500 130301150.00 1315115.07 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2041-03-15 4.891 10794251.00 70685.07 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2041-05-15 4.941 85000000.00 2861085.33 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2041-06-15 4.841 50000000.00 1250896.89 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2041-06-15 4.771 147678727.00 1585645.84 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2041-08-15 4.791 106770724.00 4663350.78 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2039-08-15 4.941 75741828.00 279250.95 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2039-12-15 4.291 90000000.00 2228085.76 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2042-01-15 4.816 37384032.00 1561589.73 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2042-03-15 4.791 8676000.00 537392.66 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2042-05-15 4.391 25209115.00 1014764.85 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2042-05-15 4.991 19891138.00 553404.66 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2042-01-15 4.491 111094232.00 3617136.80 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2032-10-15 3.587 112955.00 52456.43 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2031-01-15 3.000 20814786.00 312437.33 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2033-05-15 3.000 47666333.00 2137989.84 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2036-08-15 0.000 46808000.00 224.41 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2035-12-15 0.000 20993268.00 358.15 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2043-08-15 4.341 251200000.00 22032589.15 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2030-07-15 3.000 8047504.00 65306.03 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2030-06-15 3.000 12500000.00 99876.90 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2036-02-15 5.000 38847283.00 858521.70 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2031-09-15 3.000 28657713.00 463110.64 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2039-07-15 4.441 45958136.00 2034588.55 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2044-08-15 4.500 101582.00 5138.31 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2043-12-15 3.660 8462701.00 370815.33 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2041-01-15 6.583 174707.00 230930.89 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2043-01-25 1.482 5.00 0.33 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2053-05-15 3.750 1000.00 1197.28 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2042-03-15 1.998 114423632.00 1751013.03 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2046-03-15 4.000 782701.00 39085.25 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2029-03-25 4.058 5840000.00 1243616.47 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2036-05-15 0.000 194045.00 51.81 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2038-01-15 2.414 300000.00 7343.16 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2044-12-15 4.341 69464510.00 8228614.14 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2047-01-15 4.441 66008594.00 4970208.29 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2045-02-25 2.074 56.00 7.10 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2047-04-15 3.000 1000.00 1088.46 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2043-04-15 2.187 56325200.00 1395378.16 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2047-07-15 4.000 30510352.00 3101851.54 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2047-12-15 3.500 3208068.00 3739289.40 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2044-03-15 4.000 22933657.00 291557.99 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2033-08-25 0.016 434855000.00 2930115.10 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2036-09-25 3.229 1539000.00 511273.43 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2046-12-15 4.500 4000000.00 166514.84 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2046-11-25 2.290 26966208.00 4509201.63 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2031-10-25 3.060 34135000.00 7378373.40 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2047-08-15 3.500 1000.00 1049.08 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2029-04-25 2.296 2369000.00 418595.63 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2032-01-25 3.185 2559000.00 600243.83 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2031-01-25 3.967 3282652.00 656145.86 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2049-11-25 3.500 100000.00 10122.73 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2048-09-25 3.500 4699082.00 546019.31 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2042-08-25 3.000 4166667.00 280667.91 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Mortgage-Backed Securities MBNUM2BPBDO7JBLYG310 2041-02-01 4.000 98966.00 19200.82 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2032-10-25 5.500 832000.00 75113.10 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2032-10-25 0.726 329817561.00 8129.49 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2034-02-25 4.373 99688582.00 14428.02 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2035-04-25 6.810 1650000.00 276095.50 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2036-03-25 16.907 6598335.00 367612.11 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2035-08-25 18.326 14569786.00 131057.73 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2036-06-25 18.235 3656000.00 703395.50 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2034-10-15 6.000 18243069.00 3231503.55 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2036-06-25 0.000 300000.00 16186.06 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2036-07-25 20.492 1572369.00 1948815.77 Agency Debentures and Agency Strips Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2036-07-25 27.866 7692308.00 1091634.58 Agency Debentures and Agency Strips Federal National Mortgage 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