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3.500 4000.00 2664.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DQJ98 2052-05-01 3.500 3.500 18000.00 11470.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DQNN2 2052-06-01 3.500 3.500 9000.00 5856.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DQTR7 2053-06-01 6.000 6.000 29000.00 18252.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DQXX9 2053-07-01 5.500 5.500 5000.00 3288.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DS3S9 2054-04-01 5.500 5.500 13000.00 8874.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 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Securities 5493006QMFDDMYWIAM13 3132DV3M5 2049-08-01 3.000 3.000 11000.00 1023.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DV4C6 2049-10-01 4.500 4.500 104225.00 11350.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DV4H5 2049-11-01 3.000 3.000 23000.00 3173.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DV4V4 2050-01-01 3.000 3.000 28137.00 4347.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DV5C5 2050-02-01 2.500 2.500 13000.00 2760.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DV6L4 2050-07-01 3.500 3.500 80000.00 16675.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DV6V2 2050-08-01 3.000 3.000 22000.00 5527.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DV6X8 2050-08-01 4.000 4.000 102000.00 17662.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DVKY0 2050-01-01 3.500 3.500 10000.00 2439.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DWAX1 2050-12-01 2.500 2.500 10000.00 4088.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DWB69 2051-08-01 2.500 2.500 3000.00 1554.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DWBU6 2051-06-01 2.500 2.500 30000.00 15043.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DWBZ5 2051-07-01 2.500 2.500 31000.00 15849.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DWCU5 2051-12-01 2.500 2.500 2000.00 1098.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DWD26 2052-06-01 3.500 3.500 13000.00 8212.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DWD67 2052-07-01 3.000 3.000 29000.00 18575.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DWD75 2052-07-01 3.500 3.500 22000.00 14157.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DWDE0 2052-03-01 3.000 3.000 27000.00 15593.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DWDS9 2052-05-01 3.000 3.000 4000.00 2465.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DWE33 2052-10-01 3.000 3.000 2000.00 1307.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DWEC3 2052-07-01 4.500 4.500 20000.00 13055.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DWEH2 2052-08-01 3.500 3.500 14000.00 9156.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DWEQ2 2052-09-01 3.500 3.500 5000.00 3281.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DWFG3 2052-11-01 5.000 5.000 34000.00 23328.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DWGN7 2053-03-01 4.000 4.000 24000.00 16761.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DWGX5 2053-04-01 4.500 4.500 22000.00 15603.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DWH30 2053-08-01 6.000 6.000 3000.00 1643.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DWHC0 2053-04-01 3.500 3.500 2000.00 1294.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DWHD8 2053-06-01 4.500 4.500 2000.00 1417.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31283H6C4 2032-12-01 6.500 6.500 1740000.00 12482.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31288QE48 2050-05-01 3.714 3.714 1000000.00 86000.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3128CUVV5 2032-10-01 4.000 4.000 54000.00 2572.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3128CUW69 2033-12-01 4.500 4.500 20000.00 1133.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3128L9PU1 2038-04-01 5.500 5.500 1894980.00 7399.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3128M4V67 2037-07-01 5.500 5.500 2249880.00 11031.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3128MD3J0 2028-10-01 3.500 3.500 1050000.00 3045.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3128MDGZ0 2027-05-01 3.500 3.500 1000000.00 2408.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3128MEEZ0 2030-04-01 3.500 3.500 29000.00 1257.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3128METJ0 2029-01-01 4.000 4.000 1865000.00 2003.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3128MFL48 2032-09-01 3.500 3.500 105000.00 5132.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3128MJ4T4 2048-07-01 5.000 5.000 85000.00 7440.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3128MJ4X5 2048-09-01 4.500 4.500 94247.00 6566.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3128MJ5P1 2048-12-01 4.500 4.500 99360.00 5903.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3128MJ5V8 2049-01-01 5.000 5.000 100000.00 7399.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3128MMWC3 2032-04-01 3.500 3.500 120822.00 9368.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3128P7NL3 2030-04-01 4.500 4.500 1248000.00 13270.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3128P7PH0 2030-08-01 4.500 4.500 131000.00 1429.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3128P7Q71 2031-06-01 4.000 4.000 85000.00 2562.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3128P7QF3 2031-01-01 4.000 4.000 46000.00 1057.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3128P7QP1 2031-03-01 4.500 4.500 815000.00 17946.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3128P7QX4 2031-05-01 4.500 4.500 300000.00 6864.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31292GWK8 2028-09-01 7.000 7.000 16000000.00 4165.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31298CB57 2030-01-01 6.500 6.500 13328375.00 2041.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31300MNY5 2037-09-01 5.973 5.973 1000000.00 53543.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31307GSS9 2029-03-01 3.500 3.500 100000.00 3712.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31307PBS7 2030-09-01 3.500 3.500 25000.00 2376.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31307YSE1 2034-04-01 3.500 3.500 81195.00 8922.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3131WRLW3 2041-02-01 4.000 4.000 100000.00 3618.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3131WWNR1 2032-03-01 6.500 6.500 5944320.00 3771.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3131XRX33 2045-06-01 3.500 3.500 25000.00 5019.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3131XTZU7 2046-02-01 3.500 3.500 202479.00 19672.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3131XUJC2 2046-05-01 4.000 4.000 48813.00 4400.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3131XUJP3 2046-05-01 3.500 3.500 55000.00 5623.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3131XUXK8 2046-08-01 4.000 4.000 70948.00 7822.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3131XVRW7 2046-12-01 4.000 4.000 83226.00 11712.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3131XVXF7 2047-01-01 3.500 3.500 36752.00 4765.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3131XWKG7 2047-04-01 4.000 4.000 80000.00 8524.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3131XYJ75 2047-11-01 3.500 3.500 15000.00 1791.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3131Y6Q93 2042-10-01 3.500 3.500 100000.00 15035.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3131Y6VF3 2043-02-01 3.500 3.500 100000.00 8963.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3131Y73G0 2048-12-01 4.500 4.500 210421.00 22634.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3131YA6D7 2048-12-01 3.500 3.500 67000.00 6455.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31329KHX5 2027-12-01 5.000 5.000 886875.00 1089.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31329NXH6 2047-12-01 4.000 4.000 70601.00 7623.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132A4UD8 2035-02-01 4.000 4.000 75000.00 4217.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132A5CN3 2044-08-01 3.500 3.500 175000.00 11372.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132A5D77 2045-08-01 3.500 3.500 28000.00 2323.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132A5F42 2046-11-01 2.500 2.500 57500.00 12513.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132A5F67 2046-11-01 3.500 3.500 202428.00 23423.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132A5G25 2047-05-01 3.500 3.500 26000.00 2313.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132A9NP8 2028-09-01 2.000 2.000 335267.00 11274.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132AAW34 2046-04-01 3.500 3.500 71000.00 10814.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132ACYH7 2048-10-01 4.000 4.000 240000.00 14545.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132ADT99 2048-02-01 3.500 3.500 87000.00 9370.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132ADWV6 2030-03-01 3.000 3.000 100000.00 7724.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132AEAT3 2048-11-01 4.500 4.500 144402.00 16203.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132AEPN0 2048-05-01 4.000 4.000 8000.00 2927.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132CW5X8 2037-12-01 5.000 5.000 15000.00 7399.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132CWBD5 2033-04-01 3.000 3.000 100000.00 11475.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132CWDD3 2034-10-01 2.500 2.500 10000.00 2236.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132CWDV3 2034-11-01 2.500 2.500 117000.00 22871.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132CWKN3 2035-04-01 2.500 2.500 50000.00 15678.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132CWMH4 2035-04-01 3.500 3.500 10000.00 2470.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3138ENHB8 2044-03-01 3.500 3.500 169824.00 22798.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3138ENZZ5 2032-01-01 4.500 4.500 188000.00 7533.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3138EP2K9 2035-07-01 4.000 4.000 12000.00 1818.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3138EQA93 2045-08-01 3.500 3.500 11000.00 1566.72 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3138EQDB5 2038-01-01 5.643 5.643 3000000.00 383968.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3138ESAD0 2044-05-01 5.500 5.500 9000.00 1271.58 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3138ETCL8 2046-02-01 3.500 3.500 17000.00 2683.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3138ETN93 2049-01-01 6.561 6.561 10000000.00 1119493.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3138LXQH5 2042-06-01 3.500 3.500 25000.00 3237.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3138MBKY1 2042-09-01 3.500 3.500 108000.00 12263.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3138MDE40 2042-09-01 3.000 3.000 60000.00 6919.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3138MQX99 2043-01-01 3.500 3.500 55000.00 8018.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3138W9CG3 2043-08-01 4.000 4.000 100000.00 11845.39 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3138WD6L0 2045-02-01 3.000 3.000 35000.00 3258.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3138WE6B0 2045-07-01 3.500 3.500 17000.00 2394.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3138WEKK4 2045-04-01 3.500 3.500 201516.00 22562.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3138WFHF6 2045-08-01 3.500 3.500 10000.00 1098.34 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3138WG3J1 2046-05-01 3.000 3.000 160000.00 19429.73 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3138WGAP9 2045-12-01 4.000 4.000 135700.00 16263.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3138WGQE7 2046-02-01 3.500 3.500 8000.00 1249.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3138WGSV7 2046-03-01 3.500 3.500 101000.00 22899.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3138WHWE8 2046-09-01 3.000 3.000 50000.00 9158.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3138WJGH5 2046-11-01 3.000 3.000 30000.00 6199.34 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3138WJGK8 2046-11-01 3.000 3.000 7000.00 1521.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3138WJUJ5 2047-01-01 3.500 3.500 9000.00 1751.81 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3138WJXN3 2047-02-01 3.000 3.000 6000.00 1074.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3138WKUN3 2047-05-01 4.000 4.000 100000.00 15189.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3138WTUT1 2043-05-01 3.000 3.000 45000.00 4866.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3138YYCV3 2045-09-01 3.500 3.500 139128.00 14946.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31390CWJ1 2032-04-01 6.500 6.500 2547660.00 6787.76 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31402LPB2 2043-06-01 4.908 4.908 9900000.00 41182.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31407PWM6 2035-10-01 5.610 5.610 990000.00 5359.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31407XPG0 2035-11-01 5.606 5.606 720000.00 5316.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140E7GR5 2045-11-01 4.000 4.000 292100.00 24253.69 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140EVLN5 2046-02-01 3.500 3.500 185000.00 17919.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140EXDX8 2046-09-01 3.000 3.000 100000.00 19168.99 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140F9GE9 2031-08-01 3.000 3.000 28387.00 2166.72 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140FPDG1 2047-06-01 4.000 4.000 124000.00 11714.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140FTBW0 2047-02-01 3.500 3.500 75000.00 18154.58 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140GNTZ6 2047-06-01 3.500 3.500 95000.00 22377.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140GSNW8 2047-09-01 4.000 4.000 73186.00 6827.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140GSRR5 2047-10-01 4.000 4.000 136668.00 15610.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140GVPY5 2047-08-01 3.500 3.500 465000.00 13296.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140H37E0 2048-04-01 3.500 3.500 100000.00 11695.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140HBB31 2048-02-01 4.000 4.000 42000.00 5271.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140HBB49 2048-02-01 4.000 4.000 38000.00 6614.60 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140HE5Y4 2048-06-01 3.500 3.500 163406.00 10773.99 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140HLJY3 2048-08-01 4.500 4.500 205535.00 10083.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140HMHR8 2048-08-01 3.500 3.500 1319388.00 16394.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140HMPC2 2048-09-01 5.000 5.000 21000.00 3145.99 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140HPVF1 2048-10-01 3.500 3.500 750661.00 16518.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140J5M30 2047-05-01 4.000 4.000 124200.00 19722.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140J5UY3 2042-03-01 3.000 3.000 49000.00 8752.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140J6GR2 2048-09-01 4.000 4.000 153000.00 11394.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140J7YY5 2051-06-01 5.855 5.855 6490544.00 1162721.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140J8F65 2048-03-01 3.500 3.500 8000.00 1776.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140J9FS5 2048-10-01 4.000 4.000 35000.00 6872.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140J9FU0 2048-11-01 4.000 4.000 130000.00 18942.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140JABJ6 2038-11-01 4.500 4.500 10000.00 1160.81 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140JACW6 2049-03-01 4.000 4.000 81000.00 7589.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140JALX4 2046-06-01 3.500 3.500 180000.00 24677.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140JANZ7 2048-04-01 3.500 3.500 39000.00 4722.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140JAQM3 2048-10-01 4.000 4.000 108000.00 10597.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140JCSB1 2053-07-01 4.849 4.849 105000.00 82477.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DWHR7 2053-07-01 4.500 4.500 21000.00 15539.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DWK93 2054-04-01 5.500 5.500 10000.00 6490.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DWKT9 2054-01-01 4.000 4.000 4000.00 3006.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DWLT8 2054-06-01 5.500 5.500 34000.00 22225.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DWMX8 2054-11-01 5.000 5.000 10000.00 7887.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DWMY6 2054-11-01 5.500 5.500 6000.00 4329.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DWN66 2055-03-01 4.500 4.500 2000.00 1651.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DWNC3 2054-12-01 4.000 4.000 2000.00 1592.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DWNJ8 2054-12-01 5.500 5.500 2000.00 1464.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132E0A93 2052-07-01 2.500 2.500 15000.00 10014.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132GCB94 2027-03-01 3.000 3.000 413000.00 1501.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132H32K8 2043-01-01 3.500 3.500 100000.00 10518.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132H3HW6 2042-10-01 3.500 3.500 41776.00 6290.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132H3PR8 2042-11-01 3.500 3.500 176000.00 23434.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132H4AC5 2043-02-01 3.500 3.500 100000.00 15733.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132H5A73 2042-08-01 3.500 3.500 300000.00 24529.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132H7BY9 2043-06-01 4.000 4.000 100000.00 11824.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132H7CN2 2043-12-01 4.500 4.500 100000.00 14925.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132H7CW2 2044-02-01 4.500 4.500 100000.00 14915.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132H7DU5 2044-02-01 3.500 3.500 10000.00 1397.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132HNH44 2042-10-01 3.500 3.500 136591.00 12502.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132HNKN8 2042-10-01 3.000 3.000 50000.00 7624.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132VFYV6 2036-01-01 4.205 4.205 33823000.00 34054902.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132WGQ34 2046-09-01 3.000 3.000 45000.00 13237.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132XCSJ5 2049-04-01 4.500 4.500 100000.00 13637.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132Y33H5 2048-11-01 5.000 5.000 200000.00 18399.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132Y4CV2 2048-11-01 4.500 4.500 90000.00 12361.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31334W3R0 2049-07-01 3.500 3.500 100000.00 7484.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31335BXK7 2048-08-01 4.000 4.000 11000.00 1164.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3133A3PB8 2050-04-01 3.000 3.000 79000.00 21901.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3133A3YA0 2050-04-01 3.000 3.000 7000.00 1698.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3133A6DW8 2050-06-01 4.000 4.000 67000.00 13727.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3133A8RR0 2050-08-01 2.000 2.000 43276.00 19484.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3133AJGJ6 2051-03-01 2.000 2.000 25000.00 10609.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3133B5ZL9 2052-03-01 3.000 3.000 15000.00 8042.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3133BAX55 2052-05-01 4.000 4.000 23000.00 15555.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3133BBTU3 2052-05-01 3.500 3.500 8000.00 4995.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3133BKFB0 2052-09-01 4.500 4.500 30000.00 19296.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3133G7BU6 2034-11-01 2.500 2.500 78464.00 20744.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3133KNGN7 2051-12-01 2.000 2.000 2178.00 1167.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3133KNR54 2052-02-01 3.000 3.000 25000.00 13454.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3133KPMG0 2052-06-01 4.000 4.000 39000.00 23234.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3133KPN87 2052-10-01 5.500 5.500 32000.00 22198.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3133KYTD1 2040-05-01 2.500 2.500 45000.00 10632.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3133KYUU1 2041-01-01 2.000 2.000 50000.00 23202.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3133W7J22 2054-03-01 4.500 4.500 3000.00 2376.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31371NH40 2037-07-01 7.000 7.000 395000.00 1205.72 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31371NQ40 2028-02-01 5.500 5.500 724999.00 1104.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31371NYW9 2028-08-01 5.500 5.500 4135144.00 9277.81 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31374CL53 2038-02-01 6.500 6.500 215000.00 2402.29 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31374CND4 2038-06-01 5.000 5.000 1291588.00 17598.42 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31374CNV4 2037-08-01 5.500 5.500 495000.00 13464.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31374CNW2 2034-11-01 5.500 5.500 50486.00 1158.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31374CQC3 2044-09-01 5.500 5.500 14000.00 1087.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31374GQW0 2036-05-01 4.460 4.460 66926240.00 73960.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31374GRC3 2036-05-01 4.278 4.278 26234560.00 40163.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31377CRB1 2036-05-01 4.387 4.387 19904832.00 33863.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips 5493006QMFDDMYWIAM13 3137GCA78 2056-04-25 0.010 0.010 1578934.00 472020.34 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31384V4S8 2030-10-01 8.000 8.000 23664638.00 7854.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31389BGQ8 2032-02-01 7.500 7.500 558973.00 1039.99 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3138EGP40 2040-06-01 5.500 5.500 170578.00 3371.39 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3138EH3N0 2040-05-01 6.500 6.500 1055000.00 21860.76 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3138EMGR6 2032-05-01 4.500 4.500 300000.00 12365.39 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3138EMVM0 2034-04-01 4.000 4.000 25000.00 2590.70 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QNLG5 2052-03-01 3.500 3.500 2000.00 1118.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QNR38 2037-03-01 2.500 2.500 47000.00 23244.35 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QNXX5 2037-04-01 3.500 3.500 3000.00 1430.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QPDA2 2037-05-01 2.500 2.500 9000.00 4837.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QPET0 2052-03-01 3.000 3.000 9000.00 5745.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QPJA6 2052-06-01 4.000 4.000 3000.00 1941.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QPKK2 2052-06-01 3.500 3.500 12000.00 7601.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QPPE1 2052-07-01 4.000 4.000 35000.00 21185.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QPPP6 2052-07-01 4.500 4.500 11000.00 6940.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QPR74 2052-07-01 3.000 3.000 10000.00 6431.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QPSF5 2052-07-01 3.500 3.500 25000.00 16490.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QPWD5 2037-07-01 3.500 3.500 5000.00 2571.34 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QPYN1 2052-07-01 3.500 3.500 17000.00 11460.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QQBW4 2052-09-01 4.500 4.500 15900.00 10175.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QQVQ5 2052-11-01 4.500 4.500 4300.00 2863.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QRJJ3 2053-02-01 4.000 4.000 2000.00 1467.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QT2Q1 2054-02-01 5.500 5.500 15204.00 11298.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QVV50 2054-12-01 4.500 4.500 5000.00 4119.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140W54N1 2052-09-01 3.500 3.500 22000.00 18085.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140W5AL8 2056-01-01 4.500 4.500 10000.00 8794.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140X4DE3 2047-04-01 3.000 3.000 10000.00 1956.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140X4KF2 2049-06-01 3.500 3.500 160000.00 21878.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140X4LV6 2048-11-01 3.500 3.500 22000.00 2506.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140X4SJ6 2047-12-01 3.500 3.500 12000.00 2875.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140X4XG6 2034-09-01 3.500 3.500 15000.00 2439.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140X4Y83 2049-06-01 3.500 3.500 34000.00 3427.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140X5JX2 2049-12-01 3.000 3.000 3000.00 1102.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140X5SU8 2049-06-01 3.500 3.500 19000.00 2676.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140X6NK3 2048-11-01 4.000 4.000 199000.00 24252.35 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140X6WD9 2030-02-01 3.500 3.500 500000.00 22245.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140X6XK2 2048-11-01 3.500 3.500 39000.00 10259.82 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140X72U2 2047-07-01 5.000 5.000 6000.00 1811.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140X7LS6 2035-08-01 2.500 2.500 50000.00 7516.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140X8FV4 2050-07-01 3.500 3.500 50000.00 10416.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140X8UR6 2050-12-01 1.500 1.500 35000.00 16984.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140X9EC5 2050-11-01 4.000 4.000 6000.00 1562.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140X9RM9 2048-01-01 3.500 3.500 53000.00 19694.29 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140X9ZM0 2036-02-01 2.000 2.000 7000.00 2129.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140XAK92 2036-03-01 2.000 2.000 57000.00 20471.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140XAS52 2047-05-01 4.000 4.000 18000.00 5544.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140XB4T4 2048-11-01 3.500 3.500 15000.00 6203.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140XBJE1 2051-03-01 4.000 4.000 72000.00 20221.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140XBNJ5 2050-03-01 3.500 3.500 10000.00 2781.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140XBQM5 2036-05-01 1.500 1.500 30672.00 13724.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140XBRA0 2051-02-01 3.500 3.500 5000.00 2013.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140XDBN5 2051-10-01 3.000 3.000 20000.00 9885.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140XDYM2 2034-03-01 4.000 4.000 100000.00 1153.73 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140XFFA4 2033-06-01 2.500 2.500 6000.00 1813.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140XFNJ6 2052-01-01 2.500 2.500 29000.00 17714.42 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140XFR52 2037-01-01 2.500 2.500 30000.00 13828.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140XFUY5 2051-12-01 2.000 2.000 43000.00 20447.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140XGHB8 2050-07-01 3.500 3.500 16000.00 8238.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140XGJH3 2037-01-01 3.500 3.500 8000.00 2949.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140XGU98 2052-02-01 3.000 3.000 3000.00 1863.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140XGY45 2051-09-01 2.500 2.500 16000.00 9744.29 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140XH2F3 2052-03-01 2.500 2.500 30000.00 16761.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140XHLZ8 2052-06-01 3.500 3.500 25000.00 15581.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140XHPS0 2052-04-01 3.500 3.500 7000.00 3865.99 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140XHVB0 2052-07-01 5.000 5.000 33262.00 20052.15 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140XHWU7 2052-07-01 5.000 5.000 28204.00 18013.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140XJ5Z2 2038-06-01 3.500 3.500 34000.00 19140.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140XJQM8 2052-10-01 4.500 4.500 37000.00 24683.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140XJVV2 2037-02-01 2.500 2.500 19000.00 9978.70 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140XK2D1 2052-02-01 3.500 3.500 3000.00 1981.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140JHY23 2048-11-01 4.500 4.500 170000.00 11820.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140JLY73 2049-02-01 4.000 4.000 60000.00 3376.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140JMKU5 2034-01-01 4.000 4.000 30000.00 1546.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140JN5T3 2049-04-01 3.500 3.500 50000.00 10610.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140JPKH7 2049-05-01 3.500 3.500 245000.00 22944.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140JPNH4 2049-06-01 4.000 4.000 125000.00 23298.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140JQTM5 2049-09-01 3.000 3.000 75000.00 21411.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140JQXV0 2049-05-01 4.000 4.000 14000.00 1544.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140JWQB9 2049-10-01 3.500 3.500 130000.00 22192.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140JXFU7 2049-11-01 3.000 3.000 100000.00 16596.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140K0HB7 2034-11-01 2.500 2.500 93345.00 21026.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140K3AY8 2050-01-01 4.000 4.000 110000.00 17787.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140K3BL5 2050-01-01 3.000 3.000 70000.00 14455.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140K4TU4 2050-03-01 3.000 3.000 31000.00 4224.22 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140K7WQ2 2050-03-01 3.000 3.000 19000.00 4039.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140K9UP2 2050-04-01 4.500 4.500 100000.00 19621.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140KAGG5 2050-03-01 4.000 4.000 140000.00 21397.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140KLDQ2 2051-07-01 2.000 2.000 35105.00 19891.38 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140KLH47 2050-10-01 2.500 2.500 56958.00 23959.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140KQU33 2050-10-01 3.000 3.000 36000.00 17324.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140KQVC2 2050-11-01 2.500 2.500 24000.00 10575.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140LNDF1 2036-05-01 2.000 2.000 30000.00 10562.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140LUHN4 2051-08-01 4.000 4.000 14000.00 6585.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140MAT46 2052-05-01 4.500 4.500 50000.00 24341.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140MFWM1 2052-06-01 3.000 3.000 10000.00 6551.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140MHUZ0 2052-03-01 3.000 3.000 2000.00 1241.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140MRBB2 2052-07-01 4.500 4.500 20000.00 10654.15 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140MRBD8 2052-07-01 4.500 4.500 8000.00 4167.80 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140MWM52 2053-04-01 3.000 3.000 4000.00 2666.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140N7RU6 2052-12-01 4.000 4.000 6000.00 3804.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140N9CK0 2053-08-01 3.000 3.000 2000.00 1283.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140NGTP5 2053-05-01 5.500 5.500 40000.00 24589.34 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140Q75V5 2047-12-01 3.500 3.500 54000.00 6651.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140Q8C94 2048-01-01 3.500 3.500 13000.00 3205.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140Q8E35 2048-01-01 3.500 3.500 95000.00 11817.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140Q8KM6 2048-02-01 4.000 4.000 123000.00 20148.73 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140Q8QG3 2048-03-01 3.500 3.500 113000.00 23250.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140Q9QD8 2048-08-01 5.000 5.000 300000.00 19664.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140Q9TE3 2048-09-01 5.000 5.000 10000.00 1543.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QA2X7 2049-05-01 4.000 4.000 42539.00 8651.15 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QA4B3 2049-05-01 4.500 4.500 220000.00 17284.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QAJH4 2049-01-01 4.500 4.500 321000.00 16020.63 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QAXR6 2049-04-01 4.000 4.000 63585.00 12245.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QBCL0 2049-06-01 4.000 4.000 100000.00 7498.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QBGT9 2049-07-01 3.000 3.000 31056.00 6827.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QBHB7 2049-07-01 4.000 4.000 56000.00 13034.99 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QBJS8 2049-07-01 3.500 3.500 25000.00 2096.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QBMR6 2049-08-01 3.500 3.500 22000.00 5575.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QBQ43 2049-08-01 3.500 3.500 72000.00 8430.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QBRJ9 2034-09-01 3.500 3.500 65000.00 11356.37 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QCKP0 2049-12-01 3.500 3.500 15000.00 4874.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QCM78 2034-12-01 2.500 2.500 70000.00 14996.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QDHA5 2035-04-01 2.500 2.500 18000.00 4863.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QDKP8 2050-05-01 2.500 2.500 41000.00 15892.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QE3Q3 2050-09-01 2.000 2.000 15000.00 7012.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QGRN9 2051-01-01 2.500 2.500 38036.00 18729.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QGTB3 2051-01-01 4.000 4.000 4000.00 1124.81 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QL3A2 2051-09-01 3.500 3.500 30000.00 12039.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QMJY1 2051-11-01 3.000 3.000 5000.00 2774.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QMTP9 2051-12-01 2.000 2.000 37986.00 19883.58 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QMVA9 2051-12-01 2.500 2.500 2000.00 1159.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QMZK3 2052-01-01 3.000 3.000 9000.00 5418.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QN7M8 2052-05-01 3.500 3.500 11000.00 6939.34 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140QNFD9 2052-02-01 2.500 2.500 40000.00 20721.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418CXM1 2048-06-01 3.500 3.500 210000.00 18764.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418CYL2 2048-07-01 3.500 3.500 254000.00 23404.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418CYN8 2048-07-01 4.500 4.500 325484.00 21171.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418CZH0 2048-08-01 4.000 4.000 315000.00 19899.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418D3G5 2051-08-01 2.000 2.000 13000.00 6973.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418D3Y6 2051-09-01 2.500 2.500 38000.00 19869.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418D7L0 2036-12-01 2.500 2.500 12000.00 5211.99 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418DAS1 2049-03-01 4.500 4.500 331000.00 21777.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418DBG6 2049-04-01 4.000 4.000 240957.00 17532.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418DC67 2049-07-01 3.500 3.500 31000.00 2359.82 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418DC83 2049-07-01 4.500 4.500 218000.00 19593.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418DCY6 2049-06-01 3.500 3.500 18000.00 1309.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418DEK4 2034-08-01 2.500 2.500 180000.00 17798.82 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418DET5 2049-08-01 3.500 3.500 12000.00 1019.78 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418DFR8 2049-09-01 3.500 3.500 23000.00 2218.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418DJG8 2029-12-01 3.000 3.000 52376.00 3331.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418DJL7 2034-12-01 3.500 3.500 92253.00 9384.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418DJR4 2049-12-01 3.000 3.000 42500.00 6226.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418DKT8 2050-01-01 3.000 3.000 111000.00 16782.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418DKU5 2050-01-01 3.500 3.500 53000.00 6189.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418DLN0 2035-02-01 3.500 3.500 14000.00 1838.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418DLS9 2050-02-01 2.500 2.500 18000.00 3523.80 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418DLU4 2050-02-01 4.000 4.000 31000.00 3570.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418DML3 2050-03-01 4.000 4.000 23000.00 2870.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418DNH1 2050-04-01 3.000 3.000 82000.00 13685.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418DQB1 2050-06-01 3.500 3.500 38000.00 7019.37 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418DRA2 2050-07-01 3.500 3.500 14000.00 2853.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418DTR3 2050-10-01 2.500 2.500 6000.00 2268.15 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418DV82 2051-01-01 2.500 2.500 7000.00 2861.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418DY55 2031-05-01 1.500 1.500 49831.00 14534.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418DYF3 2031-04-01 2.000 2.000 75000.00 18876.39 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418DZY1 2051-06-01 3.500 3.500 22000.00 7304.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418E2E9 2054-02-01 6.000 6.000 25000.00 12151.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418E5B2 2054-04-01 4.000 4.000 18000.00 13755.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418EAP5 2052-01-01 3.000 3.000 43000.00 22570.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418EAS9 2037-01-01 2.000 2.000 6000.00 2953.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418EAT7 2037-01-01 2.500 2.500 41619.00 18795.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418EAU4 2037-01-01 3.000 3.000 53000.00 20621.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418EBT6 2052-02-01 3.000 3.000 11000.00 6058.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418ECR9 2052-04-01 3.000 3.000 36000.00 21583.99 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418EDJ6 2037-05-01 3.000 3.000 25000.00 12322.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418EF62 2032-06-01 3.500 3.500 8000.00 2758.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418EHG8 2052-09-01 3.000 3.000 3000.00 1939.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418EHT0 2037-08-01 4.000 4.000 7740.00 3495.58 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418EJ43 2052-10-01 3.500 3.500 17000.00 11378.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418ELD0 2037-10-01 4.500 4.500 4000.00 1743.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418ELN8 2037-12-01 3.500 3.500 2000.00 1017.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418EMK3 2038-01-01 3.500 3.500 2000.00 1047.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418ENB2 2052-11-01 3.000 3.000 7000.00 4272.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418EPC8 2053-02-01 5.000 5.000 2000.00 1331.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418ERW2 2053-04-01 3.500 3.500 5000.00 3602.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418ES43 2053-06-01 5.000 5.000 5000.00 3502.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418ET59 2053-07-01 5.000 5.000 22000.00 15559.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418ETN0 2053-05-01 3.500 3.500 2000.00 1411.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418EU73 2053-08-01 4.500 4.500 8000.00 5824.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418EV56 2053-09-01 4.000 4.000 3000.00 2145.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418EV64 2053-09-01 4.500 4.500 5144.00 3805.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418EXS4 2053-11-01 4.500 4.500 12000.00 9080.39 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418EYD6 2053-11-01 4.000 4.000 6000.00 4418.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418EYM6 2053-12-01 5.500 5.500 2000.00 1334.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418FC88 2054-10-01 4.000 4.000 3000.00 2382.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418FGP6 2055-01-01 3.500 3.500 8000.00 6356.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418FKL0 2055-05-01 4.500 4.500 2000.00 1681.73 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418FNF0 2055-08-01 4.000 4.000 21000.00 17403.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140XKCY4 2053-01-01 5.000 5.000 14000.00 9051.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140XKHC7 2052-01-01 3.000 3.000 25000.00 14529.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140XKR85 2052-03-01 2.500 2.500 32151.00 19541.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140XLN38 2037-06-01 2.500 2.500 4000.00 2155.22 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140XLQ50 2037-06-01 2.000 2.000 15000.00 8489.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140XLVT2 2051-10-01 2.500 2.500 6000.00 3809.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140XMA55 2053-08-01 5.500 5.500 6000.00 3962.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140XMDM5 2051-09-01 3.500 3.500 22000.00 14110.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140XMZX7 2052-09-01 3.000 3.000 8000.00 5273.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140XNKL7 2052-08-01 3.500 3.500 18000.00 12203.70 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140XNKM5 2052-09-01 3.500 3.500 21000.00 14612.06 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140XNN42 2051-09-01 4.000 4.000 27000.00 17091.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140XNVA9 2052-04-01 3.500 3.500 25000.00 17578.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140XNWD2 2052-06-01 3.000 3.000 24000.00 16349.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140XNZ56 2053-10-01 3.000 3.000 3000.00 2090.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140XNZ72 2053-03-01 3.000 3.000 6000.00 4018.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140XPBU2 2052-09-01 3.500 3.500 5000.00 3321.51 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140XPTH2 2053-03-01 4.000 4.000 15000.00 11096.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3140XQDQ7 2054-05-01 6.000 6.000 13000.00 9576.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31410F6C4 2037-03-01 7.000 7.000 443000.00 2497.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31412PNV9 2039-05-01 5.000 5.000 50000.00 1513.69 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31412RNG8 2041-01-01 3.500 3.500 87645.00 10156.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31412TZM8 2038-11-01 7.000 7.000 600000.00 1894.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31413TCC4 2037-09-01 6.500 6.500 1001600.00 14378.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31413TUG5 2037-11-01 7.000 7.000 100000.00 2732.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31415WQA4 2038-11-01 7.000 7.000 100000.00 1904.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31416B6X1 2039-03-01 4.000 4.000 200000.00 2173.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31417CNZ4 2042-08-01 3.500 3.500 35000.00 2954.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31417CXC4 2042-09-01 3.500 3.500 200000.00 9746.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31417EA92 2027-11-01 2.000 2.000 1219470.00 13392.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31417KX69 2029-08-01 4.500 4.500 1500000.00 18889.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31417Y2J5 2031-06-01 4.500 4.500 200000.00 4562.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31417Y6Q5 2031-10-01 4.000 4.000 69000.00 2248.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31417YE60 2029-08-01 5.000 5.000 2000000.00 23327.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31417YGJ0 2029-10-01 4.500 4.500 2150000.00 18588.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31417YVJ3 2031-01-01 4.000 4.000 95000.00 1975.63 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31417YXZ5 2031-03-01 4.000 4.000 775000.00 20618.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31417YY84 2031-05-01 4.500 4.500 600000.00 12476.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31417YYC5 2031-04-01 4.500 4.500 200000.00 3428.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31417YZW0 2031-06-01 4.000 4.000 155000.00 3967.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418AAP3 2031-11-01 4.500 4.500 100000.00 3184.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418ABH0 2031-11-01 4.500 4.500 100000.00 3673.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418AHY7 2042-07-01 4.000 4.000 200000.00 15523.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418AJX7 2042-08-01 3.500 3.500 165888.00 16681.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418ANV6 2042-11-01 3.000 3.000 100000.00 12340.99 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418APM4 2043-01-01 3.000 3.000 100000.00 11761.38 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418AS33 2043-05-01 3.500 3.500 177549.00 21830.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418AUF3 2028-06-01 3.000 3.000 136000.00 2835.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418AWH7 2043-07-01 4.000 4.000 100000.00 14682.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418AWT1 2028-07-01 3.000 3.000 500000.00 10121.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418AXJ2 2028-09-01 3.000 3.000 50000.00 1221.39 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418AXV5 2043-08-01 4.500 4.500 100000.00 13348.42 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418BFA9 2034-07-01 4.000 4.000 218000.00 17350.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418C2E3 2048-09-01 5.000 5.000 70000.00 5242.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418C4F8 2048-11-01 4.000 4.000 343000.00 22725.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418CFV1 2047-01-01 4.000 4.000 49000.00 5407.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418CGQ1 2032-02-01 2.000 2.000 18420.00 2572.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418CGZ1 2027-02-01 3.000 3.000 2000000.00 7223.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418CHR8 2027-03-01 3.000 3.000 3484000.00 17201.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418CLG7 2047-06-01 3.500 3.500 58000.00 5201.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418CMF8 2047-07-01 3.500 3.500 37000.00 3377.38 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418CTG9 2028-01-01 3.000 3.000 930000.00 18570.63 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418CU77 2048-03-01 3.500 3.500 164000.00 18465.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418CUL6 2028-02-01 3.000 3.000 55000.00 1320.53 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36179W7K8 2052-06-20 3.000 3.000 3000.00 1723.29 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36179WCN6 2036-01-20 2.000 2.000 43600.00 7400.88 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36179WLR7 2051-08-20 3.500 3.500 29271.00 13989.05 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36179WTY4 2051-12-20 2.500 2.500 7000.00 3735.16 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36179WVX3 2052-01-20 4.000 4.000 40000.00 21414.02 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36179X2F2 2051-05-20 3.000 3.000 29000.00 16787.96 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36179YMP6 2053-12-20 7.500 7.500 25442.00 3585.77 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36179YPK4 2053-12-20 7.000 7.000 27572.00 6333.94 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3617AJDN2 2047-06-15 5.000 5.000 217731.00 7102.20 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3617ALXR6 2047-05-15 4.500 4.500 27000.00 7909.69 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3617AXW42 2047-06-15 4.000 4.000 76351.00 11060.90 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3617BTER9 2048-01-15 4.000 4.000 75000.00 23654.17 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3617FSAD2 2067-03-15 5.580 5.580 81571.00 80748.85 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3617JPAP7 2049-03-20 5.000 5.000 130321.00 7398.10 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3617MB5S4 2050-03-20 4.000 4.000 100000.00 24305.66 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36180AB85 2054-10-20 4.500 4.500 15000.00 11906.62 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36180DQF7 2043-03-15 3.500 3.500 33662.00 3509.17 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36180DVC8 2043-05-15 3.500 3.500 160932.00 17739.29 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36184QTQ7 2045-04-15 4.000 4.000 378000.00 24408.23 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36186PR89 2045-07-15 4.000 4.000 91000.00 7713.12 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36189MTA6 2046-10-15 4.000 4.000 58311.00 2072.32 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3618LDA20 2076-06-20 5.785 5.785 846068.00 929444.77 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3618MWH38 2076-04-20 5.512 5.512 858052.00 936729.86 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3618N0ZV5 2061-09-15 5.470 5.470 9200000.00 9032563.58 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3618N5ER6 2055-01-20 3.500 3.500 30263.00 24161.50 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3618N5VS5 2055-08-20 6.000 6.000 27210.00 18873.38 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3618N6H42 2056-05-20 3.500 3.500 9136.00 8495.72 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3618V6DS4 2076-01-20 5.669 5.669 319750.00 304485.05 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3618V8P40 2076-03-20 5.306 5.306 11137424.00 12064191.14 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3618V8QB3 2076-04-20 5.312 5.312 17347264.00 18727472.91 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3618W4FD9 2076-07-20 5.309 5.309 12920608.00 13611649.48 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3618W8M75 2076-06-20 5.627 5.627 24895616.00 27247622.82 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3618WFSU2 2056-09-20 6.000 6.000 1488868.00 1485592.99 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3618WG6A8 2076-07-20 5.558 5.558 11166032.00 12126353.92 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36197MQM3 2047-03-15 4.500 4.500 31000.00 9369.77 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36197MRS9 2047-04-15 4.500 4.500 30000.00 8233.42 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36200B3S4 2032-11-15 6.000 6.000 803105.00 2560.14 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36202D3J8 2034-01-20 6.000 6.000 419844.00 4011.29 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36202DY39 2033-08-20 6.000 6.000 400000.00 3032.91 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36202E5E5 2039-05-20 4.000 4.000 100000.00 3203.56 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36202EGF0 2035-12-20 6.500 6.500 1041848.00 16203.63 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36202EPZ6 2037-10-20 6.500 6.500 700000.00 6239.36 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36202F4T0 2042-02-20 5.000 5.000 151000.00 5966.89 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36202FHY5 2040-07-20 5.000 5.000 700000.00 19707.68 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36202FMC7 2040-11-20 5.000 5.000 300000.00 10734.91 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36202FVF0 2041-07-20 4.000 4.000 500000.00 18189.22 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36209GQW0 2028-05-15 7.000 7.000 919300.00 3626.44 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36209TZ85 2028-08-15 7.000 7.000 635094.00 1469.39 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3620A32G8 2040-03-15 4.500 4.500 985000.00 8354.37 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3620A3L69 2039-05-15 4.500 4.500 146848.00 2100.48 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3620A94J7 2040-01-15 4.500 4.500 101406.00 1726.62 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3620AFPL5 2040-01-15 4.500 4.500 100000.00 2526.51 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3620AN5H9 2040-02-15 4.500 4.500 120856.00 2026.02 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3620AR4C2 2041-02-15 4.500 4.500 207114.00 3571.66 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3620AVN24 2040-06-15 4.500 4.500 76379.00 2649.26 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3620C0YW2 2040-06-15 4.000 4.000 516326.00 17614.07 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3620C1RN8 2040-07-15 4.500 4.500 273000.00 5739.40 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3620C54T1 2040-12-15 4.000 4.000 294691.00 6285.93 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36213FZ22 2042-01-15 3.500 3.500 145400.00 7677.67 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36213GM32 2031-11-15 6.500 6.500 510000.00 16301.88 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36213UWX4 2031-12-15 6.000 6.000 268000.00 1645.44 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3622A24Y5 2045-02-15 3.000 3.000 119511.00 22282.44 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3622A2AJ1 2040-10-15 4.500 4.500 460000.00 14191.38 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3622A2AK8 2041-11-15 4.500 4.500 379998.00 13815.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418FPC5 2055-09-01 3.500 3.500 2000.00 1620.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418FUX3 2056-03-01 5.000 5.000 2000.00 1793.34 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418FVX2 2056-04-01 5.000 5.000 23000.00 20658.38 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418M4W9 2028-11-01 5.500 5.500 823100.00 1271.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31418MGG1 2038-09-01 5.500 5.500 1310000.00 17367.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31419ARB5 2040-09-01 5.000 5.000 1032000.00 23596.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31419HRV6 2030-11-01 4.500 4.500 328000.00 8129.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31425VMB6 2054-12-01 6.000 6.000 2000.00 1549.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31427NEH8 2054-07-01 4.000 4.000 3000.00 2438.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31427NP86 2055-05-01 6.000 6.000 7000.00 6100.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 31427NWY1 2053-10-01 3.000 3.000 3000.00 2240.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 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Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36176D7M9 2041-05-15 4.500 4.500 50000.00 1945.23 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36176DHP1 2041-03-15 4.000 4.000 319214.00 10374.39 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36176EBG5 2041-05-15 4.500 4.500 50000.00 1300.14 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36176JDL1 2041-07-15 4.000 4.000 777520.00 17039.10 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36176MYU1 2041-08-15 4.000 4.000 354033.00 7960.08 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36176XEX3 2027-03-15 3.500 3.500 1999872.00 1820.19 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36176XFP9 2042-03-15 3.500 3.500 192376.00 8374.47 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36177PAW5 2042-07-15 3.500 3.500 200000.00 14287.05 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36177UYC2 2042-09-15 3.500 3.500 257463.00 18128.65 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36178SUD8 2045-12-15 4.500 4.500 195526.00 6894.22 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36179JWS2 2043-05-15 3.500 3.500 510558.00 14999.60 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36179MSV3 2042-11-20 2.500 2.500 30000.00 3404.36 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36179MXB1 2028-01-20 2.500 2.500 100000.00 1172.03 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36179MXC9 2028-01-20 3.000 3.000 500000.00 4437.18 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36179NLB2 2043-08-20 2.500 2.500 123644.00 17242.74 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36179QGG0 2044-06-20 5.500 5.500 75000.00 4252.75 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36179QJV4 2044-07-20 5.000 5.000 242606.00 10531.05 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36179R6H7 2031-04-20 3.000 3.000 20000.00 1076.43 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36179RAZ2 2030-04-20 3.000 3.000 756706.00 24035.77 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36179RF87 2045-06-20 3.000 3.000 246000.00 20458.39 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36179RFD6 2030-06-20 3.000 3.000 45000.00 1755.30 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36179RM30 2030-09-20 3.000 3.000 65000.00 2555.52 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36179RVB2 2045-12-20 3.500 3.500 250000.00 21882.81 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36179S2S5 2047-04-20 5.000 5.000 310000.00 23606.75 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36179SGL5 2046-07-20 3.500 3.500 37439.00 3433.83 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36179SUV7 2047-01-20 3.500 3.500 165000.00 18176.64 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36179SYV3 2047-03-20 5.000 5.000 22635.00 1678.83 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36179TE35 2047-08-20 4.500 4.500 200000.00 14733.39 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36179TJY2 2047-10-20 4.000 4.000 230000.00 21525.59 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36179TSF3 2048-02-20 3.000 3.000 201902.00 23918.06 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36179TSH9 2048-02-20 4.000 4.000 110000.00 9258.36 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36179TV93 2048-04-20 5.500 5.500 49452.00 4188.99 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36179TXY6 2048-05-20 5.500 5.500 370735.00 23021.78 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36179UD90 2048-10-20 4.000 4.000 240000.00 18887.39 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36179UEC2 2048-10-20 5.500 5.500 17177.00 1151.34 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36179UG89 2033-11-20 3.500 3.500 60000.00 4524.11 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36179UGF3 2048-09-20 5.500 5.500 74612.00 5774.95 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36179UJ45 2034-01-20 3.500 3.500 123147.00 8028.47 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36179UK27 2049-01-20 5.500 5.500 87330.00 5776.54 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36179UUL4 2049-06-20 4.500 4.500 43466.00 3934.79 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36179UUM2 2049-06-20 5.000 5.000 213709.00 14200.49 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36179UVD1 2029-06-20 2.500 2.500 290000.00 17144.78 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36179VBJ8 2049-11-20 4.500 4.500 189367.00 21059.99 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36179VN55 2050-06-20 4.000 4.000 71700.00 14197.24 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36179VQT0 2050-07-20 3.000 3.000 51000.00 11745.57 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36179VVX5 2050-10-20 2.000 2.000 52000.00 20945.62 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36179W5B0 2052-05-20 2.500 2.500 5000.00 2786.59 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3622A2RW4 2044-08-20 3.500 3.500 111605.00 9447.13 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3622ACCE8 2040-07-15 5.000 5.000 7000.00 4440.96 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36230UEK1 2041-01-15 4.000 4.000 386662.00 21402.47 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36241LL79 2040-07-20 5.000 5.000 125327.00 3495.28 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36290RYM9 2033-09-15 4.500 4.500 173485.00 1810.27 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36292EQ29 2039-04-15 4.500 4.500 352861.00 4433.19 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36296RAS6 2038-10-15 6.000 6.000 1689114.00 7734.18 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36296XS47 2039-03-15 4.500 4.500 560000.00 21038.79 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38380NUW7 2060-08-16 2.500 2.500 75000.00 33221.89 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38381E6K9 2063-09-16 2.000 2.000 13041584.00 6340989.13 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38381SR90 2057-11-16 4.750 4.750 7917000.00 7325658.60 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38381U6J6 2055-09-20 0.010 0.010 10928960.00 6227372.95 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 5493006QMFDDMYWIAM13 38384TNQ1 2060-01-16 4.500 4.500 1885000.00 1785691.96 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized 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Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3132DWFG3 2052-11-01 5.000 5.000 479042378.00 328681105.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3142GWLX5 2056-01-01 5.500 5.500 10239565.00 9250521.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 3142J6AN3 2055-06-01 5.000 5.000 262475055.00 221748134.69 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 5493006QMFDDMYWIAM13 36179W2U1 2052-03-20 2.500 2.500 78959680.00 43140238.51 Agency Mortgage-Backed Securities Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2026-10-01 2026-10-01 2026-10-01 N N N 0.0380 591000000.00 591000000.00 0.0037 N Y Y N - N/A - BANCO SANTANDER SA BANCO SANTANDER SA 3.8900 BYM7S3QK7 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2070-12-20 5.351 5.351 6200000.00 1370804.48 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38380QUN0 2070-11-20 5.021 5.021 1000000.00 654301.51 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38380QUP5 2070-11-20 4.171 4.171 8000000.00 3690598.45 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38380QVN9 2070-12-20 4.971 4.971 1000000.00 639576.43 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38380QYS5 2071-02-20 4.947 4.947 3981369.00 2567405.84 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 2IGI19DL77OX0HC3ZE78 38380QZT2 2071-02-20 5.051 5.051 3957160.00 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BANK 3.9300 3130B5Q92 2549001DPIFGXC1TOL40 N/A 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+ 2026-10-01 2026-12-28 2026-12-28 N N N 0.0395 249993282.50 249993282.50 0.0016 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3.9300 3130B5PM4 2549001DPIFGXC1TOL40 N/A 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+ 2026-10-01 2026-12-23 2026-12-23 N N N 0.0395 149996323.50 149996323.50 0.0010 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3.9150 3130BAJ57 2549001DPIFGXC1TOL40 N/A 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+ 2026-10-01 2026-12-22 2026-12-22 N N N 0.0392 381008812.53 381008812.53 0.0024 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.0000 313385M37 2549001DPIFGXC1TOL40 N/A U.S. Government Agency Debt (if 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S&P RATING A-1+ 2026-10-01 2027-11-19 2027-11-19 N N N 0.0403 457037227.22 457037227.22 0.0029 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 4.0600 3130B83C4 2549001DPIFGXC1TOL40 N/A 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+ 2026-10-01 2027-10-14 2027-10-14 N N N 0.0406 300007959.00 300007959.00 0.0019 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3.9900 3130BB6T7 2549001DPIFGXC1TOL40 N/A 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+ 2026-10-01 2028-06-16 2028-06-16 N N N 0.0399 188038184.68 188038184.68 0.0012 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 4.0000 3130BBCU7 2549001DPIFGXC1TOL40 N/A 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+ 2026-10-01 2028-03-24 2028-03-24 N N N 0.0400 250043745.00 250043745.00 0.0016 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3.9050 3130BAKA4 2549001DPIFGXC1TOL40 N/A 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+ 2026-10-01 2026-11-05 2026-11-05 N N N 0.0390 70000009.80 70000009.80 0.0004 N N Y N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3.9900 3130BB6S9 2549001DPIFGXC1TOL40 N/A 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+ 2026-10-01 2028-06-16 2028-06-16 N N N 0.0399 187038123.69 187038123.69 0.0012 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3.9150 3130BBE27 2549001DPIFGXC1TOL40 N/A 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+ 2026-10-01 2026-11-04 2026-11-04 N N N 0.0392 225900589.60 225900589.60 0.0014 N N Y N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3.9400 3130BBFW0 2549001DPIFGXC1TOL40 N/A 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+ 2026-10-01 2027-03-05 2027-03-05 N N N 0.0394 374010479.48 374010479.48 0.0024 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3.9150 3130BAV61 2549001DPIFGXC1TOL40 N/A 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+ 2026-10-01 2027-01-21 2027-01-21 N N N 0.0392 355811933.53 355811933.53 0.0023 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3.9100 3130BBQX6 2549001DPIFGXC1TOL40 N/A 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+ 2026-10-01 2026-11-12 2026-11-12 N N N 0.0391 184700131.14 184700131.14 0.0012 N N Y N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.0000 313384AW9 2549001DPIFGXC1TOL40 N/A 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+ 2027-01-21 2027-01-21 2027-01-21 N N N 0.0364 324889875.38 324889875.38 0.0021 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.0000 313385H90 2549001DPIFGXC1TOL40 N/A 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+ 2026-10-02 2026-10-02 2026-10-02 N N N 0.0374 199957778.00 199957778.00 0.0013 N N Y N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3.9250 3130BCBM4 2549001DPIFGXC1TOL40 N/A 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+ 2026-10-01 2027-03-23 2027-03-23 N N N 0.0392 184007608.40 184007608.40 0.0012 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 4.0050 3130BBQB4 2549001DPIFGXC1TOL40 N/A 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+ 2026-10-01 2028-07-28 2028-07-28 N N N 0.0401 197085084.30 197085084.30 0.0012 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3.9200 3130BB4L6 2549001DPIFGXC1TOL40 N/A 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+ 2026-10-01 2027-01-19 2027-01-19 N N N 0.0392 463014487.27 463014487.27 0.0029 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3.9350 3130BAWT0 2549001DPIFGXC1TOL40 N/A 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+ 2026-10-01 2027-05-28 2027-05-28 N N N 0.0394 250017045.00 250017045.00 0.0016 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3.9250 3130BBWJ0 2549001DPIFGXC1TOL40 N/A 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+ 2026-10-01 2027-02-19 2027-02-19 N N N 0.0392 548244508.36 548244508.36 0.0035 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3.9700 3130BB2X2 2549001DPIFGXC1TOL40 N/A 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+ 2026-10-01 2028-06-09 2028-06-09 N N N 0.0397 746199798.34 746199798.34 0.0047 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3.9150 3130BAEK9 2549001DPIFGXC1TOL40 N/A 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+ 2026-10-01 2026-12-17 2026-12-17 N N N 0.0392 205004758.05 205004758.05 0.0013 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3.9100 3130BALB1 2549001DPIFGXC1TOL40 N/A 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+ 2026-10-01 2026-12-08 2026-12-08 N N N 0.0391 257003687.95 257003687.95 0.0016 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3.9250 3130BBWY7 2549001DPIFGXC1TOL40 N/A 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+ 2026-10-01 2027-02-25 2027-02-25 N N N 0.0392 222007659.00 222007659.00 0.0014 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3.9150 3130BB5Y7 2549001DPIFGXC1TOL40 N/A 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+ 2026-10-01 2026-11-16 2026-11-16 N N N 0.0392 229001364.84 229001364.84 0.0015 N N Y N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3.9250 3130BCAQ6 2549001DPIFGXC1TOL40 N/A 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+ 2026-10-01 2027-03-15 2027-03-15 N N N 0.0393 364315256.88 364315256.88 0.0023 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3.9200 3130BAWD5 2549001DPIFGXC1TOL40 N/A 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+ 2026-10-01 2027-01-28 2027-01-28 N N N 0.0392 334811707.96 334811707.96 0.0021 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3.9150 3130BALF2 2549001DPIFGXC1TOL40 N/A 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+ 2026-10-01 2027-01-05 2027-01-05 N N N 0.0392 393011624.94 393011624.94 0.0025 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3.9100 3130BAS73 2549001DPIFGXC1TOL40 N/A 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+ 2026-10-01 2026-12-18 2026-12-18 N N N 0.0391 216004523.04 216004523.04 0.0014 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3.9350 3130BAX44 2549001DPIFGXC1TOL40 N/A 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+ 2026-10-01 2027-06-01 2027-06-01 N N N 0.0394 279019580.22 279019580.22 0.0018 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3.9300 3130BBQF5 2549001DPIFGXC1TOL40 N/A 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+ 2026-10-01 2027-03-04 2027-03-04 N N N 0.0393 300021369.00 300021369.00 0.0019 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3.9200 3130BB6A8 2549001DPIFGXC1TOL40 N/A 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+ 2026-10-01 2026-12-14 2026-12-14 N N N 0.0392 629010064.00 629010064.00 0.0040 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3.9200 3130BBV44 2549001DPIFGXC1TOL40 N/A 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+ 2026-10-01 2027-02-22 2027-02-22 N N N 0.0392 369013066.29 369013066.29 0.0023 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3.9600 3130BCGK3 2549001DPIFGXC1TOL40 N/A 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+ 2026-10-01 2027-11-01 2027-11-01 N N N 0.0396 250013462.50 250013462.50 0.0016 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3.9100 3130BAPE1 2549001DPIFGXC1TOL40 N/A 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+ 2026-10-01 2026-12-11 2026-12-11 N N N 0.0391 357005819.10 357005819.10 0.0023 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3.9250 3130BBMC6 2549001DPIFGXC1TOL40 N/A 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+ 2026-10-01 2027-01-29 2027-01-29 N N N 0.0393 362009679.88 362009679.88 0.0023 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3.9150 3130BAH26 2549001DPIFGXC1TOL40 N/A 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+ 2026-10-01 2026-12-28 2026-12-28 N N N 0.0392 363009648.54 363009648.54 0.0023 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3.9350 3130BBCE3 2549001DPIFGXC1TOL40 N/A 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+ 2026-10-01 2027-02-24 2027-02-24 N N N 0.0394 500021035.00 500021035.00 0.0032 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3.9050 3130BAEH6 2549001DPIFGXC1TOL40 N/A 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+ 2026-10-01 2026-10-19 2026-10-19 N N N 0.0390 312099247.84 312099247.84 0.0020 N N Y N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3.9300 3130BBFX8 2549001DPIFGXC1TOL40 N/A 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+ 2026-10-01 2027-01-08 2027-01-08 N N N 0.0393 375011103.75 375011103.75 0.0024 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3.9250 3130BB6C4 2549001DPIFGXC1TOL40 N/A 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+ 2026-10-01 2027-01-14 2027-01-14 N N N 0.0392 296009170.08 296009170.08 0.0019 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3.9200 3130BAWF0 2549001DPIFGXC1TOL40 N/A 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+ 2026-10-01 2027-02-02 2027-02-02 N N N 0.0392 100003261.00 100003261.00 0.0006 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3.9100 3130BBRM9 2549001DPIFGXC1TOL40 N/A 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+ 2026-10-01 2026-11-03 2026-11-03 N N N 0.0391 388000116.40 388000116.40 0.0025 N N Y N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3.9350 3130BB6H3 2549001DPIFGXC1TOL40 N/A 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+ 2026-10-01 2027-03-16 2027-03-16 N N N 0.0394 149006971.71 149006971.71 0.0009 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3.9650 3130BA6B8 2549001DPIFGXC1TOL40 N/A 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+ 2026-10-01 2028-03-30 2028-03-30 N N N 0.0397 211034633.54 211034633.54 0.0013 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3.9300 3130BBJ55 2549001DPIFGXC1TOL40 N/A 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+ 2026-10-01 2027-02-16 2027-02-16 N N N 0.0393 381022498.05 381022498.05 0.0024 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3.9300 3130BBXA8 2549001DPIFGXC1TOL40 N/A 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+ 2026-10-01 2027-03-23 2027-03-23 N N N 0.0393 364621555.15 364621555.15 0.0023 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3.9100 3130BAV87 2549001DPIFGXC1TOL40 N/A 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+ 2026-10-01 2026-12-22 2026-12-22 N N N 0.0391 178504134.06 178504134.06 0.0011 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3.9200 3130BBJ71 2549001DPIFGXC1TOL40 N/A 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+ 2026-10-01 2026-12-15 2026-12-15 N N N 0.0392 197006305.97 197006305.97 0.0012 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3.9450 3130BBFY6 2549001DPIFGXC1TOL40 N/A 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+ 2026-10-01 2026-12-07 2026-12-07 N N N 0.0395 375006228.75 375006228.75 0.0024 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3.9350 3130BBE50 2549001DPIFGXC1TOL40 N/A 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+ 2026-10-01 2027-03-01 2027-03-01 N N N 0.0394 376017269.68 376017269.68 0.0024 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.0000 3130BCHE6 2549001DPIFGXC1TOL40 N/A 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+ 2026-10-01 2027-07-06 2027-07-06 N N N 0.0387 494037400.74 494037400.74 0.0031 N N N N - N/A - FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 3.9100 3130BAUM7 2549001DPIFGXC1TOL40 N/A U.S. Government Agency Debt (if 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Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3140UJR81 2056-06-01 6.000 6.000 2387264.00 2369785.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31288QFS4 2047-11-01 5.703 5.703 900000.00 131098.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3128CUVY9 2033-02-01 2.500 2.500 10092816.00 886099.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3128E5V89 2031-08-01 4.000 4.000 38604736.00 778508.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3128M85S9 2039-11-01 5.500 5.500 3100000.00 72766.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3128M9YJ5 2039-04-01 6.000 6.000 100000.00 9025.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3128ME4A6 2031-12-01 3.000 3.000 13100000.00 1670178.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3128MFBC1 2032-03-01 3.000 3.000 7700000.00 775733.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3128MFC63 2029-01-01 3.000 3.000 22250000.00 584532.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3128MJHL7 2037-11-01 7.000 7.000 84138880.00 220770.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3128MMVY6 2032-02-01 2.000 2.000 45788.00 6372.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3128MMWS8 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Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 31381JT36 2037-06-01 6.800 6.800 15575648.00 203096.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3138AAZN4 2041-04-01 4.500 4.500 725942.00 11165.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3138EJY28 2032-06-01 3.500 3.500 491637.00 33367.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3138ELYW7 2040-05-01 6.500 6.500 200000.00 11042.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 984500653R409CC5AB28 3138EP6T6 2035-07-01 5.967 5.967 1246166.00 67659.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 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Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140Y6TF7 2055-06-01 4.500 4.500 1000.00 867.29 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140Y6TT7 2055-06-01 5.500 5.500 1008.00 859.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140Y74B1 2055-12-01 6.000 6.000 1000.00 959.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140Y74E5 2055-12-01 6.000 6.000 1008.00 889.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140Y7CV8 2055-09-01 5.500 5.500 1024.00 925.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140Y7EF1 2055-09-01 6.000 6.000 1120.00 977.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140Y7JN9 2055-10-01 5.500 5.500 1008.00 928.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140Y7KE7 2055-10-01 4.500 4.500 1000.00 868.81 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140Y7KM9 2055-10-01 5.000 5.000 1024.00 909.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140Y7Z76 2055-12-01 4.500 4.500 1008.00 874.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140Y86M3 2056-05-01 5.500 5.500 1000.00 944.34 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140Y8AB2 2056-01-01 6.000 6.000 2032.00 1761.38 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140Y8AN6 2056-01-01 4.500 4.500 1040.00 911.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140Y8BE5 2056-01-01 5.000 5.000 1024.00 868.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140Y8BP0 2056-01-01 5.500 5.500 1024.00 945.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140Y8BU9 2056-01-01 5.500 5.500 1040.00 949.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140Y8CC8 2056-01-01 6.000 6.000 1990.00 1877.63 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140Y8DV5 2056-02-01 5.000 5.000 1000.00 911.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140Y8TD8 2056-04-01 5.500 5.500 1000.00 939.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140Y8WF9 2056-04-01 5.000 5.000 1040.00 940.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140Y8WJ1 2056-04-01 5.500 5.500 1000.00 935.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140Y8WN2 2056-04-01 5.500 5.500 1024.00 915.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140Y8XH4 2056-04-01 6.500 6.500 1000.00 963.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140Y9EA8 2056-06-01 5.000 5.000 1040.00 961.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140Y9FX7 2056-06-01 5.000 5.000 1000.00 886.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140Y9HW7 2056-06-01 6.500 6.500 1024.00 981.44 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140Y9L51 2056-07-01 5.500 5.500 1024.00 986.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140Y9L77 2056-07-01 5.500 5.500 1024.00 981.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140Y9PH1 2056-07-01 5.500 5.500 1000.00 939.63 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140Y9R97 2056-08-01 5.000 5.000 1000.00 911.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140Y9SU9 2056-08-01 5.500 5.500 1005.00 961.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140Y9XL3 2056-09-01 5.500 5.500 1024.00 983.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140Y9XT6 2056-09-01 6.000 6.000 1000.00 993.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140YWQW6 2039-02-01 6.500 6.500 1477027.00 383113.73 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140YXX71 2054-02-01 7.000 7.000 1001.00 618.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 31412PG70 2039-04-01 4.500 4.500 1000.00 20.76 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 31414G2F5 2037-07-01 6.000 6.000 1000.00 26.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 31416BXC7 2048-08-01 5.500 5.500 285000000.00 2183664.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 31416WLC4 2040-07-01 4.500 4.500 554810.00 30280.60 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 31417AVR7 2042-01-01 3.500 3.500 1000.00 107.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 31417B6C6 2042-06-01 3.500 3.500 1000.00 140.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 31417BUR6 2042-05-01 4.000 4.000 1000.00 52.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 31417EM73 2043-01-01 3.000 3.000 8159.00 2076.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 31417EML2 2038-01-01 2.500 2.500 1000.00 188.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 31417QXW9 2039-12-01 4.000 4.000 1000.00 94.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 31417YMX2 2040-02-01 4.000 4.000 1000.00 49.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 31417YY84 2031-05-01 4.500 4.500 1000.00 20.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 31418A4Y1 2028-11-01 4.000 4.000 1000.00 19.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 31418AF29 2032-06-01 3.500 3.500 1000.00 49.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 31418AWT1 2028-07-01 3.000 3.000 1000.00 20.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 31418C4B7 2033-11-01 3.500 3.500 1000.00 56.34 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 31418CBF0 2046-09-01 3.000 3.000 1000.00 138.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 31418CYL2 2048-07-01 3.500 3.500 1003.00 92.42 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 31418D2L5 2051-07-01 2.000 2.000 58000.00 30878.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 31418D2V3 2041-07-01 2.000 2.000 1000.00 514.35 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 31418D3Y6 2051-09-01 2.500 2.500 1000.00 522.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 31418D7E6 2051-12-01 2.000 2.000 1376516.00 771443.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 31418DA36 2049-03-01 4.500 4.500 1000.00 73.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 31418DEA6 2039-07-01 4.000 4.000 1000.00 118.80 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 31418DFQ0 2049-09-01 3.000 3.000 1000.00 111.37 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 31418DGV8 2049-10-01 3.000 3.000 1000.00 68.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 31418DKG6 2031-09-01 4.000 4.000 1008.00 21.35 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 31418DP48 2035-06-01 2.000 2.000 1000.00 265.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 31418DRV6 2035-08-01 2.500 2.500 1000.00 269.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142J6DX8 2056-05-01 4.500 4.500 1024.00 908.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142J6DY6 2056-05-01 5.000 5.000 2048.00 1845.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142J6EB5 2056-06-01 6.000 6.000 12000.00 11021.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142J6EJ8 2056-07-01 5.000 5.000 1008.00 920.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142J6EK5 2056-07-01 5.500 5.500 1000.00 932.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142J6ER0 2056-08-01 4.000 4.000 1024.00 888.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142J6EU3 2056-08-01 5.500 5.500 2000.00 1885.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142J6EX7 2056-08-01 7.000 7.000 1976.00 1922.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142JCC40 2041-06-01 4.500 4.500 1000.00 904.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142JCD56 2041-09-01 4.500 4.500 1000.00 950.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142JNB88 2055-11-01 5.500 5.500 1000.00 891.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142JNSE7 2055-11-01 5.000 5.000 1000.00 875.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142JNV37 2055-11-01 5.500 5.500 1000.00 941.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142JNWT9 2055-12-01 5.000 5.000 1000.00 923.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142JNYZ3 2055-12-01 5.500 5.500 1000.00 960.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142JPMP3 2055-12-01 5.500 5.500 4603688.00 4393511.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142JPRB9 2055-12-01 5.500 5.500 1008.00 928.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142JQ6W4 2055-12-01 6.500 6.500 1000.00 883.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142JQCQ0 2055-12-01 6.500 6.500 1000.00 1014.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142JQDW6 2056-01-01 5.000 5.000 1000.00 857.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142JQF46 2055-12-01 6.500 6.500 1191682.00 563167.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142JQH85 2055-12-01 5.000 5.000 1000.00 884.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142JSGQ2 2056-01-01 5.000 5.000 1024.00 940.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142JSME2 2056-01-01 6.000 6.000 1184011.00 1179164.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142JSQB4 2055-12-01 5.500 5.500 141711.00 137382.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142JTCR2 2056-01-01 4.500 4.500 1000.00 902.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142JUT59 2056-02-01 5.500 5.500 1000.00 954.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142JVVD7 2056-01-01 6.000 6.000 1008.00 913.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142JXH64 2056-03-01 5.000 5.000 2016.00 1871.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142JYPY2 2056-04-01 5.500 5.500 1008.00 969.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142K1CG5 2056-04-01 6.000 6.000 1239988.00 1227086.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142K1H39 2056-04-01 6.000 6.000 2000.00 1899.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142K3DD7 2056-04-01 5.000 5.000 1000.00 930.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142K3TD0 2056-04-01 5.000 5.000 1000.00 848.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142K4CR5 2056-05-01 5.500 5.500 1000.00 967.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142K54Q3 2056-05-01 6.500 6.500 1000.00 1009.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142K55P4 2056-05-01 5.000 5.000 1000.00 935.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142K5Q30 2056-05-01 5.000 5.000 2033.00 1886.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142K5SE4 2056-05-01 5.000 5.000 1000.00 930.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142K65B3 2056-06-01 5.000 5.000 1008.00 933.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142K6E98 2056-05-01 5.500 5.500 1003.00 966.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142K6YC9 2056-06-01 6.500 6.500 1000.00 1017.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142K7F61 2056-06-01 5.500 5.500 1000.00 964.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142K7G94 2056-06-01 5.000 5.000 1000.00 932.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142K7GY9 2056-06-01 4.000 4.000 1000.00 872.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142K7SR1 2056-06-01 6.000 6.000 1000.00 987.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142K8YE1 2056-06-01 5.000 5.000 2370245.00 2229417.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142K9NW1 2056-07-01 5.000 5.000 1000.00 898.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142K9NX9 2056-07-01 5.500 5.500 1000.00 962.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142K9NY7 2056-07-01 5.500 5.500 1000.00 960.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142KA6J6 2056-07-01 5.500 5.500 2577964.00 2485344.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142KAGQ9 2056-07-01 6.500 6.500 1000.00 923.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142KALF7 2056-07-01 5.000 5.000 1000.00 930.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142KATY8 2056-07-01 5.500 5.500 1000.00 966.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142KAV90 2056-07-01 5.000 5.000 601321.00 550413.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142KBBQ2 2056-07-01 5.000 5.000 1000.00 941.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142KBGE4 2056-07-01 5.500 5.500 1008.00 969.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142KBTA8 2056-07-01 6.500 6.500 1000.00 1025.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142KBW55 2056-07-01 5.000 5.000 1002.00 935.97 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 36176RSU7 2041-11-15 4.000 4.000 21779.00 2304.38 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 36177MUM2 2042-03-15 3.500 3.500 1274.00 54.32 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 36177WVP2 2042-07-15 3.500 3.500 4138.00 120.41 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 36179RVA4 2045-12-20 3.000 3.000 865737.00 83310.84 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 36179SWW3 2047-02-20 3.000 3.000 49999000.00 6530572.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 31427SM62 2054-10-01 6.500 6.500 1000.00 899.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 31427SQK7 2052-12-01 4.000 4.000 1008.00 856.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 31427SUT3 2055-07-01 5.500 5.500 1000.00 921.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 31427TJ72 2055-08-01 6.000 6.000 44252980.00 41345515.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 31427TJB3 2056-06-01 5.500 5.500 1008.00 963.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 31427TNA0 2052-03-01 2.000 2.000 1024.00 762.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 31427TQG4 2056-07-01 5.500 5.500 1000.00 948.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 31427TQS8 2056-07-01 5.500 5.500 1000.00 956.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 31427TRH1 2055-12-01 6.500 6.500 1024.00 990.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 31427TXT8 2056-07-01 5.500 5.500 1018.00 945.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 31427UEX7 2056-09-01 5.500 5.500 8410.00 8021.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 31427UK85 2052-03-01 2.000 2.000 1024.00 775.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 31427UKB8 2056-09-01 5.500 5.500 2036.00 1973.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 31427UKC6 2056-09-01 5.500 5.500 1024.00 993.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 31427UKV4 2056-08-01 4.500 4.500 1008.00 915.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 31427UKY8 2056-08-01 4.500 4.500 1023.00 926.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 31427UL84 2056-10-01 6.000 6.000 1024.00 1019.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 31427ULT8 2056-09-01 5.500 5.500 1000.00 962.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 31427UPP2 2056-09-01 5.500 5.500 6238896.00 6017680.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 31427UR70 2056-02-01 5.500 5.500 1000.00 965.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142GQAK8 2053-10-01 6.500 6.500 1008.00 697.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142GQBS0 2053-10-01 4.500 4.500 1003.00 831.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142GQP89 2053-11-01 6.000 6.000 1000.00 960.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142GRE48 2054-03-01 5.000 5.000 1000.00 784.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142GRMT4 2054-04-01 6.000 6.000 1024.00 688.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142GRU40 2054-05-01 5.500 5.500 5489920.00 3519534.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142GRVK3 2054-05-01 5.500 5.500 1120.00 823.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142GS6Y9 2054-10-01 6.500 6.500 1024.00 712.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142GSB72 2054-06-01 6.500 6.500 1000.00 539.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142GSE79 2054-07-01 5.500 5.500 17990.00 13630.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142GT3L8 2055-02-01 5.500 5.500 1024.00 799.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142GTE44 2054-11-01 5.000 5.000 1024.00 836.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142GTG59 2054-12-01 6.000 6.000 1024.00 780.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142GTGT7 2054-12-01 5.500 5.500 1024.00 834.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142GU2E2 2055-06-01 5.500 5.500 1024.00 946.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142GUDY6 2055-03-01 5.500 5.500 1040.00 908.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142GUMY6 2055-04-01 6.500 6.500 1042.00 842.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142GUX65 2055-06-01 5.500 5.500 1024.00 903.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142GVFT3 2055-08-01 5.000 5.000 1008.00 875.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142GVLJ8 2055-09-01 5.500 5.500 2016.00 1805.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142GVLR0 2055-09-01 5.500 5.500 1000.00 902.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142GVT92 2055-10-01 5.000 5.000 1024.00 877.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142GVY96 2055-11-01 5.500 5.500 1280.00 1159.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142GWLP2 2056-01-01 5.000 5.000 1000.00 891.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142GWUX5 2056-03-01 5.000 5.000 2024.00 1834.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142GWX20 2056-03-01 6.000 6.000 1000.00 981.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142GX3Y1 2056-08-01 6.000 6.000 1024.00 1010.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142GX6E2 2056-08-01 5.000 5.000 1024.00 957.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142GX6Q5 2056-08-01 5.000 5.000 1000.00 931.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142GX7G6 2056-08-01 6.000 6.000 1024.00 1010.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142GXEQ6 2056-04-01 5.000 5.000 1000.00 928.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142GXKA4 2056-05-01 5.000 5.000 1024.00 937.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142GXKE6 2056-05-01 6.000 6.000 1000.00 951.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142GXKK2 2056-05-01 6.000 6.000 1008.00 978.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142GXW60 2056-05-01 5.000 5.000 1008.00 914.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142GXWD5 2056-06-01 5.000 5.000 1120.00 982.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142GXYJ0 2056-05-01 5.500 5.500 1000.00 922.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142GYHA6 2056-06-01 5.000 5.000 1008.00 906.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142GYJS5 2056-09-01 6.000 6.000 2800752.00 2770480.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142GYNC5 2056-09-01 5.500 5.500 814336.00 782394.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142GYNT8 2056-09-01 5.500 5.500 1024.00 987.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142J6AN3 2055-06-01 5.000 5.000 1000.00 844.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142J6DH3 2056-03-01 5.500 5.500 2000.00 1772.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3142J6DV2 2056-05-01 3.500 3.500 9094.00 7615.81 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618VMJC8 2056-06-20 6.000 6.000 946588.00 945114.02 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618VMZ71 2056-04-20 6.000 6.000 1000.00 1006.11 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618VMZZ9 2056-04-20 6.000 6.000 1001.00 1004.61 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618VNPS4 2061-09-15 5.840 5.840 1000.00 1005.19 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618VNPT2 2061-09-15 5.840 5.840 1000.00 1005.19 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618VNPU9 2061-09-15 5.840 5.840 2000.00 2010.37 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618VNPW5 2061-09-15 5.840 5.840 6346680.00 6379603.05 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618VNW72 2056-06-20 6.000 6.000 1000.00 1008.27 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618VPY42 2056-06-20 6.000 6.000 1000.00 1002.52 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618VPZX7 2056-06-20 6.000 6.000 1507185.00 1518216.38 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618VQXT6 2056-07-20 6.000 6.000 3000.00 2994.87 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618VRDE9 2056-07-20 6.000 6.000 1001.00 1008.08 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618VTWP9 2056-06-20 5.000 5.000 1000.00 922.33 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618VTXE3 2056-06-20 5.500 5.500 10124580.00 9792899.27 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618VTZU5 2056-07-20 6.000 6.000 1000.00 998.04 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618VUU29 2056-06-20 6.000 6.000 1000.00 994.72 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618VUUL7 2056-06-20 6.000 6.000 1102667.00 1095987.60 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618VVS95 2056-06-20 5.500 5.500 1334852.00 1287260.27 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618VVYZ0 2056-07-20 5.500 5.500 1000.00 974.21 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618VVZT3 2056-07-20 6.000 6.000 6091368.00 6110733.20 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618VVZW6 2056-07-20 5.500 5.500 2000.00 1936.59 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618VVZX4 2056-07-20 5.500 5.500 1000.00 968.44 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618VWM40 2056-07-20 5.500 5.500 13480208.00 12893674.84 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618VWU58 2056-09-20 6.000 6.000 1293086.00 1307456.50 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618VWVA6 2056-09-20 6.500 6.500 1001371.00 1029765.99 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618VWXJ5 2056-06-20 5.500 5.500 1000.00 939.46 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618VWXL0 2056-06-20 5.500 5.500 9416960.00 9091777.94 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618VWYU9 2056-06-20 5.500 5.500 1000.00 964.87 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618VYR33 2056-08-20 6.000 6.000 1000.00 993.25 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618VYR41 2056-07-20 6.000 6.000 3646728.00 3597866.13 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618W0GK0 2056-07-20 5.500 5.500 6000.00 5856.99 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618W1G36 2061-06-15 5.130 5.130 440000.00 423081.65 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618W2NR3 2056-06-20 6.000 6.000 1818916.00 1795771.85 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618W3NK6 2056-07-20 6.000 6.000 1000.00 992.47 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618W3SR6 2056-07-20 6.000 6.000 1000.00 1000.33 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618W3T20 2056-08-20 6.000 6.000 1000.00 985.49 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618W54E6 2056-08-20 6.000 6.000 16645520.00 16696334.96 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618W56H7 2056-07-20 6.000 6.000 2000.00 1994.06 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618W5EB1 2056-07-20 6.000 6.000 3566490.00 3561961.56 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618W5LR8 2056-07-20 5.500 5.500 10351280.00 10067227.62 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618W5LT4 2056-07-20 6.000 6.000 1000.00 985.54 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618W5NH8 2056-07-20 5.500 5.500 1000.00 967.03 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618W5XG9 2056-07-20 6.000 6.000 12879968.00 12985877.30 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618W6CR6 2056-07-20 6.000 6.000 1045410.00 1054415.50 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618W6CT2 2056-07-20 6.000 6.000 1000.00 1009.35 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618W8AQ6 2056-07-20 5.500 5.500 6099264.00 5931612.23 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618W9LM1 2056-09-20 6.500 6.500 2541641.00 2668187.05 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618W9ME8 2056-09-20 6.000 6.000 10413920.00 10386014.16 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618WBH41 2056-09-20 6.000 6.000 3976208.00 3973441.88 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618WBH58 2056-09-20 6.000 6.000 2830952.00 2828982.60 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618WCQH0 2056-07-20 5.500 5.500 6918696.00 6727656.89 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618WCQJ6 2056-07-20 5.500 5.500 5686338.00 5607376.56 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618WDSF0 2056-09-20 6.000 6.000 4399166.00 4463100.54 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618WDSH6 2056-09-20 6.000 6.000 4394735.00 4446299.89 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618WDSJ2 2056-09-20 6.000 6.000 2008.00 2031.75 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618WDSL7 2056-09-20 6.500 6.500 2721399.00 2828970.76 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618WDSM5 2056-09-20 6.500 6.500 3601580.00 3743850.01 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618WDV66 2056-09-20 6.000 6.000 1004.00 1009.22 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618WEGQ7 2056-09-20 6.000 6.000 1001.00 1006.68 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618WEGR5 2056-09-20 6.000 6.000 3376997.00 3394565.26 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618WEGS3 2056-09-20 6.000 6.000 1000.00 1004.27 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618WEGV6 2056-09-20 6.000 6.000 1000.00 999.29 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618WEGX2 2056-09-20 6.000 6.000 5115008.00 5103838.53 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618WEGZ7 2056-09-20 6.500 6.500 2566347.00 2623125.15 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 36179TXW0 2048-05-20 4.500 4.500 614480.00 39238.49 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 36179V7D6 2051-02-20 2.000 2.000 24458028.00 10654782.09 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 36179VSJ0 2050-08-20 3.500 3.500 1086.00 253.08 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 36179WQB7 2051-10-20 3.000 3.000 30652370.00 15301901.49 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 36179WTY4 2051-12-20 2.500 2.500 8135104.00 4340845.92 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 36179WXH6 2052-02-20 2.000 2.000 1056.00 568.46 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 36179Y5K6 2054-08-20 5.000 5.000 19915500.00 15600228.10 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 36179YAS3 2053-07-20 5.500 5.500 1000.00 609.99 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618B0HN6 2058-06-15 5.130 5.130 2000.00 1892.08 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618JVPB7 2061-03-15 4.980 4.980 335050.00 314782.22 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618ME6U0 2056-01-20 7.000 7.000 5023312.00 5273232.99 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618MHVB7 2056-02-20 6.500 6.500 1000.00 1015.45 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618MJHM5 2056-01-20 5.500 5.500 2010236.00 1969423.56 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618ML2S3 2056-03-20 5.500 5.500 10802832.00 10413660.94 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618MX5V7 2056-07-20 6.000 6.000 15205810.00 15162636.49 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618MXZC6 2056-06-20 5.500 5.500 12426736.00 12117807.43 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618N2FG6 2056-04-20 5.000 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Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618N5TN9 2055-06-20 5.500 5.500 1024.00 819.94 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618N5VN6 2047-07-20 4.000 4.000 18202944.00 15351060.15 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618N5VR7 2055-09-20 5.500 5.500 32586536.00 27059122.17 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618N5ZK8 2055-11-20 5.000 5.000 1000.00 896.89 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618N6BE6 2056-02-20 5.000 5.000 24998000.00 22921167.99 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618N6DA2 2056-03-20 5.000 5.000 22808400.00 20915931.70 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618N6FJ1 2056-04-20 4.000 4.000 1000.00 856.83 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618N6HS9 2047-08-20 4.000 4.000 1120.00 959.97 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618N6HV2 2056-05-20 5.500 5.500 1014.00 963.12 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618N6K71 2056-06-20 5.500 5.500 1000.00 953.13 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618N6RH2 2041-09-20 5.000 5.000 2205728.00 2144359.75 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618N6SB4 2056-09-20 5.500 5.500 1024.00 984.53 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618N6SC2 2056-09-20 6.000 6.000 63436800.00 62769656.30 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618N6SP3 2056-07-20 4.500 4.500 20000000.00 19393080.00 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618V1EP0 2055-12-20 7.000 7.000 5013711.00 5253008.22 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618V1RC5 2056-01-20 5.500 5.500 1000.00 927.03 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618V3J30 2061-04-15 4.920 4.920 180000.00 167693.65 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618V4F32 2061-04-15 5.160 5.160 1000.00 972.07 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618V4F40 2061-05-15 4.457 4.457 242699.00 221944.70 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618V5AT7 2061-10-15 5.300 5.300 1000.00 977.84 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618V8V43 2056-03-20 5.000 5.000 2000.00 1871.13 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618V93P5 2056-05-20 5.500 5.500 6990368.00 6854876.78 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618V9L91 2056-05-20 5.000 5.000 1000.00 937.13 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618VAFF1 2056-04-20 5.000 5.000 1000.00 932.35 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618VBG50 2061-05-15 5.420 5.420 552332.00 539515.19 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618VBHD2 2061-07-15 4.650 4.650 1000.00 923.70 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618VBUJ4 2056-03-20 5.500 5.500 1000.00 981.13 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618VC7L3 2056-03-20 5.500 5.500 16053540.00 15233409.38 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618VCNV3 2056-05-20 5.000 5.000 1000.00 938.28 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618VCRU1 2056-05-20 5.000 5.000 2433388.00 2283847.14 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618VD5A7 2056-04-20 5.000 5.000 6004.00 5620.20 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618VFT73 2056-05-20 5.000 5.000 2499516.00 2343412.04 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618VFT81 2056-05-20 5.000 5.000 1736259.00 1627737.03 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618VGL46 2061-07-15 4.830 4.830 1000.00 944.73 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618VHHE7 2056-06-20 6.500 6.500 2000.00 2039.04 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618VHWU4 2056-06-20 5.500 5.500 549433.00 533917.48 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618VKAR8 2056-07-20 6.000 6.000 2000.00 1994.73 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618VKCD7 2056-07-20 6.000 6.000 1000.00 996.02 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618VL5E1 2056-07-20 5.500 5.500 1000.00 985.53 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618VL5G6 2056-07-20 5.500 5.500 1261570.00 1229924.18 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618VL5H4 2056-07-20 5.500 5.500 1000.00 986.24 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618VM7C1 2056-06-20 5.500 5.500 1008.00 974.94 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3622ABAM4 2051-06-20 3.500 3.500 64698080.00 29533166.55 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3622ABAX0 2051-06-20 3.000 3.000 1000.00 563.34 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3622ABB68 2051-07-20 3.000 3.000 1024.00 481.23 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3622ABBC5 2051-06-20 3.000 3.000 27110752.00 13196040.61 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3622ABCU4 2051-08-20 3.000 3.000 96837504.00 55361460.35 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3622ABD74 2051-07-20 3.000 3.000 23833536.00 10103053.17 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3622ABDS8 2051-08-20 3.500 3.500 1024.00 605.56 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3622ABGC0 2051-10-20 3.000 3.000 49995000.00 26138351.40 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3622ABHG0 2051-10-20 3.000 3.000 1000.00 526.05 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3622ABHH8 2051-11-20 3.500 3.500 49246071.00 31642643.20 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3622ABJ60 2051-11-20 3.000 3.000 49994600.00 30548756.19 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3622ABVT6 2049-12-20 4.500 4.500 1008.00 544.39 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3622ABYH9 2044-12-20 4.000 4.000 50244720.00 28238168.58 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3622ACYJ3 2050-05-20 3.000 3.000 10569129.00 6451453.37 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3622AEGM2 2056-01-20 6.000 6.000 2816.00 2456.41 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3622AEGR1 2056-01-20 5.000 5.000 1036.00 951.34 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3622AEMG8 2056-02-20 5.500 5.500 829660.00 638518.47 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3622AERN8 2056-06-20 5.000 5.000 1024.00 951.76 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3622AERP3 2056-06-20 5.000 5.000 1000.00 930.19 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3622AESN7 2056-07-20 5.000 5.000 1008.00 938.39 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3622AEUC8 2056-07-20 5.500 5.500 8603409.00 8131348.62 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3622AEUM6 2056-07-20 5.500 5.500 7790604.00 7549989.51 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 36241KWW4 2032-03-15 7.500 7.500 1000.00 23.59 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 36241LXG6 2041-08-15 4.000 4.000 3000.00 161.26 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381UF49 2055-09-20 4.747 4.747 1075000.00 918165.21 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38385MZX7 2051-10-20 5.500 5.500 15909090.00 2881894.51 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38385NZP2 2055-09-20 6.000 6.000 11916666.00 511187.88 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38385XPJ5 2056-08-20 1.752 1.752 33853000.00 1102133.07 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38385XTA0 2056-08-20 1.802 1.802 79450000.00 2397842.38 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38385YRA0 2055-02-20 1.602 1.602 150000000.00 4191607.08 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 9128284N7 2028-05-15 2.875 2.875 499644300.00 489814422.95 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912828Z78 2027-01-31 1.500 1.500 30100.00 29896.42 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912828ZQ6 2030-05-15 0.625 0.625 500.00 428.95 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CAU5 2027-10-31 0.500 0.500 1032000.00 988853.94 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CCS8 2031-08-15 1.250 1.250 96191200.00 80592402.15 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CCV1 2028-08-31 1.125 1.125 411000.00 383419.15 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CEF4 2027-03-31 2.500 2.500 150000.00 148652.40 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CEM9 2029-04-30 2.875 2.875 64401000.00 61936639.38 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CEN7 2027-04-30 2.750 2.750 9768000.00 9787960.16 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CEP2 2032-05-15 2.875 2.875 116708100.00 105310532.84 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CES6 2029-05-31 2.750 2.750 10141700.00 9677450.16 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CEV9 2029-06-30 3.250 3.250 5474000.00 5277981.53 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CGB1 2029-12-31 3.875 3.875 41000.00 40003.76 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CGJ4 2030-01-31 3.500 3.500 46727600.00 44837684.95 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CGZ8 2030-04-30 3.500 3.500 130597500.00 126013740.68 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CHW4 2030-08-31 4.125 4.125 32405000.00 31463910.46 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CHZ7 2030-09-30 4.625 4.625 67355100.00 66336690.89 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CJG7 2030-10-31 4.875 4.875 41200.00 41775.91 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CJJ1 2033-11-15 4.500 4.500 10527500.00 10288294.14 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CJN2 2028-11-30 4.375 4.375 60121900.00 60327777.43 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CJQ5 2030-12-31 3.750 3.750 512000.00 491461.12 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CKD2 2029-02-28 4.250 4.250 25400.00 25093.37 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CKN0 2031-04-30 4.625 4.625 35478100.00 35533763.02 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CKP5 2029-04-30 4.625 4.625 212469600.00 214857108.19 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CKQ3 2034-05-15 4.375 4.375 11497900.00 11099569.63 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CKU4 2031-05-31 4.625 4.625 3000000.00 2991065.00 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CKW0 2031-06-30 4.250 4.250 373293200.00 364429352.97 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CLC3 2029-07-31 4.000 4.000 28465400.00 27922577.20 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CLD1 2031-07-31 4.125 4.125 13743000.00 13284638.46 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CLL3 2027-09-15 3.375 3.375 15964500.00 15800999.26 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CLM1 2031-09-30 3.625 3.625 21297800.00 19946667.57 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CLW9 2034-11-15 4.250 4.250 101547300.00 96719487.49 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CLX7 2027-11-15 4.125 4.125 561500.00 566676.33 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CLZ2 2031-11-30 4.125 4.125 77004900.00 74737105.70 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618WEN22 2056-08-20 6.000 6.000 3000.00 2998.24 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618WEN48 2056-08-20 6.500 6.500 9361010.00 9443005.92 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618WENZ9 2056-08-20 5.500 5.500 1011.00 968.76 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618WEWA4 2056-08-20 6.000 6.000 3165000.00 3122707.86 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618WEYK0 2056-08-20 6.000 6.000 1000.00 1001.39 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618WEZA1 2056-08-20 5.500 5.500 7651297.00 7558987.24 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618WFBL0 2056-09-20 6.000 6.000 1008.00 1012.30 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618WFKZ9 2056-08-20 6.500 6.500 2056000.00 2164958.61 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618WFNN3 2056-09-20 6.000 6.000 1243190.00 1267059.66 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618WFRK5 2056-09-20 6.000 6.000 1001.00 1020.22 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618WH3T8 2056-09-20 6.000 6.000 1000.00 1005.20 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618WHDH3 2056-09-20 5.500 5.500 1040710.00 1013966.41 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618WHLM3 2056-09-20 6.000 6.000 11237664.00 11108974.01 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618WHS20 2056-08-20 6.000 6.000 1001.00 996.40 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618WJNL9 2056-09-20 6.000 6.000 1000.00 1021.63 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618WLBN3 2056-09-20 5.500 5.500 1000.00 974.04 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618WLN59 2056-09-20 6.000 6.000 8391984.00 8477719.30 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618WLP65 2056-09-20 6.000 6.000 1000.00 1004.27 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618WLQX5 2056-09-20 5.500 5.500 5502264.00 5349502.20 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618WLR89 2056-09-20 5.500 5.500 1000.00 974.19 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618WLSC9 2056-09-20 5.500 5.500 2000.00 1945.59 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618WLSE5 2056-09-20 6.000 6.000 9925428.00 9967802.96 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618WLYE8 2056-09-20 6.000 6.000 1000.00 988.27 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618WM6D9 2056-09-20 5.500 5.500 2012.00 1952.27 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618WM7D8 2056-09-20 5.500 5.500 1608150.00 1590414.61 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618WMC26 2056-09-20 6.500 6.500 1000.00 1050.68 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618WMCN0 2056-09-20 6.000 6.000 2052310.00 2083965.51 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618WMGA4 2061-09-15 5.730 5.730 11143000.00 11150998.81 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618WRA68 2053-09-20 6.000 6.000 1002.00 995.44 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618WRC25 2056-09-20 6.000 6.000 1007.00 1015.79 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618WRC33 2056-09-20 6.000 6.000 2913249.00 2969166.87 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618WSLK3 2056-09-20 6.000 6.000 1000.00 1014.22 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618WST90 2066-09-20 6.500 6.500 15914880.00 16068667.25 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618WUN26 2056-09-20 6.000 6.000 5145800.00 5190714.26 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618WUPN8 2056-09-20 5.500 5.500 3909220.00 3866126.93 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 36194TQH2 2046-07-20 3.500 3.500 1000.00 87.28 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 36197F4R1 2047-11-20 4.500 4.500 1004.00 182.60 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 36202E7F0 2039-07-20 4.000 4.000 1000.00 33.03 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 36202FSF4 2041-04-20 5.000 5.000 1002.00 27.28 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 36202FVG8 2041-07-20 4.500 4.500 1007.00 36.73 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3622A2SU7 2046-02-20 3.500 3.500 358295547.00 29930950.70 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3622AA3N2 2051-03-20 3.000 3.000 33023491.00 14310780.66 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3622AA7F5 2051-05-20 3.500 3.500 82465664.00 32891676.02 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3622AAN83 2049-10-20 3.500 3.500 1032.00 172.36 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3622AAR30 2050-08-20 3.500 3.500 32486272.00 10341713.53 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3622AARJ5 2047-01-20 4.000 4.000 1026.00 281.62 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3622AASD7 2049-09-20 3.500 3.500 184603393.00 29407348.69 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3622AASH8 2049-02-20 4.000 4.000 149187517.00 25688804.51 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3622AATR5 2050-10-20 3.000 3.000 36317952.00 15368746.16 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3622AAUT9 2050-11-20 4.000 4.000 1024.00 312.22 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3622AAUW2 2050-11-20 3.500 3.500 59384928.00 12450321.61 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3622AAVT8 2050-12-20 3.000 3.000 1000.00 394.27 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3622AAWB6 2050-12-20 3.500 3.500 1000.00 431.47 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3622AAWD2 2050-12-20 3.500 3.500 1024.00 324.54 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3622AAWG5 2050-11-20 3.500 3.500 1039.00 342.80 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3622AAWJ9 2050-11-20 4.000 4.000 1000.00 333.93 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3622AAWR1 2051-01-20 3.000 3.000 5165664.00 3337086.93 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3622AAWS9 2051-01-20 3.000 3.000 1024.00 453.00 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3622AAWY6 2051-01-20 3.500 3.500 1024.00 385.69 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3622AAXJ8 2050-06-20 4.500 4.500 1280.00 341.58 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3622AB2N1 2052-08-20 5.000 5.000 1040.00 747.69 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3622AB2Y7 2052-08-20 5.000 5.000 2048.00 1288.00 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3622AB4K5 2052-08-20 5.500 5.500 1441152.00 1042197.59 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3622AB6V9 2052-09-20 5.500 5.500 2048.00 1827.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 31329LE81 2027-11-01 3.000 3.000 1000.00 7.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 31329NEB0 2046-03-01 3.000 3.000 1000.00 105.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 31329Q2F7 2029-04-01 4.500 4.500 1000.00 56.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3132A4GH5 2043-08-01 3.500 3.500 1000.00 108.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3132A5ET8 2046-01-01 3.000 3.000 14854592.00 1910645.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3132A7LQ2 2027-08-01 3.000 3.000 1997.00 5.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3132A8NH8 2031-12-01 3.000 3.000 1000.00 118.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3132A9RX7 2031-03-01 3.000 3.000 1000.00 71.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3132AAG65 2036-09-01 3.000 3.000 1000.00 210.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3132ABC42 2047-04-01 4.000 4.000 1024.00 208.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3132CW5X8 2037-12-01 5.000 5.000 90997.00 44887.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3132CWKU7 2035-02-01 2.500 2.500 255208.00 60061.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3132CYDJ6 2041-05-01 5.500 5.500 7824.00 7371.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3132D57G1 2036-02-01 1.000 1.000 1024.00 443.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3132D6A91 2036-12-01 2.000 2.000 586000.00 280123.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3132D6CP3 2037-09-01 4.000 4.000 739329.00 336433.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3132D6CV0 2037-10-01 4.000 4.000 1000.00 478.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3132D6E97 2038-10-01 5.000 5.000 75997.00 34957.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3132D6N55 2036-05-01 2.000 2.000 14135008.00 5964954.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3132D9QC1 2042-09-01 2.500 2.500 1000.00 667.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3132DM2M6 2051-12-01 2.500 2.500 1000.00 516.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3132DMUR4 2050-09-01 3.000 3.000 1000.00 437.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3132DNEN9 2052-06-01 3.000 3.000 13413000.00 7647421.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3132DNJ61 2051-10-01 3.000 3.000 1020.00 610.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3132DNST1 2052-08-01 4.000 4.000 1000.00 614.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3132DNVK6 2052-08-01 4.500 4.500 1000.00 682.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3132DPAT5 2052-10-01 4.000 4.000 1000.00 623.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3132DPDD7 2052-06-01 3.500 3.500 1000.00 647.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3132DPN38 2053-01-01 5.500 5.500 95323.00 58257.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3132DQ4C7 2053-05-01 4.500 4.500 1030.00 709.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3132DQ6Z4 2053-08-01 5.000 5.000 1000.00 669.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3132DQXP6 2053-07-01 5.500 5.500 1000.00 713.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3132DSWG3 2050-11-01 3.000 3.000 1000.00 666.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3132DUJP3 2054-10-01 5.500 5.500 1000.00 893.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3132DULA3 2054-10-01 6.000 6.000 1019.00 787.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3132DV5X9 2050-05-01 3.000 3.000 101982.00 21861.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3132DVMA0 2052-03-01 3.000 3.000 1000.00 562.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3132DWA60 2051-02-01 2.500 2.500 1000.00 410.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3132DWAD5 2050-11-01 1.500 1.500 1000.00 477.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3132DWDF7 2052-03-01 3.500 3.500 44001.00 24895.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3132DWEG4 2052-08-01 3.000 3.000 1000.00 626.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3132DWEH2 2052-08-01 3.500 3.500 1000.00 654.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3132DWEP4 2052-09-01 3.000 3.000 1000.00 637.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3132DWF40 2053-01-01 4.500 4.500 12831000.00 9144736.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3132DWF65 2053-01-01 5.500 5.500 1015.00 641.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3132DWGH0 2053-02-01 5.500 5.500 2008.00 1225.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3132DWHZ9 2053-08-01 5.000 5.000 1000.00 721.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3132DWN25 2055-02-01 7.000 7.000 1024.00 488.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3132DWN66 2055-03-01 4.500 4.500 1000.00 825.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3132E0A93 2052-07-01 2.500 2.500 1000.00 667.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3132H3QF3 2042-06-01 4.000 4.000 1005.00 106.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3133A7UC1 2050-07-01 3.000 3.000 1000.00 384.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3133A94U6 2050-09-01 2.000 2.000 1000.00 461.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3133AJVB6 2051-03-01 4.000 4.000 1068798.00 240042.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3133ARVM4 2051-09-01 3.500 3.500 1001.00 414.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3133AYLH1 2051-11-01 2.500 2.500 1008.00 557.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3133B24J5 2052-01-01 3.000 3.000 1008.00 624.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3133BBGT0 2052-05-01 3.500 3.500 1024.00 567.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3133BNAZ6 2052-09-01 5.500 5.500 1000.00 546.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3133BR3M4 2052-12-01 6.000 6.000 1000.00 492.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3133BTS35 2053-01-01 2.500 2.500 1000.00 463.69 Agency 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4.375 4.375 3000000.00 2955518.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3128M5B33 2037-08-01 5.500 5.500 1000.00 11.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3128MJXY1 2046-02-01 4.000 4.000 1078000.00 89223.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3128MJZB9 2046-12-01 3.000 3.000 268999.00 41274.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 312935H85 2039-09-01 4.500 4.500 1000.00 24.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3130G02R4 2056-08-01 5.500 5.500 1993.00 1909.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3130G03S1 2056-07-01 5.500 5.500 1000.00 964.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3130G0FS8 2056-07-01 6.000 6.000 1000.00 988.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3130G0H31 2056-08-01 5.500 5.500 1840100.00 1776542.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3130G0W26 2056-08-01 5.500 5.500 1000.00 962.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3130G1JB9 2056-08-01 5.000 5.000 2632879.00 2455646.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3130G1JQ6 2056-08-01 5.500 5.500 6095786.00 5862144.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3130G1R87 2056-08-01 5.000 5.000 1000.00 930.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3130G2AW0 2056-08-01 5.500 5.500 1000.00 962.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3130G3WT1 2056-08-01 5.500 5.500 1000.00 957.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3130G4JV9 2056-09-01 5.500 5.500 1002.00 965.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3130G4JZ0 2056-08-01 5.500 5.500 1662104.00 1597302.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3130G4KE5 2056-09-01 5.500 5.500 1000.00 971.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3130G4PX8 2056-09-01 5.500 5.500 1553533.00 1504903.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3130G4WN2 2056-09-01 5.000 5.000 1054190.00 990714.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3130G54A8 2056-09-01 6.000 6.000 1000.00 988.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3130G5GT4 2056-09-01 6.000 6.000 6582872.00 6533601.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3130G66W6 2056-10-01 6.000 6.000 1007.00 995.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3130G6JW2 2056-10-01 6.000 6.000 1002.00 997.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3130G6P88 2056-10-01 5.000 5.000 1000.00 940.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3130G6U25 2056-10-01 6.000 6.000 1000.00 990.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3130G6UA7 2056-10-01 6.000 6.000 1000.00 989.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3130G6UP4 2056-10-01 6.000 6.000 1000.00 990.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3130G6YC9 2056-09-01 6.000 6.000 1000.00 995.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3131WQQD2 2040-09-01 4.000 4.000 1005.00 51.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3131XA2A8 2030-01-01 3.000 3.000 2299000.00 110632.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3131XBHK8 2030-06-01 3.000 3.000 2000.00 125.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3131XDEW1 2033-01-01 3.000 3.000 1000.00 105.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3131XEC76 2033-12-01 4.500 4.500 1657227.00 203986.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3131XFFH8 2036-04-01 3.000 3.000 8029440.00 1387079.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3131XG6J2 2041-08-01 4.500 4.500 1003.00 31.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3131XGQF8 2041-05-01 4.500 4.500 1000.00 20.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3131XJU59 2042-07-01 3.500 3.500 1000.00 224.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3131XPY44 2044-04-01 4.000 4.000 1000.00 140.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3131XQMT0 2044-09-01 4.000 4.000 1397000.00 136186.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3131XR6S8 2045-07-01 3.000 3.000 1000.00 129.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3131XU4D6 2046-09-01 3.500 3.500 3008990.00 241500.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3131XUGC5 2046-05-01 3.000 3.000 1000.00 121.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3131Y6LX5 2033-01-01 3.500 3.500 1498000.00 96657.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3131YAQ45 2049-03-01 4.000 4.000 12960400.00 2733518.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 31329JQ59 2044-10-01 4.000 4.000 1000.00 59.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 31329KUG7 2035-06-01 3.000 3.000 1698000.00 160359.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 31329KUQ5 2035-09-01 3.500 3.500 1000.00 99.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 31329KXR0 2038-01-01 3.000 3.000 1085074.00 137626.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 31329LE32 2027-09-01 3.000 3.000 5279999.00 33137.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3138WKSH9 2032-04-01 3.500 3.500 998000.00 67286.99 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3138X3EU2 2043-08-01 3.500 3.500 1000.00 95.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3138XSAZ0 2054-02-01 4.000 4.000 1000.00 232.80 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3138Y2XM0 2034-08-01 3.000 3.000 1000.00 61.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 31401CVP5 2033-06-01 5.500 5.500 9999000.00 102631.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 31403DAZ2 2034-03-01 6.000 6.000 7482511.00 39329.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140A4WC1 2053-12-01 6.500 6.500 1000.00 354.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140A7DU5 2054-02-01 5.500 5.500 1000.00 935.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140AFZT6 2054-08-01 6.500 6.500 1000.00 556.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140AGPP3 2054-06-01 7.500 7.500 1001.00 197.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140AJ5K0 2054-07-01 7.000 7.000 1000.00 593.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140APJ47 2039-10-01 4.500 4.500 1247986.00 489218.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140AQN24 2054-09-01 6.000 6.000 1150214.00 886181.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140ARPG9 2054-10-01 7.500 7.500 1001.00 646.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140AXA49 2055-02-01 5.500 5.500 1000.00 595.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140B12P0 2055-02-01 6.500 6.500 1000.00 850.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140B2YR9 2055-02-01 6.500 6.500 1000.00 508.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140B6CB9 2055-02-01 6.500 6.500 1001.00 500.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140B9R50 2055-05-01 5.500 5.500 7241761.00 6600668.34 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140BEUD8 2055-06-01 5.500 5.500 1000.00 851.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140BGD75 2055-06-01 6.000 6.000 463353.00 457277.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140BRAR0 2055-11-01 6.500 6.500 1000.00 831.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140BS6H5 2055-11-01 6.000 6.000 1483933.00 1465772.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140BWQD3 2040-11-01 6.000 6.000 2253097.00 1801532.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140BYE75 2055-11-01 6.000 6.000 1000.00 1000.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140F8E45 2036-05-01 3.500 3.500 1000.00 109.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140FHJY4 2046-11-01 4.500 4.500 1000.00 234.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140FXCQ3 2056-04-01 4.000 4.000 1000.00 221.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140FXGM8 2047-02-01 3.000 3.000 486324.00 103709.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140FXU83 2062-03-01 5.000 5.000 1000.00 609.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140FXWL2 2062-06-01 4.500 4.500 1024.00 631.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140GSRP9 2047-10-01 5.000 5.000 12120000.00 520775.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140J74X0 2031-01-01 3.000 3.000 1000.00 32.42 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140J8LH4 2038-03-01 4.000 4.000 1024.00 244.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140JHEV1 2048-10-01 5.000 5.000 1000.00 73.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140M5ZY4 2053-12-01 5.500 5.500 1001.00 543.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140M6ZV8 2054-12-01 5.000 5.000 11880377.00 8880667.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140MTRP0 2052-08-01 5.000 5.000 3974028.00 3441530.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140MWBU9 2056-07-01 5.500 5.500 1001.00 968.29 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140N8Y77 2053-04-01 5.000 5.000 12301000.00 9027108.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140N9MU7 2053-01-01 6.500 6.500 757596.00 542897.81 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140NBQE4 2053-03-01 5.000 5.000 1000.00 689.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140NG3V0 2053-04-01 6.000 6.000 2579852.00 2198918.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140NLSV2 2053-07-01 5.000 5.000 1000.00 684.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140NMN37 2053-07-01 4.500 4.500 1000.00 834.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140NTAD4 2053-11-01 7.000 7.000 1000.00 910.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140NY6H9 2035-07-01 4.820 4.820 6800000.00 6503076.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140NYMJ7 2035-05-01 4.840 4.840 6330000.00 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Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140QAJ84 2039-01-01 4.500 4.500 1000.00 194.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140QBB56 2049-06-01 3.500 3.500 1008.00 335.39 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140QBCR7 2049-06-01 4.500 4.500 1000.00 204.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140QBJL3 2049-07-01 3.500 3.500 1000.00 100.81 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140QBM47 2049-08-01 4.500 4.500 121000.00 28561.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140QC6F8 2050-03-01 4.000 4.000 1001.00 222.85 Agency 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Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140UXTP0 2056-09-01 5.500 5.500 1000.00 966.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140UXTS4 2056-10-01 5.500 5.500 1000.00 962.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140UY4B6 2056-09-01 5.500 5.500 1120324.00 1077566.34 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140UY7A5 2056-10-01 6.000 6.000 2532468.00 2500055.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140UYB77 2056-09-01 5.500 5.500 11258400.00 10826590.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140UYFL2 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Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140XNMP6 2053-12-01 5.000 5.000 1000.00 749.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140XNZ49 2052-06-01 3.000 3.000 1000.00 693.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140XQEQ6 2054-06-01 6.000 6.000 1024.00 724.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140QK6F0 2051-06-01 3.500 3.500 1024.00 460.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140QLFM3 2041-07-01 2.000 2.000 5077.00 2787.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140QMKM5 2051-11-01 3.000 3.000 1000.00 600.65 Agency 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Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140QRX24 2053-04-01 6.000 6.000 1000.00 549.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140QSFX4 2053-06-01 5.500 5.500 13310720.00 10536429.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140QSPN5 2053-07-01 5.000 5.000 997999.00 742381.99 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140QSQM6 2053-07-01 6.000 6.000 1000.00 699.70 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140QT2B4 2054-02-01 5.000 5.000 1000.00 787.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140QTQD4 2053-12-01 6.500 6.500 1024.00 610.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140QUNB8 2054-05-01 5.500 5.500 1000.00 801.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140QUQD1 2054-05-01 6.500 6.500 1024.00 709.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140QUUX2 2054-06-01 6.000 6.000 1120.00 821.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140QUXT8 2054-04-01 5.500 5.500 1000.00 661.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140QVEK6 2054-09-01 5.500 5.500 1024.00 824.60 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140QVQY3 2054-11-01 5.000 5.000 7574700.00 6056276.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140QVRM8 2054-11-01 5.500 5.500 1024.00 910.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140QVVC5 2054-12-01 5.000 5.000 1000.00 866.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140QVWD2 2054-12-01 5.000 5.000 1000.00 810.22 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140QWCZ3 2055-02-01 6.000 6.000 1000.00 818.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140U1E92 2056-01-01 5.500 5.500 1000.00 952.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140U3EV9 2056-01-01 5.000 5.000 1000.00 758.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140U3JL6 2056-01-01 5.500 5.500 1000.00 948.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140U3WN7 2056-01-01 5.500 5.500 1859666.00 1804621.60 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140U7YB2 2056-04-01 4.500 4.500 1000.00 898.21 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140U7ZP0 2056-04-01 5.000 5.000 1000.00 928.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140U8TA8 2056-03-01 5.000 5.000 1008.00 916.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140U9PM4 2056-04-01 5.000 5.000 1000.00 875.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140UAR98 2056-04-01 5.500 5.500 1008.00 965.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140UBEQ2 2056-04-01 5.500 5.500 1000.00 960.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140UC5P2 2056-06-01 5.500 5.500 1000.00 893.38 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140UD5K1 2056-05-01 5.000 5.000 1000.00 932.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140UDT74 2056-05-01 5.500 5.500 1000.00 961.99 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140UF3N2 2056-06-01 5.000 5.000 1000.00 932.35 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140UFPJ7 2056-06-01 5.000 5.000 1001.00 930.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140UGMP4 2056-06-01 5.500 5.500 1001.00 962.37 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140UJDF0 2056-09-01 5.500 5.500 1000.00 967.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140UKQY2 2056-07-01 5.500 5.500 1000.00 973.37 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140UM3T4 2056-07-01 5.000 5.000 1000.00 934.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140UNK89 2056-08-01 5.500 5.500 1387087.00 1338822.35 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140UNNF0 2056-10-01 6.000 6.000 4453.00 4438.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140UT2S2 2056-08-01 5.500 5.500 1000.00 963.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140UTN42 2056-08-01 5.000 5.000 1000.00 938.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140UTU36 2056-09-01 5.000 5.000 1001.00 935.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140UTWW0 2056-07-01 5.000 5.000 1000.00 933.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140UUAK7 2056-08-01 5.500 5.500 2000.00 1912.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140UUJ69 2056-08-01 7.000 7.000 1000.00 1034.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140UVMD8 2056-08-01 4.500 4.500 1000.00 903.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140UW3C9 2056-08-01 5.500 5.500 1000.00 962.29 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 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Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140XRTJ4 2054-07-01 6.000 6.000 732896.00 487498.26 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140XRWJ0 2054-07-01 5.000 5.000 199000.00 142535.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140XTAP6 2048-06-25 4.000 4.000 1000.00 550.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140Y67J3 2055-08-01 6.500 6.500 1024.00 815.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140Y6JB7 2055-04-01 6.000 6.000 1037.00 864.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140Y6NB2 2055-05-01 5.000 5.000 2000.00 1722.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140Y6NR7 2055-05-01 5.500 5.500 1024.00 866.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140Y6PJ3 2055-05-01 5.000 5.000 1024.00 908.95 Agency Mortgage-Backed Securities Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2026-10-07 2026-10-07 2026-10-07 N N N 0.0391 4250000000.00 4250000000.00 0.0269 N N Y N - N/A - ROYAL BANK OF CANADA ROYAL BANK OF CANADA 3.9200 BYM7RBHK0 ES7IP3U3RHIGC71XBU11 110411 0000352613 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 Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136A9QG6 2042-11-25 2.345 2.345 58000000.00 561656.08 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136A9W20 2042-11-25 3.500 3.500 67416571.00 227487.53 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AAZP3 2042-12-25 2.345 2.345 43313000.00 315820.70 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AB3X9 2043-02-25 2.345 2.345 45024388.00 306545.04 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136ABZ55 2033-02-25 3.500 3.500 24865853.00 79341.06 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AC6T3 2033-04-25 3.000 3.000 60458722.00 368494.50 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136ACCJ8 2041-10-25 3.500 3.500 17702571.00 60570.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136ACEF4 2043-02-25 2.345 2.345 32817148.00 277567.00 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136ACEH0 2043-02-25 2.345 2.345 34421052.00 463923.18 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136ACH61 2043-03-25 2.345 2.345 95877039.00 1227543.71 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136ACMC2 2042-12-25 2.395 2.395 11460000.00 67007.66 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136ACNU1 2033-03-25 2.395 2.395 17117888.00 78554.31 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136ACVK4 2043-03-25 2.345 2.345 29364600.00 165483.23 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AD2L2 2033-05-25 3.000 3.000 15346667.00 93073.01 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136ADB32 2042-03-25 4.000 4.000 32886021.00 36670.49 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AEAP2 2043-05-25 3.500 3.500 94278857.00 1169804.41 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AEN52 2043-06-25 4.000 4.000 19500000.00 90647.40 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AFCK8 2033-07-25 2.345 2.345 13271684.00 63899.75 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AFEV2 2043-06-25 2.345 2.345 47156928.00 367874.65 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AFJE5 2042-03-25 5.000 5.000 23520000.00 99527.05 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AFM68 2043-08-25 2.295 2.295 57565000.00 319110.39 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AGMW9 2043-10-25 0.000 0.000 13655000.00 1674269.57 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AGQF2 2040-05-25 5.000 5.000 62643330.00 347612.01 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AGTS1 2043-10-25 2.095 2.095 100000000.00 1083189.11 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AGXE7 2043-10-25 2.095 2.095 148231925.00 1989177.74 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AHCH1 2043-12-25 2.175 2.175 24729418.00 190457.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AHNB2 2043-12-25 2.095 2.095 94109919.00 1041451.62 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AJKR6 2042-04-25 2.295 2.295 25228625.00 49304.02 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AJXU5 2044-04-25 2.145 2.145 109901428.00 656606.35 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AKR96 2044-09-25 5.500 5.500 46900792.00 547402.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AKTB9 2044-08-25 2.117 2.117 219487269.00 587493.64 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136ALVB4 2044-11-25 2.845 2.845 45888103.00 313044.60 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AN3B1 2045-06-25 6.500 6.500 16044023.00 278238.58 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AN3K1 2045-06-25 5.500 5.500 18557677.00 197501.25 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136ANEN3 2044-07-25 4.000 4.000 4144352.00 61089.92 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136ANEX1 2045-04-25 2.345 2.345 28710332.00 272502.60 Agency Collateralized Mortgage Obligation Federal National Mortgage 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846967.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38380VCF6 2047-02-20 2.094 2.094 53277272.00 601449.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38380VJZ5 2045-02-16 1.624 1.624 36566799.00 243309.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38380VL41 2047-02-16 2.174 2.174 76777880.00 1463595.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38380W7K9 2048-05-20 2.244 2.244 11354168.00 178997.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38380WBV0 2048-04-20 1.714 1.714 30000000.00 244130.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38380WZD4 2047-10-20 4.000 4.000 22349777.00 305902.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38380XBT3 2048-06-20 2.244 2.244 24698979.00 258884.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38380Y3H6 2041-03-20 4.000 4.000 12328000.00 33269.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38380Y6B6 2048-09-20 2.244 2.244 46000000.00 621440.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38380YVG7 2048-09-20 2.194 2.194 77108333.00 428886.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381ANR3 2048-10-20 2.144 2.144 32265116.00 544389.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381AQS8 2048-10-16 2.224 2.224 5553716.00 56327.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381AQZ2 2048-10-20 2.194 2.194 36380463.00 292267.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381B4J0 2048-08-20 5.000 5.000 8529850.00 262043.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381BD68 2049-01-20 2.094 2.094 100000000.00 1113574.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381BFS8 2048-12-20 2.114 2.114 45033333.00 425174.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381BSF2 2049-01-20 5.000 5.000 12718112.00 365848.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381N3V8 2053-12-20 3.202 3.202 4781338.00 212569.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381N4C9 2053-10-20 2.502 2.502 6197341.00 202499.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381N7E2 2052-06-20 4.500 4.500 6989607.00 1102061.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381N7U6 2055-05-20 6.500 6.500 2641280.00 268496.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381PJB0 2055-07-20 0.000 0.000 405556.00 180976.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381QPL9 2055-08-20 2.902 2.902 23648403.00 983713.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381QYA3 2055-08-20 1.542 1.542 33000000.00 718289.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381QYN5 2055-08-20 2.282 2.282 23900178.00 844189.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381R6R5 2049-03-20 2.044 2.044 55278077.00 397181.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381RLG2 2049-02-20 2.044 2.044 35000000.00 330459.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381RVA4 2046-02-20 2.337 2.337 24797136.00 308222.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381TGQ2 2049-03-20 2.044 2.044 31666666.00 282294.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381TGY5 2049-03-20 2.044 2.044 29233333.00 271717.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381UA93 2055-09-20 3.552 3.552 20900000.00 1345981.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381UR46 2055-03-20 6.000 6.000 8210991.00 1535437.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381VXF2 2049-05-20 2.044 2.044 65268356.00 987821.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381WSM1 2049-06-20 2.044 2.044 1825623.00 29311.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381WT32 2049-07-20 2.094 2.094 24720896.00 271015.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381XBU9 2049-05-20 4.000 4.000 24084250.00 1084530.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381XG34 2049-08-20 2.094 2.094 30268291.00 164132.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381XV45 2049-08-20 2.094 2.094 12172000.00 175943.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381YAQ7 2049-08-20 2.044 2.044 58462107.00 740277.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381YGZ1 2049-08-20 0.474 0.474 100000000.00 276349.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381YHJ6 2049-08-20 2.094 2.094 38755091.00 856866.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381YRU0 2049-01-20 2.044 2.044 114425107.00 1566753.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381YUE2 2049-09-20 2.094 2.094 16433000.00 207231.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381YXM1 2049-09-20 2.094 2.094 11525000.00 165097.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382AFJ9 2049-10-20 0.494 0.494 20000000.00 48696.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382ALP8 2049-10-20 4.500 4.500 6332606.00 249212.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382AW43 2049-11-20 2.044 2.044 49643799.00 361004.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382BGM9 2049-12-20 3.500 3.500 31474000.00 1671903.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382BV67 2050-01-20 2.044 2.044 45042032.00 399033.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382C3N9 2050-03-20 3.500 3.500 27098285.00 314676.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382CT76 2044-08-20 2.102 2.102 28903029.00 340337.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382DJV2 2050-02-20 2.044 2.044 25864177.00 596430.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382DUR8 2050-03-20 6.500 6.500 14973000.00 370022.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382E7H4 2050-05-20 2.044 2.044 5856000.00 193263.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382EGN1 2050-04-20 2.500 2.500 11000000.00 160151.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382EJZ1 2050-04-20 3.000 3.000 4837813.00 306878.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382EKX4 2050-04-20 2.094 2.094 7200000.00 56397.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382EL70 2050-05-20 2.044 2.044 25485118.00 1004978.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382EPY7 2050-04-20 3.500 3.500 3390000.00 202221.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382FAF1 2049-11-20 2.044 2.044 101886572.00 1402445.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382FAY0 2048-03-20 4.000 4.000 35000000.00 1001221.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382FFZ2 2050-04-20 3.500 3.500 12532000.00 594865.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382FQW7 2050-05-20 2.144 2.144 14583333.00 411613.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382FWV2 2049-07-20 2.094 2.094 45349669.00 581355.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38377TWW7 2041-02-20 2.044 2.044 43078000.00 68401.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38377UYZ5 2041-03-20 2.594 2.594 45697200.00 136502.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38377VZK5 2041-05-16 2.074 2.074 25800000.00 45837.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38377XD58 2035-12-20 2.094 2.094 6000000.00 34447.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38378AAG6 2041-07-20 2.694 2.694 7500000.00 37212.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38378AXD8 2041-12-20 2.594 2.594 115593750.00 515100.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38378CST5 2042-01-20 2.044 2.044 28656548.00 134878.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38378EWQ2 2042-04-16 5.500 5.500 7072909.00 77570.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38378HP26 2042-10-16 3.500 3.500 13065039.00 418985.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38378MVC6 2043-04-20 3.500 3.500 6662768.00 34268.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38378P8Y7 2044-01-20 2.144 2.144 136303380.00 416790.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38378PKE7 2043-12-20 1.544 1.544 132000000.00 406478.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38378PQT8 2043-12-20 1.544 1.544 43369209.00 75356.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38378PRS9 2043-09-20 5.000 5.000 14700000.00 80926.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38378TSA9 2043-04-20 2.294 2.294 31250000.00 86751.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38378UCK1 2043-09-20 2.194 2.194 73333333.00 281497.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38378W5B5 2043-09-20 2.144 2.144 36206662.00 96393.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38378WRX3 2043-08-16 2.124 2.124 37514550.00 165676.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38378YSN0 2043-11-20 2.144 2.144 37269289.00 74931.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379AAF7 2044-01-20 2.744 2.744 85277575.00 471326.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379ABL3 2044-02-16 6.000 6.000 41746269.00 525967.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379AWZ9 2044-03-16 2.224 2.224 25000000.00 96435.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379BRL4 2044-04-20 2.094 2.094 54035286.00 266057.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379DDE1 2044-07-16 4.500 4.500 5285713.00 55572.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379EE40 2044-08-20 1.594 1.594 34400000.00 228832.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379EUJ9 2044-05-20 5.000 5.000 9261106.00 104821.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379FG37 2045-10-20 1.714 1.714 35000000.00 119964.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379GKQ9 2044-09-20 2.194 2.194 39093773.00 116125.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379GL62 2044-10-20 4.500 4.500 19293000.00 220192.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379GXD4 2044-10-16 1.624 1.624 66231125.00 323729.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379H6F7 2045-01-16 6.000 6.000 23521233.00 545936.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379HR49 2045-01-20 1.594 1.594 102297401.00 444578.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379JMQ1 2045-02-16 1.624 1.624 21766915.00 131406.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379JMS7 2045-02-16 4.000 4.000 9328677.00 79605.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379JZF1 2045-02-16 6.000 6.000 38029926.00 369799.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379MXL3 2045-08-20 2.102 2.102 16708873.00 45720.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379ND25 2045-05-20 4.000 4.000 15518366.00 98903.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379NMF6 2045-06-20 7.000 7.000 29089813.00 172200.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379PDY0 2045-05-20 4.000 4.000 39243492.00 642431.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379PMX2 2045-01-20 4.000 4.000 9588250.00 70404.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379QWE1 2045-10-20 1.674 1.674 68906615.00 501122.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379T5N5 2046-02-20 2.094 2.094 34187896.00 407125.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379TCB3 2045-12-20 2.744 2.744 27730074.00 375214.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379VHX5 2046-02-20 2.144 2.144 3500000.00 44121.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379VRK2 2039-06-20 4.500 4.500 7165270.00 68631.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379WT28 2046-05-20 4.000 4.000 16849250.00 276773.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379YMP0 2045-11-20 4.000 4.000 9796228.00 135891.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38379YY85 2046-08-20 3.500 3.500 7142857.00 352782.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38380AQ91 2046-10-20 2.244 2.244 39948442.00 1120155.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38380AR66 2046-10-20 4.000 4.000 10625000.00 290819.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38380AUS4 2046-09-20 2.094 2.094 19781353.00 275158.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38380BPG4 2046-10-16 2.102 2.102 13253848.00 154188.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38380BT47 2045-10-20 2.244 2.244 56350717.00 550036.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38380CAK9 2046-10-20 2.094 2.094 26601199.00 371890.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38380CR21 2043-09-20 6.000 6.000 12022470.00 147081.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38380CZU0 2036-05-20 3.384 3.384 32325751.00 303413.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38380F6N1 2047-08-16 5.000 5.000 3471000.00 123967.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38380FE51 2047-07-20 6.000 6.000 31360274.00 754034.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38380GLU6 2047-08-20 2.194 2.194 13000000.00 279538.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38380GP73 2047-09-20 2.194 2.194 19097714.00 346864.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38380GTU8 2046-08-20 4.000 4.000 6776299.00 217331.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38380H2S0 2047-11-20 2.194 2.194 30121153.00 327401.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38380HXT4 2043-10-20 2.194 2.194 61229287.00 711657.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38380KHW8 2047-11-20 3.500 3.500 43406142.00 449007.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383PJQ5 2050-04-20 3.500 3.500 24556284.00 1079896.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383PQS3 2048-07-20 2.194 2.194 10947855.00 446421.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383RC54 2052-05-20 4.500 4.500 10766109.00 623959.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383RCW5 2052-04-20 4.000 4.000 9917011.00 1290399.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383RYH4 2052-05-20 4.500 4.500 3470345.00 431647.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383TES8 2052-06-20 0.852 0.852 47958269.00 905633.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383TLN1 2052-02-20 3.000 3.000 15889000.00 786956.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383U6B1 2049-02-20 2.094 2.094 29301269.00 950547.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383UX54 2052-10-20 2.002 2.002 31551398.00 776544.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383V6Y9 2053-02-20 2.042 2.042 40000000.00 763023.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383VAP3 2053-01-20 1.852 1.852 30000000.00 605803.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383VAU2 2053-01-20 1.852 1.852 76842479.00 1421909.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383VAW8 2053-01-20 1.852 1.852 28157521.00 675601.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383VAZ1 2053-01-20 1.252 1.252 72380596.00 1330717.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383VCG1 2053-01-20 1.852 1.852 50000000.00 979555.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383VCK2 2053-01-20 1.852 1.852 40000000.00 950566.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383VUR7 2053-02-20 2.602 2.602 77168089.00 1269293.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383VVQ8 2053-02-20 1.442 1.442 50000000.00 962223.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383VWK0 2053-02-20 2.632 2.632 5000000.00 289864.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383W5S1 2053-03-20 1.952 1.952 50000000.00 1022862.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383W5U6 2053-03-20 2.642 2.642 65263645.00 1337859.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383WB21 2053-03-20 2.642 2.642 41764617.00 1375300.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383WQV1 2053-03-20 1.852 1.852 30000000.00 600644.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383WZH2 2053-03-20 2.622 2.622 72435531.00 1733676.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383XGK4 2053-03-20 1.352 1.352 100000000.00 1475822.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383XKS2 2053-04-20 2.502 2.502 16699918.00 865746.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383YAY8 2052-08-20 5.000 5.000 10000000.00 1314723.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383YCU4 2052-08-20 2.352 2.352 21334746.00 946135.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383YLT7 2052-09-20 2.402 2.402 20124614.00 614507.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383YME9 2052-09-20 2.352 2.352 53562585.00 1852941.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383YS52 2052-10-20 1.052 1.052 50000000.00 434834.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383YYK2 2052-09-20 2.402 2.402 20188000.00 815004.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384ACX9 2053-05-20 1.852 1.852 89547489.00 1353034.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384AEG4 2053-05-20 2.502 2.502 126923076.00 1767857.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384AKM4 2053-05-20 3.302 3.302 50000000.00 1625849.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384BKT7 2053-06-20 2.402 2.402 25771448.00 1081043.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384BKX8 2053-01-20 2.602 2.602 40260220.00 1782666.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384BTQ4 2053-06-20 2.372 2.372 50670923.00 1629564.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384CAM1 2053-07-20 2.302 2.302 31441699.00 1154409.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384CAV1 2053-07-20 2.552 2.552 62627718.00 694734.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384CDJ5 2051-03-20 3.000 3.000 11296161.00 1449440.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384CJZ3 2053-08-20 2.252 2.252 20209170.00 801533.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384D6R3 2053-11-20 2.702 2.702 74999996.00 854201.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384DGE1 2053-10-20 2.052 2.052 100000000.00 774550.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384DGX9 2053-10-20 2.652 2.652 129000000.00 829841.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384DH75 2053-11-20 2.352 2.352 100000000.00 922037.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384DHR1 2053-09-20 2.752 2.752 100000000.00 1733429.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384DR74 2053-11-20 1.902 1.902 100000000.00 1284472.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384DVH7 2053-10-20 1.702 1.702 50000000.00 334276.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384E6F7 2053-10-20 3.352 3.352 64285710.00 930097.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384E6J9 2053-10-20 1.952 1.952 100000000.00 741494.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384E6M2 2053-10-20 2.852 2.852 60000000.00 711492.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384EBJ3 2053-08-20 3.002 3.002 107116847.00 1234610.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384EGT6 2053-08-20 2.152 2.152 36933332.00 1169512.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384EUS2 2053-09-20 2.852 2.852 77598380.00 1467986.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384G5W6 2054-01-20 2.802 2.802 30000000.00 322123.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384GAC4 2053-11-20 2.352 2.352 100000000.00 913277.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384GD98 2052-03-20 3.500 3.500 8936000.00 883611.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384GXP0 2053-12-20 2.852 2.852 35754320.00 1506266.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384HBK3 2053-12-20 2.732 2.732 48000000.00 1587773.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384HBP2 2053-12-20 2.752 2.752 44850000.00 421903.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384HDR6 2053-12-20 2.252 2.252 47219247.00 1689847.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384HZP6 2054-01-20 6.000 6.000 2500000.00 390718.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384J2Z6 2064-02-20 2.602 2.602 40598031.00 254226.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382FYN8 2050-06-20 4.000 4.000 44256169.00 2160621.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382GS60 2050-07-20 3.000 3.000 7800777.00 511608.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382H6J4 2050-03-20 3.500 3.500 14080049.00 807151.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382HC65 2050-08-20 3.000 3.000 4268994.00 342594.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382HD64 2050-08-20 0.194 0.194 26806396.00 134396.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382HJR2 2050-07-20 3.000 3.000 2766667.00 210996.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382HLW8 2050-08-20 2.244 2.244 10675000.00 414223.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382HYY0 2050-08-20 3.000 3.000 14583333.00 1122824.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382JQP4 2050-09-20 2.500 2.500 19300000.00 1502095.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382JWJ1 2050-09-20 2.500 2.500 14075000.00 799207.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382KJU8 2050-09-20 2.500 2.500 10800000.00 717959.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382KVQ3 2049-03-20 6.500 6.500 42249024.00 1045692.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382KXA6 2050-10-20 3.000 3.000 8025458.00 898339.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382KXR9 2050-10-20 2.000 2.000 37500000.00 2088954.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382MG29 2051-01-20 3.500 3.500 7369000.00 630685.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382PCZ3 2051-03-20 2.500 2.500 8885000.00 501391.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382QFT2 2051-04-20 2.500 2.500 37648955.00 2255469.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382QPK0 2051-05-20 3.000 3.000 6286000.00 458806.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382RAP3 2051-04-20 3.500 3.500 6819093.00 719487.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382RCE6 2051-04-20 2.294 2.294 17500000.00 623314.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382RJV1 2051-04-20 2.294 2.294 72046465.00 1529280.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382RLF3 2051-04-20 3.000 3.000 16404666.00 1346480.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382TJL9 2051-05-20 3.000 3.000 16823000.00 1958047.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382TTL8 2051-05-20 3.500 3.500 20561000.00 2114207.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382UKM2 2051-06-20 3.500 3.500 12799000.00 1288153.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382VPC7 2051-07-20 2.500 2.500 8899000.00 625109.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382XBN4 2051-08-20 4.000 4.000 8713000.00 1063655.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382XFY6 2051-08-20 3.000 3.000 6512000.00 759220.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382XL29 2051-09-20 3.000 3.000 17149833.00 2166611.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383A4R2 2051-09-20 2.500 2.500 6559869.00 879819.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383A6C3 2051-09-20 6.000 6.000 11950000.00 765418.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383AV84 2051-09-20 3.500 3.500 16208000.00 1930406.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383AXB5 2051-06-20 3.000 3.000 10665000.00 1052044.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383BKX9 2055-09-20 1.702 1.702 42362850.00 1604029.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383BV41 2055-10-20 2.952 2.952 22947136.00 1690615.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383C4L1 2051-11-20 3.000 3.000 14378469.00 1782037.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383C6Y1 2051-11-20 3.000 3.000 18372560.00 2043673.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383CRV4 2051-10-20 3.000 3.000 15103376.00 1137900.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383DGN2 2051-11-20 3.000 3.000 13870000.00 1136935.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383DL30 2051-11-20 3.000 3.000 4236000.00 180630.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383DYE2 2051-11-20 4.000 4.000 11224000.00 1260392.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383FEL3 2051-12-20 4.500 4.500 12513000.00 892309.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383FGC1 2051-10-20 3.000 3.000 19615000.00 1631411.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383FV42 2051-11-20 3.000 3.000 15236154.00 1552534.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383FXD0 2051-12-20 3.000 3.000 21015416.00 1222350.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383G3D1 2050-10-20 3.000 3.000 8304000.00 933952.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383G6B2 2052-02-20 3.500 3.500 7279999.00 597846.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383GAL5 2051-08-20 3.000 3.000 2559134.00 181636.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383GKB6 2050-08-20 3.500 3.500 20739000.00 1848082.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383GUS8 2051-12-20 3.000 3.000 25833333.00 1483369.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383HKN8 2052-12-20 2.622 2.622 63404453.00 1978509.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383HLA5 2053-01-20 1.952 1.952 31565206.00 698344.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383HQT9 2053-01-20 1.902 1.902 100000000.00 1001258.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383HQV4 2053-01-20 1.752 1.752 100000000.00 908259.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383LCS7 2052-09-20 2.602 2.602 26258535.00 1581846.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383LEU0 2048-03-20 2.144 2.144 8434800.00 424829.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383LEX4 2041-11-16 2.624 2.624 16356101.00 833484.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383LQB9 2052-12-20 2.602 2.602 72000000.00 950388.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383LT26 2052-12-20 2.502 2.502 100000000.00 1351048.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383LZP8 2052-12-20 3.202 3.202 100000000.00 1732623.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383LZQ6 2052-12-20 3.152 3.152 100000000.00 1701605.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383MJH2 2052-02-20 3.500 3.500 16979000.00 1579165.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383MMF2 2052-02-20 5.000 5.000 7584000.00 677451.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383MPX0 2039-09-20 6.000 6.000 32877317.00 2065577.18 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 9128334V9 2033-02-15 0.000 0.000 2291706.96 1645809.98 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 9128334U1 2032-08-15 0.000 0.000 1312754.78 968950.87 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 9128334T4 2032-02-15 0.000 0.000 426050.18 323009.52 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CNX5 2030-08-31 3.625 3.625 85246100.00 81236476.69 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CLN9 2029-09-30 3.500 3.500 89786100.00 86089606.26 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CKQ3 2034-05-15 4.375 4.375 276452700.00 266875341.77 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CJG7 2030-10-31 4.875 4.875 191600400.00 194278655.99 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 91282CGJ4 2030-01-31 3.500 3.500 209784700.00 201299880.28 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 9128284N7 2028-05-15 2.875 2.875 766149800.00 751076760.37 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912810US5 2056-02-15 2.375 2.375 100.00 85.29 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912810TW8 2043-11-15 4.750 4.750 1176000.00 1086650.46 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912810TK4 2042-08-15 3.375 3.375 1980900.00 1532641.64 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912810SZ2 2051-08-15 2.000 2.000 100.00 51.41 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912810SY5 2041-05-15 2.250 2.250 48275000.00 32950318.49 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912810RU4 2046-11-15 2.875 2.875 206400.00 139587.13 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912810RC4 2043-08-15 3.625 3.625 13200.00 10403.48 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912810RB6 2043-05-15 2.875 2.875 3300.00 2362.35 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912810QX9 2042-08-15 2.750 2.750 317900.00 224640.70 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912810QW1 2042-05-15 3.000 3.000 200.00 148.96 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912810QT8 2041-11-15 3.125 3.125 955000.00 731997.71 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912810QD3 2039-11-15 4.375 4.375 702700.00 647069.52 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912810QA9 2039-02-15 3.500 3.500 11000.00 9260.44 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912810FP8 2031-02-15 5.375 5.375 115000.00 117286.40 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912810FH6 2029-04-15 3.875 3.875 1600.00 3400.20 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912810FA1 2027-08-15 6.375 6.375 1000.00 1022.62 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912803HS5 2056-02-15 0.000 0.000 345800.00 68324.89 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912803GY3 2054-02-15 0.000 0.000 450800.00 97366.04 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912803FW8 2041-02-15 0.000 0.000 250000.00 113677.50 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912803FV0 2051-02-15 0.000 0.000 5026400.00 1261731.95 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912803DU4 2041-11-15 0.000 0.000 100.00 43.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38385XLP5 2056-07-20 3.102 3.102 157947397.00 10189747.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38385XLH3 2055-12-20 3.652 3.652 69282404.00 6178961.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38385WJV7 2056-07-20 1.852 1.852 169958165.00 8826115.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38385THK0 2056-06-20 2.552 2.552 95203007.00 5231591.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38385TE80 2056-06-20 2.552 2.552 83333333.00 6113134.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38385TBK6 2056-06-20 2.452 2.452 85454374.00 8462363.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38385SH63 2056-04-20 2.002 2.002 82327179.00 4453080.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38385RKF1 2056-04-20 3.602 3.602 43778051.00 4391039.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38385RH32 2056-05-20 1.992 1.992 100000000.00 5276234.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38385PWQ8 2056-04-20 2.052 2.052 250698872.00 12074713.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38385PL56 2056-04-20 2.052 2.052 68804562.00 4120695.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38385PEP0 2056-03-20 1.972 1.972 225000000.00 11072766.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38385NVX9 2056-03-20 3.202 3.202 122186675.00 6427448.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38385NVK7 2056-03-20 2.652 2.652 67916666.00 3844638.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38385NBB9 2056-01-20 2.052 2.052 78671831.00 4026215.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38385MSQ0 2055-11-20 3.702 3.702 49846164.00 5508302.09 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912834ZP6 2056-02-15 0.000 0.000 2245860.00 442789.27 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912834ZG6 2055-11-15 0.000 0.000 3292060.71 658392.39 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912834YK8 2055-02-15 0.000 0.000 11290224.81 2282115.72 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912834YC6 2054-11-15 0.000 0.000 7831242.65 1603321.63 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912834XW3 2054-08-15 0.000 0.000 1724276.83 355559.68 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912834WJ3 2050-11-15 0.000 0.000 1724620.02 430972.20 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912834WC8 2050-08-15 0.000 0.000 3819721.44 968589.68 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912834VM7 2050-02-15 0.000 0.000 1992010.00 518910.64 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912834UY2 2049-08-15 0.000 0.000 1992079.99 532373.42 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912834TF5 2048-02-15 0.000 0.000 5032839.12 1460635.60 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912834SZ2 2047-11-15 0.000 0.000 1717812.80 506699.81 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912834QV3 2046-11-15 0.000 0.000 5823853.55 1810321.58 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912834PZ5 2046-02-15 0.000 0.000 1372159.60 445837.98 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912834PM4 2045-08-15 0.000 0.000 1991867.49 665757.81 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912834NV6 2044-08-15 0.000 0.000 1001048.40 355717.54 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912834NF1 2044-02-15 0.000 0.000 1974000.00 724148.08 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912834MD7 2043-02-15 0.000 0.000 1992000.00 778868.02 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912834LR7 2042-08-15 0.000 0.000 1992000.00 804684.34 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912834LK2 2042-05-15 0.000 0.000 1309000.00 538060.52 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912834LB2 2042-02-15 0.000 0.000 2408130.00 1005603.78 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912834KV9 2041-11-15 0.000 0.000 6620010.00 2814411.19 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912834KP2 2041-08-15 0.000 0.000 1992004.80 860593.88 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912834KH0 2041-05-15 0.000 0.000 1154000.00 506760.64 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912834JB5 2040-08-15 0.000 0.000 2802000.00 1296614.29 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912834H84 2053-08-15 0.000 0.000 1672090.17 361106.27 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912834FB9 2040-02-15 0.000 0.000 4629000.00 2211041.85 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912834F94 2053-02-15 0.000 0.000 3701999.98 819993.00 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912834EP9 2039-08-15 0.000 0.000 5078493.02 2502549.32 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912834D47 2052-08-15 0.000 0.000 1805000.00 410363.14 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912834C55 2052-05-15 0.000 0.000 2500000.00 576402.50 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912834AU2 2039-02-15 0.000 0.000 2802010.01 1423174.51 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912834AT5 2038-08-15 0.000 0.000 2802000.00 1468231.19 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912833Z60 2038-02-15 0.000 0.000 1025000.00 554307.70 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912833Z52 2037-08-15 0.000 0.000 1221000.00 679523.13 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912833XZ8 2031-02-15 0.000 0.000 2313306.87 1849858.97 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912833XY1 2030-08-15 0.000 0.000 2568005.12 2109302.91 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912833XX3 2030-02-15 0.000 0.000 1031639.09 870035.92 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912833X88 2035-05-15 0.000 0.000 6328312.96 4009941.84 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912833RY8 2028-02-15 0.000 0.000 2583049.40 2419206.58 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 9128337V6 2034-05-15 0.000 0.000 665100.74 445757.17 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 9128337U8 2033-11-15 0.000 0.000 1560509.83 1075884.14 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 9128337S3 2032-11-15 0.000 0.000 1550490.00 1129508.71 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 9128335B2 2036-02-15 0.000 0.000 4589444.48 2788743.81 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 9128335A4 2035-08-15 0.000 0.000 4494314.80 2806425.44 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 9128334Z0 2035-02-15 0.000 0.000 3602786.35 2314253.41 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 9128334Y3 2034-08-15 0.000 0.000 3968614.06 2623019.75 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 9128334X5 2034-02-15 0.000 0.000 4283845.15 2912145.08 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912810RB6 2043-05-15 2.875 2.875 15037100.00 10764492.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38385XPJ5 2056-08-20 1.752 1.752 84148734.00 2739582.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38385SAT0 2056-05-20 2.602 2.602 30000000.00 1659975.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38385RYU3 2056-04-20 2.652 2.652 12360684.00 553834.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38385NYF5 2056-03-20 1.402 1.402 12300000.00 375470.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38385LX94 2056-01-20 2.052 2.052 31925000.00 1734151.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38385LUS5 2056-01-20 2.102 2.102 50000000.00 1622138.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38385LRQ3 2056-01-20 5.500 5.500 7421001.00 1384172.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38385LR59 2055-12-20 1.932 1.932 27003596.00 1139649.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38385LDM7 2056-01-20 2.472 2.472 14500000.00 1248498.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38385JFH1 2055-11-20 4.697 4.697 5870854.00 5506713.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38385HUN5 2055-10-20 2.352 2.352 41172499.00 1773843.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38385GWS4 2055-05-20 2.252 2.252 17800000.00 635554.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38385G5E5 2055-06-20 1.552 1.552 50000000.00 1930249.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38385FAD3 2055-04-20 2.352 2.352 60000000.00 1126684.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38385DK88 2055-03-20 2.952 2.952 50000000.00 1877413.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38385CAZ1 2055-01-20 2.932 2.932 6000000.00 270166.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38385C5H7 2054-04-20 2.902 2.902 37995725.00 458679.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38385C3V8 2055-02-20 2.902 2.902 35000000.00 702189.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38385BUU2 2054-12-20 6.500 6.500 9702697.00 1754309.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38385BPL8 2054-02-20 2.902 2.902 16364000.00 238298.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38385B4N7 2055-01-20 2.982 2.982 25100000.00 390135.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384YYE5 2054-10-20 2.452 2.452 22622479.00 885030.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384YBC4 2054-10-20 1.852 1.852 34493453.00 1267015.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384XQC0 2054-10-20 1.872 1.872 4853027.00 152759.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384XD67 2054-11-20 2.352 2.352 37500000.00 1200031.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384X4X8 2054-11-20 3.452 3.452 33871600.00 864400.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384X3D3 2054-11-20 4.897 4.897 3584342.00 3174080.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384UYD5 2054-08-20 3.002 3.002 49660000.00 1768145.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384UVZ9 2054-08-20 2.302 2.302 50000000.00 1519816.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384UNC9 2054-08-20 3.002 3.002 9856000.00 407263.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384QET1 2044-04-20 2.044 2.044 13842736.00 596748.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384PQL7 2054-06-20 3.652 3.652 32633000.00 1451819.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384PMH0 2054-06-20 3.052 3.052 18424112.00 1389845.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384P4X5 2054-06-20 3.552 3.552 50000000.00 821889.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384NMZ5 2054-05-20 6.500 6.500 17817115.00 1018834.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384NMP7 2054-05-20 2.252 2.252 23806000.00 666827.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384NFW0 2054-04-20 1.652 1.652 75000000.00 1226892.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384MZE0 2054-04-20 2.261 2.261 21430000.00 678138.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384MHL4 2054-04-20 2.852 2.852 45514845.00 1839711.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384KUQ2 2054-03-20 2.352 2.352 17801000.00 315416.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384KMF5 2054-03-20 1.672 1.672 50000000.00 914907.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384KKY6 2054-03-20 2.252 2.252 50000000.00 1058394.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384KJG7 2054-03-20 1.752 1.752 55000000.00 913931.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384K2M2 2054-03-20 1.752 1.752 50000000.00 1542003.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384JCA0 2054-02-20 6.000 6.000 5602000.00 903088.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38385MK21 2056-02-20 2.612 2.612 56000000.00 5177828.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38385MDR4 2056-02-20 2.002 2.002 100475515.00 6685783.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38385M4R4 2056-02-20 2.052 2.052 116656000.00 5288559.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38385LNV6 2056-01-20 2.652 2.652 83000000.00 3936720.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38385KAU4 2055-12-20 3.602 3.602 48103400.00 5360054.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38385K4W7 2055-12-20 2.602 2.602 73622030.00 5071860.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38385JMA8 2055-11-20 2.352 2.352 100000000.00 3829759.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38385HJ81 2055-10-20 1.802 1.802 133333333.00 5233740.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38385GGU7 2055-05-20 4.697 4.697 5850000.00 5105411.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38385DEF9 2052-04-20 4.000 4.000 43084023.00 5119880.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384YYJ4 2054-10-20 1.852 1.852 300000000.00 5565280.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384YCD1 2054-10-20 1.772 1.772 250000000.00 4379120.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384XTH6 2054-10-20 1.829 1.829 364686019.00 10035192.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384UYJ2 2054-08-20 3.002 3.002 75412000.00 3927525.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384PKN9 2049-09-20 2.044 2.044 79660989.00 4579734.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384PAA8 2051-12-20 4.000 4.000 33898153.00 4852019.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384NV77 2054-05-20 2.252 2.252 45749239.00 1047166.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384MPP6 2054-04-20 2.352 2.352 172665000.00 4408471.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384HZV3 2050-09-20 2.044 2.044 63087044.00 3304876.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384HW53 2054-01-20 2.052 2.052 185000000.00 4420989.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384HGY8 2053-12-20 2.752 2.752 215000000.00 7355708.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384EHY4 2053-09-20 12.359 12.359 18076923.00 5901302.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383UAQ3 2052-07-20 2.312 2.312 69038060.00 3098319.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383KUK6 2051-12-20 3.000 3.000 28475586.00 4765293.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383FSR5 2051-12-20 3.000 3.000 33451485.00 4590012.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383F5W9 2051-05-20 2.500 2.500 12893549.00 1314762.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383BD41 2055-10-20 3.552 3.552 46555945.00 4491329.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383BB84 2055-01-20 2.152 2.152 344547441.00 11035878.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38383BB68 2055-04-20 1.582 1.582 657846854.00 18328059.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382NLK1 2051-02-20 2.500 2.500 54669341.00 4659443.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382M4J5 2051-01-20 2.500 2.500 155356827.00 13700161.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382LYL9 2050-12-20 3.000 3.000 72734460.00 5104923.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382KNK5 2050-10-20 2.500 2.500 100000000.00 8405493.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38382GYQ9 2050-07-20 2.144 2.144 34072324.00 1526559.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381UT36 2055-09-20 2.352 2.352 83333333.00 4119870.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38381Q5F4 2055-08-20 2.882 2.882 125000000.00 8234174.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3618MPJH0 2056-04-20 5.500 5.500 655000.00 632180.20 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips ES7IP3U3RHIGC71XBU11 3142G9VD9 2054-04-25 4.500 4.500 1274459.00 237549.10 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140XQJQ1 2052-09-01 4.500 4.500 12306415.00 9073633.69 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140Q3LX2 2033-07-01 4.690 4.690 5940.00 5681.48 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3140MNGX8 2052-04-01 3.500 3.500 20593007.00 11320173.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BS5X9 2054-10-25 4.940 4.940 35550000.00 21416145.84 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136BQNZ8 2053-11-25 9.838 9.838 15000000.00 5118327.56 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 3136AYF81 2057-11-25 2.295 2.295 26682906.00 599799.41 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3132DWDJ9 2052-04-01 2.500 2.500 9284000.00 5432528.26 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities ES7IP3U3RHIGC71XBU11 3131YCYY6 2049-05-01 4.000 4.000 42682539.00 11223070.28 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 912810TL2 2052-11-15 4.000 4.000 62005100.00 48964807.42 Agency Collateralized Mortgage Obligation Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2026-10-07 2026-10-07 2026-10-07 N N N 0.0392 3000000000.00 3000000000.00 0.0190 N N Y N - N/A - ROYAL BANK OF CANADA ROYAL BANK OF CANADA 3.8900 BYM7S4GW0 ES7IP3U3RHIGC71XBU11 110411 0000352613 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y United States Treasury-U.S. Treasuries (including strips) ES7IP3U3RHIGC71XBU11 9128284N7 2028-05-15 2.875 2.875 853329800.00 836541602.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38385WCJ1 2056-07-20 1.852 1.852 50000000.00 1960553.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38385TDL2 2056-06-20 3.102 3.102 35718222.00 2275476.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38385SW25 2056-06-20 1.952 1.952 50000000.00 2332597.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38385SBW2 2056-05-20 1.302 1.302 70000000.00 2096879.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38385RYS8 2055-02-20 2.652 2.652 61172968.00 2202198.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38385RVX0 2056-04-20 2.052 2.052 73477961.00 2418948.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38385PQ93 2056-04-20 2.652 2.652 50000000.00 2259445.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38385NUY8 2056-03-20 2.652 2.652 50000000.00 2312616.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38385MWX0 2055-12-20 3.682 3.682 30000000.00 3412822.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38385MVT0 2056-01-20 2.602 2.602 45106130.00 3439179.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38385L4Y1 2056-02-20 2.582 2.582 64000000.00 3638936.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38385KLX6 2055-12-20 1.802 1.802 52185507.00 1889563.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38385K3S7 2055-11-20 1.852 1.852 71290061.00 2866650.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38385FF97 2055-03-20 2.302 2.302 67507544.00 2564990.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38385EEK6 2055-03-20 2.282 2.282 86263000.00 3298774.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38385DXH4 2055-02-20 2.302 2.302 67281047.00 2763431.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38385DF76 2055-03-20 2.422 2.422 65020000.00 2673206.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38385CYX0 2055-01-20 2.302 2.302 37956299.00 2782084.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38385BVE7 2054-12-20 6.500 6.500 19110487.00 3516850.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384YPQ8 2054-10-20 1.802 1.802 81863342.00 2684625.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384XQC0 2054-10-20 1.872 1.872 55146973.00 1735866.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384XJZ7 2054-09-20 2.352 2.352 72725203.00 2671742.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384QVF2 2054-07-20 3.002 3.002 42600000.00 2825601.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384PQJ2 2054-06-20 2.352 2.352 101915334.00 2596487.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384PB74 2051-10-20 2.500 2.500 24240230.00 2426600.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384N4D4 2054-05-20 3.552 3.552 35766536.00 2764839.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384N3Q6 2050-07-20 3.500 3.500 23831465.00 2748751.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384MU39 2054-06-20 3.002 3.002 77562000.00 2602079.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384MM46 2054-04-20 1.752 1.752 81566753.00 2204354.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation ES7IP3U3RHIGC71XBU11 38384ME86 2054-04-20 1.752 1.752 129818170.00 2594752.27 Agency Collateralized Mortgage 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Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140QS4D0 2053-09-01 6.000 6.000 1527540.00 910961.81 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140QSBS9 2053-05-01 4.500 4.500 1000.00 723.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3133KNZ48 2052-04-01 3.500 3.500 1000.00 578.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3133KPQZ4 2052-07-01 4.500 4.500 143016.00 98347.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3133KPT57 2052-08-01 4.000 4.000 2000.00 1348.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3133KPYZ5 2052-09-01 4.500 4.500 170755.00 117480.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3133KQKE5 2053-02-01 4.500 4.500 1040.00 742.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3133KQQU3 2052-10-01 4.500 4.500 6482208.00 4199544.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3133KQX27 2053-04-01 5.500 5.500 39691488.00 30958975.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3133KRJG0 2053-06-01 5.000 5.000 1024.00 719.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3133KY6L8 2045-11-01 5.500 5.500 2000.00 1570.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3133KYZJ1 2043-07-01 5.500 5.500 1000.00 468.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3133L0A36 2046-09-01 5.000 5.000 433530.00 411384.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3133SSSQ8 2044-05-01 4.500 4.500 2000.00 1466.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3133W7J22 2054-03-01 4.500 4.500 660480.00 523145.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3133WCYT5 2054-05-01 4.500 4.500 1000.00 556.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3133WEHF0 2054-06-01 6.500 6.500 4000.00 2835.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3133WEPV6 2054-06-01 7.000 7.000 1000.00 725.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3133WEZC7 2054-06-01 7.000 7.000 4000.00 3114.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3133WGH73 2054-07-01 7.000 7.000 4000.00 2529.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3133WQNG4 2041-07-01 5.000 5.000 1661350.00 1481635.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31374CQU3 2044-02-01 4.500 4.500 1000.00 93.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3138EKW35 2041-05-01 6.000 6.000 4500000.00 149532.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3138ENZ93 2044-01-01 3.500 3.500 974997.00 131843.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3138EP6D1 2041-01-01 4.000 4.000 2559.00 134.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3138LXQG7 2042-06-01 3.500 3.500 1024.00 136.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3138MKAQ9 2027-11-01 3.000 3.000 1000.00 16.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3138WFY91 2045-11-01 4.000 4.000 470000.00 58387.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3138WG5W0 2046-05-01 3.500 3.500 3000.00 613.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3138WHKK7 2046-07-01 3.500 3.500 2049.00 441.69 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3138WHM82 2046-07-01 3.000 3.000 20540200.00 2824550.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3138WHYP1 2046-09-01 3.500 3.500 57232894.00 12544309.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3138WUAV5 2043-06-01 3.500 3.500 1000.00 152.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3138YKGW7 2045-06-01 3.500 3.500 1000.00 170.60 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3138YSGK6 2035-05-01 3.000 3.000 1177052.00 96417.29 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140A13H8 2053-10-01 6.500 6.500 2999.00 2051.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140A1MS3 2053-10-01 6.500 6.500 1399316.00 725456.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140A34L4 2053-10-01 6.000 6.000 1008.00 581.08 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140A63R5 2054-03-01 6.000 6.000 1000.00 533.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140A6LK0 2053-11-01 6.000 6.000 1000.00 741.81 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140A6ZJ8 2054-01-01 7.000 7.000 4000.00 1790.35 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140A76L3 2053-12-01 7.000 7.000 4000.00 1010.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140AA3E5 2054-06-01 6.500 6.500 1193330.00 468203.92 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140ACPS6 2054-06-01 5.500 5.500 1000.00 622.73 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140ADLF6 2054-06-01 5.500 5.500 1027448.00 808894.38 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140ADNP2 2054-05-01 5.500 5.500 2048.00 1516.73 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140AG4B7 2054-07-01 5.500 5.500 4000.00 3376.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140AHR95 2054-07-01 7.000 7.000 4000.00 2054.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140AHVX7 2054-08-01 5.500 5.500 12000.00 8050.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140AJ5J3 2054-07-01 7.000 7.000 4000.00 3991.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140AJF86 2054-12-01 5.000 5.000 29466.00 21739.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140AK6Z3 2054-08-01 6.500 6.500 1000.00 675.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140AMDG3 2054-08-01 4.500 4.500 4000.00 2978.29 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140AQH70 2054-09-01 5.500 5.500 1000.00 849.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140AQPG1 2054-09-01 6.500 6.500 4000.00 2580.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140AQS52 2054-09-01 5.500 5.500 1000.00 791.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140ASMG0 2054-09-01 6.500 6.500 4000.00 4018.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140B2T20 2055-03-01 6.500 6.500 4000.00 3025.69 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140B6A70 2055-05-01 5.500 5.500 2000.00 1721.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140B8BV2 2055-04-01 6.500 6.500 4000.00 2750.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140B8FV8 2055-04-01 7.000 7.000 2000.00 1074.52 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140B9S59 2055-05-01 6.000 6.000 7996568.00 7189459.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140BAEK8 2055-05-01 5.500 5.500 775624.00 435831.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140BDHS2 2055-06-01 6.000 6.000 1000.00 960.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140BF2B0 2055-07-01 6.000 6.000 2016.00 1557.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140BMP95 2055-09-01 5.500 5.500 1000.00 954.60 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140W6TA0 2056-06-01 5.000 5.000 9370816.00 8530960.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140W6XJ6 2056-05-01 6.000 6.000 1019.00 975.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140W72Z2 2056-09-01 5.500 5.500 12263788.00 11851645.70 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140W73A6 2056-10-01 6.000 6.000 1024.00 1013.34 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140W73B4 2056-10-01 6.000 6.000 1024.00 1012.69 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140W7BS8 2042-10-01 3.500 3.500 1000.00 908.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140W7BV1 2050-08-01 5.000 5.000 358136.00 333949.71 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140W7C81 2056-07-01 5.000 5.000 4096.00 3812.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140W7KE9 2056-08-01 5.000 5.000 1000.00 925.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140W7LZ1 2056-08-01 6.000 6.000 1039.00 1025.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140W7MN7 2056-02-01 5.000 5.000 1000.00 929.73 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140W7PR5 2056-09-01 5.500 5.500 4096.00 3931.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140W7TZ3 2056-09-01 6.000 6.000 4096.00 4046.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140W7ZA1 2048-05-01 4.500 4.500 1000.00 942.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140X6PH8 2038-03-01 2.500 2.500 596982.00 123662.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140X6QB0 2044-02-01 4.000 4.000 5166103.00 1508164.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140X6S77 2050-03-01 3.000 3.000 2048.00 551.15 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140X8YQ4 2050-12-01 2.000 2.000 2161380.00 1185250.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140X9PZ2 2050-05-01 4.500 4.500 1024.00 209.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XCRX8 2051-08-01 2.500 2.500 165000.00 94933.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XCTE8 2051-09-01 3.000 3.000 34391.00 16878.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XDAP1 2051-09-01 2.000 2.000 1100.00 578.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XF5G2 2052-02-01 3.000 3.000 55000.00 32785.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XF6R7 2052-03-01 2.500 2.500 71000.00 40199.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XFUJ8 2052-02-01 2.000 2.000 1000.00 522.35 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XGED7 2048-01-01 3.500 3.500 1000.00 518.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XGGW3 2052-03-01 2.000 2.000 100000.00 53149.69 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XGWN5 2051-11-01 2.500 2.500 1000.00 577.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XGXP9 2052-04-01 4.000 4.000 4653320.00 2225405.63 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XH5W3 2052-02-01 2.500 2.500 150000.00 91430.67 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XHCK1 2052-05-01 3.000 3.000 1000.00 584.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XHG50 2051-06-01 3.000 3.000 1031.00 567.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XHWZ6 2052-02-01 3.000 3.000 1000.00 595.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XJD42 2034-11-01 4.000 4.000 467173.00 204701.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XJLZ4 2052-10-01 4.500 4.500 22200.00 14150.50 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XJPH0 2052-08-01 4.500 4.500 41000.00 27505.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XK2K5 2052-04-01 3.000 3.000 154000.00 101989.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XK7H7 2052-03-01 3.500 3.500 10486128.00 6285110.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XKHM5 2052-11-01 4.500 4.500 740000.00 510489.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XKHN3 2053-01-01 4.500 4.500 100030.00 61799.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XKJ27 2053-02-01 6.000 6.000 62783329.00 37392901.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XKJA9 2050-07-01 3.500 3.500 4497000.00 2816848.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XKPM6 2053-03-01 5.000 5.000 3072.00 1924.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XKRQ5 2052-11-01 5.000 5.000 1098000.00 703348.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XL2N7 2053-07-01 5.000 5.000 1000.00 784.60 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XLA24 2053-05-01 5.000 5.000 100000.00 69090.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XLA57 2053-04-01 5.500 5.500 635000.00 406516.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XLDJ4 2042-04-01 3.000 3.000 1000.00 626.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XLLE6 2053-06-01 5.000 5.000 1000.00 672.37 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XLV47 2049-12-01 3.500 3.500 1000.00 639.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XM4U7 2032-05-01 1.500 1.500 564997.00 261271.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XMHC3 2053-08-01 5.000 5.000 1000.00 753.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XMLF1 2051-12-01 3.500 3.500 1000.00 623.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XND84 2052-03-01 2.500 2.500 1000.00 623.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XNKM5 2052-09-01 3.500 3.500 1000.00 695.81 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XNUS1 2052-04-01 2.000 2.000 69887.00 44898.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XNVZ4 2053-01-01 5.500 5.500 1000.00 716.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XNWD2 2052-06-01 3.000 3.000 50000.00 34062.39 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XPHG7 2052-09-01 3.500 3.500 2000.00 1361.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XPN54 2054-01-01 4.500 4.500 1000.00 764.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XPTA7 2054-04-01 6.500 6.500 68000.00 47080.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XPXH7 2052-07-01 2.500 2.500 38117952.00 25892140.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XQJA6 2052-08-01 3.500 3.500 1152.00 824.76 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XQZS9 2052-04-01 2.500 2.500 93000.00 63269.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140QSFU0 2053-06-01 5.000 5.000 2000.00 1436.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140QSLQ2 2053-06-01 5.500 5.500 7040.00 5357.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140QTK32 2053-11-01 7.000 7.000 170661.00 72670.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140QUBK1 2054-03-01 5.500 5.500 15054315.00 11626933.35 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140QUBW5 2054-03-01 6.000 6.000 45746.00 25452.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140QUHH2 2054-04-01 5.500 5.500 1000.00 743.87 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140QUP67 2054-05-01 6.000 6.000 1008.00 723.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140QUQD1 2054-05-01 6.500 6.500 7186.00 4976.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140QUTQ9 2054-06-01 4.500 4.500 1000.00 808.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140QUVF0 2054-06-01 6.000 6.000 12796304.00 10172694.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140QUY26 2054-07-01 5.000 5.000 2048.00 1692.99 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140QVAB0 2054-07-01 5.500 5.500 2000.00 1785.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140QVAD6 2054-08-01 6.000 6.000 1024.00 774.57 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140QVBF0 2054-08-01 7.000 7.000 14865844.00 9078941.38 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140QVLL6 2054-10-01 5.500 5.500 1400000.00 948570.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140QVP24 2054-11-01 5.500 5.500 1990300.00 1670732.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140QVQG2 2054-11-01 4.500 4.500 1000.00 865.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140QVVA9 2054-12-01 4.500 4.500 164000.00 137769.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140QVVY7 2054-12-01 4.500 4.500 38000.00 30510.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140QVW26 2054-12-01 5.500 5.500 36824768.00 29054775.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140QVXC3 2054-12-01 6.000 6.000 2048.00 1276.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140U0H67 2056-01-01 5.500 5.500 1000.00 948.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140U7CH3 2056-03-01 6.000 6.000 127480.00 106887.71 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140U92M9 2056-04-01 5.000 5.000 4096.00 3782.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140U97A0 2056-05-01 6.000 6.000 1000.00 993.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140UABF1 2056-06-01 5.500 5.500 1000.00 908.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140UAPY5 2056-04-01 5.500 5.500 4207917.00 3963691.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140UHER7 2056-06-01 6.500 6.500 1359982.00 1379284.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140UHPS3 2056-07-01 6.000 6.000 1542782.00 1532047.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140UL4X6 2056-07-01 5.000 5.000 4096.00 3720.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140ULPJ4 2056-07-01 7.000 7.000 4000.00 4136.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140USBH8 2056-07-01 6.500 6.500 4000.00 4052.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140UTUM4 2056-09-01 5.000 5.000 2531932.00 2361955.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140UTVD3 2056-09-01 5.000 5.000 2000.00 1873.73 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140UUJZ5 2056-08-01 7.000 7.000 1017.00 1052.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140UUKB6 2056-08-01 7.000 7.000 1000.00 1031.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140UUM24 2056-08-01 6.500 6.500 4000.00 4055.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140UUU58 2056-09-01 5.500 5.500 2000.00 1943.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140UVPK9 2056-08-01 7.000 7.000 4000.00 4143.22 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140UVTE9 2056-08-01 7.000 7.000 1699198.00 1760008.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140UW4N4 2056-08-01 6.000 6.000 9038456.00 9006448.81 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140UYYE7 2056-09-01 6.500 6.500 1210660.00 1226151.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140V0NE2 2056-09-01 5.500 5.500 4096.00 3943.39 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140W06C4 2055-02-01 5.500 5.500 44883.00 39257.37 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140W1R21 2052-09-01 3.000 3.000 1000.00 738.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140W1TG8 2054-12-01 5.500 5.500 130000.00 102738.88 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140W2AC5 2055-06-01 5.500 5.500 2000.00 1693.37 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140W2BH3 2045-03-01 7.000 7.000 39340.00 25715.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140W2T92 2055-07-01 6.000 6.000 1000.00 764.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140W3E62 2055-09-01 6.000 6.000 31094.00 27878.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140W3EM7 2052-07-01 2.500 2.500 1001.00 739.35 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140W3GE3 2050-03-01 3.000 3.000 2000.00 1518.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140W4AL1 2055-09-01 6.000 6.000 7929392.00 6863294.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140W4VW4 2054-05-01 5.500 5.500 96831.00 82275.82 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140W52Z6 2056-04-01 4.500 4.500 115000.00 102408.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140W54N1 2052-09-01 3.500 3.500 18000.00 14796.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140W5AQ7 2056-02-01 4.500 4.500 6815230.00 5819132.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140W5G24 2053-04-01 4.500 4.500 24994.00 21539.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140W5L69 2054-09-01 5.000 5.000 35396970.00 31163447.38 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140W5QD9 2055-12-01 5.500 5.500 9520839.00 8566687.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140W5TJ3 2056-03-01 5.000 5.000 32894027.00 29854791.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140W5YZ1 2056-04-01 5.000 5.000 408242.00 371344.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140W6FR8 2056-04-01 5.000 5.000 4000.00 3679.19 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140W6P30 2056-05-01 5.000 5.000 4096.00 3686.37 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418ECQ1 2052-04-01 2.500 2.500 47978.00 28263.81 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418ED64 2052-06-01 3.000 3.000 1000.00 631.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418ED72 2052-06-01 3.500 3.500 81798.00 51535.58 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418EDD9 2052-05-01 3.000 3.000 1000.00 619.38 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418EDJ6 2037-05-01 3.000 3.000 1000.00 492.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418EDY3 2052-04-01 4.000 4.000 262000.00 143934.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418EE30 2052-07-01 3.000 3.000 15000.00 9664.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418EE48 2052-07-01 3.500 3.500 1049.00 676.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418EE63 2052-07-01 4.500 4.500 2078.00 1349.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418EF21 2052-06-01 4.500 4.500 1000.00 618.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418EHJ2 2052-09-01 4.000 4.000 8000.00 5317.81 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418EHK9 2052-09-01 4.500 4.500 1024.00 670.76 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418EJ68 2052-10-01 4.500 4.500 1024.00 667.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418EJF8 2052-09-01 5.000 5.000 1000.00 635.81 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418EKV1 2052-11-01 5.500 5.500 1039.00 670.34 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418EMR8 2053-01-01 4.500 4.500 1000.00 704.97 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418EP46 2053-03-01 6.000 6.000 15008.00 7219.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418EPT1 2053-02-01 3.500 3.500 589970.00 396531.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418EQ94 2053-04-01 5.500 5.500 216000.00 133485.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418ER85 2053-05-01 5.500 5.500 1024.00 639.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418ES43 2053-06-01 5.000 5.000 504010.00 353106.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418ES68 2053-06-01 6.000 6.000 5598496.00 2870102.22 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418ESQ4 2053-04-01 3.500 3.500 1000.00 681.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418ET67 2053-07-01 5.500 5.500 1115.00 724.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418ET75 2053-07-01 6.000 6.000 1023.00 560.82 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418EUP3 2053-07-01 4.000 4.000 12000.00 8526.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418EV56 2053-09-01 4.000 4.000 41001.00 29318.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418EV98 2053-09-01 6.000 6.000 1023.00 539.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418EVC1 2038-08-01 5.000 5.000 58000.00 28579.38 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418EVZ0 2053-07-01 3.500 3.500 88000.00 63255.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418EW22 2053-10-01 5.000 5.000 1000.00 743.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418EW63 2038-10-01 5.000 5.000 2000.00 988.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418EWZ9 2053-10-01 4.500 4.500 371001.00 276954.82 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418EX70 2038-11-01 5.500 5.500 43000.00 18081.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418EYM6 2053-12-01 5.500 5.500 1003.00 669.33 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418EYN4 2053-12-01 6.000 6.000 1067.00 527.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418EZK9 2054-01-01 5.000 5.000 1025.00 797.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418EZP8 2054-01-01 7.000 7.000 299376211.00 74464019.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418FBN6 2054-08-01 5.500 5.500 1002.00 684.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418FCQ8 2039-09-01 6.500 6.500 226920.00 80694.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418FEB9 2054-11-01 4.500 4.500 1000.00 804.56 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418FEC7 2054-11-01 5.000 5.000 1000.00 788.79 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418FED5 2054-11-01 5.500 5.500 42004.00 30229.44 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418FEY9 2054-12-01 4.000 4.000 1018.00 821.68 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418FGV3 2055-02-01 4.000 4.000 67014.00 54014.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418FGW1 2055-02-01 4.500 4.500 1032.00 850.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418FGZ4 2055-02-01 6.000 6.000 21000.00 12166.11 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418FHM2 2055-02-01 3.500 3.500 69000.00 53977.39 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418FHY6 2055-03-01 5.500 5.500 1094.00 790.42 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418FKU0 2045-05-01 5.500 5.500 1000.00 610.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418FLQ8 2055-06-01 5.000 5.000 319144.00 267511.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418FMH7 2055-07-01 5.000 5.000 1024.00 866.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418FMK0 2055-07-01 6.000 6.000 45000.00 31723.93 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418FQE0 2055-10-01 5.000 5.000 18632845.00 16075806.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418FQG5 2055-10-01 6.000 6.000 1000.00 768.14 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418FR82 2055-12-01 5.500 5.500 1000.00 869.35 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418FU70 2041-03-01 5.500 5.500 28340.00 26155.99 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418FUB1 2041-02-01 4.500 4.500 15000.00 12991.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418FUG0 2046-02-01 5.000 5.000 1024.00 915.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418FUY1 2056-03-01 5.500 5.500 37000.00 33472.42 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418FV53 2041-04-01 3.500 3.500 1024.00 882.96 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418FV87 2041-04-01 5.000 5.000 1000.00 903.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418FVW4 2056-04-01 4.500 4.500 2156.00 1913.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418FVX2 2056-04-01 5.000 5.000 18262102.00 16402848.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XR5W1 2052-06-01 2.000 2.000 45999.00 30889.27 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XRGM1 2054-09-01 6.000 6.000 1000.00 668.45 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140XRLE3 2052-09-01 3.500 3.500 1041.00 789.49 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140Y6PK0 2055-05-01 5.000 5.000 1000.00 873.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140Y6YR5 2055-07-01 6.000 6.000 1259451.00 1100453.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140Y72Z0 2055-12-01 5.500 5.500 31143131.00 29075091.40 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140Y73H9 2055-12-01 5.500 5.500 5126.00 4611.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140Y7CR7 2055-09-01 6.000 6.000 6888656.00 5863193.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140Y7DU9 2055-09-01 5.500 5.500 1000.00 874.95 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140Y7E46 2055-09-01 6.500 6.500 8390240.00 7156337.81 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140Y7JJ8 2055-10-01 6.000 6.000 1008.00 902.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140Y8CT1 2056-01-01 6.000 6.000 33950922.00 28865669.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140Y8DW3 2056-02-01 5.500 5.500 5876486.00 5419913.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140Y8SX5 2056-04-01 5.000 5.000 563980.00 512987.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140Y8T71 2056-04-01 5.000 5.000 113265.00 101268.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140Y8TX4 2056-04-01 5.000 5.000 1056.00 963.81 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140Y9AD6 2056-05-01 6.000 6.000 1024.00 973.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140Y9AL8 2056-05-01 5.000 5.000 32934000.00 29919713.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140Y9FB5 2056-06-01 6.000 6.000 695293.00 677077.85 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140Y9GH1 2056-06-01 6.000 6.000 1024.00 996.30 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140Y9L93 2056-07-01 5.500 5.500 3794251.00 3630696.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140Y9RL0 2056-08-01 5.500 5.500 1000.00 952.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140Y9W34 2056-09-01 5.000 5.000 3072.00 2859.09 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140Y9WZ3 2056-09-01 5.000 5.000 3072.00 2866.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140Y9X82 2056-09-01 6.000 6.000 3072.00 3034.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140Y9XL3 2056-09-01 5.500 5.500 3088.00 2967.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140Y9XN9 2056-09-01 5.500 5.500 6160.00 5918.62 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140Y9XS8 2056-09-01 5.500 5.500 6311.00 6083.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140Y9YB4 2056-09-01 6.000 6.000 6171.00 6096.39 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140Y9YG3 2056-09-01 6.500 6.500 749920.00 762636.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3140Y9ZF4 2056-09-01 6.000 6.000 1000.00 991.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31417EDF5 2042-12-01 3.500 3.500 1024.00 148.59 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31417GKK1 2043-05-01 3.500 3.500 1000.00 19.44 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31417Y2K2 2031-06-01 5.000 5.000 3000.00 92.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418AM96 2042-11-01 3.500 3.500 4444602.00 545873.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418AVA3 2043-07-01 3.500 3.500 1000.00 142.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418C4X9 2048-12-01 4.500 4.500 566000.00 35103.69 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418CEE0 2036-12-01 3.000 3.000 1000.00 138.82 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418CR89 2047-12-01 3.500 3.500 24102100.00 2653560.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418CSC9 2037-12-01 3.000 3.000 1000.00 122.63 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418CYM0 2048-07-01 4.000 4.000 1225813.00 85662.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418D4X7 2051-10-01 2.000 2.000 40735232.00 22315756.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418DES7 2049-08-01 3.000 3.000 312000.00 29160.02 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418DGF3 2034-10-01 2.500 2.500 357000.00 41119.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418DHD7 2034-11-01 2.500 2.500 949837.00 120919.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418DKG6 2031-09-01 4.000 4.000 1816.00 38.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418DLS9 2050-02-01 2.500 2.500 309377.00 60565.71 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418DNJ7 2050-04-01 3.500 3.500 368004.00 50206.94 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418DSJ2 2050-09-01 2.500 2.500 113999.00 39842.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418DV82 2051-01-01 2.500 2.500 128003.00 52322.53 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418DVA7 2050-12-01 2.000 2.000 235773.00 110172.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418DYB2 2051-04-01 2.000 2.000 1172.00 594.75 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418DYX4 2051-05-01 2.000 2.000 1000.00 518.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418DZ62 2041-06-01 2.000 2.000 1024.00 534.61 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418E2G4 2054-02-01 7.000 7.000 49278793.00 12851738.58 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418E2R0 2054-02-01 4.000 4.000 1000.00 746.25 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418E3C2 2054-03-01 5.000 5.000 2002.00 1497.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418E3E8 2054-03-01 5.500 5.500 1024.00 661.36 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418E5B2 2054-04-01 4.000 4.000 75000.00 57313.74 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418E5P1 2054-05-01 5.500 5.500 11000.00 7323.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418E7A2 2054-06-01 5.500 5.500 1373.00 904.31 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418EA67 2051-12-01 4.000 4.000 1000.00 367.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418EB82 2052-03-01 2.000 2.000 118000.00 68173.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418ECP3 2052-04-01 2.000 2.000 97000.00 57069.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31427PCS1 2053-11-01 6.500 6.500 5230291.00 3126820.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31427PLH5 2055-08-01 6.000 6.000 1000.00 841.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31427PLY8 2055-08-01 6.000 6.000 1024.00 800.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31427PTT1 2055-09-01 5.500 5.500 1000.00 807.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31427PV27 2055-08-01 5.500 5.500 79618.00 69673.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31427PVY7 2055-09-01 6.000 6.000 21247072.00 17398861.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31427PW67 2055-09-01 5.500 5.500 1559.00 1350.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31427PXA7 2054-08-01 5.500 5.500 45000.00 33283.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31427QH62 2052-05-01 2.500 2.500 12506267.00 9227847.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31427QPR7 2054-05-01 6.500 6.500 1021.00 806.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31427R3C2 2056-01-01 5.500 5.500 1000.00 927.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31427R3D0 2056-03-01 5.000 5.000 714469.00 651399.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31427RHU7 2053-02-01 4.000 4.000 1043.00 855.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31427RVV9 2056-02-01 5.500 5.500 1040.00 901.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31427RY95 2056-02-01 6.000 6.000 9533024.00 8838304.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31427RYT1 2055-12-01 5.000 5.000 17722464.00 16279084.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31427RZT0 2052-09-01 3.500 3.500 15314288.00 12433373.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31427S4M7 2056-05-01 5.500 5.500 1024.00 963.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31427SJW9 2054-05-01 5.000 5.000 1024.00 928.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31427STK4 2051-04-01 5.000 5.000 18715000.00 16801320.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31427SUZ9 2055-08-01 6.000 6.000 1000.00 948.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31427T3T1 2052-09-01 3.500 3.500 1001.00 842.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31427T3X2 2056-08-01 5.500 5.500 1000.00 959.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31427T6X9 2056-06-01 6.000 6.000 1000.00 988.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31427T7M2 2056-06-01 5.500 5.500 5799590.00 5596878.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31427TBE5 2056-06-01 6.000 6.000 978561.00 953136.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31427TBG0 2056-06-01 6.000 6.000 3398096.00 3288886.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31427TJE7 2056-06-01 5.000 5.000 1000.00 922.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31427TNL6 2049-06-01 3.500 3.500 1024.00 865.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31427TR32 2056-07-01 7.000 7.000 48592847.00 47832723.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31427TR73 2056-07-01 5.000 5.000 1024.00 950.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31427TS23 2052-07-01 3.000 3.000 1000.00 816.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31427TTL0 2056-08-01 5.500 5.500 39702000.00 37080822.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31427TUS3 2056-08-01 5.500 5.500 41286000.00 39248660.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31427TVA1 2056-07-01 6.000 6.000 6183.00 6027.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31427TXE1 2056-07-01 5.000 5.000 1024.00 950.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31427UHM8 2056-09-01 6.000 6.000 6152.00 6077.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31427UKH5 2056-10-01 6.000 6.000 1000.00 993.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31427UKU6 2055-09-01 6.000 6.000 1000.00 992.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31427UNE9 2056-08-01 5.500 5.500 1000.00 972.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3142GQ4N9 2054-02-01 5.000 5.000 1000.00 835.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3142GR3Y4 2054-06-01 6.000 6.000 1024.00 674.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3142GR4C1 2054-06-01 6.000 6.000 33935.00 20174.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3142GS2T4 2054-10-01 6.000 6.000 1024.00 762.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3142GSF37 2054-07-01 6.500 6.500 1152.00 678.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3142GSMG0 2054-08-01 6.000 6.000 1000.00 600.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3142GSNQ7 2054-08-01 5.500 5.500 23103572.00 18813603.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3142GT3V6 2055-02-01 6.000 6.000 1024.00 780.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3142GTE93 2054-11-01 5.000 5.000 1000.00 782.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3142GTM29 2054-12-01 5.500 5.500 1024.00 796.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3142GTMC7 2054-12-01 5.000 5.000 10189238.00 8116833.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3142GTNL6 2054-12-01 6.000 6.000 1024.00 805.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3142GTT97 2055-02-01 5.500 5.500 1001.00 846.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3142GTTZ9 2055-02-01 6.000 6.000 46737760.00 36841002.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3142GTVH6 2055-01-01 6.500 6.500 116000000.00 71263438.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3142GUBC6 2055-03-01 5.500 5.500 269659.00 228385.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3142GUDP5 2055-03-01 5.000 5.000 1024.00 897.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3142GUSV6 2055-05-01 6.500 6.500 464017.00 349115.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3142GUZW6 2055-06-01 5.000 5.000 7048.00 6337.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3142GV2S9 2055-11-01 6.500 6.500 1000.00 752.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3142GV3M1 2055-11-01 5.000 5.000 1000.00 914.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3142GVBM2 2055-08-01 5.500 5.500 1024.00 914.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3142GVD65 2055-08-01 5.500 5.500 22017087.00 19402154.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3142GVGD7 2055-08-01 6.000 6.000 2029.00 1762.01 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418FWP8 2056-05-01 5.000 5.000 1000.00 906.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418FWP8 2056-05-01 5.000 5.000 1000.00 906.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418FWU7 2041-05-01 3.500 3.500 3446740.00 3029696.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418FXG7 2056-06-01 4.500 4.500 2072.00 1840.41 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418FYM3 2056-07-01 3.500 3.500 1008.00 849.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418FYQ4 2056-07-01 5.000 5.000 6165.00 5632.64 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418FZH3 2056-08-01 4.500 4.500 6169.00 5496.22 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31418FZK6 2056-08-01 5.500 5.500 19332.00 18266.28 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31419ACY1 2048-11-01 6.000 6.000 1000.00 28.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31425US55 2054-11-01 5.000 5.000 1000.00 872.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31425USZ9 2054-12-01 4.500 4.500 5001.00 3395.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31425V6S7 2054-12-01 5.500 5.500 1000.00 799.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31425VX40 2054-12-01 4.500 4.500 1000.00 867.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31425WM40 2054-12-01 5.500 5.500 6000.00 3808.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31425WZN4 2055-01-01 5.500 5.500 1024.00 801.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31425XEM7 2055-01-01 5.000 5.000 1014.00 778.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31425XYW3 2055-01-01 6.000 6.000 113387.00 88448.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31425Y3F2 2055-02-01 6.000 6.000 1000.00 704.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31426BVG8 2055-02-01 6.000 6.000 5230336.00 3768685.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31426BXX9 2055-02-01 5.500 5.500 1000.00 839.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31426DGR7 2055-03-01 6.500 6.500 6000.00 1331.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31426JDC0 2055-04-01 5.000 5.000 1008.00 809.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31426KZL3 2055-05-01 5.000 5.000 1024.00 841.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31426LTK0 2055-05-01 5.000 5.000 1000.00 831.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31426M5M0 2055-05-01 5.500 5.500 1008.00 957.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31426MZ70 2055-05-01 5.500 5.500 1003.00 922.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31426NNM8 2055-05-01 5.500 5.500 1008.00 875.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31426NZD5 2055-05-01 5.000 5.000 1024.00 913.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31426PAE5 2055-06-01 5.500 5.500 1040.00 831.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31426Q2W2 2055-06-01 6.000 6.000 1000.00 880.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31426QKA0 2055-06-01 6.000 6.000 1000.00 804.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31426QMV2 2055-05-01 6.500 6.500 6001.00 4236.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31426TV95 2055-07-01 5.500 5.500 1024.00 869.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31426TZG5 2055-07-01 5.500 5.500 1000.00 957.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31426UEE0 2055-08-01 5.500 5.500 2041.00 1871.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31426UTJ3 2055-08-01 6.500 6.500 1000.00 1007.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31426X4Q8 2055-09-01 5.500 5.500 1000.00 861.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31426XN87 2055-08-01 5.500 5.500 7001.00 6003.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31426Y4H6 2055-09-01 5.500 5.500 8000.00 7106.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31426Y4S2 2055-09-01 5.500 5.500 55065.00 47815.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31426YSD9 2055-09-01 5.500 5.500 1000.00 731.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31427AHX8 2055-09-01 5.500 5.500 1000.00 923.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31427ASU2 2055-09-01 6.000 6.000 4726538.00 4288364.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31427AU70 2055-09-01 5.000 5.000 1000.00 868.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31427AUT2 2055-09-01 5.000 5.000 1000.00 917.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31427BXA8 2055-09-01 6.000 6.000 12005.00 9710.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31427BYC3 2055-10-01 5.500 5.500 1000.00 947.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31427CJH7 2055-10-01 5.500 5.500 1000.00 949.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31427CQS5 2055-10-01 5.500 5.500 1008.00 910.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31427GVD3 2055-11-01 5.500 5.500 1000.00 947.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31427GZ49 2055-11-01 5.500 5.500 7163388.00 6494272.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31427H2K7 2055-11-01 5.000 5.000 1000.00 861.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31427HHT2 2055-11-01 5.500 5.500 1008.00 949.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31427HR38 2055-11-01 5.000 5.000 1024.00 907.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31427KWM3 2055-12-01 5.500 5.500 9000.00 8600.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31427M7E5 2055-04-01 5.500 5.500 1024.00 838.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31427MJ93 2055-02-01 5.000 5.000 1000.00 791.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31427MQD6 2055-02-01 5.500 5.500 1024.00 793.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31427MVN8 2055-03-01 5.500 5.500 1196.00 968.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31427MWW7 2055-04-01 6.000 6.000 1000.00 770.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31427NJS9 2055-05-01 5.500 5.500 1000.00 863.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31427NLS6 2055-05-01 5.000 5.000 28000000.00 23348909.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31427NNW5 2055-04-01 7.000 7.000 27889000.00 17210555.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31427P4F8 2052-07-01 2.500 2.500 21000.00 15444.70 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 912797UY1 2026-11-12 0.000 0.000 100.00 99.54 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 912797VH7 2026-12-17 0.000 0.000 154400.00 153084.05 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 912797VT1 2027-01-14 0.000 0.000 400.00 395.29 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 912810EY0 2026-11-15 6.500 6.500 35400.00 36368.01 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 912810FD5 2028-04-15 3.625 3.625 134000.00 285108.08 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 912810PT9 2037-02-15 4.750 4.750 281200.00 272272.04 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 912810QA9 2039-02-15 3.500 3.500 100.00 83.99 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 912810QD3 2039-11-15 4.375 4.375 500.00 459.34 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 912810QK7 2040-08-15 3.875 3.875 859600.00 731602.77 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 912810QL5 2040-11-15 4.250 4.250 702400.00 629034.67 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 912810QN1 2041-02-15 4.750 4.750 100.00 93.20 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 912810QY7 2042-11-15 2.750 2.750 5962200.00 4214622.54 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 912810RC4 2043-08-15 3.625 3.625 100.00 78.51 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 912810RY6 2047-08-15 2.750 2.750 200.00 128.71 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 912810SA7 2048-02-15 3.000 3.000 182000.00 121991.32 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 912810SE9 2048-11-15 3.375 3.375 4126900.00 2972978.52 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 912810SM1 2050-02-15 0.250 0.250 112000.00 72498.04 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 912810SR0 2040-05-15 1.125 1.125 28600.00 16846.45 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 912810SU3 2051-02-15 1.875 1.875 100.00 49.88 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 912810TA6 2041-08-15 1.750 1.750 100.00 61.89 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 912810TB4 2051-11-15 1.875 1.875 100.00 49.71 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 912810TH1 2042-05-15 3.250 3.250 900.00 692.78 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 912810TL2 2052-11-15 4.000 4.000 14500.00 11396.96 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 912810TM0 2042-11-15 4.000 4.000 100.00 84.47 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 912810TS7 2043-05-15 3.875 3.875 3900.00 3220.68 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 912810TU2 2043-08-15 4.375 4.375 100.00 86.89 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 912810TX6 2054-02-15 4.250 4.250 67700.00 54703.66 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 912810UE6 2054-11-15 4.500 4.500 121100.00 103425.58 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 912810UH9 2055-02-15 2.375 2.375 135400.00 117948.51 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 912810UJ5 2045-02-15 4.750 4.750 27500.00 24785.74 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 912810UR7 2056-02-15 4.750 4.750 10900.00 9576.04 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 912810UT3 2046-02-15 4.625 4.625 327000.00 288319.58 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 912810UU0 2056-05-15 5.000 5.000 2000.00 1855.54 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 912810UX4 2046-08-15 5.125 5.125 100.00 94.11 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 9128282L3 2027-07-15 0.375 0.375 100.00 135.02 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 9128282R0 2027-08-15 2.250 2.250 500.00 491.59 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 9128283W8 2028-02-15 2.750 2.750 8000.00 7814.08 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 9128285M8 2028-11-15 3.125 3.125 100.00 97.63 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 9128285W6 2029-01-15 0.875 0.875 500.00 637.12 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 9128287D6 2029-07-15 0.250 0.250 800.00 982.56 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 912828V98 2027-02-15 2.250 2.250 100.00 99.53 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 912828Y38 2028-07-15 0.750 0.750 45700.00 59187.80 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 912828YX2 2026-12-31 1.750 1.750 39700.00 39640.77 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 912828ZE3 2027-03-31 0.625 0.625 700.00 687.55 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 912828ZQ6 2030-05-15 0.625 0.625 200.00 171.60 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 912828ZS2 2027-05-31 0.500 0.500 200.00 195.23 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 91282CAY7 2027-11-30 0.625 0.625 4200.00 4016.35 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 91282CBF7 2031-01-15 0.125 0.125 49700.00 57303.81 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 91282CCS8 2031-08-15 1.250 1.250 2399800.00 2010174.47 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 91282CCY5 2028-09-30 1.250 1.250 399000.00 371694.83 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 91282CEW7 2027-06-30 3.250 3.250 177600.00 177463.07 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 91282CFF3 2032-08-15 2.750 2.750 2502000.00 2210328.10 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 91282CFM8 2027-09-30 4.125 4.125 884800.00 880575.08 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 91282CFU0 2027-10-31 4.125 4.125 196800.00 199103.18 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 91282CFZ9 2027-11-30 3.875 3.875 129800.00 130266.33 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 91282CGH8 2028-01-31 3.500 3.500 100.00 98.96 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 91282CGM7 2033-02-15 3.500 3.500 3290300.00 3010808.76 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 91282CGQ8 2030-02-28 4.000 4.000 998600.00 970615.15 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 91282CGT2 2028-03-31 3.625 3.625 100.00 98.32 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 91282CGZ8 2030-04-30 3.500 3.500 400.00 386.04 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 91282CHC8 2033-05-15 3.375 3.375 1000.00 912.93 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 91282CHT1 2033-08-15 3.875 3.875 239000.00 222305.55 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 91282CJN2 2028-11-30 4.375 4.375 175600.00 176232.22 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 91282CJX0 2031-01-31 4.000 4.000 674300.00 651152.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3142GVV40 2055-10-01 5.500 5.500 1060.00 902.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3142GVVQ1 2055-10-01 6.500 6.500 1024.00 902.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3142GVX63 2055-11-01 6.000 6.000 1024.00 898.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3142GVZ20 2055-11-01 6.500 6.500 1000.00 873.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3142GVZM6 2055-11-01 6.000 6.000 1211134.00 1107427.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3142GW4J5 2056-03-01 5.000 5.000 1000.00 845.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3142GWE39 2055-12-01 5.000 5.000 1000.00 901.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3142GWEJ4 2055-12-01 6.000 6.000 1000.00 909.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3142GWNK1 2056-01-01 4.500 4.500 1008.00 877.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3142GWP60 2056-01-01 5.000 5.000 1024.00 863.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3142GWUX5 2056-03-01 5.000 5.000 1024.00 928.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3142GWUY3 2056-03-01 5.000 5.000 1124.00 1026.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3142GWVN6 2056-03-01 5.500 5.500 1000.00 918.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3142GWVX4 2056-03-01 5.500 5.500 43388315.00 41064159.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3142GX6N2 2056-08-01 5.000 5.000 6196.00 5638.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3142GXA98 2056-03-01 4.500 4.500 6007.00 5279.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3142GXCQ8 2056-03-01 5.000 5.000 6206.00 5588.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3142GXD61 2056-04-01 5.500 5.500 76886107.00 72267743.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3142GXD87 2056-04-01 5.500 5.500 7211098.00 6672731.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3142GXJW8 2056-05-01 5.500 5.500 1000.00 941.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3142GXUJ4 2056-06-01 5.000 5.000 1024.00 949.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3142GXVX2 2056-06-01 6.000 6.000 1024.00 1009.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3142GXWB9 2056-06-01 5.500 5.500 1008.00 944.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3142GYH40 2056-09-01 5.500 5.500 1024.00 985.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3142GYMS1 2056-09-01 5.000 5.000 6164.00 5750.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3142GYNM3 2056-09-01 5.500 5.500 6155.00 5910.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3142GYQQ1 2056-07-01 6.500 6.500 1000.00 1013.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3142GYQY4 2056-10-01 6.000 6.000 612545.00 604350.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3142J6AP8 2055-06-01 5.500 5.500 1000.00 775.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3142J6B28 2055-10-01 5.500 5.500 1000.00 819.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3142J6BX0 2055-10-01 4.000 4.000 1000.00 844.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3142J6C84 2056-02-01 5.000 5.000 1033.00 916.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3142J6CN1 2055-12-01 5.500 5.500 1000.00 862.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3142J6CV3 2056-01-01 4.500 4.500 6261.00 5478.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3142J6D26 2056-05-01 6.000 6.000 92648000.00 81988821.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3142J6D83 2056-06-01 4.500 4.500 2153.00 1912.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3142J6DN0 2056-04-01 4.000 4.000 128831.00 109877.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3142J6DY6 2056-05-01 5.000 5.000 208223.00 187603.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3142J6E25 2056-09-01 4.000 4.000 1251040.00 1093753.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3142J6FG3 2056-09-01 5.500 5.500 4335265.00 4159992.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3142J6FH1 2056-09-01 6.000 6.000 1000.00 986.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3142JCBX7 2041-01-01 4.500 4.500 1000.00 837.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3142JCCA6 2041-03-01 3.500 3.500 10787573.00 9343490.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3142JCD56 2041-09-01 4.500 4.500 1000.00 950.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3142JPLX7 2055-12-01 4.500 4.500 194922.00 175177.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3142JPRB9 2055-12-01 5.500 5.500 17629407.00 16241632.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3142JPVP3 2055-12-01 5.000 5.000 1000.00 860.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3142JQ5B1 2056-01-01 6.500 6.500 1000.00 907.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3142JQ5F2 2056-01-01 6.500 6.500 1000.00 753.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3142JQH85 2055-12-01 5.000 5.000 1000.00 884.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3142JQS26 2055-12-01 5.500 5.500 16319775.00 12617179.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3142JS3B9 2056-01-01 6.000 6.000 3687810.00 3339328.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3142JSEW1 2056-01-01 6.500 6.500 1000.00 1013.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3142JSHW8 2056-01-01 6.500 6.500 1000.00 1018.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3142JSNB7 2056-01-01 5.000 5.000 1024.00 920.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3142JTWY5 2056-02-01 6.500 6.500 1000.00 1013.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3142JUQ29 2056-02-01 7.000 7.000 1000.00 1036.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3142JVC97 2056-02-01 6.500 6.500 1000.00 912.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3142K2DG2 2056-04-01 5.000 5.000 1000.00 922.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3142KBHF0 2056-07-01 5.500 5.500 1000.00 966.68 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 912797SK4 2026-10-29 0.000 0.000 1171100.00 1167591.38 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 912797TC1 2026-12-24 0.000 0.000 22000.00 21793.71 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 912797UJ4 2026-10-08 0.000 0.000 209000.00 208845.34 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 912797UX3 2027-05-13 0.000 0.000 498200.00 485436.61 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 912834KB3 2045-05-15 0.000 0.000 32.53 10.97 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 912834LK2 2042-05-15 0.000 0.000 0.04 0.02 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 912834MZ8 2043-11-15 0.000 0.000 0.15 0.06 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 912834PZ5 2046-02-15 0.000 0.000 65.00 20.97 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 912834QP6 2046-08-15 0.000 0.000 325.90 102.10 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 912834TV0 2048-08-15 0.000 0.000 1.00 0.28 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 912834ZP6 2056-02-15 0.000 0.000 0.01 0.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3128M96X5 2044-08-01 4.000 4.000 48874551.00 6477256.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3128MJ2X7 2047-11-01 4.000 4.000 7482.00 756.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3128MJ2Z2 2047-12-01 3.000 3.000 1511.00 194.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3128MJVL1 2044-12-01 4.000 4.000 2196.00 142.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3130G02R4 2056-08-01 5.500 5.500 1000.00 958.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3130G03F9 2056-07-01 6.500 6.500 1000.00 1022.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3130G03M4 2056-08-01 5.500 5.500 1000.00 964.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3130G05T7 2056-08-01 5.500 5.500 178303.00 171982.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3130G2JJ0 2056-09-01 5.000 5.000 24952309.00 23230441.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3130G2LK4 2056-08-01 6.000 6.000 1000.00 996.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3130G3T99 2056-07-01 5.000 5.000 4096.00 3679.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3130G4AF3 2056-09-01 6.000 6.000 2000.00 1995.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3130G4JT4 2056-09-01 5.500 5.500 2016.00 1946.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3130G4KJ4 2056-09-01 6.000 6.000 2000.00 1993.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3130G4KV7 2056-09-01 6.000 6.000 2000.00 1999.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3130G53L5 2056-10-01 5.500 5.500 136417.00 131063.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3130G53N1 2056-10-01 5.500 5.500 5721956.00 5534588.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3130G53Q4 2056-10-01 5.500 5.500 1000.00 966.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3130G54A8 2056-09-01 6.000 6.000 1000.00 988.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3130G5QT3 2056-09-01 6.500 6.500 2000.00 2025.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3130G7ED7 2056-09-01 6.500 6.500 2354343.00 2390703.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3130G7EM7 2056-10-01 6.000 6.000 2000.00 1995.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3130G7EN5 2056-10-01 6.000 6.000 5187896.00 5165226.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3130G7ET2 2056-10-01 6.000 6.000 6179220.00 6134076.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3130G7GX1 2056-10-01 6.000 6.000 4168960.00 4162411.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3131XJBQ4 2042-02-01 4.000 4.000 3256.00 197.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3131XQMD5 2044-09-01 4.000 4.000 1024.00 152.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3131XQPW0 2044-06-01 3.500 3.500 175000.00 31055.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3131Y0JC7 2048-02-01 3.500 3.500 1225.00 149.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3131YAL32 2049-03-01 4.000 4.000 1014674.00 194092.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31323ABJ0 2047-10-01 3.500 3.500 999625.00 59339.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132A5EP6 2045-12-01 3.500 3.500 1000.00 91.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132A5J89 2048-07-01 5.000 5.000 1000.00 87.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132AARQ9 2045-10-01 3.500 3.500 167979.00 25725.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132AC3B4 2048-10-01 4.500 4.500 832654.00 149002.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132ACMW7 2044-02-01 3.500 3.500 1243.00 303.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132ACS43 2048-03-01 4.000 4.000 1255960.00 247831.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132ACS76 2048-07-01 4.000 4.000 1000.00 180.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132ACS84 2048-08-01 4.500 4.500 1000.00 179.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132AEB47 2049-03-01 5.000 5.000 1000.00 165.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132CW5X8 2037-12-01 5.000 5.000 79826.00 39377.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132CXRE4 2038-02-01 2.500 2.500 1000.00 683.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132CYAC4 2040-08-01 4.000 4.000 26966.00 22593.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132CYDJ6 2041-05-01 5.500 5.500 1000.00 942.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132CYGX2 2040-10-01 5.000 5.000 2014.00 1925.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132D6B90 2037-07-01 3.500 3.500 25758.00 12452.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132D6CB4 2037-06-01 3.500 3.500 222741.00 104693.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132D9W91 2042-08-01 2.000 2.000 7032392.00 5178854.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132DMWX9 2051-07-01 3.000 3.000 173705.00 89935.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132DN7A5 2052-10-01 5.000 5.000 2286848.00 1449992.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132DNPZ0 2052-03-01 3.000 3.000 100000.00 59693.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132DNVK6 2052-08-01 4.500 4.500 55000.00 37529.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132DNYZ0 2052-09-01 5.000 5.000 4000.00 2377.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132DNZE6 2052-09-01 4.500 4.500 2000.00 1221.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132DP2B3 2052-11-01 5.000 5.000 4000.00 2669.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132DPCV8 2052-11-01 5.000 5.000 4000.00 2481.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132DPD21 2052-12-01 4.500 4.500 51998.00 33525.89 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 91282CJZ5 2034-02-15 4.000 4.000 257200.00 239688.02 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 91282CKC4 2031-02-28 4.250 4.250 100.00 97.16 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 91282CKP5 2029-04-30 4.625 4.625 287800.00 291094.43 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 91282CKR1 2027-05-15 4.500 4.500 10000.00 10173.45 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 91282CKT7 2029-05-31 4.500 4.500 52100.00 52283.03 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 91282CKX8 2029-06-30 4.250 4.250 299700.00 297434.27 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 91282CLC3 2029-07-31 4.000 4.000 43400.00 42584.23 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 91282CLF6 2034-08-15 3.875 3.875 100.00 91.83 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 91282CLQ2 2027-10-15 3.875 3.875 2900.00 2930.78 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 91282CLR0 2029-10-31 4.125 4.125 1262000.00 1252597.01 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 91282CLV1 2029-10-15 1.625 1.625 1309700.00 1363989.18 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 91282CLY5 2026-11-30 4.250 4.250 205900.00 208856.24 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 91282CMB4 2027-12-15 4.000 4.000 115700.00 116107.73 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 91282CMD0 2029-12-31 4.375 4.375 100.00 99.23 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 91282CMF5 2028-01-15 4.250 4.250 22300.00 22356.88 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 91282CML2 2035-01-15 2.125 2.125 922500.00 927565.06 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 91282CMZ1 2030-04-30 3.875 3.875 19800.00 19384.21 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 91282CMZ1 2030-04-30 3.875 3.875 63009600.00 61686444.63 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 91282CNC1 2035-05-15 4.250 4.250 1501100.00 1421456.89 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 91282CND9 2028-05-15 3.750 3.750 100.00 99.74 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 91282CNF4 2032-05-31 4.125 4.125 100.00 96.51 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 91282CNK3 2030-06-30 3.875 3.875 1962400.00 1904516.07 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 91282CNL1 2027-06-30 3.750 3.750 1757000.00 1764518.20 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 91282CNS6 2035-07-15 1.875 1.875 178400.00 172121.71 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 91282CNT4 2035-08-15 4.250 4.250 21530600.00 20116567.08 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 91282CNU1 2028-08-15 3.625 3.625 400.00 393.01 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 91282CNV9 2027-08-31 3.625 3.625 199300.00 198224.41 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 91282CNY3 2028-09-15 3.375 3.375 999800.00 973488.74 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 91282CNZ0 2032-09-30 3.875 3.875 22300.00 20864.33 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 91282CPB1 2027-09-30 3.500 3.500 2000.00 1978.51 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 91282CPE5 2027-10-31 3.500 3.500 384700.00 385682.00 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 91282CPL9 2027-11-30 3.375 3.375 1255900.00 1251278.29 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 91282CPP0 2028-12-15 3.500 3.500 100.00 98.11 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 91282CPQ8 2032-12-31 3.875 3.875 100.00 94.20 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 91282CPS4 2027-12-31 3.375 3.375 2000.00 1984.16 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 91282CPU9 2036-01-15 1.875 1.875 300000.00 283366.65 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 91282CPZ8 2036-02-15 4.125 4.125 208700.00 192206.49 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 91282CQC8 2033-02-28 3.750 3.750 220900.00 204806.49 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 91282CQD6 2031-02-28 3.500 3.500 254700.00 239901.82 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 91282CQH7 2028-03-31 3.875 3.875 23300.00 22993.81 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 91282CQK0 2031-04-30 3.875 3.875 100.00 96.78 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 91282CQP9 2031-04-15 1.250 1.250 621600.00 601267.73 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 91282CQQ7 2036-05-15 4.375 4.375 400.00 379.52 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 91282CQS3 2028-05-31 4.000 4.000 200.00 200.03 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 91282CQU8 2031-05-31 4.125 4.125 57800.00 56344.83 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 91282CQV6 2029-06-15 4.125 4.125 400.00 396.43 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 91282CQW4 2033-06-30 4.250 4.250 24963100.00 23930276.70 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 91282CQY0 2028-06-30 4.125 4.125 2100.00 2096.46 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 91282CQZ7 2029-07-15 4.125 4.125 100.00 98.68 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 91282CRA1 2031-07-31 4.375 4.375 100.00 97.75 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 91282CRG8 2029-08-15 4.250 4.250 100.00 98.60 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 91282CRJ2 2033-08-31 4.500 4.500 690000.00 665818.45 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 91282CRL7 2029-09-15 4.375 4.375 1067000.00 1051378.95 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 9128334S6 2031-08-15 0.000 0.000 71.27 55.48 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 9128334T4 2032-02-15 0.000 0.000 0.01 0.01 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 9128334V9 2033-02-15 0.000 0.000 0.01 0.01 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 9128337E4 2036-08-15 0.000 0.000 0.01 0.01 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 912833XN5 2029-02-15 0.000 0.000 474.48 421.54 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 912833XS4 2029-05-15 0.000 0.000 0.32 0.28 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 912833XX3 2030-02-15 0.000 0.000 213.82 180.34 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 912833XZ8 2031-02-15 0.000 0.000 120.00 95.92 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 912834D47 2052-08-15 0.000 0.000 0.89 0.20 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 912834EV6 2039-11-15 0.000 0.000 134.59 65.02 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 912834HV3 2040-05-15 0.000 0.000 0.15 0.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132DWLM3 2054-05-01 6.000 6.000 72000.00 37547.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132DWLT8 2054-06-01 5.500 5.500 77011.00 50342.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132DWMS9 2054-10-01 5.500 5.500 1002.00 695.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132DWN90 2055-03-01 6.000 6.000 2000.00 1192.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132DWNE9 2054-12-01 4.500 4.500 1041.00 843.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132DWPH0 2055-04-01 5.500 5.500 1000.00 725.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132E0A93 2052-07-01 2.500 2.500 1000.00 667.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132E0LZ3 2053-05-01 4.500 4.500 2000.00 1374.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132E0NN8 2053-09-01 6.000 6.000 300000.00 206765.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132E0W32 2053-11-01 6.000 6.000 2000.00 1473.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132H9Q37 2028-06-01 3.000 3.000 3471654.00 103744.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132WN5F5 2047-06-01 4.500 4.500 1000.00 180.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 31335BXV3 2048-08-01 3.000 3.000 4267000.00 1072431.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3133A3XU7 2050-04-01 3.500 3.500 1000.00 240.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3133AF4T5 2051-02-01 2.500 2.500 100000.00 48876.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3133APUF4 2051-08-01 2.500 2.500 1008.00 524.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3133ARLQ6 2051-08-01 3.000 3.000 4000.00 2353.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3133AUYA0 2051-10-01 3.000 3.000 1193740.00 610264.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3133B4A54 2052-02-01 3.000 3.000 1000.00 544.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3133BFL40 2052-07-01 4.000 4.000 2000.00 1372.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3133BH4N3 2052-08-01 5.000 5.000 11770676.00 7320460.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3133BMBD6 2052-08-01 5.000 5.000 166572.00 149147.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3133BNU84 2052-10-01 4.500 4.500 7216710.00 4850708.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3133BP2P2 2052-11-01 5.500 5.500 4000.00 2630.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3133BQKT2 2052-11-01 5.500 5.500 4000.00 2492.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3133BU7D3 2053-02-01 5.500 5.500 5000.00 2911.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3133BUUH8 2053-02-01 5.500 5.500 1000.00 646.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3133BWCG6 2053-02-01 5.500 5.500 1206032.00 817681.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3133BWMS9 2053-03-01 6.500 6.500 4000.00 2696.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3133BWNX7 2053-03-01 5.500 5.500 4000.00 3010.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3133BYBN8 2053-04-01 6.000 6.000 1000.00 640.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3133C4NW0 2053-06-01 6.500 6.500 4000.00 1789.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3133C4YU2 2053-06-01 6.000 6.000 2225.00 1522.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3133C72C0 2053-07-01 5.500 5.500 1000.00 700.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3133C8H73 2053-07-01 6.500 6.500 1000.00 655.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3133C9SE4 2053-08-01 5.500 5.500 772920.00 537709.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3133CKDC9 2053-12-01 6.500 6.500 4000.00 2689.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3133CKRY6 2053-12-01 6.500 6.500 4000.00 2094.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3133CQFG5 2054-07-01 5.500 5.500 1394814.00 849535.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3133CSKU4 2054-08-01 7.000 7.000 4000.00 2293.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3133CSNM9 2054-08-01 6.000 6.000 4000.00 2596.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3133CSQZ7 2054-08-01 6.000 6.000 4000.00 3472.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3133CT3Z0 2054-09-01 6.000 6.000 4000.00 2916.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3133CTP52 2054-09-01 6.000 6.000 277438.00 241861.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3133CTYF0 2054-09-01 6.000 6.000 4000.00 2949.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3133CUGU4 2054-09-01 6.500 6.500 4000.00 3573.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3133CULK0 2054-09-01 6.500 6.500 4000.00 2801.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3133CWHG0 2054-09-01 6.000 6.000 2016.00 1531.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3133CWS37 2054-10-01 6.000 6.000 4000.00 1897.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3133CWU91 2054-10-01 5.500 5.500 2016.00 1638.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3133CWY63 2054-10-01 5.000 5.000 4000.00 3282.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3133CX7J3 2054-10-01 5.500 5.500 4000.00 3371.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3133CYMX3 2054-10-01 6.000 6.000 4000.00 2593.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3133CYZE1 2054-10-01 7.000 7.000 4000.00 2690.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3133D1QX0 2054-11-01 5.500 5.500 4000.00 3215.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3133KL2G1 2051-05-01 2.500 2.500 1000.00 524.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3133KLTJ6 2051-04-01 2.000 2.000 1008.00 506.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3133KMJG1 2051-08-01 3.000 3.000 127000.00 60571.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3133KMVD4 2051-10-01 3.000 3.000 59973.00 36892.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3133KN4F7 2052-04-01 3.500 3.500 4000.00 2284.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3133KN7A5 2052-04-01 3.500 3.500 212905.00 128833.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132DPN38 2053-01-01 5.500 5.500 2000.00 1222.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132DPQE1 2052-12-01 3.500 3.500 35000.00 22968.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132DPTE8 2053-02-01 5.500 5.500 6967380.00 4661512.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132DQ6L5 2050-01-01 3.000 3.000 2000.00 1285.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132DQBM7 2053-05-01 6.000 6.000 2048.00 1291.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132DQJ80 2053-03-01 3.500 3.500 2000.00 1332.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132DS3S9 2054-04-01 5.500 5.500 94000.00 64168.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 5493001KJTIIGC8Y1R12 3132DS6V9 2053-07-01 5.500 5.500 600000.00 456535.24 Agency Mortgage-Backed 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U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 91282CRM5 2033-09-30 5.000 5.000 5224200.00 5170359.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 91282CRL7 2029-09-15 4.375 4.375 408600.00 402618.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 91282CRG8 2029-08-15 4.250 4.250 27600.00 27214.94 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 5493001KJTIIGC8Y1R12 91282CRE3 2036-07-15 2.375 2.375 449800.00 431304.03 U.S. Treasuries (including strips) Y 2026-10-01 2026-10-01 2026-10-01 N Y SUMITOMO MITSUI BANK 0.0000 FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 N 0.0388 250000000.00 250000000.00 0.0016 N Y Y N - N/A - SOCIETE GENERALE SOCIETE GENERALE 3.8800 BYM7S3R26 O2RNE8IBXP4R0TD8PU41 115510 0000865845 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) O2RNE8IBXP4R0TD8PU41 91282CAH4 2027-08-31 0.500 0.500 7136900.00 6879431.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 91282CAU5 2027-10-31 0.500 0.500 15269200.00 14630822.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 91282CCB5 2031-05-15 1.625 1.625 29762600.00 25766755.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 91282CCH2 2028-06-30 1.250 1.250 12200.00 11506.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 91282CCH2 2028-06-30 1.250 1.250 23256000.00 21933849.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 91282CCR0 2028-07-31 1.000 1.000 2074700.00 1938451.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 91282CCV1 2028-08-31 1.125 1.125 100.00 93.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 91282CCY5 2028-09-30 1.250 1.250 134598200.00 125350092.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 91282CDL2 2028-11-30 1.500 1.500 5852300.00 5474621.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 91282CEB3 2029-02-28 1.875 1.875 20845700.00 19432754.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 91282CEJ6 2027-04-15 0.125 0.125 700.00 818.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 91282CEP2 2032-05-15 2.875 2.875 200.00 180.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 91282CFF3 2032-08-15 2.750 2.750 8616300.00 7618235.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 91282CFF3 2032-08-15 2.750 2.750 98867800.00 87415497.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 91282CFJ5 2029-08-31 3.125 3.125 110663200.00 105390738.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 91282CFT3 2029-10-31 4.000 4.000 300.00 296.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 91282CFV8 2032-11-15 4.125 4.125 100.00 96.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 91282CGB1 2029-12-31 3.875 3.875 3872600.00 3778501.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 91282CGM7 2033-02-15 3.500 3.500 300.00 274.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 91282CGQ8 2030-02-28 4.000 4.000 100.00 97.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 91282CGW5 2028-04-15 1.250 1.250 200.00 218.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 91282CHC8 2033-05-15 3.375 3.375 97151500.00 88778425.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 91282CHC8 2033-05-15 3.375 3.375 2100.00 1919.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 91282CHF1 2030-05-31 3.750 3.750 63248700.00 61341119.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 91282CHJ3 2030-06-30 3.750 3.750 200.00 193.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 91282CHT1 2033-08-15 3.875 3.875 50230700.00 46769088.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 91282CHW4 2030-08-31 4.125 4.125 77708400.00 75451632.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 91282CHW4 2030-08-31 4.125 4.125 10184000.00 9888241.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 91282CJH5 2028-10-15 2.375 2.375 3000.00 3299.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 91282CJJ1 2033-11-15 4.500 4.500 400.00 390.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 91282CJR3 2028-12-31 3.750 3.750 6979000.00 6870790.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 91282CJZ5 2034-02-15 4.000 4.000 100.00 93.29 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 91282CKG5 2029-03-31 4.125 4.125 4300.00 4216.69 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 91282CKG5 2029-03-31 4.125 4.125 60205300.00 59038822.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 91282CKN0 2031-04-30 4.625 4.625 200.00 200.31 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 91282CKX8 2029-06-30 4.250 4.250 700.00 694.47 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 91282CLW9 2034-11-15 4.250 4.250 63800500.00 60767264.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 91282CLW9 2034-11-15 4.250 4.250 18670800.00 17783143.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 91282CMA6 2029-11-30 4.125 4.125 3100.00 3063.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 91282CMB4 2027-12-15 4.000 4.000 38975000.00 39103383.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 91282CMF5 2028-01-15 4.250 4.250 200.00 200.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 91282CML2 2035-01-15 2.125 2.125 700.00 704.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 91282CMM0 2035-02-15 4.625 4.625 30665100.00 29599802.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 91282CMR9 2032-02-29 4.125 4.125 33500000.00 32087523.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 91282CMV0 2027-03-31 3.875 3.875 2137600.00 2132619.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 91282CNA5 2032-04-30 4.000 4.000 100.00 96.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 91282CND9 2028-05-15 3.750 3.750 46979000.00 46847106.46 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 91282CNF4 2032-05-31 4.125 4.125 45338000.00 43786533.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 91282CNK3 2030-06-30 3.875 3.875 61294200.00 59472383.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 91282CNM9 2028-07-15 3.875 3.875 1000.00 991.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 91282CNW7 2032-08-31 3.875 3.875 57168800.00 53757041.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 91282CNY3 2028-09-15 3.375 3.375 9800.00 9539.21 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 91282CNZ0 2032-09-30 3.875 3.875 16300000.00 15259571.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 91282CPJ4 2035-11-15 4.000 4.000 2300.00 2127.59 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 91282CPK1 2028-11-15 3.500 3.500 6979000.00 6873512.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 91282CPL9 2027-11-30 3.375 3.375 400.00 398.42 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 91282CPS4 2027-12-31 3.375 3.375 1000.00 991.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 91282CPY1 2033-01-31 4.000 4.000 100.00 94.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 91282CPZ8 2036-02-15 4.125 4.125 18714800.00 17261525.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 91282CQF1 2033-03-31 4.250 4.250 27723000.00 26368176.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 91282CQG9 2031-03-31 3.875 3.875 74118400.00 70614823.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 91282CQG9 2031-03-31 3.875 3.875 9105800.00 8675368.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 91282CQH7 2028-03-31 3.875 3.875 6000.00 5919.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 91282CQJ3 2029-04-15 3.875 3.875 7052000.00 6995914.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 912797TV9 2027-02-18 0.000 0.000 17013400.00 16737272.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 912797UE5 2027-04-15 0.000 0.000 13358800.00 13050211.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 912797VM6 2026-10-20 0.000 0.000 631000.00 629643.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 912797WA1 2027-09-02 0.000 0.000 58437600.00 56091330.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 912797WB9 2027-02-11 0.000 0.000 24000000.00 23629680.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 912797WN3 2027-01-05 0.000 0.000 50000000.00 49451500.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 912803HL0 2055-05-15 0.000 0.000 100.00 20.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 912810PX0 2038-05-15 4.500 4.500 9608000.00 9135949.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 912810QB7 2039-05-15 4.250 4.250 24737000.00 22651584.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 912810QE1 2040-02-15 4.625 4.625 18345100.00 17087419.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 912810QK7 2040-08-15 3.875 3.875 16399700.00 13996254.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 912810QN1 2041-02-15 4.750 4.750 14425700.00 13481891.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 912810QS0 2041-08-15 3.750 3.750 75343100.00 62351576.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 912810QT8 2041-11-15 3.125 3.125 78139000.00 59892742.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 912810QX9 2042-08-15 2.750 2.750 15500000.00 10952912.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 912810QZ4 2043-02-15 3.125 3.125 54999800.00 40663840.88 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 912810RA8 2043-02-15 0.625 0.625 100.00 97.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 912810RJ9 2044-11-15 3.000 3.000 9800600.00 6972842.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 912810RL4 2045-02-15 0.750 0.750 500.00 460.87 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 912810RN0 2045-08-15 2.875 2.875 32426800.00 22098629.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 912810RP5 2045-11-15 3.000 3.000 2865100.00 2009122.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 912810RQ3 2046-02-15 2.500 2.500 24999400.00 15791296.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 912810RT7 2046-08-15 2.250 2.250 29814900.00 17776135.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 912810RU4 2046-11-15 2.875 2.875 45000000.00 30433241.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) O2RNE8IBXP4R0TD8PU41 912810RV2 2047-02-15 3.000 3.000 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(including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CHZ7 2030-09-30 4.625 4.625 368200.00 362632.82 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CJC6 2026-10-15 4.625 4.625 579700.00 592078.63 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CJG7 2030-10-31 4.875 4.875 195000.00 197725.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CJJ1 2033-11-15 4.500 4.500 459000.00 448570.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CJK8 2026-11-15 4.625 4.625 427000.00 434557.37 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CJM4 2030-11-30 4.375 4.375 405600.00 401265.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CJN2 2028-11-30 4.375 4.375 474700.00 476325.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CJP7 2026-12-15 4.375 4.375 617000.00 625156.93 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CJT9 2027-01-15 4.000 4.000 99900.00 100670.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CJW2 2029-01-31 4.000 4.000 149700.00 147594.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CJY8 2034-01-15 1.750 1.750 286300.00 290882.91 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CJZ5 2034-02-15 4.000 4.000 260200.00 242737.98 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CKD2 2029-02-28 4.250 4.250 300.00 296.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912797SA6 2026-10-01 0.000 0.000 6173000.00 6172358.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912797SU2 2026-11-27 0.000 0.000 1120000.00 1112798.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912797UJ4 2026-10-08 0.000 0.000 636000.00 635453.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912797UM7 2026-11-05 0.000 0.000 1181000.00 1176370.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912797UX3 2027-05-13 0.000 0.000 3000000.00 2921850.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912797UY1 2026-11-12 0.000 0.000 700000.00 696689.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912797VF1 2027-06-10 0.000 0.000 618000.00 599688.66 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912797VG9 2026-12-10 0.000 0.000 950000.00 942533.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912797VK0 2026-10-06 0.000 0.000 2604000.00 2602333.44 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912797VN4 2026-10-27 0.000 0.000 666000.00 664068.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912797VP9 2026-11-03 0.000 0.000 283000.00 281952.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912797VQ7 2027-07-08 0.000 0.000 2742000.00 2651047.86 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912797VS3 2027-01-07 0.000 0.000 2169000.00 2144685.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912797VV6 2027-02-04 0.000 0.000 50000.00 49269.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912797VZ7 2026-12-01 0.000 0.000 320000.00 317795.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912797WC7 2027-02-25 0.000 0.000 235000.00 231000.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912797WD5 2027-03-04 0.000 0.000 64000.00 62851.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912797WE3 2026-12-08 0.000 0.000 6800.00 6748.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912797WF0 2026-12-15 0.000 0.000 499800.00 495593.18 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912797WG8 2026-12-22 0.000 0.000 1550000.00 1535616.00 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912797WK9 2027-03-11 0.000 0.000 32000.00 31401.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912797WL7 2027-03-25 0.000 0.000 224000.00 219401.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912797WQ6 2027-01-19 0.000 0.000 2716700.00 2682306.58 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912803BJ1 2026-11-15 0.000 0.000 600.00 596.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912803BL6 2027-08-15 0.000 0.000 10100.00 9702.77 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912803BM4 2027-11-15 0.000 0.000 61000.00 57906.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912803BV4 2028-11-15 0.000 0.000 71100.00 64146.99 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912803CG6 2029-08-15 0.000 0.000 465000.00 403489.34 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912803CH4 2030-05-15 0.000 0.000 40000.00 33387.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912803CK7 2031-02-15 0.000 0.000 39900.00 32077.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912803GW7 2053-11-15 0.000 0.000 75000.00 16382.62 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912803GY3 2054-02-15 0.000 0.000 35000.00 7559.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810EZ7 2027-02-15 6.625 6.625 306600.00 311941.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810FE3 2028-08-15 5.500 5.500 394700.00 401786.84 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810FG8 2029-02-15 5.250 5.250 105100.00 106653.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810FQ6 2032-04-15 3.375 3.375 383000.00 755850.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810PT9 2037-02-15 4.750 4.750 479700.00 465237.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810PW2 2038-02-15 4.375 4.375 275100.00 256576.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810PZ5 2029-01-15 2.500 2.500 17000.00 26487.81 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810QC5 2039-08-15 4.500 4.500 299000.00 276400.68 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810QD3 2039-11-15 4.375 4.375 499700.00 460140.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810QE1 2040-02-15 4.625 4.625 394300.00 367268.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810QF8 2040-02-15 2.125 2.125 1724400.00 2385336.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810QP6 2041-02-15 2.125 2.125 7611400.00 10276667.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810QY7 2042-11-15 2.750 2.750 12800.00 9079.39 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810RE0 2044-02-15 3.625 3.625 178000.00 139379.74 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810RH3 2044-08-15 3.125 3.125 490100.00 353383.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810RK6 2045-02-15 2.500 2.500 303100.00 195006.05 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810RS9 2046-05-15 2.500 2.500 499000.00 316904.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810RU4 2046-11-15 2.875 2.875 14200.00 9603.38 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810SP4 2050-08-15 1.375 1.375 23900.00 10549.72 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810SQ2 2040-08-15 1.125 1.125 491600.00 285550.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810SY5 2041-05-15 2.250 2.250 300000.00 204766.35 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810SZ2 2051-08-15 2.000 2.000 100.00 51.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810TD0 2052-02-15 2.250 2.250 1688900.00 919512.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810TE8 2052-02-15 0.125 0.125 44900.00 24526.60 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810TP3 2053-02-15 1.500 1.500 48000.00 36775.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810UK2 2055-05-15 4.750 4.750 31900.00 28544.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912810UM8 2055-08-15 4.750 4.750 33000.00 29133.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 9128205B9 2028-05-15 0.000 0.000 137000.00 126707.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912821AW5 2028-11-15 0.000 0.000 143800.00 129657.13 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912821CR4 2029-08-15 0.000 0.000 50000.00 43402.95 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912821HJ7 2032-02-15 0.000 0.000 39700.00 30229.64 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 9128282R0 2027-08-15 2.250 2.250 737100.00 724490.06 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CQT1 2033-05-31 4.250 4.250 148100.00 142741.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CQV6 2029-06-15 4.125 4.125 10299600.00 10204528.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CQW4 2033-06-30 4.250 4.250 7157700.00 6868063.67 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CQY0 2028-06-30 4.125 4.125 971800.00 969936.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CRC7 2033-07-31 4.375 4.375 772200.00 743290.41 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CRF0 2036-08-15 4.625 4.625 2684900.00 2570795.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CRG8 2029-08-15 4.250 4.250 9208600.00 9077676.73 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CRJ2 2033-08-31 4.500 4.500 7464400.00 7210007.89 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CRL7 2029-09-15 4.375 4.375 100.00 98.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 9128334S6 2031-08-15 0.000 0.000 32000.00 24920.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 9128334V9 2033-02-15 0.000 0.000 178.74 128.36 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 9128334W7 2033-08-15 0.000 0.000 40000.00 27947.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 9128334Y3 2034-08-15 0.000 0.000 0.02 0.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 9128334Z0 2035-02-15 0.000 0.000 74418.88 47803.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 9128335B2 2036-02-15 0.000 0.000 50000.00 30382.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 9128337E4 2036-08-15 0.000 0.000 125324.36 73982.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 9128337F1 2037-02-15 0.000 0.000 50000.00 28681.65 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 9128337N4 2030-11-15 0.000 0.000 1704000.00 1381054.51 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 9128337V6 2034-05-15 0.000 0.000 37957.20 25439.30 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 9128337W4 2034-11-15 0.000 0.000 375000.00 244337.25 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912833PC8 2027-02-15 0.000 0.000 15000.00 14762.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912833RY8 2028-02-15 0.000 0.000 311000.00 291273.27 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912833RZ5 2028-08-15 0.000 0.000 5000.00 4564.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912833WQ9 2028-05-15 0.000 0.000 35259.64 32603.57 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912833X88 2035-05-15 0.000 0.000 229917.60 145687.52 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912833X96 2035-11-15 0.000 0.000 300000.00 184477.20 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912833XN5 2029-02-15 0.000 0.000 739983.00 657197.40 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912833XX3 2030-02-15 0.000 0.000 122000.00 102889.07 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912833Y20 2036-05-15 0.000 0.000 75000.00 44921.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912833Y38 2036-11-15 0.000 0.000 99910.10 58162.96 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 912833Y46 2037-05-15 0.000 0.000 75000.00 42428.55 U.S. 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500.00 475.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CQR5 2029-05-15 3.875 3.875 7070800.00 6985747.11 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) T6FIZBDPKLYJKFCRVK44 91282CQS3 2028-05-31 4.000 4.000 1502000.00 1501779.71 U.S. Treasuries (including strips) Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1 2026-10-01 2026-10-01 2026-10-01 N N N 0.0388 300000000.00 300000000.00 0.0019 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 4.2030 91282CRD5 N/A N/A U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2026-10-01 2028-07-31 2028-07-31 N N N 0.0417 657306418.23 657306418.23 0.0042 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 4.3130 91282CMX6 N/A N/A U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2026-10-01 2027-04-30 2027-04-30 N N N 0.0431 723763032.51 723763032.51 0.0046 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 4.3580 91282CLT6 N/A N/A U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2026-10-01 2026-10-31 2026-10-31 N N N 0.0431 1679894680.80 1679894680.80 0.0107 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 4.2560 91282CQM6 N/A N/A U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2026-10-01 2028-04-30 2028-04-30 N N N 0.0425 706146015.87 706146015.87 0.0045 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 4.3120 91282CNQ0 N/A N/A U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2026-10-01 2027-07-31 2027-07-31 N N N 0.0434 1983317842.14 1983317842.14 0.0126 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 4.2510 91282CMJ7 N/A N/A U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2026-10-01 2027-01-31 2027-01-31 N N N 0.0425 2481828728.43 2481828728.43 0.0157 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 4.2520 91282CPX3 N/A N/A U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2026-10-01 2028-01-31 2028-01-31 N N N 0.0426 2264684202.30 2264684202.30 0.0143 N Y Y N - N/A - US TREASURY FRN US TREASURY FRN 4.3430 91282CPG0 N/A N/A U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2026-10-01 2027-10-31 2027-10-31 N N N 0.0431 1671261357.00 1671261357.00 0.0106 N Y Y N - N/A - US TREASURY N/B US TREASURY N/B 3.5000 91282CPB1 N/A N/A U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2027-09-30 2027-09-30 2027-09-30 N N N 0.0426 427414181.76 427414181.76 0.0027 N Y Y N - N/A - US TREASURY N/B US TREASURY N/B 3.8750 91282CMV0 N/A N/A U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2027-03-31 2027-03-31 2027-03-31 N N N 0.0354 1968120307.08 1968120307.08 0.0125 N Y Y N - N/A - US TREASURY N/B US TREASURY N/B 4.2500 91282CME8 N/A N/A U.S. Treasury Debt Y FITCH'S RATING F1+ MOODY'S RATING NR S&P RATING A-1+ 2026-12-31 2026-12-31 2026-12-31 N N N 0.0355 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Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38383D5S3 2051-12-20 3.500 3.500 35989846.00 4310347.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38383G2T7 2052-02-20 1.352 1.352 14504323.00 402602.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38383HRE1 2053-01-20 2.602 2.602 50000000.00 1129823.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38383JDZ5 2069-03-16 0.501 0.501 119818848.00 7398325.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38383JED3 2069-03-16 4.750 4.750 26350848.00 20912782.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38383MPK8 2052-02-20 3.500 3.500 2408000.00 910646.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38383PAP6 2051-11-20 2.502 2.502 35272653.00 2344816.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38383PQS3 2048-07-20 2.194 2.194 15520826.00 632894.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38383THM8 2052-06-20 0.422 0.422 59887706.00 371053.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38383UNJ5 2052-07-20 2.352 2.352 166599255.00 4940859.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38383UPM6 2052-08-20 2.352 2.352 25000000.00 1101250.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38383VJL3 2053-01-20 2.602 2.602 26119996.00 886480.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38383XPU2 2053-04-20 1.952 1.952 250000000.00 3970073.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38383XZD9 2063-04-20 1.852 1.852 40000000.00 376910.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38383YNK4 2052-06-20 1.802 1.802 23635449.00 839685.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38383YST0 2052-09-20 4.247 4.247 85500000.00 37330665.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38383YYG1 2052-09-20 4.097 4.097 15188000.00 8777928.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38384AL68 2053-06-20 2.352 2.352 50000000.00 644401.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38384BM57 2053-07-20 2.352 2.352 20835571.00 662194.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38384BSL6 2053-06-20 4.647 4.647 60000000.00 26861238.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38384BWC1 2053-06-20 2.352 2.352 100000000.00 2250633.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38384CEH8 2053-07-20 2.302 2.302 105000000.00 904576.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38384CGH6 2053-08-20 1.252 1.252 10000000.00 67484.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38384CGJ2 2053-08-20 1.302 1.302 10000000.00 70250.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38384CRE1 2053-08-20 4.697 4.697 50000000.00 15230291.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38384CUY3 2053-08-20 2.252 2.252 100000000.00 1276747.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38384DAZ0 2053-10-20 4.997 4.997 93200000.00 20348214.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38376MGP6 2047-02-16 3.500 3.500 7453667.00 8580571.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38376VHR1 2040-02-20 4.755 4.755 131000000.00 3972866.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 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PBLD0EJDB5FWOLXP3B76 38378FNG1 2042-09-20 2.500 2.500 19257486.00 3189676.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38378FNL0 2042-10-16 2.500 2.500 25330683.00 24202171.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38378K7L7 2053-09-16 2.900 2.900 6245000.00 5126340.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38378KHA0 2054-06-16 0.125 0.125 9060000.00 10619.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38378KJP5 2048-10-16 0.064 0.064 25000000.00 6380.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38378KMT3 2045-11-16 0.193 0.193 50000000.00 13820.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38378KYP8 2047-11-16 2.766 2.766 5433400.00 662748.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38378PNW4 2043-12-20 2.144 2.144 50000000.00 151495.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38378XAQ4 2054-05-16 0.104 0.104 16320000.00 6891.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38379AY20 2044-03-16 2.124 2.124 36574100.00 126122.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38379FDK2 2042-06-20 1.129 1.129 22584000.00 38172.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38379FXS3 2045-11-20 4.285 4.285 48093505.00 7080761.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38379FXY0 2045-11-20 1.654 1.654 32101297.00 338297.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38379JTN1 2045-02-20 1.594 1.594 25600565.00 221776.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38379KXU7 2055-05-16 0.071 0.071 6053000.00 867.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38379P3D7 2045-06-20 2.194 2.194 14285714.00 196249.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38379QWE1 2045-10-20 1.674 1.674 50155160.00 364752.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38379RPH0 2058-07-16 0.486 0.486 38000000.00 136501.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38379RSY0 2058-12-16 0.558 0.558 45921373.00 533835.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38379UGS9 2058-01-16 0.783 0.783 174512520.00 746244.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38380A3A3 2046-10-20 3.500 3.500 764000.00 717220.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38380ARW9 2046-09-20 4.405 4.405 30000000.00 6019692.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38380JGF9 2059-09-16 0.591 0.591 16000000.00 128524.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38380MDL2 2060-01-16 0.598 0.598 76882202.00 606886.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38380NMN6 2061-12-16 0.619 0.619 60000000.00 1165037.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38380P7K4 2062-12-16 0.585 0.585 14773000.00 447220.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38380PCQ5 2062-04-16 0.809 0.809 13200000.00 514221.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38380PHX5 2060-05-16 1.614 1.614 3000000.00 257158.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38380RFZ8 2060-10-16 1.422 1.422 7070000.00 554090.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38380RJ84 2063-04-16 0.720 0.720 2886000.00 111557.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38380RK41 2063-09-16 1.603 1.603 4500000.00 362790.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38380RNM8 2063-06-16 0.886 0.886 2802000.00 131296.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38380RRU6 2063-06-16 1.334 1.334 14800000.00 885577.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38380RWA4 2062-12-16 1.035 1.035 2548000.00 135491.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38380RWD8 2062-12-16 1.204 1.204 2965000.00 183928.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38381DDS6 2062-12-16 0.905 0.905 2786000.00 162393.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38381DNK2 2061-05-16 0.583 0.583 17855000.00 626897.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38381DY87 2061-06-16 1.112 1.112 6200000.00 430906.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38381EBB3 2063-07-16 0.992 0.992 3600000.00 183083.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38381EMP0 2062-09-16 1.250 1.250 2000000.00 1175394.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38381EMS4 2059-11-16 1.250 1.250 2000000.00 1202058.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38381HL25 2064-07-16 0.705 0.705 27594764.00 1298160.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38381HSU6 2064-06-16 0.685 0.685 151698605.00 7300106.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38381J2J5 2063-06-16 0.699 0.699 2681000.00 125059.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38381J2Y2 2056-03-16 2.500 2.500 7000000.00 5107077.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38381JDG9 2063-09-16 3.250 3.250 8981000.00 7069275.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38381JLR6 2065-09-16 0.719 0.719 202239194.00 11885834.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38381JN86 2065-10-16 3.887 3.887 2060000.00 1589288.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38381JX85 2066-07-16 0.690 0.690 249991621.00 14772417.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38381JZQ3 2063-09-16 0.610 0.610 5584000.00 216629.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38381JZU4 2064-03-16 4.000 4.000 10000000.00 8491236.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38381L2B7 2066-03-16 0.641 0.641 163649386.00 9462182.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38381L6Q0 2067-08-16 0.575 0.575 101290563.00 5986395.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38381LDU3 2066-02-16 5.002 5.002 5000000.00 4524696.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38381LJX1 2066-08-16 0.829 0.829 73817360.00 4708480.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38381M3K4 2067-12-16 0.910 0.910 218270670.00 16259431.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38381MCE8 2067-01-16 0.653 0.653 100000000.00 5988329.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38385XTG7 2054-02-20 6.499 6.499 7022598.00 1100172.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38385XTF9 2054-06-20 2.052 2.052 130899494.00 5397013.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38385XQ96 2056-09-20 2.340 2.340 100000000.00 5767223.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38385XP55 2056-09-20 0.030 0.030 30000000.00 18730.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38385XN81 2056-09-20 0.913 0.913 100000000.00 2056275.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38385WNM2 2056-08-20 1.802 1.802 126000000.00 4533920.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38385WNJ9 2056-08-20 1.782 1.782 50000000.00 3088029.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38385WNF7 2056-08-20 1.052 1.052 70000000.00 1834189.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38385WNC4 2056-08-20 1.852 1.852 50000000.00 3159397.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38385WCP7 2066-07-20 4.547 4.547 100000000.00 98582306.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38385TW31 2056-07-20 1.102 1.102 100000000.00 2119532.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38385TVS7 2056-03-20 4.697 4.697 720258913.00 678638989.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38385TV81 2056-07-20 1.852 1.852 100000000.00 4742274.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38385TV57 2056-07-20 1.172 1.172 100000000.00 2196166.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38385TV24 2056-07-20 1.902 1.902 71000000.00 5040656.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38385TPB1 2056-06-20 1.952 1.952 180364000.00 6932008.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38385T6C0 2056-07-20 1.902 1.902 127256521.00 6468543.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38385SS61 2056-06-20 1.902 1.902 50000000.00 2642423.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38385SR70 2056-06-20 1.952 1.952 76160000.00 3344744.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38385RGR0 2056-04-20 4.547 4.547 50000000.00 41266641.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38385RE50 2056-05-20 1.952 1.952 21153846.00 748423.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38385PUT4 2056-04-20 1.352 1.352 80000000.00 1951750.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38385NTC8 2056-03-20 5.147 5.147 2000000.00 1852980.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38385NKL7 2056-03-20 2.002 2.002 85000000.00 4657450.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38385NKE3 2056-03-20 0.352 0.352 100000000.00 503421.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38385NAR5 2056-02-20 2.052 2.052 50000000.00 2154616.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38385MRX6 2056-01-20 2.052 2.052 137488692.00 5798145.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38385MQJ8 2056-01-20 3.652 3.652 55458571.00 6120072.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38385MJL1 2056-02-20 2.002 2.002 37500000.00 2460072.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38385MGH3 2056-02-20 4.747 4.747 10000000.00 9262083.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38385MBE5 2056-02-20 1.382 1.382 516684874.00 13807527.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38385MA71 2056-02-20 1.432 1.432 363306303.00 9977002.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38385L4S4 2056-02-20 2.052 2.052 50000000.00 2817967.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38385KQK9 2065-12-20 1.202 1.202 175000000.00 2603052.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38385KEG1 2055-12-20 5.137 5.137 20000000.00 17751666.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38385K7L8 2056-01-20 1.852 1.852 141428809.00 6101785.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38385K6L9 2056-01-20 4.647 4.647 10000000.00 9375865.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38385K6F2 2056-01-20 1.252 1.252 61713248.00 1740641.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38385K6E5 2056-01-20 4.747 4.747 5073248.00 4528627.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38385K4S6 2055-11-20 1.802 1.802 136084286.00 4830320.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38385K3Q1 2055-11-20 1.202 1.202 69469301.00 1838654.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38385JLZ4 2055-11-20 4.647 4.647 100000000.00 77851645.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38385JDL4 2065-11-20 4.547 4.547 49278306.00 42858770.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38385GZZ5 2055-05-20 5.367 5.367 300000000.00 161325839.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38385GWS4 2055-05-20 2.252 2.252 35642695.00 1272633.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38385GUW7 2055-05-20 5.297 5.297 50000000.00 30628947.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38385GPW3 2055-05-20 5.047 5.047 225000000.00 136123660.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38385GCY3 2055-01-20 5.000 5.000 6851118.00 6209266.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38385GC56 2055-06-20 2.852 2.852 67200000.00 2571767.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38385F4R9 2055-05-20 5.347 5.347 300000000.00 166500715.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38385F3T6 2055-05-20 5.297 5.297 50000000.00 27777206.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38385EYD0 2065-02-20 4.697 4.697 1000000.00 438808.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38385EL69 2055-04-20 1.752 1.752 66809130.00 2192142.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38385EEW0 2055-03-20 5.000 5.000 9792040.00 9036228.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38385DWA0 2055-02-20 2.252 2.252 34750000.00 2376305.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38385DJQ0 2055-02-20 1.532 1.532 311053496.00 6850053.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38385DJL1 2055-02-20 1.552 1.552 125000000.00 3242246.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38385CAZ1 2055-01-20 2.932 2.932 8250000.00 371479.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38385C4R6 2053-11-20 5.047 5.047 51000000.00 50937227.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38385B4N7 2055-01-20 2.982 2.982 24950000.00 387803.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38384YU41 2054-11-20 5.327 5.327 150000000.00 72427135.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38384YQL8 2053-12-20 4.447 4.447 70000000.00 21649796.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38384XXL2 2054-11-20 5.147 5.147 1000000.00 541680.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38384TVT6 2068-06-16 0.653 0.653 200078390.00 12422269.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38384T4R0 2069-01-16 4.500 4.500 15000000.00 12370395.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38384RAM8 2067-12-16 0.862 0.862 195128307.00 14523032.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38384QTQ1 2054-07-20 4.647 4.647 7480432.00 5586225.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38384PYX2 2054-06-20 4.797 4.797 46000000.00 21932648.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38384PBN9 2064-05-20 1.552 1.552 280000000.00 1265179.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38384MG76 2054-04-20 2.352 2.352 92914366.00 2523616.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38384JYQ1 2054-02-20 4.847 4.847 50000000.00 31476686.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38384JVJ0 2054-02-20 4.847 4.847 100000000.00 47637284.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38384JMS0 2054-02-20 4.847 4.847 20000000.00 8594431.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38384GRH5 2053-12-20 2.052 2.052 73207967.00 1521151.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38384GMH0 2053-12-20 4.847 4.847 99650000.00 22452365.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38384GBK5 2053-11-20 5.147 5.147 200000000.00 67200678.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation PBLD0EJDB5FWOLXP3B76 38384EEA9 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Treasuries (including strips) KB1H1DSPRFMYMCUFXT09 91282CKR1 2027-05-15 4.500 4.500 170250400.00 173166619.10 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) KB1H1DSPRFMYMCUFXT09 91282CPY1 2033-01-31 4.000 4.000 6425800.00 6076303.53 U.S. Treasuries (including strips) Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 500000000.00 500000000.00 0.0032 N Y Y N - N/A - WFC NA WFC NA 3.9700 BYM7R8421 KB1H1DSPRFMYMCUFXT09 11965 0000105598 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y Y N Y Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities KB1H1DSPRFMYMCUFXT09 3132WWBG6 2055-02-01 5.150 5.150 4192014.00 3754745.38 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities KB1H1DSPRFMYMCUFXT09 3132WWXD9 2036-12-01 2.650 2.650 1000000.00 751895.89 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities KB1H1DSPRFMYMCUFXT09 3132XEFV8 2045-01-01 4.750 4.750 10000000.00 8839933.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation KB1H1DSPRFMYMCUFXT09 38383V7V4 2053-02-20 4.447 4.447 100000000.00 39622235.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation KB1H1DSPRFMYMCUFXT09 38383X4P6 2053-05-20 4.697 4.697 100000000.00 28915187.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation KB1H1DSPRFMYMCUFXT09 38384AWU3 2053-05-20 4.747 4.747 100000000.00 31106176.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation KB1H1DSPRFMYMCUFXT09 38384B3E9 2053-07-20 4.697 4.697 100000000.00 44890788.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation KB1H1DSPRFMYMCUFXT09 38384GKP4 2053-12-20 4.897 4.897 100000000.00 28671550.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation KB1H1DSPRFMYMCUFXT09 38384GV64 2054-01-20 5.500 5.500 50000000.00 46414587.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation KB1H1DSPRFMYMCUFXT09 38384HSB5 2054-01-20 4.747 4.747 100000000.00 29344816.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation KB1H1DSPRFMYMCUFXT09 38384HW87 2054-01-20 5.500 5.500 50000000.00 48014977.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation KB1H1DSPRFMYMCUFXT09 38384HX52 2054-01-20 4.847 4.847 100000000.00 43726046.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation KB1H1DSPRFMYMCUFXT09 38384J3G7 2054-01-20 5.500 5.500 75000000.00 72132716.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation KB1H1DSPRFMYMCUFXT09 38384JN75 2054-02-20 5.500 5.500 75000000.00 47530541.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation KB1H1DSPRFMYMCUFXT09 38384KNR8 2054-03-20 5.500 5.500 50000000.00 47802735.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation KB1H1DSPRFMYMCUFXT09 38384KQQ7 2054-03-20 5.500 5.500 60000000.00 57971433.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation KB1H1DSPRFMYMCUFXT09 38384KUV1 2054-03-20 5.500 5.500 50000000.00 48622477.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation KB1H1DSPRFMYMCUFXT09 38384MQL4 2054-04-20 5.750 5.750 21411031.00 20801778.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation KB1H1DSPRFMYMCUFXT09 38384NEP6 2054-04-20 5.500 5.500 50000000.00 48330427.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation KB1H1DSPRFMYMCUFXT09 38384NHQ1 2054-04-20 4.797 4.797 100000000.00 47490256.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation KB1H1DSPRFMYMCUFXT09 38384NMQ5 2054-05-20 4.847 4.847 100000000.00 33039807.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation KB1H1DSPRFMYMCUFXT09 38384NNA9 2054-05-20 5.750 5.750 50000000.00 49085047.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation KB1H1DSPRFMYMCUFXT09 38384NTF2 2054-05-20 6.000 6.000 50000000.00 49105257.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation KB1H1DSPRFMYMCUFXT09 38384NTY1 2054-05-20 5.750 5.750 82000000.00 79893251.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation KB1H1DSPRFMYMCUFXT09 38384NZ99 2054-05-20 5.500 5.500 50000000.00 48476627.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation KB1H1DSPRFMYMCUFXT09 38384WAP0 2054-09-20 5.000 5.000 50000000.00 46239338.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation KB1H1DSPRFMYMCUFXT09 38384XQJ5 2054-10-20 5.000 5.000 50000000.00 45768938.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation KB1H1DSPRFMYMCUFXT09 38385GB73 2055-06-20 5.447 5.447 100000000.00 55531792.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation KB1H1DSPRFMYMCUFXT09 38385J3X9 2055-12-20 4.647 4.647 300000000.00 265404949.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation KB1H1DSPRFMYMCUFXT09 38385L4J4 2056-02-20 4.647 4.647 300000000.00 274345822.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation KB1H1DSPRFMYMCUFXT09 38385NKD5 2056-03-20 4.647 4.647 100000000.00 91230814.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation KB1H1DSPRFMYMCUFXT09 38385PUU1 2056-04-20 4.647 4.647 100000000.00 93211468.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation KB1H1DSPRFMYMCUFXT09 38385RC86 2056-05-20 4.647 4.647 200000000.00 186433728.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Collateralized Mortgage Obligation KB1H1DSPRFMYMCUFXT09 38385TV40 2056-07-20 4.827 4.827 100000000.00 96712754.60 Agency Collateralized Mortgage Obligation Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2026-10-29 2026-10-29 2026-10-29 N N N 0.0397 2000000000.00 2000000000.00 0.0127 N N N Y - N/A - Dreyfus Government Cash Management Funds 2026-10-05 /S/Robert Svagna Robert Svagna Treasury Manager