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S6XOOCT0IEG5ABCC6L87 3137F72R5 2030-10-25 1.021324 0.00 30000000.00 1023772.11 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F8ZX4 2030-12-25 0.756961 0.00 3318525.00 89489.98 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F8ZX4 2030-12-25 0.756961 0.00 36055000.00 972287.78 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F9YZ8 2030-12-25 0.709012 0.00 2900000.00 76338.57 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F9YZ8 2030-12-25 0.709012 0.00 44900000.00 1181931.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385LB23 2056-01-20 4.721390 0.00 3714.00 3561.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385LMY1 2056-01-20 2.078610 0.00 11739753.00 632899.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385MWM4 2056-02-20 2.078610 0.00 10000015.00 616991.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385NQF4 2056-03-20 4.871390 0.00 1000.00 826.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385RJ71 2056-05-20 2.018610 0.00 16506999.00 837207.19 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FBBZ8 2027-08-25 0.399476 0.00 3320000.00 11926.39 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FCJM7 2027-11-25 0.313650 0.00 11986000.00 37886.57 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FEBS8 2027-12-25 0.354650 0.00 678923.00 2949.32 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FF3Z8 2027-12-25 0.537608 0.00 3000000.00 19363.25 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FL2M5 2034-01-25 3.794000 0.00 1003.00 936.60 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FMCG5 2026-12-25 1.269968 0.00 110510.00 222.23 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FMCG5 2026-12-25 1.269968 0.00 132110000.00 265667.40 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FMCT7 2029-05-25 0.939502 0.00 3228070.00 67294.17 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FMU26 2029-06-25 0.865365 0.00 1000032.00 21495.24 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FREK3 2030-01-25 1.103260 0.00 5000000.00 156428.58 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FUZE7 2030-05-25 1.559358 0.00 4817564.00 234592.36 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FV5Q1 2030-06-25 1.364966 0.00 920000.00 39653.55 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FWHV5 2030-07-25 1.401990 0.00 7955128.00 350990.73 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FWHV5 2030-07-25 1.401990 0.00 8095904.00 357201.95 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FYCP9 2050-09-25 3.000000 0.00 3064538.00 310693.37 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GBE76 2056-07-25 2.583920 0.00 38117108.00 3018637.65 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H0GP7 2028-03-25 0.601216 0.00 2140000.00 13234.40 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H14D5 2028-05-25 0.899457 0.00 4000000.00 56196.31 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H14D5 2028-05-25 0.899457 0.00 75901762.00 1066349.78 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H2YQ1 2051-10-25 2.500000 0.00 2600000.00 172440.62 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H4ND8 2051-12-25 2.500000 0.00 5850000.00 425794.44 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H4NP1 2051-12-25 2.500000 0.00 5237500.00 370389.13 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H5WH6 2051-07-25 2.500000 0.00 100000.00 8051.28 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H9UF4 2033-01-25 0.352849 0.00 6900000.00 155048.55 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HAQ74 2028-08-25 4.740000 0.00 743100.00 747430.05 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HBGZ1 2047-08-15 2.094170 0.00 92311349.00 3326300.55 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HCX23 2054-05-25 1.283920 0.00 64900000.00 648969.58 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HCYS5 2054-06-25 28.390959 0.00 5542953.00 2372046.80 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HHNQ0 2054-12-25 15.096987 0.00 5109160.00 3734067.91 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKTX2 2055-04-25 1.733920 0.00 199989.00 6922.39 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKXF6 2032-01-25 1.182350 0.00 51945313.00 2460872.42 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLMW9 2055-06-25 2.133920 0.00 506357.00 15600.68 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HMCK4 2030-07-25 4.290000 0.00 40000.00 39625.16 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HN4L9 2032-06-25 4.400000 0.00 52015.00 51328.49 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HNJE9 2053-12-25 N/A 0.00 9095456.00 4943100.06 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HNJF6 2054-07-25 N/A 0.00 39955039.00 21254804.20 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HNJJ8 2055-10-25 1.883920 0.00 126000000.00 5556439.26 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HNJK5 2055-10-25 1.833920 0.00 70779447.00 3001584.59 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HNJM1 2055-10-25 1.733920 0.00 48664802.00 1852936.23 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HP4R1 2052-12-25 5.500000 0.00 2689959.00 322203.70 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HP6Z1 2055-12-25 1.933920 0.00 317527.00 13111.75 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HPJE4 2056-01-25 1.913920 0.00 10856960.00 601951.81 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HPR96 2053-03-25 5.500000 0.00 16806117.00 2053034.95 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HPSE4 2051-03-25 2.500000 0.00 36771422.00 3811014.95 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HPT78 2054-02-25 0.450000 0.00 25126078.00 178074.28 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HPT86 2054-02-25 0.250000 0.00 21193628.00 89478.11 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HPT94 2053-10-25 0.150000 0.00 30955165.00 77426.91 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HR5C9 2056-04-25 1.983920 0.00 12596768.00 717460.82 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HRJJ9 2056-04-25 2.033920 0.00 826727.00 52571.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38377TQK0 2041-01-20 2.215910 0.00 40025823.00 215311.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378ARN3 2040-08-20 5.000000 0.00 55885805.00 7747.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384FAS1 2053-11-20 5.121390 0.00 1566.00 385.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384GL24 2054-01-20 4.721390 0.00 9861360.00 3081518.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384J6N9 2054-02-20 5.750000 0.00 2536.00 1893.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384JCH5 2053-05-20 0.050000 0.00 35081296.00 22567.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384KEF4 2054-01-20 3.478610 0.00 23356308.00 1465193.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384MBY2 2054-03-20 4.801390 0.00 1000.00 567.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384Q2Y3 2054-07-20 4.921390 0.00 1223.00 512.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384WBY0 2053-08-20 N/A 0.00 89423.00 38053.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384WCA1 2053-10-20 N/A 0.00 14690662.00 4287076.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384XVM2 2053-02-20 0.050000 0.00 81365613.00 78913.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384XVR1 2054-11-20 31.571930 0.00 5622380.00 5397660.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384XVT7 2053-02-20 1.928610 0.00 14987790.00 627853.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385BQU7 2052-09-20 2.308610 0.00 202320.00 11783.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385BZL7 2055-01-20 2.278610 0.00 95000000.00 1671598.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385DG59 2055-03-20 2.438610 0.00 328087.00 14194.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385EP57 2055-04-20 0.300000 0.00 40000000.00 113392.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385F4B4 2055-05-20 0.100000 0.00 49899892.00 52084.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385GTM1 2055-05-20 1.508610 0.00 4795464.00 156943.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385H4S3 2053-06-20 N/A 0.00 20124351.00 13676230.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385HS40 2051-06-20 5.500000 0.00 3296497.00 459203.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385J4V2 2055-12-20 0.878610 0.00 200000000.00 2814559.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385J4X8 2055-12-20 2.478610 0.00 85864614.00 2941562.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385J4Y6 2054-11-20 N/A 0.00 18161412.00 10675018.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385J5F6 2054-02-20 0.150000 0.00 49486786.00 159201.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385J5G4 2054-12-20 0.140000 0.00 86123910.00 278689.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385J5H2 2055-04-20 0.150000 0.00 57010253.00 202441.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385J5J8 2055-02-20 0.090000 0.00 84494985.00 171252.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385J5K5 2054-01-20 0.050000 0.00 47793762.00 49417.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385LAF5 2054-09-20 0.110000 0.00 39899991.00 87878.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618N5ZK8 2055-11-20 5.000000 0.00 1000.00 953.51 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N6BE6 2056-02-20 5.000000 0.00 1024.00 988.43 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N6FL6 2056-03-20 5.000000 0.00 1088.00 1056.22 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N6FP7 2056-04-20 6.500000 0.00 2048.00 2111.71 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618NKBA3 2065-03-20 6.500000 0.00 2000.00 1075.05 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618NKXX9 2065-05-20 6.500000 0.00 1000.00 664.41 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618NSP29 2065-03-20 7.000000 0.00 1000.00 683.23 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618NTJS7 2065-02-20 7.000000 0.00 2001.00 2068.57 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618V9Z47 2056-04-20 7.000000 0.00 1000.00 1071.62 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618VG3L8 2056-05-20 6.000000 0.00 1545.00 1609.02 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618VJWS5 2056-06-20 6.000000 0.00 1000.00 1035.75 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618VJWT3 2056-06-20 6.000000 0.00 1000.00 1031.02 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618VJXB1 2056-06-20 6.000000 0.00 1144.00 1188.12 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618VJXD7 2056-07-20 6.000000 0.00 1000.00 1030.79 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618VMNN9 2056-06-20 6.000000 0.00 1024.00 1073.70 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618VMNY5 2056-06-20 6.000000 0.00 2000.00 2098.83 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618VMPZ0 2056-06-20 6.500000 0.00 1000.00 1070.81 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618VMQT3 2056-06-20 6.000000 0.00 1000.00 1042.98 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618VMQV8 2056-06-20 6.500000 0.00 1000.00 1068.42 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618VMQW6 2056-06-20 6.500000 0.00 1000.00 1068.37 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618VT2N7 2056-07-20 6.000000 0.00 1000.00 1029.36 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3622A2S78 2040-08-15 6.000000 0.00 2000.00 287.83 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3622AALE2 2047-10-15 4.500000 0.00 1003.00 257.46 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3622AEBF2 2052-05-20 3.000000 0.00 3056.00 2486.98 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179TXU4 2048-05-20 3.500000 0.00 6440.00 694.82 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179UGC0 2048-11-20 4.000000 0.00 4517.00 375.62 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179UH47 2048-12-20 4.000000 0.00 3329.00 276.44 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179UKX9 2049-01-20 4.000000 0.00 8210862.00 593500.44 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179VN30 2050-06-20 3.000000 0.00 14000.00 3201.27 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179W5A2 2052-05-20 2.000000 0.00 1024.00 601.09 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179W5D6 2052-05-20 3.500000 0.00 8766456.00 5569696.52 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179W5E4 2052-05-20 4.000000 0.00 1379.00 896.43 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179W7M4 2052-06-20 4.000000 0.00 153752.00 100887.84 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179WDR6 2051-04-20 2.500000 0.00 1207494.00 559934.74 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179WLN6 2051-08-20 2.000000 0.00 1932071.00 1000730.82 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179WTY4 2051-12-20 2.500000 0.00 1000.00 568.09 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179WVT2 2052-01-20 2.000000 0.00 2173952.00 1238584.00 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179WW87 2052-02-20 2.500000 0.00 1000.00 619.72 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179WY85 2052-02-20 2.000000 0.00 1024.00 595.67 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179X2L9 2053-05-20 5.500000 0.00 2032.00 1313.95 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179X5H5 2053-06-20 5.500000 0.00 2887455.00 1875429.58 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179XDF0 2052-08-20 5.000000 0.00 11766093.00 7862441.20 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179XFG6 2052-09-20 4.000000 0.00 2032.00 1383.52 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179XLG9 2052-11-20 4.500000 0.00 2000.00 1391.96 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179XLH7 2052-11-20 5.000000 0.00 215551.00 148999.32 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179YPG3 2054-01-20 5.500000 0.00 2035402.00 1396186.05 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179YRH9 2054-01-20 5.500000 0.00 525332.00 339491.42 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179YU44 2054-04-20 4.500000 0.00 53075.00 46152.97 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179YW67 2054-05-20 6.000000 0.00 6942520.00 3979882.12 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179YW75 2054-05-20 6.500000 0.00 1024.00 395.61 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3617NAY79 2050-05-20 4.000000 0.00 2011.00 322.51 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3617UURK6 2051-03-20 2.500000 0.00 1000.00 565.83 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3617VTQP8 2050-02-20 5.500000 0.00 2000.00 746.86 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618A5X40 2053-07-20 7.500000 0.00 1000.00 401.50 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618GV7A2 2054-05-20 7.500000 0.00 1000.00 1075.65 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618GVHL7 2054-03-20 5.000000 0.00 1000.00 948.32 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618GXR57 2054-03-20 5.000000 0.00 222548.00 205293.24 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618J55U4 2064-09-20 7.000000 0.00 2238.00 537.12 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618JH3C0 2055-08-20 7.000000 0.00 1000.00 1052.29 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618JWLP8 2055-01-20 6.500000 0.00 1980.00 2068.50 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618JWMN2 2055-04-20 6.500000 0.00 1000.00 853.70 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618KFY38 2055-01-20 7.000000 0.00 1000.00 889.70 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618KRJ47 2055-03-20 7.500000 0.00 3002.00 3222.01 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618KRJQ8 2055-04-20 7.000000 0.00 2000.00 1749.67 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618KRJR6 2055-03-20 7.000000 0.00 7059.00 6917.85 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618KRJZ8 2055-04-20 7.500000 0.00 2000.00 2148.16 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618KSSB9 2065-03-20 7.000000 0.00 1000.00 605.65 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618KUT49 2065-04-20 7.000000 0.00 1000.00 468.01 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MHV35 2056-03-20 6.500000 0.00 1000.00 1046.62 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MHVD3 2056-02-20 6.500000 0.00 327144.00 342744.02 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MHVE1 2056-02-20 6.500000 0.00 630597.00 659639.18 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MK6M4 2056-07-20 6.000000 0.00 3068.00 3208.26 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MN2A8 2056-02-20 6.500000 0.00 1017.00 1076.80 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MPAY2 2056-03-20 6.500000 0.00 1013.00 1074.28 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MPAZ9 2056-03-20 6.500000 0.00 1000.00 1058.89 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MPDB9 2056-04-20 6.000000 0.00 1000.00 1026.48 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MQAR5 2056-01-20 6.500000 0.00 1000.00 1044.68 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MU4K8 2056-03-20 7.000000 0.00 1000.00 1079.92 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MYRS8 2056-03-20 6.500000 0.00 1001.00 1046.74 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N1TK4 2056-03-20 6.500000 0.00 1001.00 1046.48 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N1TR9 2066-03-20 6.000000 0.00 1000.00 1023.69 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N3XW9 2056-04-20 6.500000 0.00 1000.00 1058.17 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N56G9 2056-01-20 4.500000 0.00 2018.00 1882.83 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N56H7 2056-01-20 5.000000 0.00 2048.00 1969.91 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N5A33 2054-11-20 5.000000 0.00 8515456.00 7318490.46 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N5A41 2054-11-20 5.500000 0.00 782771.00 593245.99 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N5C56 2054-12-20 5.000000 0.00 4707850.00 4045785.36 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N5GN3 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S6XOOCT0IEG5ABCC6L87 3133KPQ43 2052-07-01 4.500000 0.00 1000.00 642.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KQJH0 2053-04-01 4.500000 0.00 3232720.00 2444760.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133WAKQ0 2054-03-01 5.500000 0.00 1000.00 810.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128M5DY3 2037-07-01 6.000000 0.00 11197841.00 401964.36 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFG 3130AEFL9 2043-06-12 3.740000 0.00 10495000.00 8655547.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DNKX0 2052-07-01 5.000000 0.00 2523630.00 1385936.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DNMX8 2052-05-01 2.500000 0.00 1000.00 623.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DPN46 2053-01-01 5.500000 0.00 1000.00 715.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DPTQ1 2053-02-01 5.500000 0.00 3109.00 2066.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DST28 2054-03-01 5.500000 0.00 1000.00 768.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DTUS7 2050-04-01 3.000000 0.00 139520.00 104703.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWBU6 2051-06-01 2.500000 0.00 4366704.00 2323457.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWCP6 2051-11-01 2.500000 0.00 1000.00 579.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWD59 2052-07-01 2.500000 0.00 1000.00 660.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWEQ2 2052-09-01 3.500000 0.00 1002.00 702.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWEY5 2052-08-01 5.500000 0.00 57621.00 36771.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWFD0 2052-11-01 3.500000 0.00 1000.00 702.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWFF5 2052-11-01 4.500000 0.00 1954080.00 1430306.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWFS7 2052-12-01 5.500000 0.00 6736000.00 4686633.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWH22 2053-08-01 5.500000 0.00 2662.00 1860.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWHH9 2053-06-01 6.000000 0.00 1088.00 641.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWHM8 2053-04-01 3.500000 0.00 1000.00 711.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWKH5 2054-01-01 6.000000 0.00 1010.00 518.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWN58 2055-03-01 4.000000 0.00 1000.00 848.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132E0AE2 2053-08-01 5.500000 0.00 1000.00 781.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132E0QD7 2053-10-01 5.500000 0.00 378622.00 250135.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132V8KY1 2032-12-01 4.170000 0.00 760163.00 760079.39 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Q1XD7 2036-01-01 4.200000 0.00 1022.00 975.78 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Q2NY0 2036-04-01 4.460000 0.00 1000.00 969.64 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QEML3 2050-08-01 2.000000 0.00 1000.00 485.26 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QFTM1 2050-10-01 3.000000 0.00 1953.00 778.08 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QLNS1 2051-08-01 2.500000 0.00 1000.00 552.71 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QNN73 2052-03-01 3.000000 0.00 1120.00 687.51 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QPSA6 2052-07-01 3.500000 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P-1 Standard and Poor's Ratings Services A-1 N N 0.0381 500000000.00 500000000.00 0.0024 N N N Y BNP Paribas SA BNP Paribas SA 3.810000% ARP1BLDQ2 R0MUWSFPU8MP 0001272025 ARP1BLDQ2_3.81_0904 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 B1V7KEBTPIMZ 3136A4WV7 2042-03-25 2.769440 0.00 2489214.00 15572.57 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136A66A7 2042-07-25 N/A 0.00 104267755.00 10359958.38 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136A8FN5 2042-09-25 2.319440 0.00 32564675.00 223696.35 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136AUZ20 2047-01-25 1.841057 0.00 45152712.00 182405.55 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136AWC21 2047-06-25 1.992086 0.00 42882560.00 183630.44 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136AWRD1 2047-05-25 2.071252 0.00 119344842.00 574697.82 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136B2PA4 2048-07-25 2.012635 0.00 27371965.00 191967.80 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136B7AY7 2059-11-25 1.800840 0.00 32066301.00 303798.33 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BBA93 2050-09-25 2.500000 0.00 4000000.00 55786.54 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BBK68 2050-09-25 4.000000 0.00 6073104.00 405675.70 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BBMQ2 2050-08-25 2.500000 0.00 100000.00 10536.73 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BBQC9 2050-08-25 4.000000 0.00 3814102.00 427763.90 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BCVL1 2050-11-25 2.500000 0.00 16550446.00 1416217.87 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BDXR4 2033-11-25 1.843393 0.00 475897.00 14725.22 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BGAV3 2046-02-25 2.221458 0.00 100070.00 1920.44 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BGVA6 2049-04-25 2.500000 0.00 1442430.00 155271.49 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BHD55 2051-07-25 2.500000 0.00 1000000.00 137503.65 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BKEP3 2051-12-25 2.283978 0.00 178492945.00 3805263.93 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BP3E9 2061-03-25 2.022667 0.00 75671152.00 2088696.26 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BQKN8 2061-09-25 5.500000 0.00 6949888.00 895538.64 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BQRF8 2053-11-25 N/A 0.00 3231808.00 1301654.19 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BQU72 2054-03-25 3.383920 0.00 3740554.00 143123.47 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BRAZ0 2054-03-25 4.483920 0.00 12909029.00 695135.56 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BSJ48 2054-09-25 0.100000 0.00 51899017.00 100457.49 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BSMT9 2054-07-25 3.483920 0.00 59631738.00 3938577.40 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BSSY2 2054-08-25 3.483920 0.00 6766906.00 378479.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382YY23 2073-01-20 1.286400 0.00 22208532.00 1800977.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383CRU6 2051-10-20 2.000000 0.00 1739.00 760.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383KJA1 2073-11-20 0.924100 0.00 11613932.00 775623.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383KL83 2074-08-20 1.153030 0.00 22155930.00 1643463.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383KLV2 2073-12-20 0.913940 0.00 42106880.00 2768293.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383KNJ7 2074-01-20 0.993520 0.00 26575932.00 1734701.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383KS78 2074-09-20 1.166210 0.00 800000.00 58929.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383KY71 2074-10-20 1.182380 0.00 3298304.00 242995.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383LEZ9 2043-12-16 2.180360 0.00 15100521.00 593623.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383RWT0 2052-05-20 4.500000 0.00 14829543.00 9649737.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383T3H4 2052-07-20 0.378610 0.00 282614039.00 2943139.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383UR85 2052-10-20 4.721390 0.00 4523156.00 3069809.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383VHN1 2053-01-20 2.628610 0.00 31397774.00 1129877.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383VV96 2053-02-20 4.501390 0.00 17872691.00 10613181.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383WUB0 2053-03-20 4.621390 0.00 43246366.00 14043605.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383X2R4 2053-04-20 1.878610 0.00 109889.00 3006.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383X5B6 2053-05-20 4.621390 0.00 9219234.00 4176126.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383XPD0 2053-04-20 1.978610 0.00 125027583.00 2758871.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384ADT7 2053-05-20 4.621390 0.00 4472807.00 2851771.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384AQK2 2052-07-20 N/A 0.00 14882046.00 8413474.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384BXX4 2053-07-20 4.621390 0.00 5260945.00 1719836.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384CBM0 2053-07-20 4.641390 0.00 738050.00 516913.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384D6P7 2053-11-20 N/A 0.00 6183816.00 1320261.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384D7N1 2053-11-20 3.478610 0.00 36986426.00 1744895.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384DKU0 2053-10-20 3.378610 0.00 30417196.00 1333556.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384DQ75 2053-11-20 5.121390 0.00 41175469.00 10136272.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384E5Z4 2053-10-20 0.010000 0.00 99893263.00 6482.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384GLV0 2053-12-20 3.428610 0.00 245643.00 6778.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384GNF3 2053-12-20 4.871390 0.00 879524.00 311648.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384HSF6 2054-01-20 5.500000 0.00 89151.00 88285.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384J6N9 2054-02-20 5.750000 0.00 1015.00 757.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384JBJ2 2054-02-20 4.821390 0.00 11882222.00 3729220.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384JCG7 2053-07-20 0.100000 0.00 47522901.00 34044.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384KP70 2054-03-20 3.578610 0.00 9105091.00 792461.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384Q2Y3 2054-07-20 4.921390 0.00 1024.00 428.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384UPU7 2054-08-20 4.721390 0.00 10143699.00 6675264.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384VAF4 2054-08-20 4.731390 0.00 236012.00 118181.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384WBY0 2053-08-20 N/A 0.00 1865456.00 793829.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384WCA1 2053-10-20 N/A 0.00 1217271.00 355227.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384XVR1 2054-11-20 31.571930 0.00 3619287.00 3474628.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384YRH6 2054-10-20 4.641390 0.00 5079296.00 3706502.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385BQU7 2052-09-20 2.308610 0.00 330587.00 19254.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385DG59 2055-03-20 2.438610 0.00 199330220.00 8623609.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385E2S2 2055-04-20 4.941390 0.00 1000.00 836.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385F4C2 2055-05-20 0.050000 0.00 100003.00 51.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385G3L1 2055-06-20 4.771390 0.00 12487.00 10298.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385GTM1 2055-05-20 1.508610 0.00 44392407.00 1452848.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385H4S3 2053-06-20 N/A 0.00 11575116.00 7866288.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385NMM3 2056-03-20 1.428610 0.00 2223907.00 72422.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385NMP6 2056-03-20 4.621390 0.00 15835.00 15175.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385NQF4 2056-03-20 4.871390 0.00 18095.00 14961.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385RJ71 2056-05-20 2.018610 0.00 16891986.00 856733.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378PKQ0 2043-12-16 1.730360 0.00 32895939.00 225364.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381BJX3 2049-01-16 5.000000 0.00 7885348.00 157499.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382B5H2 2048-10-20 1.121300 0.00 200001.00 1093.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382CEQ0 2050-01-20 0.715910 0.00 187684679.00 904473.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382CH46 2050-02-20 5.500000 0.00 3767220.00 135931.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382KGM9 2050-10-20 N/A 0.00 12844115.00 11991.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382Q2Q2 2051-05-20 3.000000 0.00 1008128.00 511760.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382WFQ5 2051-06-20 3.500000 0.00 1234890.00 90468.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382WZL4 2051-08-20 2.500000 0.00 8578611.00 741838.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382Y4X8 2073-04-20 1.182070 0.00 40176915.00 2704259.20 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BTK69 2054-08-25 N/A 0.00 6438336.00 2465781.60 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BTMX8 2054-11-25 1.783920 0.00 24864128.00 898021.92 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BTQK2 2053-10-25 4.916080 0.00 10381734.00 6375901.65 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BUKR0 2055-01-25 2.303920 0.00 28899999.00 1373241.15 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BVW53 2054-05-25 3.383920 0.00 10455000.00 668384.54 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BXF74 2052-08-25 5.500000 0.00 322158.00 29222.72 Agency Collateralized Mortgage Obligation Federal National Mortgage Association 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S6XOOCT0IEG5ABCC6L87 3137B83U9 2044-02-15 2.910130 0.00 200834.00 1425.52 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BB7D6 2041-10-15 2.203171 0.00 27255760.00 71782.20 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BBVC1 2040-01-15 2.050730 0.00 39362160.00 103897.10 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BL2S6 2042-02-15 2.073161 0.00 59797420.00 202201.37 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BR3R4 2041-07-15 1.884131 0.00 33816211.00 92125.19 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F5MK2 2043-03-15 2.178701 0.00 114250772.00 804747.74 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F83S0 2030-10-25 1.008819 0.00 121486.00 4055.78 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FG6T7 2033-04-25 3.750000 0.00 186531.00 175405.92 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FMCT7 2029-05-25 0.939502 0.00 3331930.00 69459.29 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FW3E8 2050-09-25 2.500000 0.00 100020.00 11021.20 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FYCP9 2050-09-25 3.000000 0.00 20205461.00 2048498.88 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H5WH6 2051-07-25 2.500000 0.00 3041106.00 244848.15 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H9QH5 2051-02-25 2.000000 0.00 1100000.00 115597.00 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDPV6 2054-07-25 13.403519 0.00 3363184.00 2575241.98 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HHB75 2054-11-25 4.866080 0.00 1000.00 717.16 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJTA5 2055-02-25 N/A 0.00 21773526.00 6793.69 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKTX2 2055-04-25 1.733920 0.00 200129.00 6927.24 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HL5L2 2054-06-25 3.383920 0.00 237998.00 14418.76 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HNJF6 2054-07-25 N/A 0.00 9262030.00 4927104.04 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HNJK5 2055-10-25 1.833920 0.00 100227.00 4250.39 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HNPL6 2055-11-25 0.983920 0.00 136950283.00 2563090.25 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HNPM4 2055-11-25 1.083920 0.00 5863499.00 98547.60 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HPR96 2053-03-25 5.500000 0.00 5153153.00 629509.08 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HR5C9 2056-04-25 1.983920 0.00 42745245.00 2434595.79 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. 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Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140ULUU3 2056-07-01 5.500000 0.00 6754138.00 6762812.56 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140W1KP7 2052-03-01 3.000000 0.00 1625860.00 1264584.14 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140W1UQ4 2055-04-01 6.000000 0.00 13286019.00 9642419.16 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140W2FF3 2054-05-01 5.500000 0.00 1000.00 780.58 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140W3CD9 2055-09-01 6.000000 0.00 1024.00 968.25 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140W3JV2 2055-08-01 6.500000 0.00 216176.00 192860.52 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140W46Y8 2055-09-01 5.500000 0.00 11412133.00 11040387.68 Agency Mortgage-Backed Securities Federal 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B1V7KEBTPIMZ 3138EAB55 2042-03-01 5.000000 0.00 1450518.00 77988.91 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138EPY81 2043-11-01 5.905000 0.00 283469.00 27423.35 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138EQ7A4 2046-02-01 4.000000 0.00 53000.00 8878.96 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138XFSU0 2044-02-01 4.500000 0.00 1000.00 195.64 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138XMKA7 2044-02-01 4.500000 0.00 8135277.00 364047.08 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31402C4H2 2034-04-01 5.500000 0.00 1099128.00 5840.08 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140A7FF6 2054-03-01 5.500000 0.00 1000.00 795.24 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140A9RZ5 2054-07-01 7.500000 0.00 1106382.00 334362.99 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140ABDX0 2054-07-01 7.500000 0.00 1148478.00 1213075.93 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140AR2G4 2054-10-01 5.500000 0.00 1000.00 950.21 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140AW7F0 2055-01-01 4.500000 0.00 1012.00 939.37 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140B0PN2 2055-01-01 6.000000 0.00 2976140.00 2555657.05 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140B0ZL5 2055-01-01 5.500000 0.00 1000.00 770.65 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140B2VG6 2055-02-01 6.000000 0.00 1000.00 808.98 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140B9RJ0 2055-05-01 5.500000 0.00 814819.00 731548.56 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140BE7F9 2055-07-01 6.000000 0.00 95467.00 81081.62 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140BSU70 2055-10-01 5.000000 0.00 1000.00 972.93 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140BTB61 2056-03-01 5.000000 0.00 1000.00 979.48 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140BTQ24 2055-10-01 6.500000 0.00 205663.00 214512.43 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140BVF21 2055-11-01 5.000000 0.00 1000.00 974.89 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140BWYS1 2055-12-01 6.000000 0.00 1008.00 1014.02 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140BYAB0 2055-12-01 5.500000 0.00 988109.00 991142.61 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140HRC68 2033-10-01 3.690000 0.00 1218983.00 1133499.21 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140J5EK1 2040-06-01 6.500000 0.00 5550000.00 941841.18 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FHW0 2055-03-01 4.500000 0.00 8268474.00 7196814.68 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FNM5 2055-08-01 7.000000 0.00 1024.00 710.90 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FQ91 2055-11-01 5.500000 0.00 2217000.00 1981604.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427NXQ7 2053-05-01 6.000000 0.00 11780464.00 8763298.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427SZW1 2052-07-01 2.500000 0.00 15466392.00 12694386.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142J6CD3 2055-11-01 7.000000 0.00 40364951.00 31085255.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142K6WJ6 2056-06-01 6.000000 0.00 1000.00 1026.49 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179R4E6 2046-03-20 3.500000 0.00 1024.00 89.82 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179UH47 2048-12-20 4.000000 0.00 3066.00 254.60 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179UKX9 2049-01-20 4.000000 0.00 9843065.00 711479.92 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179VKM1 2050-04-20 3.500000 0.00 1000.00 180.72 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179VSH4 2050-08-20 3.000000 0.00 1000.00 267.12 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179W5A2 2052-05-20 2.000000 0.00 1000.00 587.00 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179W5E4 2052-05-20 4.000000 0.00 1518.00 986.78 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179W7M4 2052-06-20 4.000000 0.00 1000.00 656.17 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179WP93 2051-10-20 2.000000 0.00 28032100.00 15243164.29 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179WVT2 2052-01-20 2.000000 0.00 1024.00 583.41 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179WXH6 2052-02-20 2.000000 0.00 1024.00 587.31 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179X5H5 2053-06-20 5.500000 0.00 2802208.00 1820060.84 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179XBT2 2052-07-20 4.000000 0.00 1000.00 661.40 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179XDD5 2052-08-20 4.000000 0.00 1000.00 668.09 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179XDF0 2052-08-20 5.000000 0.00 1000.00 668.23 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179XFG6 2052-09-20 4.000000 0.00 1120.00 762.57 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179XHZ2 2052-10-20 5.000000 0.00 1000.00 671.59 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179XNG7 2052-12-20 5.500000 0.00 1000.00 580.96 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179XQY5 2053-01-20 6.000000 0.00 2000.00 871.38 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179XTD8 2053-02-20 5.500000 0.00 1008.00 586.59 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179XVU7 2053-03-20 6.000000 0.00 2000.00 852.85 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179XX68 2053-04-20 5.500000 0.00 1000.00 614.50 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179YAT1 2053-07-20 6.000000 0.00 1024.00 503.00 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179YMK7 2053-12-20 5.500000 0.00 32942.00 23452.35 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618BVAT2 2053-06-20 7.500000 0.00 35545.00 20367.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31288QWP1 2053-03-01 4.426000 0.00 81653.00 53717.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31288RM70 2056-08-01 5.176000 0.00 5930514.00 5954753.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128M7V94 2036-01-01 7.000000 0.00 3053198.00 90133.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132AD5A2 2048-12-01 4.000000 0.00 23019112.00 3149083.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DPTQ1 2053-02-01 5.500000 0.00 174633.00 116098.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DTJG6 2054-06-01 5.500000 0.00 1000.00 825.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWBB8 2051-03-01 2.000000 0.00 2179855.00 1141384.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWBJ1 2051-04-01 2.500000 0.00 4310979.00 2211902.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWHT3 2053-07-01 5.500000 0.00 1000.00 703.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132E0K35 2053-09-01 5.500000 0.00 4929265.00 3543103.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132V8KY1 2032-12-01 4.170000 0.00 14906655.00 14905015.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133A3ZT8 2050-04-01 5.000000 0.00 371478.00 167484.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BT6M7 2053-01-01 4.500000 0.00 1000.00 659.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133C9K44 2053-08-01 5.500000 0.00 1023.00 750.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CD4A9 2053-10-01 5.500000 0.00 5876220.00 5192490.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CEXK3 2053-10-01 5.500000 0.00 2015.00 1594.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KLRF6 2051-04-01 2.000000 0.00 1000.00 514.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KPM21 2052-06-01 5.000000 0.00 3367748.00 2001246.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KPN87 2052-10-01 5.500000 0.00 29000.00 20962.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133WCWM2 2054-05-01 5.500000 0.00 796894.00 644652.09 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XH4D6 2052-08-01 5.000000 0.00 1819931.00 1311074.99 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XJGG2 2052-09-01 4.500000 0.00 1000.00 649.85 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XMR65 2053-09-01 6.000000 0.00 1000.00 698.17 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XPXH7 2052-07-01 2.500000 0.00 200770.00 144214.08 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y6J43 2055-04-01 6.500000 0.00 1024.00 797.70 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y6KA7 2055-04-01 6.500000 0.00 1000.00 725.67 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y6KD1 2055-04-01 6.500000 0.00 6339416.00 6306543.28 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y6PZ7 2055-05-01 6.000000 0.00 143250.00 117993.08 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y8B54 2056-01-01 5.500000 0.00 1008.00 960.18 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y9B94 2056-01-01 6.500000 0.00 4608.00 4637.24 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y9KT0 2056-07-01 5.500000 0.00 1024.00 1026.55 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31412U6D7 2039-10-01 6.000000 0.00 1063276.00 42189.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31416JAU5 2034-09-01 5.500000 0.00 543536.00 9401.67 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418CYN8 2048-07-01 4.500000 0.00 1002.00 69.99 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418CZH0 2048-08-01 4.000000 0.00 259324473.00 17476763.58 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418D2M3 2051-07-01 2.500000 0.00 2937650.00 1575319.59 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418D3G5 2051-08-01 2.000000 0.00 1871000.00 1063752.85 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418D6C1 2051-11-01 2.500000 0.00 1000.00 577.54 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418DKT8 2050-01-01 3.000000 0.00 34083.00 5487.57 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418E5P1 2054-05-01 5.500000 0.00 1000.00 706.16 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418ED80 2052-06-01 4.000000 0.00 7723.00 5227.04 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418EHP8 2052-08-01 5.000000 0.00 800483.00 521759.76 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FDA2 2054-10-01 5.000000 0.00 237416.00 195051.50 Agency Mortgage-Backed Securities U.S. Treasury Note 254900HROIFW 91282CPY1 2033-01-31 4.000000 0.00 203400.00 197847.18 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. 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NR Standard and Poor's Ratings Services A-1 N N 0.0372 200000000.00 200000000.00 0.0010 N N Y N Royal Bank of Canada Royal Bank of Canada 3.590000% ARP1DCPA2 549300HXQQQC 0001317808 ARP1DCPA2_3.59_0807 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 B1V7KEBTPIMZ 3140W5A38 2056-03-01 5.000000 0.00 27293200.00 26628174.86 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XHK71 2052-06-01 4.500000 0.00 42496679.00 25956721.92 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XHMV6 2052-06-01 4.500000 0.00 49078668.00 31120897.65 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y6JD3 2055-04-01 6.000000 0.00 37051720.00 32580330.05 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y84J2 2056-05-01 5.000000 0.00 29285840.00 28280046.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427RFU9 2055-12-01 5.500000 0.00 29686169.00 27692204.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GXZE0 2056-07-01 5.500000 0.00 1199496.00 1208833.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31329NM88 2047-03-01 4.000000 0.00 104931132.00 18338297.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31329NQA9 2047-07-01 4.000000 0.00 180527331.00 33895296.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DNV42 2052-09-01 4.500000 0.00 34065625.00 24543313.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DSQ62 2053-11-01 5.000000 0.00 23235607.00 18432902.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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4734592.26 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BDWU8 2051-01-25 3.000000 0.00 15000000.00 1351421.02 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BDYC6 2051-02-25 2.500000 0.00 20385395.00 2410423.29 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BGAW1 2051-03-25 2.000000 0.00 12011000.00 1178155.54 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BGB75 2051-09-25 4.000000 0.00 73551778.00 9200720.05 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BGM32 2051-09-25 2.500000 0.00 35552900.00 1663825.48 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BGNK3 2050-11-25 3.000000 0.00 107041666.00 10577640.45 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BGV99 2051-09-25 2.500000 0.00 12171500.00 474844.53 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BH3S6 2051-07-25 3.000000 0.00 11105094.00 1372421.52 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BKCG5 2051-11-25 3.000000 0.00 18665764.00 1376510.89 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BMMG0 2052-04-25 1.983920 0.00 27333210.00 1255314.19 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BPUZ2 2051-05-25 2.000000 0.00 24382365.00 2547697.87 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BQFV6 2052-07-25 2.000000 0.00 55467000.00 5615517.79 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BQXW4 2053-12-25 3.383920 0.00 48409024.00 913306.79 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BQY78 2053-09-25 2.183920 0.00 79000000.00 1933752.49 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BRWN3 2054-05-25 2.833920 0.00 109913370.00 1729501.84 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BS3V5 2054-10-25 2.483920 0.00 19558749.00 1443704.88 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BSPQ2 2054-08-25 3.483920 0.00 75000000.00 1653422.43 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BSQ40 2054-09-25 1.633920 0.00 43100000.00 1867066.20 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BSQW8 2054-09-25 1.713920 0.00 125000000.00 2488971.65 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BSR31 2054-08-25 1.583920 0.00 75324928.00 3240302.53 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BSR72 2054-09-25 2.283920 0.00 75991008.00 4842171.34 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BSTF2 2054-08-25 2.133920 0.00 115000000.00 1912133.15 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BTA37 2054-12-25 1.533920 0.00 50000000.00 660840.77 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BTBT9 2054-10-25 2.383920 0.00 43700638.00 2701642.60 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BTBV4 2054-10-25 1.783920 0.00 68074875.00 3321809.62 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BWNX0 2055-07-25 2.283920 0.00 71385465.00 3141650.66 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BXC93 2055-10-25 1.053920 0.00 104000000.00 1860301.55 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BXPF5 2055-10-25 1.683920 0.00 86000000.00 3299662.43 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BXWJ9 2055-10-25 1.053920 0.00 80119749.00 1716414.18 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BXZV9 2055-09-25 3.483920 0.00 54702204.00 5216406.83 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BYMH2 2056-01-25 1.883920 0.00 31393141.00 1859008.80 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BYPV8 2056-01-25 2.033920 0.00 120000000.00 6180223.58 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BYTM4 2056-02-25 6.000000 0.00 21465000.00 3915466.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G5DZ0 2055-11-25 1.983920 0.00 161413407.00 10676058.82 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G5FF2 2055-07-25 1.383920 0.00 116928635.00 2493849.10 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G5TK6 2056-05-25 3.183920 0.00 39955733.00 3577040.78 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6KP2 2056-07-25 1.933920 0.00 22233979.00 1314745.87 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6RE0 2056-07-25 1.883920 0.00 152499995.00 7945699.32 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137AQYT9 2042-06-15 2.260130 0.00 133333333.00 943766.51 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F72E4 2047-11-25 2.481462 0.00 1907000.00 54074.68 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F72J3 2055-10-25 2.732265 0.00 2893000.00 338892.36 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F74L6 2050-12-25 2.500000 0.00 11099121.00 874915.45 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F74P7 2050-12-25 2.683920 0.00 10500000.00 787099.51 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F7CA1 2050-12-25 2.500000 0.00 6250000.00 515854.10 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F87A5 2050-11-25 3.000000 0.00 12302656.00 1272182.04 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F8A29 2050-12-25 3.000000 0.00 9500000.00 1076276.48 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F8D34 2050-04-25 2.000000 0.00 15140384.00 802914.41 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F8PA5 2050-11-25 3.000000 0.00 21700000.00 1351503.40 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F8TX1 2051-01-25 2.683920 0.00 9600000.00 851831.38 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F9A68 2051-02-25 3.500000 0.00 118980645.00 8876358.78 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F9R60 2051-02-25 2.500000 0.00 12076624.00 809850.10 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F9WG2 2051-02-25 0.663920 0.00 173779557.00 1331360.97 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F9XF3 2050-09-25 3.000000 0.00 10000000.00 1055170.17 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FKT48 2049-02-15 2.860130 0.00 11800000.00 242426.18 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FNQH6 2049-06-25 2.319440 0.00 21189600.00 549147.27 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FPYZ2 2049-11-25 2.269440 0.00 31600000.00 1173248.78 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FQXM0 2048-01-25 1.746708 0.00 5198000.00 31295.03 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FU6G4 2050-07-25 2.319440 0.00 22590000.00 1445074.15 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FURL0 2050-06-25 3.000000 0.00 17500000.00 1757865.69 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FURT3 2050-07-25 4.000000 0.00 12600000.00 1070291.51 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FV3C4 2043-03-15 2.460130 0.00 18925728.00 472851.52 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FV4Y5 2050-06-25 2.419440 0.00 99019090.00 3868022.79 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FVCT7 2050-08-25 3.000000 0.00 25000000.00 2134661.14 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FVHZ8 2050-08-25 2.369440 0.00 8900000.00 729635.50 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FVJ60 2050-08-25 2.369440 0.00 10000000.00 504678.76 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FVR46 2050-09-25 2.000000 0.00 25000000.00 1754666.70 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FXAJ7 2050-10-25 4.000000 0.00 79857336.00 5258367.34 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FXN53 2050-11-25 2.500000 0.00 12500000.00 787726.16 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FXUX4 2048-11-25 4.000000 0.00 6000000.00 707411.93 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FXV62 2050-04-25 3.500000 0.00 5100000.00 533484.99 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FXZS0 2051-04-25 3.000000 0.00 32855753.00 3715115.26 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FYKD7 2051-01-25 3.000000 0.00 18479700.00 1892773.47 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GBBV6 2056-07-25 1.833920 0.00 163387977.00 9042977.67 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GCH63 2056-06-25 2.483920 0.00 37000000.00 3273449.58 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H1TY2 2051-08-25 3.000000 0.00 111364000.00 11156878.87 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H24K7 2050-12-25 4.500000 0.00 6690069.00 766506.49 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H4PS3 2051-12-25 3.000000 0.00 24348000.00 3039517.12 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H4UU2 2052-01-25 3.000000 0.00 21453737.00 2691872.88 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H8MB4 2052-08-25 1.683920 0.00 50477142.00 2276106.65 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H9FT1 2052-11-25 1.133920 0.00 100096.00 1964.63 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HASA5 2053-10-25 3.433920 0.00 50000000.00 1519000.67 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HB7F5 2053-12-25 2.853920 0.00 100032.00 3154.88 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HC3Q3 2054-04-25 2.283920 0.00 100096.00 2122.65 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDCZ1 2054-06-25 1.483920 0.00 74000000.00 1316589.03 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDZE3 2054-07-25 3.483920 0.00 45841134.00 3498835.87 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFCA1 2054-08-25 1.483920 0.00 42366825.00 1315790.45 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFJP1 2054-08-25 1.533920 0.00 64602208.00 2013122.31 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFJR7 2054-08-25 1.633920 0.00 47234788.00 2256693.67 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFUF0 2054-10-25 2.383920 0.00 37512568.00 2816213.93 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFUK9 2054-10-25 1.783920 0.00 86843196.00 4264268.34 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFVT9 2054-10-25 1.173920 0.00 66300000.00 2004951.64 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFY66 2054-09-25 1.683920 0.00 30000000.00 1476820.73 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFYA7 2054-10-25 2.533920 0.00 126328012.00 9587992.30 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFYB5 2054-10-25 2.383920 0.00 64884819.00 3575218.19 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HHDB4 2054-11-25 0.933920 0.00 100096.00 1196.57 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HHEA5 2050-11-25 3.500000 0.00 26000000.00 4093798.44 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HHQL8 2054-12-25 1.433920 0.00 125000000.00 1651348.00 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HHRG8 2054-12-25 2.233920 0.00 701100.00 24187.13 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HHTD3 2054-04-25 1.433920 0.00 155999000.00 1960592.11 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJH42 2055-02-25 1.883920 0.00 100000000.00 2020916.00 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKLD4 2055-03-25 2.283920 0.00 83751212.00 4754509.80 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKMC5 2055-03-25 2.333920 0.00 202044975.00 6406362.98 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKPR9 2055-04-25 0.683920 0.00 500000000.00 4234113.37 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HL5P3 2055-04-25 1.583920 0.00 50000000.00 1827595.82 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLFU1 2055-05-25 1.633920 0.00 204158667.00 5481557.41 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLP97 2055-06-25 3.383920 0.00 59185000.00 3385405.18 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLQ62 2044-10-25 6.000000 0.00 21279000.00 1173312.59 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLYU0 2055-07-25 2.233920 0.00 68201552.00 3943033.33 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HM4H0 2055-07-25 N/A 0.00 12023798.00 7264364.42 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HMDZ0 2055-08-25 2.183920 0.00 136000000.00 8490529.30 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HMJG6 2051-10-25 2.933920 0.00 28822756.00 3896099.18 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HNAW8 2055-10-25 2.433920 0.00 140000000.00 5753738.68 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HNP93 2053-11-25 3.483920 0.00 61553285.00 5166294.01 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HRQT9 2055-05-25 1.783920 0.00 253077507.00 8259476.81 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HRVU0 2056-06-25 1.383920 0.00 57617280.00 1418012.78 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 31422M2N5 2052-03-01 2.500000 0.00 62192410.00 6670807.34 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 31422M2Q8 2052-03-01 2.500000 0.00 63393712.00 6540351.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 31422MRR9 2049-04-01 4.000000 0.00 9750000.00 469744.38 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 31422MZK5 2052-01-01 1.500000 0.00 12000000.00 970982.11 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 31423XQY0 2052-08-25 4.500000 0.00 25384757.00 3720599.41 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 31423YVH9 2052-06-01 2.000000 0.00 200611345.00 21501776.21 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 31424UK88 2053-09-01 6.000000 0.00 118394156.00 14888338.95 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 31424UPP5 2053-05-01 4.500000 0.00 13446193.00 2409617.73 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 31424VEH3 2054-05-01 4.500000 0.00 21447567.00 3951763.29 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 31425CDY8 2055-05-01 6.000000 0.00 50000000.00 6682576.27 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. 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S6XOOCT0IEG5ABCC6L87 3142GTTB2 2055-01-01 5.000000 0.00 13550876.00 11882060.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GVH79 2055-09-01 6.000000 0.00 63820482.00 56186672.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GW2Y4 2056-03-01 5.000000 0.00 103642923.00 98474505.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GWF61 2056-01-01 5.500000 0.00 4225972.00 4132326.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GWGG8 2055-12-01 5.000000 0.00 43086705.00 39954398.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GWP52 2056-01-01 5.500000 0.00 141017684.00 133403072.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GXZE0 2056-07-01 5.500000 0.00 44901284.00 45250810.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142J6DG5 2056-03-01 5.000000 0.00 6534318.00 6192375.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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S6XOOCT0IEG5ABCC6L87 3132DWAN3 2050-12-01 2.000000 0.00 11000.00 5496.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWBC6 2051-03-01 2.500000 0.00 5810420.00 2618331.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWBU6 2051-06-01 2.500000 0.00 40000.00 21283.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWCP6 2051-11-01 2.500000 0.00 200982.00 116559.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWD26 2052-06-01 3.500000 0.00 4000.00 2700.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWE58 2052-10-01 4.000000 0.00 3181.00 2286.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWEJ8 2052-08-01 4.000000 0.00 24873448.00 17656049.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWFF5 2052-11-01 4.500000 0.00 13037.00 9542.55 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140UAMK8 2056-04-01 5.500000 0.00 1000.00 1001.48 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140UAPW9 2056-04-01 5.500000 0.00 9167056.00 9169272.48 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140UBPQ0 2056-04-01 5.500000 0.00 7543790.00 7520514.68 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140UEBX4 2056-05-01 6.500000 0.00 2273080.00 2370560.09 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140UJAL0 2056-06-01 5.500000 0.00 836540.00 839441.90 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140ULG54 2056-06-01 5.500000 0.00 1425200.00 1425488.81 Agency Mortgage-Backed Securities Federal National Mortgage Association 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S6XOOCT0IEG5ABCC6L87 3133BWL84 2053-01-01 5.500000 0.00 1000.00 674.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133C1NW6 2053-04-01 7.000000 0.00 29722.00 31255.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133C6W62 2053-06-01 5.000000 0.00 212421.00 200471.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133C8AR6 2053-07-01 5.000000 0.00 1000.00 806.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CEXK3 2053-10-01 5.500000 0.00 1001.00 792.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133G7QA4 2035-01-01 3.000000 0.00 290970.00 67171.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KGPY8 2049-09-01 3.000000 0.00 1105640.00 287196.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KLS65 2051-04-01 2.000000 0.00 4228195.00 2288321.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KMSL0 2051-09-01 2.500000 0.00 1012.00 611.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KN4U4 2052-04-01 2.500000 0.00 3962776.00 2434978.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KN7A5 2052-04-01 3.500000 0.00 3000.00 1985.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KNQV8 2052-02-01 2.000000 0.00 3000.00 1796.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KNWE9 2052-03-01 3.500000 0.00 2000.00 1315.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KPFV5 2052-05-01 3.500000 0.00 1000.00 614.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KPUA4 2052-08-01 4.500000 0.00 50000.00 35753.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KQEW2 2052-11-01 5.500000 0.00 6582000.00 4715350.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KQXT8 2053-04-01 5.000000 0.00 1899000.00 1318041.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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Federal National Mortgage Association B1V7KEBTPIMZ 3140Q83W3 2048-05-01 4.500000 0.00 61071744.00 15251262.54 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QBJS8 2049-07-01 3.500000 0.00 16000.00 1433.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QEPY2 2050-08-01 3.000000 0.00 2000.00 686.82 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QLJ80 2051-07-01 2.000000 0.00 24815424.00 13994379.92 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QLN36 2051-08-01 2.000000 0.00 1024.00 600.89 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QMCC6 2051-10-01 2.500000 0.00 142320640.00 84466741.09 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QMTW4 2051-12-01 2.000000 0.00 3041.00 1898.15 Agency Mortgage-Backed Securities Federal National 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3618N5XZ7 2055-10-20 4.500000 0.00 2080.00 1966.69 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N5XZ7 2055-10-20 4.500000 0.00 549885.00 519930.36 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N6BE6 2056-02-20 5.000000 0.00 750800.00 724721.36 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N6FL6 2056-03-20 5.000000 0.00 1408.00 1366.87 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N6FP7 2056-04-20 6.500000 0.00 1024.00 1055.86 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618NHPR8 2065-02-20 6.500000 0.00 2000.00 866.14 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618NKBA3 2065-03-20 6.500000 0.00 22928.00 12324.36 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618NKBK1 2065-03-20 7.000000 0.00 79861.00 15844.33 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618NKBM7 2065-03-20 6.500000 0.00 43866.00 15134.12 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418EHK9 2052-09-01 4.500000 0.00 1000.00 701.97 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418EJ43 2052-10-01 3.500000 0.00 49000.00 34972.50 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418EJU5 2037-10-01 3.000000 0.00 2000.00 1192.09 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418EKT6 2052-11-01 4.500000 0.00 7001000.00 5075889.51 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418ELU2 2052-12-01 3.500000 0.00 1000.00 714.64 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418ELY4 2052-12-01 5.500000 0.00 1000.00 680.63 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418EMR8 2053-01-01 4.500000 0.00 2000.00 1507.05 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418ENL0 2053-01-01 6.000000 0.00 2016.00 1017.27 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418EP20 2053-03-01 5.000000 0.00 12810000.00 9175961.92 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418EP38 2053-03-01 5.500000 0.00 9605521.00 6260572.23 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418EPB0 2053-02-01 4.500000 0.00 41000.00 30555.58 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418EPT1 2053-02-01 3.500000 0.00 5000.00 3558.55 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418EQ86 2053-04-01 5.000000 0.00 1106029.00 807401.72 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 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Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FME4 2055-07-01 3.500000 0.00 12000.00 10227.51 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FNJ2 2055-08-01 5.500000 0.00 10000.00 8381.23 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FNM5 2055-08-01 7.000000 0.00 39150600.00 27179848.35 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FPG6 2055-09-01 5.500000 0.00 11000.00 9321.27 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FQB6 2055-10-01 3.500000 0.00 2000.00 1708.77 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FT31 2056-02-01 4.000000 0.00 3000.00 2713.31 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FU47 2041-03-01 4.000000 0.00 48000.00 44515.35 Agency Mortgage-Backed Securities Federal 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S6XOOCT0IEG5ABCC6L87 31288Q4Y3 2054-01-01 4.266000 0.00 9105291.00 7686871.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31288RKT4 2043-10-01 6.207000 0.00 11884357.00 11453725.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31288RM47 2051-01-01 6.015000 0.00 2208173.00 2246794.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128MJ2Z2 2047-12-01 3.000000 0.00 1000.00 137.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131XVV28 2047-01-01 3.500000 0.00 1002.00 307.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31329JAN7 2033-09-01 4.500000 0.00 21107841.00 178758.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A5CN3 2044-08-01 3.500000 0.00 9918601.00 685961.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132ACGA2 2047-12-01 3.500000 0.00 1000.00 264.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DNB77 2052-04-01 3.500000 0.00 24000.00 15822.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DNMX8 2052-05-01 2.500000 0.00 1001.00 623.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DNQM8 2052-07-01 5.500000 0.00 244694.00 154305.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DPQF8 2052-07-01 3.500000 0.00 21000.00 14781.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DPTQ1 2053-02-01 5.500000 0.00 5884774.00 3912282.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DQPY6 2052-07-01 3.500000 0.00 7000.00 4910.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DSRT1 2053-09-01 5.000000 0.00 649516.00 483783.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DT2G4 2054-09-01 6.000000 0.00 7191312.00 6153170.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DTKH2 2054-06-01 6.500000 0.00 31866.00 24589.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DTSA9 2054-04-01 5.500000 0.00 5159028.00 3765211.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DUMA2 2053-08-01 3.500000 0.00 27000.00 21027.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DUMB0 2052-06-01 3.500000 0.00 3000.00 2341.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DV5Q4 2050-04-01 2.500000 0.00 112989.00 23041.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DVLD5 2050-08-01 3.000000 0.00 1003.00 411.34 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140BKLR3 2055-07-01 6.500000 0.00 5042368.00 4860212.43 Agency Mortgage-Backed Securities U.S. Treasury Bill 254900HROIFW 912797TC1 2026-12-24 N/A 0.00 100.00 98.46 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFW 912797UF2 2026-09-10 N/A 0.00 380300.00 378725.56 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFW 912797UX3 2027-05-13 N/A 0.00 2601400.00 2523488.07 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFW 912797VC8 2026-09-15 N/A 0.00 2193800.00 2183620.77 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFW 912797VX2 2026-11-17 N/A 0.00 12791100.00 12646432.66 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803EY5 2047-05-15 N/A 0.00 5846800.00 1927502.86 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803HD8 2054-08-15 N/A 0.00 5720800.00 1311052.90 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SP4 2050-08-15 1.375000 0.00 40215600.00 19044630.18 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810UA4 2054-05-15 4.625000 0.00 112234000.00 103293137.59 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CCS8 2031-08-15 1.250000 0.00 200.00 172.96 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CFF3 2032-08-15 2.750000 0.00 32702300.00 30176717.63 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CKR1 2027-05-15 4.500000 0.00 10781400.00 10914601.61 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CPC9 2028-10-15 3.500000 0.00 7321900.00 7279815.48 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CPF2 2032-10-31 3.750000 0.00 22678300.00 22004709.13 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 9128337E4 2036-08-15 N/A 0.00 14856580.43 9191290.90 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912833Y38 2036-11-15 N/A 0.00 8788597.77 5362354.14 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834AT5 2038-08-15 N/A 0.00 255.98 140.86 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834EP9 2039-08-15 N/A 0.00 1.59 0.82 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-08-07 2026-08-07 2027-01-26 Y BNP Paribas SA 1.0000 7 N Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0353 1500000000.00 1500000000.00 0.0072 N N Y N Bank of America Securities, Inc. Bank of America Securities, Inc. 3.700000% ARP1ELAO7 549300HN4UKV 0001102113 ARP1ELAO7_3.70_0807 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury Bill 254900HROIFW 912797VF1 2027-06-10 N/A 0.00 400.00 386.75 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810FH6 2029-04-15 3.875000 0.00 100.00 214.80 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CNS6 2035-07-15 1.875000 0.00 800.00 804.47 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CRB9 2028-07-31 4.250000 0.00 254899200.00 254998610.70 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2026-08-03 2026-08-07 2027-01-27 Y BOFA SECURITIES INC 1.0000 7 N Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 N N 0.0370 250000000.00 250000000.00 0.0012 N N Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 3.690000% ARP1EUKV0 MBNUM2BPBDO7 0000036684 ARP1EUKV0_3.69_0804 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Farm Credit Bank 254900C5LP6D 3133ENB25 2037-07-20 5.060000 0.00 15190000.00 14763314.59 Agency Mortgage-Backed Securities U.S. Treasury Strip N/A 912803DU4 2041-11-15 N/A 0.00 7821400.00 3570516.03 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803EK5 2044-11-15 N/A 0.00 21260000.00 8057773.86 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803EN9 2045-05-15 N/A 0.00 2117600.00 781404.99 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803HD8 2054-08-15 N/A 0.00 32780100.00 7512313.86 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803HP1 2045-08-15 N/A 0.00 231300.00 83927.67 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834J66 2053-11-15 N/A 0.00 42524700.00 9794926.77 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834NP9 2044-05-15 N/A 0.00 33535488.00 12801434.76 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834PT9 2045-11-15 N/A 0.00 14073000.00 4926253.65 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834QV3 2046-11-15 N/A 0.00 29647749.12 9815272.77 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834UR7 2049-05-15 N/A 0.00 103001761.00 29892862.08 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-08-04 2026-08-04 2026-08-04 N N N 0.0369 100000000.00 100000000.00 0.0005 N N Y N BNP Paribas SA BNP Paribas SA 3.700000% ARP1EWNM3 R0MUWSFPU8MP 0001272025 ARP1EWNM3_3.70_0807 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury Bill 254900HROIFW 912797VT1 2027-01-14 N/A 0.00 70184300.00 68956074.75 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810FQ6 2032-04-15 3.375000 0.00 100.00 202.88 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810QE1 2040-02-15 4.625000 0.00 2380300.00 2359059.54 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810RN0 2045-08-15 2.875000 0.00 24076500.00 17523664.04 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SC3 2048-05-15 3.125000 0.00 5110400.00 3720875.71 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 9128286T2 2029-05-15 2.375000 0.00 33900.00 32381.93 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 912828ZZ6 2030-07-15 0.125000 0.00 100.00 121.36 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CCE9 2028-05-31 1.250000 0.00 63536000.00 60352422.83 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CDX6 2032-01-15 0.125000 0.00 618400.00 670939.66 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CMT5 2032-03-31 4.125000 0.00 22276000.00 22247152.58 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CPQ8 2032-12-31 3.875000 0.00 179043200.00 173637754.38 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CPY1 2033-01-31 4.000000 0.00 223421600.00 217322190.30 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 9128334W7 2033-08-15 N/A 0.00 6207387.30 4497345.21 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834MT2 2043-08-15 N/A 0.00 101739844.50 40679862.92 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-08-03 2026-08-07 2027-02-05 Y BNP Paribas SA 1.0000 7 N Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0370 600000000.00 600000000.00 0.0029 N N Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 3.510000% ARP1EZN61 MBNUM2BPBDO7 0000036684 ARP1EZN61_3.51_0209 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y U.S. Treasury Note 254900HROIFW 91282CQK0 2031-04-30 3.875000 0.00 204321600.00 202006125.50 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834VV7 2050-05-15 N/A 0.00 7246872.65 1993875.55 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2027-02-09 2027-02-09 2027-02-09 N N N 0.0351 200000000.00 200000000.00 0.0010 N N N Y BNP Paribas SA BNP Paribas SA 3.670000% ARP1F0YO6 R0MUWSFPU8MP 0001272025 ARP1F0YO6_3.67_0807 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury Strip N/A 912803EL3 2045-02-15 N/A 0.00 13899300.00 5195155.26 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803EN9 2045-05-15 N/A 0.00 41435300.00 15289832.88 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803EQ2 2045-11-15 N/A 0.00 19086100.00 6837938.87 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803FS7 2040-08-15 N/A 0.00 100.00 49.23 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803GP2 2053-02-15 N/A 0.00 200.00 48.87 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SY5 2041-05-15 2.250000 0.00 100800.00 71656.79 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TF5 2042-02-15 2.375000 0.00 25200.00 18043.47 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TV0 2053-11-15 4.750000 0.00 123400.00 115737.96 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810UB2 2044-05-15 4.625000 0.00 36523200.00 34484011.49 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810UF3 2044-11-15 4.625000 0.00 450500.00 424221.12 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810US5 2056-02-15 2.375000 0.00 100.00 91.83 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CBP5 2028-02-29 1.125000 0.00 200.00 191.54 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CCE9 2028-05-31 1.250000 0.00 400.00 379.95 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CDC2 2026-10-15 0.125000 0.00 444700.00 540457.14 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CDX6 2032-01-15 0.125000 0.00 1177200.00 1277215.67 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CEP2 2032-05-15 2.875000 0.00 5165000.00 4785597.82 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CFB2 2027-07-31 2.750000 0.00 584800.00 576800.52 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CKX8 2029-06-30 4.250000 0.00 100.00 100.24 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CMF5 2028-01-15 4.250000 0.00 207600.00 208097.79 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CNS6 2035-07-15 1.875000 0.00 821300.00 825893.80 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CNZ0 2032-09-30 3.875000 0.00 109475900.00 107430525.31 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQP9 2031-04-15 1.250000 0.00 400.00 396.51 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 9128334W7 2033-08-15 N/A 0.00 180.12 130.50 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 9128334Y3 2034-08-15 N/A 0.00 4.16 2.87 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912833X96 2035-11-15 N/A 0.00 4450356.80 2869047.12 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912833XZ8 2031-02-15 N/A 0.00 21.78 17.83 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912833Z52 2037-08-15 N/A 0.00 8300774.55 4843792.48 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834AT5 2038-08-15 N/A 0.00 99204477.80 54591430.50 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834EP9 2039-08-15 N/A 0.00 474.67 245.85 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834KP2 2041-08-15 N/A 0.00 32171004.80 14612585.12 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834MT2 2043-08-15 N/A 0.00 225.28 90.08 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834PM4 2045-08-15 N/A 0.00 38.49 13.63 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834PT9 2045-11-15 N/A 0.00 163.82 57.35 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834QP6 2046-08-15 N/A 0.00 22.07 7.40 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834RK6 2047-05-15 N/A 0.00 315.33 101.93 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834TV0 2048-08-15 N/A 0.00 67.01 20.22 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834UH9 2049-02-15 N/A 0.00 37.49 11.01 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834VM7 2050-02-15 N/A 0.00 23.40 6.54 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834WC8 2050-08-15 N/A 0.00 54.94 14.95 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834WR5 2051-02-15 N/A 0.00 67.50 17.84 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834XG8 2051-08-15 N/A 0.00 5.70 1.47 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-08-03 2026-08-07 2027-02-10 Y BNP Paribas SA 1.0000 7 N Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0367 250000000.00 250000000.00 0.0012 N N Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 3.540000% ARP1F2OW5 MBNUM2BPBDO7 0000036684 ARP1F2OW5_3.54_0212 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Farm Credit Bank 254900C5LP6D 3133EJV22 2033-11-21 4.070000 0.00 2374000.00 2280022.57 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6D 3133ENFH8 2041-11-29 2.690000 0.00 2000000.00 1459425.56 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6D 3133ENHK9 2036-12-15 2.740000 0.00 10059000.00 8290136.03 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6D 3133ENYJ3 2042-06-09 4.980000 0.00 13349000.00 12607587.64 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6D 3133ET3D7 2027-10-08 3.730000 0.00 4700000.00 4710880.50 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6D 3133EWBX7 2028-01-03 3.735000 0.00 3500000.00 3508558.47 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6D 3133EWGR5 2029-03-16 3.940000 0.00 354000.00 355117.22 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6D 3133EWUQ1 2031-06-30 4.125000 0.00 4977000.00 4919229.48 Agency Mortgage-Backed Securities U.S. Treasury Strip N/A 912803FQ1 2040-05-15 N/A 0.00 1713000.00 856921.40 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803FV0 2051-02-15 N/A 0.00 9654700.00 2605774.57 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803GU1 2053-08-15 N/A 0.00 29027600.00 6932893.93 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803GX5 2043-11-15 N/A 0.00 53460000.00 21497335.20 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803HM8 2045-05-15 N/A 0.00 35150000.00 12943776.60 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912821EZ4 2030-08-15 N/A 0.00 2415000.00 2027288.66 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912833PE4 2027-08-15 N/A 0.00 104510259.20 100136504.90 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834ZG6 2055-11-15 N/A 0.00 52011800.00 11357504.70 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834ZX9 2056-05-15 N/A 0.00 35189927.34 7511043.66 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2027-02-12 2027-02-12 2027-02-12 N N N 0.0354 200000000.00 200000000.00 0.0010 N N N Y BNP Paribas SA BNP Paribas SA 3.600000% ARP1F41E6 R0MUWSFPU8MP 0001272025 ARP1F41E6_3.60_0807 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury Strip N/A 912834PT9 2045-11-15 N/A 0.00 0.64 0.22 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834WC8 2050-08-15 N/A 0.00 1001601.35 272639.89 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834XG8 2051-08-15 N/A 0.00 32.78 8.45 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803BV4 2028-11-15 N/A 0.00 200.00 181.58 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803CX9 2036-02-15 N/A 0.00 2909900.00 1890020.79 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803DJ9 2039-11-15 N/A 0.00 28903100.00 14999870.71 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803DK6 2040-02-15 N/A 0.00 20954000.00 10708248.34 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803DM2 2040-05-15 N/A 0.00 23233000.00 11685339.38 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803EA7 2043-02-15 N/A 0.00 100.00 42.11 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803EH2 2044-05-15 N/A 0.00 700.00 273.31 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803EL3 2045-02-15 N/A 0.00 1703800.00 636831.03 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803EN9 2045-05-15 N/A 0.00 199000.00 73431.99 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803EY5 2047-05-15 N/A 0.00 20487600.00 6754106.12 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803EZ2 2047-08-15 N/A 0.00 100.00 32.49 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803FE8 2048-08-15 N/A 0.00 13100.00 4026.90 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803FS7 2040-08-15 N/A 0.00 100.00 49.23 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803GW7 2053-11-15 N/A 0.00 211200.00 49876.99 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810QH4 2040-05-15 4.375000 0.00 3256400.00 3097892.17 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SE9 2048-11-15 3.375000 0.00 4310300.00 3268206.62 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SG4 2049-02-15 1.000000 0.00 3022000.00 2710885.89 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SK5 2049-11-15 2.375000 0.00 1494100.00 918449.31 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SN9 2050-05-15 1.250000 0.00 3109600.00 1417621.52 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SS8 2050-11-15 1.625000 0.00 22982200.00 11540514.85 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810ST6 2040-11-15 1.375000 0.00 10008800.00 6298408.11 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SX7 2051-05-15 2.375000 0.00 958000.00 577730.93 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TG3 2052-05-15 2.875000 0.00 100.00 66.79 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TQ1 2043-02-15 3.875000 0.00 13361400.00 11694289.26 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TT5 2053-08-15 4.125000 0.00 100.00 85.62 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TZ1 2044-02-15 4.500000 0.00 6600.00 6216.44 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 9128283R9 2028-01-15 0.500000 0.00 1000.00 1319.90 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 9128284N7 2028-05-15 2.875000 0.00 800.00 786.24 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CAD3 2027-07-31 0.375000 0.00 100.00 96.33 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CGH8 2028-01-31 3.500000 0.00 4800.00 4750.13 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CGK1 2033-01-15 1.125000 0.00 800.00 842.85 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CGQ8 2030-02-28 4.000000 0.00 100.00 100.60 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CHE4 2028-05-31 3.625000 0.00 50000000.00 49767433.33 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CJZ5 2034-02-15 4.000000 0.00 3409100.00 3352040.33 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CKD2 2029-02-28 4.250000 0.00 32274200.00 32825438.07 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CLU3 2031-10-31 4.125000 0.00 12963100.00 12931230.22 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CLZ2 2031-11-30 4.125000 0.00 2730200.00 2713029.77 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CMC2 2031-12-31 4.500000 0.00 2454900.00 2474565.62 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CMR9 2032-02-29 4.125000 0.00 1000.00 1002.62 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CNT4 2035-08-15 4.250000 0.00 186356000.00 184723139.42 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CNW7 2032-08-31 3.875000 0.00 53800.00 53005.85 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CPF2 2032-10-31 3.750000 0.00 2017500.00 1957576.21 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CPZ8 2036-02-15 4.125000 0.00 53600.00 52428.07 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQE4 2029-03-15 3.500000 0.00 1600.00 1590.44 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQK0 2031-04-30 3.875000 0.00 747200.00 738732.36 U.S. Treasuries (including strips) U.S. Treasury Floating Rate Note 254900HROIFW 91282CQM6 2028-04-30 3.955148 0.00 100.00 100.08 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQW4 2033-06-30 4.250000 0.00 1800.00 1778.59 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 9128334W7 2033-08-15 N/A 0.00 32827612.13 23784097.40 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 9128334Y3 2034-08-15 N/A 0.00 1304518.75 898515.99 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 9128337E4 2036-08-15 N/A 0.00 160919.49 99555.74 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 9128337U8 2033-11-15 N/A 0.00 5.12 3.66 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 9128337V6 2034-05-15 N/A 0.00 707614.47 493703.32 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 9128337W4 2034-11-15 N/A 0.00 2.56 1.74 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912833X96 2035-11-15 N/A 0.00 2481952.72 1600060.32 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912833XN5 2029-02-15 N/A 0.00 60.45 54.21 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912833XY1 2030-08-15 N/A 0.00 336058.86 281388.13 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912833Z52 2037-08-15 N/A 0.00 7.84 4.57 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834AU2 2039-02-15 N/A 0.00 2801786.77 1495677.83 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834KP2 2041-08-15 N/A 0.00 5616796.73 2551238.94 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834LK2 2042-05-15 N/A 0.00 10.24 4.43 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834MM7 2043-05-15 N/A 0.00 56363.92 22899.14 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834MT2 2043-08-15 N/A 0.00 2.54 1.02 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834NF1 2044-02-15 N/A 0.00 308.09 119.40 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834NP9 2044-05-15 N/A 0.00 7.00 2.67 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834PB8 2044-11-15 N/A 0.00 10302017.93 3815290.53 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834PH5 2045-02-15 N/A 0.00 50000950.10 18251046.80 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-08-07 2026-08-07 2026-08-12 Y BNP Paribas SA 1.0000 7 N Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0360 425000000.00 425000000.00 0.0020 N N Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 3.600000% ARP1F5HC0 MBNUM2BPBDO7 0000036684 ARP1F5HC0_3.60_1016 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Bank 2549001DPIFG 3130AQ6C2 2036-12-10 2.640000 0.00 1635000.00 1336470.25 Agency Mortgage-Backed Securities U.S. Treasury Strip N/A 912821DF9 2029-11-15 N/A 0.00 10884700.00 9455974.28 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912821LW3 2033-08-15 N/A 0.00 1173000.00 854502.35 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 9128334V9 2033-02-15 N/A 0.00 15228688.00 11310529.32 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 9128334Z0 2035-02-15 N/A 0.00 5390336.00 3616823.82 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912833RY8 2028-02-15 N/A 0.00 42843504.64 40164500.29 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834HV3 2040-05-15 N/A 0.00 13545451.52 6679031.87 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834LK2 2042-05-15 N/A 0.00 25150367.13 10888851.45 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810UJ5 2045-02-15 4.750000 0.00 229078400.00 221693317.35 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-10-16 2026-10-16 2026-10-16 N N N 0.0360 300000000.00 300000000.00 0.0014 N N N Y BNP Paribas SA BNP Paribas SA 3.670000% ARP1F6C25 R0MUWSFPU8MP 0001272025 ARP1F6C25_3.67_0807 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury Strip N/A 912803EQ2 2045-11-15 N/A 0.00 100.00 35.83 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810PS1 2027-01-15 2.375000 0.00 200.00 330.22 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TG3 2052-05-15 2.875000 0.00 19437600.00 12983648.63 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 912828ZN3 2027-04-30 0.500000 0.00 17250000.00 16821786.00 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CKX8 2029-06-30 4.250000 0.00 400.00 400.96 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CLW9 2034-11-15 4.250000 0.00 152916500.00 150638451.41 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CPQ8 2032-12-31 3.875000 0.00 3420000.00 3316747.69 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQH7 2028-03-31 3.875000 0.00 525998300.00 529852114.21 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQT1 2033-05-31 4.250000 0.00 389600.00 386515.67 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-08-03 2026-08-07 2026-08-13 Y BNP Paribas SA 1.0000 7 N Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0367 700000000.00 700000000.00 0.0033 N N Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 3.580000% ARP1F92L8 MBNUM2BPBDO7 0000036684 ARP1F92L8_3.58_1119 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y U.S. Treasury Strip N/A 912803DT7 2041-08-15 N/A 0.00 332200.00 154319.86 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803FG3 2049-02-15 N/A 0.00 6243300.00 1868207.63 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803FU2 2040-11-15 N/A 0.00 33057700.00 16008257.34 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810UJ5 2045-02-15 4.750000 0.00 157481600.00 152404671.67 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 9128203W5 2027-11-15 N/A 0.00 187000.00 177189.23 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834DU9 2038-11-15 N/A 0.00 61740855.24 33387355.32 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-11-19 2026-11-19 2026-11-19 N N N 0.0358 200000000.00 200000000.00 0.0010 N N N Y BNP Paribas SA BNP Paribas SA 3.600000% ARP1FAR38 R0MUWSFPU8MP 0001272025 ARP1FAR38_3.60_0807 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury Strip N/A 912803EL3 2045-02-15 N/A 0.00 11974600.00 4475758.22 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810FM5 2030-05-15 6.250000 0.00 3847200.00 4152715.56 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SF6 2049-02-15 3.000000 0.00 7729000.00 5513836.96 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TG3 2052-05-15 2.875000 0.00 213548000.00 142642723.29 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 912828ZS2 2027-05-31 0.500000 0.00 693200.00 673475.23 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CFC0 2029-07-31 2.625000 0.00 48093400.00 45847822.97 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CHT1 2033-08-15 3.875000 0.00 671529400.00 657493990.33 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQT1 2033-05-31 4.250000 0.00 2553700.00 2533483.21 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 9128335B2 2036-02-15 N/A 0.00 4.81 3.06 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834NP9 2044-05-15 N/A 0.00 9604197.18 3666190.98 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834PT9 2045-11-15 N/A 0.00 0.60 0.21 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-08-07 2026-08-07 2026-08-12 Y BNP Paribas SA 1.0000 7 N Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0360 850000000.00 850000000.00 0.0041 N N Y N BNP Paribas SA BNP Paribas SA 3.670000% ARP1FC6P8 R0MUWSFPU8MP 0001272025 ARP1FC6P8_3.67_0807 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury Bill 254900HROIFW 912797VW4 2026-11-10 N/A 0.00 100.00 98.95 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803EZ2 2047-08-15 N/A 0.00 1000.00 324.92 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803HD8 2054-08-15 N/A 0.00 4083700.00 935873.78 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803HH9 2055-02-15 N/A 0.00 6978400.00 1563866.42 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810EX2 2026-08-15 6.750000 0.00 54000.00 55722.22 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810QE1 2040-02-15 4.625000 0.00 100.00 99.11 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SS8 2050-11-15 1.625000 0.00 61719000.00 30992204.24 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SX7 2051-05-15 2.375000 0.00 12309600.00 7423420.35 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TE8 2052-02-15 0.125000 0.00 200.00 117.38 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TG3 2052-05-15 2.875000 0.00 38487400.00 25708260.20 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TU2 2043-08-15 4.375000 0.00 27593600.00 25670054.41 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810US5 2056-02-15 2.375000 0.00 6076700.00 5579973.12 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810UT3 2046-02-15 4.625000 0.00 100.00 94.84 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 912828U24 2026-11-15 2.000000 0.00 100.00 99.86 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CDX6 2032-01-15 0.125000 0.00 143100.00 155257.87 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CET4 2027-05-31 2.625000 0.00 33966900.00 33705864.38 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CGH8 2028-01-31 3.500000 0.00 201608800.00 199514084.60 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CGW5 2028-04-15 1.250000 0.00 119254200.00 131045072.59 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CHK0 2028-06-30 4.000000 0.00 8916800.00 8908343.00 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CKJ9 2027-04-15 4.500000 0.00 24513900.00 24911312.92 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CKP5 2029-04-30 4.625000 0.00 17694000.00 18052630.84 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CLL3 2027-09-15 3.375000 0.00 100.00 100.42 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CMM0 2035-02-15 4.625000 0.00 13832700.00 14139849.07 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CNF4 2032-05-31 4.125000 0.00 237439200.00 235229590.80 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CNJ6 2032-06-30 4.000000 0.00 1000.00 980.43 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CNS6 2035-07-15 1.875000 0.00 800.00 804.47 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CPP0 2028-12-15 3.500000 0.00 10157500.00 10027574.47 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQK0 2031-04-30 3.875000 0.00 145649600.00 143999025.90 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQP9 2031-04-15 1.250000 0.00 400.00 396.51 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 9128337V6 2034-05-15 N/A 0.00 10.00 6.98 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834XG8 2051-08-15 N/A 0.00 1470620.19 378927.35 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. 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NR Standard and Poor's Ratings Services A-1 2026-08-03 2026-08-07 2027-02-26 Y BOFA SECURITIES INC 1.0000 7 N Moody's Investors Service, Inc. 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S6XOOCT0IEG5ABCC6L87 31288RNL8 2056-08-01 5.084000 0.00 4736.00 4733.15 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFG 3130AFGQ4 2033-11-28 4.000000 0.00 3545000.00 3402880.95 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFG 3130ALN59 2036-03-11 2.375000 0.00 400000.00 326180.44 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFG 3130AQNF6 2037-01-21 2.600000 0.00 2080000.00 1663775.82 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFG 3130AQRQ8 2027-02-25 2.000000 0.00 25710000.00 25610673.70 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFG 3130B7BW3 2028-08-01 3.875000 0.00 69720000.00 70523455.22 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFG 3130B9LK4 2031-03-03 4.050000 0.00 290000.00 289611.40 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFG 3130BARV1 2026-11-19 3.680000 0.00 1000000.00 1001217.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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S6XOOCT0IEG5ABCC6L87 3132E0RD6 2053-10-01 5.500000 0.00 4320.00 3057.83 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6D 3133ELE91 2035-06-04 1.800000 0.00 1500000.00 1176510.00 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6D 3133ELL36 2032-06-16 1.420000 0.00 25000000.00 21035375.00 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6D 3133EML59 2041-06-21 2.700000 0.00 500000.00 370760.00 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6D 3133EMM74 2034-06-28 2.290000 0.00 1000000.00 843619.17 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6D 3133EMSR4 2036-03-10 2.350000 0.00 4000000.00 3240496.67 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6D 3133ENA34 2042-07-14 5.120000 0.00 8014000.00 7560990.84 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6D 3133ENE97 2037-08-10 4.950000 0.00 21886000.00 21721581.42 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6D 3133ENHC7 2026-12-14 1.600000 0.00 20000000.00 19863177.78 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6D 3133ENHK9 2036-12-15 2.740000 0.00 5000000.00 4120755.56 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6D 3133ENMR8 2034-02-01 2.480000 0.00 20000000.00 17307960.00 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6D 3133ERGL9 2028-06-07 4.500000 0.00 10000.00 10110.48 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6D 3133ET3D7 2027-10-08 3.730000 0.00 2000000.00 2004630.00 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6D 3133ET6T9 2027-04-09 3.600000 0.00 46621000.00 46936624.17 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6D 3133EWVD9 2041-07-08 4.750000 0.00 4000000.00 3808858.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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4512.80 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618VSZT0 2056-07-20 6.000000 0.00 3300.00 3455.03 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618VTGY8 2056-07-20 5.500000 0.00 4040.00 4118.07 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618VTN61 2056-06-20 5.500000 0.00 4544.00 4676.52 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618VTQE1 2056-06-20 5.000000 0.00 3990.00 3913.77 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618VTZX9 2056-07-20 6.000000 0.00 4368.00 4496.24 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618VUHV0 2056-07-20 6.000000 0.00 4468.00 4605.57 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618VUWF8 2056-06-20 5.500000 0.00 3796.00 3860.20 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618VYDS3 2064-12-20 6.500000 0.00 3725.00 3883.82 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618VYUC9 2056-06-20 5.500000 0.00 2974090.00 3005627.34 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618W0JB7 2056-07-20 5.500000 0.00 6408.00 6500.12 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618W0JJ0 2056-07-20 6.000000 0.00 4192.00 4321.08 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618W7QS7 2056-07-20 5.500000 0.00 7958856.00 8050703.85 Agency Mortgage-Backed Securities Y Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2026-08-03 2026-08-07 2026-09-08 Y BOFA SECURITIES INC 1.0000 7 N Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 N N 0.0368 500000000.00 500000000.00 0.0024 N N Y N JP Morgan Securities LLC JP Morgan Securities LLC 3.650000% ARP1FTDK4 ZBUT11V806EZ 0000036684 ARP1FTDK4_3.65_0807 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury Note 254900HROIFW 91282CMA6 2029-11-30 4.125000 0.00 2627605800.00 2624415886.88 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CNV9 2027-08-31 3.625000 0.00 829945600.00 837488420.78 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CPE5 2027-10-31 3.500000 0.00 3190518400.00 3190103633.00 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. 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Citigroup Global Markets, Inc. 3.700000% ARP1FYCM0 MBNUM2BPBDO7 0000036684 ARP1FYCM0_3.70_0316 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Farm Credit Bank 254900C5LP6D 3133EP5S0 2028-03-20 4.250000 0.00 30000.00 30468.46 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6D 3133EWCN8 2029-02-05 3.825000 0.00 161380000.00 162853870.15 Agency Mortgage-Backed Securities U.S. Treasury Strip N/A 912803DK6 2040-02-15 N/A 0.00 6449900.00 3296131.10 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803GL1 2042-08-15 N/A 0.00 219800.00 95304.18 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803HL0 2055-05-15 N/A 0.00 1246200.00 276363.54 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803HQ9 2055-11-15 N/A 0.00 156997600.00 34073032.13 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912833Y46 2037-05-15 N/A 0.00 5696379.57 3374831.47 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2027-03-16 2027-03-16 2027-03-16 N N N 0.0370 200000000.00 200000000.00 0.0010 N N N Y Natixis SA Natixis SA 3.730000% ARP1G1AB7 KX1WK48MPD4Y 0001503859 ARP1G1AB7_3.73_0918 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CMTJ3 2054-01-01 7.000000 0.00 1331324.00 750090.99 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140B8D73 2055-04-01 6.500000 0.00 1000.00 311.16 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Q1EY2 2032-12-01 4.300000 0.00 1005.00 980.31 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Q2TE8 2036-06-01 4.650000 0.00 1000.00 984.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GXYX9 2056-07-01 5.000000 0.00 1000.00 976.50 Agency Mortgage-Backed Securities U.S. Treasury Bill 254900HROIFW 912797RS8 2026-09-03 N/A 0.00 1200.00 1195.91 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFW 912797UZ8 2026-11-19 N/A 0.00 800.00 790.85 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TL2 2052-11-15 4.000000 0.00 27272800.00 22601502.96 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TM0 2042-11-15 4.000000 0.00 4590700.00 4049729.91 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TQ1 2043-02-15 3.875000 0.00 100.00 87.53 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TU2 2043-08-15 4.375000 0.00 100.00 93.03 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TV0 2053-11-15 4.750000 0.00 700.00 656.54 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TX6 2054-02-15 4.250000 0.00 100.00 87.48 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TZ1 2044-02-15 4.500000 0.00 100.00 94.18 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810UD8 2044-08-15 4.125000 0.00 10810400.00 9654722.25 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810UP1 2055-11-15 4.625000 0.00 49991000.00 46046075.70 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 9128283F5 2027-11-15 2.250000 0.00 300.00 294.12 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 9128284N7 2028-05-15 2.875000 0.00 400.00 393.12 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 912828U24 2026-11-15 2.000000 0.00 100.00 99.86 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CAH4 2027-08-31 0.500000 0.00 24992000.00 24084085.74 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CCR0 2028-07-31 1.000000 0.00 800.00 750.68 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CCV1 2028-08-31 1.125000 0.00 12896800.00 12159016.76 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CDL2 2028-11-30 1.500000 0.00 200.00 188.30 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CEP2 2032-05-15 2.875000 0.00 200.00 185.31 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CGB1 2029-12-31 3.875000 0.00 1000.00 989.10 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CJJ1 2033-11-15 4.500000 0.00 100.00 100.73 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CJM4 2030-11-30 4.375000 0.00 406000.00 409134.59 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CJR3 2028-12-31 3.750000 0.00 300.00 297.35 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CJZ5 2034-02-15 4.000000 0.00 542900.00 533813.24 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CKV2 2027-06-15 4.625000 0.00 100.00 101.01 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CLD1 2031-07-31 4.125000 0.00 900.00 889.56 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CLN9 2029-09-30 3.500000 0.00 14608800.00 14435198.76 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CLZ2 2031-11-30 4.125000 0.00 384000.00 381585.02 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CMC2 2031-12-31 4.500000 0.00 47998400.00 48382903.71 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CMT5 2032-03-31 4.125000 0.00 344400.00 343954.00 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CNJ6 2032-06-30 4.000000 0.00 100.00 98.05 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CNR8 2032-07-31 4.000000 0.00 8000300.00 7810820.89 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CPA3 2030-09-30 3.625000 0.00 200.00 196.94 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CPW5 2031-01-31 3.750000 0.00 7648400.00 7457801.87 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQD6 2031-02-28 3.500000 0.00 4999800.00 4896082.30 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-09-18 2026-09-18 2026-09-18 N N N 0.0373 200000000.00 200000000.00 0.0010 N N N Y BNP Paribas SA BNP Paribas SA 3.670000% ARP1G2OM6 R0MUWSFPU8MP 0001272025 ARP1G2OM6_3.67_0807 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury Strip N/A 912833XY1 2030-08-15 N/A 0.00 50720698.47 42469353.80 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912833XZ8 2031-02-15 N/A 0.00 40145583.93 32857835.64 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912833Y20 2036-05-15 N/A 0.00 58.69 36.87 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912833Y38 2036-11-15 N/A 0.00 14010949.39 8548766.76 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912833Y46 2037-05-15 N/A 0.00 9.76 5.78 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834EP9 2039-08-15 N/A 0.00 6.37 3.30 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834EV6 2039-11-15 N/A 0.00 12352399.30 6291138.73 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834FB9 2040-02-15 N/A 0.00 14342471.06 7193150.83 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834KB3 2045-05-15 N/A 0.00 15907573.97 5721063.53 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834KP2 2041-08-15 N/A 0.00 18.88 8.58 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834LX4 2042-11-15 N/A 0.00 5748002.88 2409827.22 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834PB8 2044-11-15 N/A 0.00 1411098.86 522592.00 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834PM4 2045-08-15 N/A 0.00 10.55 3.74 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834PT9 2045-11-15 N/A 0.00 204.80 71.69 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834QP6 2046-08-15 N/A 0.00 188.14 63.05 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834RK6 2047-05-15 N/A 0.00 333.88 107.93 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834TP3 2048-05-15 N/A 0.00 67.47 20.61 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834TV0 2048-08-15 N/A 0.00 767.30 231.47 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834UR7 2049-05-15 N/A 0.00 194.79 56.53 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834VM7 2050-02-15 N/A 0.00 78.50 21.94 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834WC8 2050-08-15 N/A 0.00 18.77 5.11 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834WR5 2051-02-15 N/A 0.00 225.52 59.61 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFW 912797SU2 2026-11-27 N/A 0.00 14103600.00 13929420.54 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFW 912797TC1 2026-12-24 N/A 0.00 22456000.00 22109953.04 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFW 912797UD7 2027-03-18 N/A 0.00 2169200.00 2117356.12 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFW 912797UF2 2026-09-10 N/A 0.00 152725800.00 152093515.20 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803BV4 2028-11-15 N/A 0.00 1591000.00 1444459.35 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803CX9 2036-02-15 N/A 0.00 30510300.00 19816866.99 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803DJ9 2039-11-15 N/A 0.00 8596900.00 4461541.79 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803DK6 2040-02-15 N/A 0.00 59741800.00 30530210.50 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803DM2 2040-05-15 N/A 0.00 11347500.00 5707372.64 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803EL3 2045-02-15 N/A 0.00 582500.00 217721.61 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803EN9 2045-05-15 N/A 0.00 4855000.00 1791519.27 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803EZ2 2047-08-15 N/A 0.00 10092500.00 3279224.82 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803FE8 2048-08-15 N/A 0.00 11537500.00 3546592.89 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803FS7 2040-08-15 N/A 0.00 100.00 49.23 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803GP2 2053-02-15 N/A 0.00 1281800.00 313234.75 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803GS6 2053-05-15 N/A 0.00 27948000.00 6744802.63 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803GW7 2053-11-15 N/A 0.00 10920200.00 2578914.43 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810FP8 2031-02-15 5.375000 0.00 900.00 959.86 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810PS1 2027-01-15 2.375000 0.00 2151600.00 3552545.00 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810QF8 2040-02-15 2.125000 0.00 100.00 147.12 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810QV3 2042-02-15 0.750000 0.00 19728200.00 21667161.98 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810RW0 2047-02-15 0.875000 0.00 100.00 93.77 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SB5 2048-02-15 1.000000 0.00 1400000.00 1300358.38 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 9128283R9 2028-01-15 0.500000 0.00 540400.00 713272.71 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CDX6 2032-01-15 0.125000 0.00 5257600.00 5704289.07 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CGM7 2033-02-15 3.500000 0.00 51209600.00 49172980.06 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CGQ8 2030-02-28 4.000000 0.00 195204300.00 196391226.98 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CHR5 2030-07-31 4.000000 0.00 90231200.00 89101144.45 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CJF9 2028-10-31 4.875000 0.00 24128400.00 24733697.11 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQC8 2033-02-28 3.750000 0.00 200.00 194.79 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 9128334V9 2033-02-15 N/A 0.00 33400012.80 24806590.31 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 9128334W7 2033-08-15 N/A 0.00 9194.17 6661.31 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 9128334Y3 2034-08-15 N/A 0.00 38.44 26.48 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 9128334Z0 2035-02-15 N/A 0.00 8951715.24 6006448.75 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 9128335A4 2035-08-15 N/A 0.00 34.25 22.40 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 9128337U8 2033-11-15 N/A 0.00 77775745.78 55646135.06 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 9128337V6 2034-05-15 N/A 0.00 15.36 10.72 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 9128337W4 2034-11-15 N/A 0.00 16917178.40 11498876.83 U.S. Treasuries (including strips) Y Moody's 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Citigroup Global Markets, Inc. 3.650000% ARP1GNEW9 MBNUM2BPBDO7 0000036684 ARP1GNEW9_3.65_0807 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Farm Credit Bank 254900C5LP6D 3133EWCN8 2029-02-05 3.825000 0.00 76545000.00 77244079.13 Agency Mortgage-Backed Securities U.S. Treasury Strip N/A 9128207D3 2027-05-15 N/A 0.00 15880600.00 15375279.31 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CNC1 2035-05-15 4.250000 0.00 679654000.00 667564765.31 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CPN5 2030-11-30 3.500000 0.00 165685600.00 161076778.93 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 9128335A4 2035-08-15 N/A 0.00 69802311.68 45643731.61 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912833Z52 2037-08-15 N/A 0.00 1589520.00 927540.55 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834MM7 2043-05-15 N/A 0.00 125494237.20 50984920.21 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834NF1 2044-02-15 N/A 0.00 3052196.00 1182906.03 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-08-03 2026-08-07 2026-10-08 Y CITIGROUP GLOBAL MARKETS INC 1.0000 7 N Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0365 1000000000.00 1000000000.00 0.0048 N N Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 3.750000% ARP1GOXK2 MBNUM2BPBDO7 0000036684 ARP1GOXK2_3.75_1209 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Farm Credit Bank 254900C5LP6D 3133ETQ59 2027-08-05 3.760000 0.00 2000000.00 2018331.67 Agency Mortgage-Backed Securities U.S. Treasury Strip N/A 912803CG6 2029-08-15 N/A 0.00 78373600.00 68831614.20 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810UV8 2046-05-15 5.000000 0.00 107466000.00 105751267.82 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834TP3 2048-05-15 N/A 0.00 89707381.62 27398787.32 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-12-09 2026-12-09 2026-12-09 N N N 0.0375 200000000.00 200000000.00 0.0010 N N N Y Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 3.650000% ARP1GPUS5 MBNUM2BPBDO7 0000036684 ARP1GPUS5_3.65_0807 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury Bond N/A 912810FE3 2028-08-15 5.500000 0.00 98487500.00 103366077.79 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TX6 2054-02-15 4.250000 0.00 11021600.00 9641243.24 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CGJ4 2030-01-31 3.500000 0.00 208575600.00 203015183.10 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CLD1 2031-07-31 4.125000 0.00 93057000.00 91977538.80 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-08-03 2026-08-07 2026-10-08 Y CITIGROUP GLOBAL MARKETS INC 1.0000 7 N Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0365 400000000.00 400000000.00 0.0019 N N Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 3.660000% ARP1GWSA2 MBNUM2BPBDO7 0000036684 ARP1GWSA2_3.66_0807 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y U.S. Treasury Strip N/A 912803GD9 2041-11-15 N/A 0.00 979200.00 445060.11 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CPW5 2031-01-31 3.750000 0.00 522577600.00 509554966.20 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-08-03 2026-08-07 2026-10-16 Y CITIGROUP GLOBAL MARKETS INC 1.0000 7 N Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0366 500000000.00 500000000.00 0.0024 N N Y N Natixis SA Natixis SA 3.730000% ARP1H1D80 KX1WK48MPD4Y 0001503859 ARP1H1D80_3.73_1022 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131YBFD5 2047-04-01 3.000000 0.00 1000.00 174.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132XFHU5 2038-01-01 2.920000 0.00 1000.00 810.52 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140HR5F6 2033-12-01 4.150000 0.00 1000.00 931.16 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140MSCH6 2052-07-01 4.500000 0.00 12184354.00 8617560.96 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Q1NL0 2032-12-01 4.270000 0.00 4577928.00 4469927.04 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Q2TE8 2036-06-01 4.650000 0.00 1000.00 984.50 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140U92L1 2056-04-01 5.000000 0.00 1000.00 973.11 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140UFPC2 2056-06-01 5.500000 0.00 1000.00 1004.25 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y9LY8 2056-07-01 5.000000 0.00 1098.00 1069.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GXYX9 2056-07-01 5.000000 0.00 16565098.00 16175779.55 Agency Mortgage-Backed Securities U.S. Treasury Bond N/A 912810RX8 2047-05-15 3.000000 0.00 1764300.00 1270696.81 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SK5 2049-11-15 2.375000 0.00 100.00 61.47 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SP4 2050-08-15 1.375000 0.00 7999600.00 3788316.57 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 9128284N7 2028-05-15 2.875000 0.00 1600.00 1572.47 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 912828Z78 2027-01-31 1.500000 0.00 100.00 98.76 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CEP2 2032-05-15 2.875000 0.00 100.00 92.65 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CLZ2 2031-11-30 4.125000 0.00 225000.00 223584.98 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CPY1 2033-01-31 4.000000 0.00 69631500.00 67730560.05 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-10-22 2026-10-22 2026-10-22 N N N 0.0373 100000000.00 100000000.00 0.0005 N N N Y BNP Paribas SA BNP Paribas SA 3.660000% ARP1H57D7 R0MUWSFPU8MP 0001272025 ARP1H57D7_3.66_0807 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury Bill 254900HROIFW 912797VD6 2026-09-22 N/A 0.00 37462200.00 37259904.12 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFW 912797VU8 2027-01-28 N/A 0.00 698001000.00 684604266.80 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803DK6 2040-02-15 N/A 0.00 7949700.00 4062582.89 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SN9 2050-05-15 1.250000 0.00 3299100.00 1504011.82 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CDX6 2032-01-15 0.125000 0.00 9234900.00 10019503.03 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CFU0 2027-10-31 4.125000 0.00 100.00 100.97 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CKP5 2029-04-30 4.625000 0.00 300.00 306.08 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CNJ6 2032-06-30 4.000000 0.00 132051200.00 129466900.63 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQP9 2031-04-15 1.250000 0.00 400.00 396.51 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834TV0 2048-08-15 N/A 0.00 272032.60 82064.62 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. 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Citigroup Global Markets, Inc. 3.790000% ARP1H92D4 MBNUM2BPBDO7 0000036684 ARP1H92D4_3.79_0428 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y U.S. Treasury Strip N/A 912803CK7 2031-02-15 N/A 0.00 3743100.00 3077513.19 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803DZ3 2042-11-15 N/A 0.00 454000.00 194190.33 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803EA7 2043-02-15 N/A 0.00 3686800.00 1552389.82 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803ET6 2046-05-15 N/A 0.00 3517100.00 1226089.20 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803FE8 2048-08-15 N/A 0.00 6037600.00 1855940.13 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803GB3 2041-08-15 N/A 0.00 8080000.00 3731473.28 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803GC1 2051-11-15 N/A 0.00 7231700.00 1878904.14 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803GM9 2052-11-15 N/A 0.00 2728100.00 673846.16 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803GV9 2043-08-15 N/A 0.00 1032000.00 420806.26 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803GW7 2053-11-15 N/A 0.00 12011100.00 2836541.38 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803HG1 2044-11-15 N/A 0.00 279000.00 105775.32 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810RM2 2045-05-15 3.000000 0.00 18764300.00 13870179.77 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810RW0 2047-02-15 0.875000 0.00 5977400.00 5604631.55 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810ST6 2040-11-15 1.375000 0.00 19883200.00 12512240.03 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SZ2 2051-08-15 2.000000 0.00 250825600.00 138646677.38 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TD0 2052-02-15 2.250000 0.00 253483000.00 148368081.37 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TF5 2042-02-15 2.375000 0.00 87124900.00 62382376.67 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912821LG8 2033-05-15 N/A 0.00 833100.00 614469.57 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 9128337P9 2031-05-15 N/A 0.00 196146688.00 158607742.60 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912833Z60 2038-02-15 N/A 0.00 8551642.38 4848533.23 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834AT5 2038-08-15 N/A 0.00 31619104.00 17399739.98 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834DV7 2039-05-15 N/A 0.00 112672768.00 59132246.07 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834F94 2053-02-15 N/A 0.00 58590656.00 13999709.94 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834KV9 2041-11-15 N/A 0.00 101974528.00 45638190.13 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834LX4 2042-11-15 N/A 0.00 43464320.00 18222242.30 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834PM4 2045-08-15 N/A 0.00 67403612.16 23874966.06 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834VE5 2049-11-15 N/A 0.00 83934200.00 23724505.24 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2027-04-28 2027-04-28 2027-04-28 N N N 0.0379 750000000.00 750000000.00 0.0036 N N N Y Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 3.740000% ARP1HEWU2 MBNUM2BPBDO7 0000036684 ARP1HEWU2_3.74_1104 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y U.S. Treasury Strip N/A 912803EZ2 2047-08-15 N/A 0.00 11991400.00 3896209.71 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 9128334X5 2034-02-15 N/A 0.00 191952891.30 135636024.50 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 9128337N4 2030-11-15 N/A 0.00 15979397.12 13225395.96 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 9128337V6 2034-05-15 N/A 0.00 73444600.00 51242370.86 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-11-04 2026-11-04 2026-11-04 N N N 0.0374 200000000.00 200000000.00 0.0010 N N N Y Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 3.760000% ARP1HFXU8 MBNUM2BPBDO7 0000036684 ARP1HFXU8_3.76_0105 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y U.S. Treasury Strip N/A 912833XU9 2030-05-15 N/A 0.00 176641800.00 149609422.10 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912833XX3 2030-02-15 N/A 0.00 63492924.55 54390578.89 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2027-01-05 2027-01-05 2027-01-05 N N N 0.0376 200000000.00 200000000.00 0.0010 N N N Y Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 3.670000% ARP1HNFB3 MBNUM2BPBDO7 0000036684 ARP1HNFB3_3.67_0811 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y U.S. Treasury Strip N/A 912803CH4 2030-05-15 N/A 0.00 70413200.00 59819111.58 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803GH0 2052-05-15 N/A 0.00 4753900.00 1203820.59 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912833RY8 2028-02-15 N/A 0.00 93560496.16 87710158.34 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834JH2 2040-11-15 N/A 0.00 115707084.80 55266910.52 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-08-11 2026-08-11 2026-08-11 N N N 0.0367 200000000.00 200000000.00 0.0010 N N N Y Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 3.790000% ARP1HQA13 MBNUM2BPBDO7 0000036684 ARP1HQA13_3.79_0216 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y U.S. Treasury Strip N/A 912833RY8 2028-02-15 N/A 0.00 272008705.40 255000001.00 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. 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Note 254900HROIFW 91282CPK1 2028-11-15 3.500000 0.00 413167600.00 409334796.83 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQJ3 2029-04-15 3.875000 0.00 282317400.00 282593662.22 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 9128334W7 2033-08-15 N/A 0.00 26552.69 19237.82 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 9128335A4 2035-08-15 N/A 0.00 647046.27 423103.56 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 9128335B2 2036-02-15 N/A 0.00 24.41 15.53 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 9128337E4 2036-08-15 N/A 0.00 0.03 0.02 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 9128337V6 2034-05-15 N/A 0.00 38249271.85 26686555.22 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912833WR7 2028-11-15 N/A 0.00 10.00 9.07 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912833X96 2035-11-15 N/A 0.00 4490977.39 2895234.32 U.S. Treasuries (including strips) U.S. Treasury 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N/A 0.00 0.11 0.04 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834PM4 2045-08-15 N/A 0.00 125.82 44.57 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834RK6 2047-05-15 N/A 0.00 517.88 167.41 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834TP3 2048-05-15 N/A 0.00 0.61 0.19 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834TV0 2048-08-15 N/A 0.00 27.60 8.33 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834UR7 2049-05-15 N/A 0.00 3658377.67 1061723.39 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834VM7 2050-02-15 N/A 0.00 1954188.93 546098.10 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834WC8 2050-08-15 N/A 0.00 56.70 15.43 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-08-03 2026-08-07 2026-11-13 Y BNP Paribas SA 1.0000 7 N Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0367 1750000000.00 1750000000.00 0.0084 N N Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 3.750000% ARP1HYWA2 MBNUM2BPBDO7 0000036684 ARP1HYWA2_3.75_1119 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y U.S. Treasury Strip N/A 9128334U1 2032-08-15 N/A 0.00 35541524.48 27056589.72 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834JP4 2041-02-15 N/A 0.00 75307970.37 35365300.66 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834PZ5 2046-02-15 N/A 0.00 114825000.00 39578110.65 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-11-19 2026-11-19 2026-11-19 N N N 0.0375 100000000.00 100000000.00 0.0005 N N N Y Natixis SA Natixis SA 3.690000% ARP1I7LB0 KX1WK48MPD4Y 0001503859 ARP1I7LB0_3.69_0828 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 B1V7KEBTPIMZ 3138LKES2 2029-08-01 3.060000 0.00 456580.00 432028.88 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140HXWE6 2035-03-01 2.510000 0.00 4375000.00 3712977.92 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140LLGY1 2053-08-01 5.470000 0.00 1440654.00 1380898.62 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Q1EY2 2032-12-01 4.300000 0.00 8197409.00 7995993.20 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Q2TE8 2036-06-01 4.650000 0.00 1000.00 984.50 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QFF46 2050-10-01 3.000000 0.00 1668.00 788.42 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140UFPC2 2056-06-01 5.500000 0.00 1000.00 1004.25 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y9LY8 2056-07-01 5.000000 0.00 5793832.00 5641729.83 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418ED80 2052-06-01 4.000000 0.00 3000000.00 2030442.17 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418EES5 2052-05-01 4.000000 0.00 3186620.00 2056388.39 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FF44 2055-01-01 5.500000 0.00 1000.00 766.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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P-1 Standard and Poor's Ratings Services A-1 2026-08-28 2026-08-28 2026-08-28 N N N 0.0369 100000000.00 100000000.00 0.0005 N N N Y Natixis SA Natixis SA 3.670000% ARP1IAP37 KX1WK48MPD4Y 0001503859 ARP1IAP37_3.67_0807 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp. 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S6XOOCT0IEG5ABCC6L87 3142J6DX8 2056-05-01 4.500000 0.00 66920654.00 62823978.51 Agency Mortgage-Backed Securities U.S. Treasury Bond N/A 912810SX7 2051-05-15 2.375000 0.00 100.00 60.31 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TA6 2041-08-15 1.750000 0.00 6443200.00 4227936.75 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TC2 2041-11-15 2.000000 0.00 1900.00 1280.09 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TH1 2042-05-15 3.250000 0.00 100.00 80.39 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TJ7 2052-08-15 3.000000 0.00 200.00 138.43 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TL2 2052-11-15 4.000000 0.00 11290800.00 9356906.87 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TM0 2042-11-15 4.000000 0.00 1000.00 882.16 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TQ1 2043-02-15 3.875000 0.00 100.00 87.53 U.S. Treasuries (including strips) U.S. Treasury 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Bond N/A 912810UN6 2045-08-15 4.875000 0.00 100.00 98.15 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810UQ9 2045-11-15 4.625000 0.00 2204100.00 2067021.09 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 9128283W8 2028-02-15 2.750000 0.00 8015200.00 7940991.25 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 9128284N7 2028-05-15 2.875000 0.00 1100.00 1081.08 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 9128285M8 2028-11-15 3.125000 0.00 900.00 883.57 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 912828U24 2026-11-15 2.000000 0.00 19252500.00 19225003.25 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 912828YB0 2029-08-15 1.625000 0.00 1100.00 1025.55 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 912828Z37 2030-01-15 0.125000 0.00 683700.00 831493.07 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 912828Z78 2027-01-31 1.500000 0.00 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P-1 Standard and Poor's Ratings Services A-1 2026-08-07 2026-08-07 2026-09-02 Y Natixis SA 1.0000 7 N Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0367 1000000000.00 1000000000.00 0.0048 N N Y N Barclays Bank PLC Barclays Bank PLC 3.790000% ARP1IES69 G5GSEF7VJP5I7OUK5573 0001484219 ARP1IES69_3.79_0904 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 30325HAS6 2054-10-25 N/A 0.00 63227997.00 31795083.48 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 30326KAN9 2054-03-25 0.100000 0.00 1017100000.00 4308656.87 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 30326KAQ2 2054-03-25 0.100000 0.00 250314856.00 1123496.43 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. 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S6XOOCT0IEG5ABCC6L87 30298BAK9 2039-04-25 1.596292 0.00 17964000.00 145642.67 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 30298LAF8 2039-06-25 N/A 0.00 10944000.00 159755.91 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 30300KAJ8 2037-02-25 11.560050 0.00 8965958.00 1773243.40 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 30301RAJ2 2026-12-25 0.100000 0.00 451763995.00 47580.37 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 30302YAQ0 2027-08-25 N/A 0.00 15387291.00 14068523.22 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 30303CAG9 2027-06-25 6.296270 0.00 4250000.00 959852.91 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. 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S6XOOCT0IEG5ABCC6L87 3142JY5Y4 2056-04-01 5.000000 0.00 9959408.00 9624257.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142K6QZ7 2056-06-01 5.500000 0.00 10908256.00 10750725.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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Association N/A 3618VWA27 2056-07-20 6.000000 0.00 2583784.00 2663343.88 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618VWA76 2056-07-20 6.000000 0.00 11110224.00 11452330.02 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618VWBE0 2056-07-20 6.000000 0.00 8554320.00 8900256.70 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618VYAC1 2063-12-20 7.500000 0.00 289167.00 303116.41 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618VYCP0 2065-08-20 7.000000 0.00 178378.00 186438.43 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618VYF69 2056-07-20 6.000000 0.00 2066244.00 2145428.67 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618VYNP8 2056-07-20 5.500000 0.00 2468012.00 2496491.21 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618W0HT0 2056-07-20 6.000000 0.00 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Securities Government National Mortgage Association N/A 3618W3HN7 2056-07-20 5.500000 0.00 2396280.00 2441822.10 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFG 3130AEJQ4 2033-07-11 3.930000 0.00 6365000.00 6078398.91 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFG 3130AQHS5 2027-01-28 1.700000 0.00 25000000.00 24716691.67 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFG 3130ARQG9 2037-04-21 4.280000 0.00 3750000.00 3509695.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132E0Y97 2053-11-01 6.000000 0.00 1024.00 772.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132Y1WP9 2048-08-01 4.500000 0.00 1000.00 188.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31334YFV4 2049-08-01 4.500000 0.00 1000.00 476.93 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6D 3133EMK27 2031-06-16 1.880000 0.00 25000000.00 22217500.00 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6D 3133ENYA2 2027-06-01 3.450000 0.00 20000000.00 20001540.00 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6D 3133ET2B2 2027-09-28 3.740000 0.00 10000000.00 10041672.23 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6D 3133EWFP0 2028-03-02 3.735000 0.00 1000000.00 1006073.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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S6XOOCT0IEG5ABCC6L87 3142K93Z6 2056-07-01 5.500000 0.00 1000.00 1007.16 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36177PAW5 2042-07-15 3.500000 0.00 2755000.00 285089.80 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36178WQY8 2042-11-20 4.000000 0.00 2855368.00 280021.72 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179QK91 2029-08-20 3.500000 0.00 8860944.00 248146.88 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179RLN7 2045-08-20 3.000000 0.00 795152.00 91821.88 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179TLS2 2047-11-20 3.500000 0.00 350245.00 39657.46 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179TXV2 2048-05-20 4.000000 0.00 3000000.00 233773.83 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179UGD8 2048-11-20 4.500000 0.00 4246640.00 285211.77 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179VTW0 2050-09-20 2.500000 0.00 12000000.00 4161583.71 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179VZQ6 2050-12-20 2.000000 0.00 46463488.00 20717754.07 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179W2W7 2052-04-20 3.500000 0.00 7581000.00 4791459.07 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179WG44 2051-06-20 3.000000 0.00 4331320.00 1982157.03 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179WLN6 2051-08-20 2.000000 0.00 48402048.00 25070207.85 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179WLQ9 2051-08-20 3.000000 0.00 126292480.00 65287424.62 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179WVV7 2052-01-20 3.000000 0.00 375385.00 216542.54 Agency 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S6XOOCT0IEG5ABCC6L87 3137GCGK3 2037-04-25 5.500000 0.00 1383502.00 262425.19 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HMQU7 2052-06-25 5.500000 0.00 2756000.00 270592.99 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HP3S0 2049-08-25 5.500000 0.00 13823856.00 1685239.78 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HPPE7 2050-01-25 5.500000 0.00 12853712.00 1625409.89 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HPWS8 2056-02-25 5.500000 0.00 19789740.00 3879367.02 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HRBN8 2055-06-25 5.500000 0.00 628636.00 127345.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375CPL8 2039-11-16 5.500000 0.00 37535744.00 30071.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379NYV8 2039-08-20 5.500000 0.00 12309904.00 77129.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384YV81 2045-12-20 5.500000 0.00 2272724.00 240441.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380QQE5 2070-11-20 1.593770 0.00 103989120.00 3473913.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UNW6 2064-09-20 1.596490 0.00 1154000.00 4064.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375USV3 2065-01-20 1.602440 0.00 16103000.00 33575.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380QRZ7 2070-12-20 1.622210 0.00 5067000.00 110843.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375BWQ1 2060-03-20 1.625540 0.00 52097024.00 42441.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382YV91 2072-09-20 1.625620 0.00 45197056.00 1400907.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LX73 2070-01-20 1.636510 0.00 30304064.00 133239.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380L4S9 2070-02-20 1.638520 0.00 6633304.00 191895.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380QEX6 2070-07-20 1.640500 0.00 41936256.00 1197197.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RXW1 2066-08-20 1.643210 0.00 14620000.00 40693.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LX81 2068-12-20 1.645070 0.00 44410368.00 973291.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LX99 2068-12-20 1.645070 0.00 44410368.00 973291.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LLF8 2068-10-20 1.647820 0.00 26515040.00 702420.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RUD6 2065-01-20 1.652360 0.00 97036000.00 191699.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380QLT7 2070-10-20 1.657810 0.00 12495872.00 622064.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385KBR0 2055-12-20 5.500000 0.00 10233408.00 1804423.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385KCZ1 2055-12-20 5.500000 0.00 1352272.00 238441.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385LRQ3 2056-01-20 5.500000 0.00 7400000.00 1401413.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385LVS4 2055-11-20 5.500000 0.00 13598720.00 2742778.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385MWB8 2054-07-20 5.500000 0.00 1364318.00 233563.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385MZM1 2056-02-20 5.500000 0.00 13636352.00 2105045.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385PG78 2051-12-20 5.500000 0.00 787879.00 120904.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385PPU7 2056-03-20 5.500000 0.00 7376560.00 1105185.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385PSX8 2056-03-20 5.500000 0.00 15636352.00 2342700.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385R3Z6 2055-06-20 5.500000 0.00 12045440.00 2169668.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385TCA7 2052-11-20 5.500000 0.00 1017764.00 167641.45 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDUY4 2057-05-25 5.673552 0.00 13150000.00 4750713.12 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BXEA8 2036-02-25 6.000000 0.00 6250016.00 803176.41 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BXUB8 2055-10-25 6.000000 0.00 5637264.00 794414.97 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BYHS4 2055-01-25 6.000000 0.00 31959552.00 4800530.40 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BYJM5 2055-06-25 6.000000 0.00 2883316.00 416186.95 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BYLC4 2055-05-25 6.000000 0.00 12000000.00 2405238.56 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BYLV2 2051-02-25 6.000000 0.00 250000.00 13561.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384MGU5 2053-10-20 1.000000 0.00 10487584.00 83149.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384U7F0 2053-09-20 1.000000 0.00 13007760.00 81642.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385F6D8 2055-03-20 1.000000 0.00 10630688.00 172504.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385MXT8 2055-09-20 1.000000 0.00 17493660.00 339044.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LU84 2070-01-20 1.007500 0.00 30723800.00 872649.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378KND7 2045-07-16 1.008260 0.00 12000000.00 15301.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LUN1 2069-05-20 1.009760 0.00 24408544.00 600512.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383KBN1 2073-07-20 1.025520 0.00 102038528.00 7023928.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383KDZ2 2073-09-20 1.027350 0.00 50000000.00 3671439.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384AV67 2073-01-20 1.028840 0.00 42680256.00 2399086.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LEQ2 2068-04-20 1.036370 0.00 108553344.00 1695767.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382YYC1 2072-09-20 1.069750 0.00 50000000.00 3517579.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380QXX5 2071-02-20 1.093060 0.00 16247488.00 409549.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380L4L4 2069-03-20 1.158230 0.00 32717320.00 488924.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380L4N0 2069-03-20 1.158230 0.00 32717312.00 488924.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LTM5 2069-05-20 1.173930 0.00 31127880.00 591186.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383KC83 2074-07-20 1.191130 0.00 30000000.00 2121676.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383KSA1 2074-03-20 1.194920 0.00 48510272.00 2592888.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383KS86 2074-10-20 1.201910 0.00 23808928.00 1667728.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384LEJ4 2075-02-20 1.202240 0.00 50432192.00 3945511.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375BMA7 2061-05-20 1.244170 0.00 13123584.00 8259.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LFW8 2068-07-20 1.253720 0.00 41074320.00 1007773.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382YSB0 2072-04-20 1.262540 0.00 20316288.00 1332744.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384LSZ3 2075-07-20 1.265470 0.00 55913920.00 4336311.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380L2Q5 2070-02-20 1.265680 0.00 53984960.00 1748121.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382YHR7 2071-11-20 1.274980 0.00 10443000.00 651281.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LKF9 2068-09-20 1.275040 0.00 21866560.00 522925.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384LTD1 2075-08-20 1.285980 0.00 23138496.00 1974068.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LPE7 2068-12-20 1.293410 0.00 47945040.00 1090499.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LJL8 2068-09-20 1.296300 0.00 30050784.00 685776.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LGQ0 2068-08-20 1.297830 0.00 5872000.00 91277.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380L6R9 2069-04-20 1.302140 0.00 31463392.00 579775.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375B2R2 2063-06-20 1.309990 0.00 3500000.00 21251.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375BLB6 2061-03-20 1.315980 0.00 62111744.00 40670.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382AJ97 2069-11-20 1.316750 0.00 56078528.00 780032.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LVY6 2069-05-20 1.319000 0.00 35329920.00 674394.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LVQ3 2069-06-20 1.321000 0.00 58519680.00 1188295.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382YRV7 2072-04-20 1.324780 0.00 55542016.00 2419546.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LJS3 2068-08-20 1.330520 0.00 15092608.00 333218.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LT60 2070-01-20 1.344090 0.00 23938688.00 660888.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380QJB9 2070-07-20 1.344640 0.00 37930040.00 758815.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383K6N7 2073-02-20 1.356080 0.00 107475328.00 4565858.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383KQS4 2074-02-20 1.357290 0.00 63047680.00 4775116.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LM42 2069-11-20 1.814690 0.00 5322000.00 137454.49 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BCGU8 2030-10-25 1.821135 0.00 2060000.00 39098.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380QBQ4 2070-06-20 1.822260 0.00 82681856.00 2864600.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UB82 2067-06-20 1.826760 0.00 42006272.00 206759.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UK74 2067-09-20 1.833010 0.00 2891990.00 18206.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380QFA5 2070-06-20 1.842680 0.00 50000000.00 1627263.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UK82 2067-09-20 1.842860 0.00 45196992.00 265322.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RJK3 2065-10-20 1.848730 0.00 1670000.00 3641.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LFF5 2068-02-20 1.852920 0.00 551000.00 3205.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RC79 2066-10-20 1.876830 0.00 11704000.00 39418.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RFV3 2065-07-20 1.888080 0.00 1451000.00 3755.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LA94 2069-09-20 1.889990 0.00 24500000.00 675968.54 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FQKF9 2046-12-25 1.891490 0.00 10500000.00 622558.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375BC75 2059-09-20 1.893350 0.00 19922944.00 238.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380QUE0 2070-12-20 1.894110 0.00 26296416.00 148432.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LLZ4 2068-11-20 1.897450 0.00 19818784.00 619442.28 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FRUW9 2048-03-25 1.909027 0.00 3370000.00 198286.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380L6Y4 2068-03-20 1.910280 0.00 18136160.00 580941.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380L6Z1 2068-03-20 1.910280 0.00 18136160.00 521085.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380VNU1 2068-03-20 1.912920 0.00 2683000.00 11738.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382YSR5 2071-12-20 1.916800 0.00 145020672.00 5907776.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LYB3 2068-07-20 1.916990 0.00 61899776.00 292796.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380QVR0 2070-12-20 1.362400 0.00 33797632.00 1001638.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375BPP1 2062-01-20 1.366320 0.00 49487872.00 46886.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LLR2 2068-10-20 1.368320 0.00 42231040.00 1009800.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375B3D2 2063-03-20 1.372980 0.00 9998336.00 6356.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UQW3 2064-10-20 1.378700 0.00 8625000.00 18133.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LRY1 2069-04-20 1.392010 0.00 49909312.00 1035156.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LVK6 2069-06-20 1.398910 0.00 138255104.00 3802054.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380Q2G6 2071-01-20 1.405020 0.00 18556000.00 368341.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LGS6 2068-08-20 1.422140 0.00 47852992.00 155236.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380L4E0 2068-07-20 1.430080 0.00 46070336.00 1107669.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380L4G5 2068-07-20 1.430080 0.00 46070336.00 1107669.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RTR7 2066-04-20 1.436920 0.00 1416000.00 2708.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UXX3 2066-11-20 1.440400 0.00 34890112.00 58838.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UTL4 2064-12-20 1.442600 0.00 7499776.00 5322.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375BGG1 2060-10-20 1.448230 0.00 28603000.00 35268.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38373M5W6 2051-03-16 1.450000 0.00 161480704.00 227.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38373M5Y2 2051-03-16 1.450020 0.00 295698432.00 416.45 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136B6WW9 2029-05-25 1.451947 0.00 4027000.00 65776.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UG61 2067-08-20 1.456910 0.00 31903264.00 129850.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375ULU2 2064-07-20 1.460330 0.00 7032832.00 6147.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375BXW7 2062-10-20 1.461600 0.00 35789184.00 40305.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UL32 2067-08-20 1.473640 0.00 22360360.00 34575.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LZX4 2069-04-20 1.475520 0.00 65056768.00 1688939.67 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136B9J32 2035-03-25 1.487990 0.00 2000000.00 93823.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UQL7 2064-09-20 1.495910 0.00 3500000.00 4173.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UFC9 2064-04-20 1.497110 0.00 19560000.00 81954.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375B7Z9 2063-08-20 1.501390 0.00 10997760.00 6668.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UJB7 2064-05-20 1.508590 0.00 12500000.00 15487.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UJA9 2064-05-20 1.508630 0.00 12500000.00 15487.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376R2X3 2067-04-20 1.520720 0.00 25419776.00 24572.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RR57 2067-01-20 1.531720 0.00 4832000.00 12191.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UC24 2067-05-20 1.532070 0.00 34473408.00 69474.24 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FQ3M3 2028-06-27 1.534000 0.00 10000000.00 227133.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UFE5 2064-03-20 1.535470 0.00 7959000.00 10161.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LND1 2068-12-20 1.537500 0.00 150000000.00 3521668.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LW82 2070-01-20 1.537970 0.00 45679200.00 1439402.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380L7V9 2070-04-20 1.541770 0.00 25974208.00 102286.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UPZ7 2064-10-20 1.541800 0.00 19319000.00 48733.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380L4V2 2070-03-20 1.543880 0.00 80865792.00 1968689.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UWA4 2065-03-20 1.544430 0.00 12783072.00 13600.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UHX1 2064-05-20 1.549320 0.00 98542720.00 263877.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LD83 2069-05-20 1.552370 0.00 41567296.00 926345.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375BCR1 2060-07-20 1.554740 0.00 50003968.00 2554.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UKB5 2064-06-20 1.561180 0.00 11993000.00 37956.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UJE1 2064-05-20 1.563270 0.00 3281000.00 13762.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LMD2 2068-11-20 1.569700 0.00 35430272.00 957069.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375BMD1 2061-06-20 1.571750 0.00 1784000.00 2488.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LF24 2069-10-20 1.580010 0.00 39830080.00 1382663.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375BU34 2063-04-20 0.427830 0.00 21397504.00 2341.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UQN3 2058-04-20 0.451360 0.00 14942204.00 2962.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380J7L6 2060-06-16 0.452500 0.00 70000000.00 412626.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380JS25 2058-04-16 0.459890 0.00 135879040.00 1343638.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379KCT3 2055-03-16 0.460750 0.00 261842944.00 937375.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RJU1 2065-08-20 0.464960 0.00 4456448.00 390.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UEZ9 2064-03-20 0.475750 0.00 20414464.00 2257.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LLN1 2068-09-20 0.525400 0.00 48195648.00 330506.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378KBK4 2053-09-16 0.533800 0.00 1903132.00 3097.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LX57 2070-01-20 0.543890 0.00 31522816.00 11864.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378XR94 2056-05-16 0.547950 0.00 1517148.00 5940.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379UNF9 2058-02-16 0.556450 0.00 168043008.00 493513.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380QS45 2071-04-20 0.564270 0.00 236407552.00 5714132.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379U7F7 2058-08-16 0.567470 0.00 1765000.00 11397.42 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BXR20 2027-03-25 0.581615 0.00 1200000.00 2506.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382YLN1 2067-11-20 0.588420 0.00 44989888.00 141915.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375BXZ0 2061-12-20 0.598130 0.00 5193728.00 2602.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380JNM6 2059-05-16 0.601760 0.00 118544768.00 1072018.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381JZQ3 2063-09-16 0.608970 0.00 250000000.00 10174162.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LXW8 2069-08-20 0.612190 0.00 70066176.00 30809.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380MRH6 2058-09-16 0.614300 0.00 94891520.00 668909.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379UG26 2057-10-16 0.623630 0.00 75000000.00 611106.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379KPR3 2056-11-16 0.627150 0.00 263000000.00 1969544.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381S6D4 2063-09-16 0.632446 0.00 100000000.00 6932603.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380QE57 2071-03-20 0.633550 0.00 26988000.00 644513.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381L8C9 2062-01-16 0.643250 0.00 225000000.00 8907990.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375BC67 2062-11-20 0.648160 0.00 11681792.00 2033.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380QHA3 2070-08-20 0.652870 0.00 20406272.00 9947.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380MTR2 2060-08-16 0.660970 0.00 75000000.00 551209.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379R3U5 2059-11-16 0.662350 0.00 161650000.00 912023.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LNR0 2068-10-20 0.663820 0.00 145694720.00 61912.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379KJ74 2057-07-16 0.665860 0.00 100888000.00 1018644.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381EZJ0 2063-12-16 0.666970 0.00 26600000.00 1284732.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375BVM1 2061-04-20 0.668710 0.00 7471104.00 130.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385QJP3 2076-06-20 0.670230 0.00 20000000.00 1339248.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LSY0 2069-04-20 0.670460 0.00 153124864.00 65367.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382YG31 2072-12-20 0.676740 0.00 80000000.00 3034741.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382YLS0 2067-05-20 0.677080 0.00 47214592.00 115721.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LWR0 2069-06-20 0.682930 0.00 19410000.00 319447.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380NKY4 2061-07-16 0.697710 0.00 49000000.00 894578.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LNT6 2068-10-20 0.712960 0.00 98615296.00 35443.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379U6K7 2056-12-16 0.713890 0.00 140000000.00 819468.98 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F72D6 2027-09-25 0.717284 0.00 21270000.00 129967.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375B7X4 2063-08-20 0.725110 0.00 13172736.00 2638.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382YMW0 2072-01-20 0.748910 0.00 23228128.00 42379.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376GBA7 2051-04-16 0.749610 0.00 82636800.00 76701.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379UE85 2058-05-16 0.758910 0.00 62696384.00 430959.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380MBC4 2058-06-16 0.772750 0.00 94859008.00 403757.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383Y2T8 2064-04-16 0.782740 0.00 47400000.00 2693605.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382YM26 2072-11-20 0.784870 0.00 27740512.00 1496574.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379K6Q6 2055-11-16 0.797760 0.00 100000000.00 635574.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380QTX0 2069-06-20 0.799040 0.00 83505536.00 1613766.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380QTZ5 2069-06-20 0.799040 0.00 83505536.00 1613766.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382Y5L3 2073-05-20 0.824810 0.00 25000000.00 1312846.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LM91 2069-10-20 1.665210 0.00 21884128.00 441364.16 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FQXW8 2028-08-27 1.665800 0.00 4000000.00 122916.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LVF7 2069-06-20 1.669310 0.00 166058240.00 3999295.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380VPK1 2064-07-20 1.676570 0.00 57060608.00 84701.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LEU3 2068-05-20 1.681010 0.00 33643000.00 74493.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375B6C1 2063-08-20 1.684680 0.00 22999040.00 15764.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382AJ55 2069-11-20 1.684950 0.00 47440000.00 1506503.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380L6V0 2069-01-20 1.685290 0.00 24831232.00 685386.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380L6W8 2069-01-20 1.685290 0.00 24831232.00 685386.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RF35 2066-10-20 1.686290 0.00 9926000.00 27520.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UNV8 2064-07-20 1.689000 0.00 46022656.00 20345.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UKW9 2064-06-20 1.690350 0.00 25000000.00 32822.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375BJU7 2061-01-20 1.694660 0.00 3997696.00 728.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375BZC9 2062-10-20 1.695850 0.00 12099584.00 10026.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375URQ5 2064-11-20 1.697280 0.00 21818920.00 67084.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RWA0 2066-06-20 1.701620 0.00 8296000.00 21774.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LWM1 2069-07-20 1.703020 0.00 38004928.00 934722.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382YQV8 2072-03-20 1.707200 0.00 75045120.00 774594.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380QLN0 2070-09-20 1.710580 0.00 26350400.00 1102724.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383KD25 2074-04-20 1.710640 0.00 37755840.00 1913324.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380QCN0 2070-06-20 1.720340 0.00 50000000.00 1541507.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LDC4 2068-03-20 1.732170 0.00 159744.00 143.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UUE8 2065-02-20 1.736460 0.00 43487680.00 75684.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376T5F5 2060-01-20 1.736610 0.00 62160768.00 64687.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UQZ6 2064-11-20 1.739750 0.00 51705152.00 210360.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LGA5 2068-06-20 1.743010 0.00 64904576.00 190107.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LBT9 2068-02-20 1.756560 0.00 205000.00 437.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375U3C2 2067-12-20 1.759130 0.00 94142848.00 276796.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RWP7 2066-06-20 1.768120 0.00 12074000.00 41074.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UWZ9 2066-01-20 1.774600 0.00 1436000.00 1924.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375BWM0 2062-10-20 1.776750 0.00 30784192.00 99830.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375BS60 2063-04-20 1.779470 0.00 13080608.00 40713.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UD23 2067-08-20 1.784880 0.00 12932000.00 59085.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UXU9 2066-11-20 1.788600 0.00 52452352.00 159651.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LLL5 2068-09-20 1.796790 0.00 23335500.00 511946.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LPG2 2068-12-20 1.797480 0.00 29583552.00 122819.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376R5C6 2067-06-20 1.800860 0.00 35060544.00 126484.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UZE3 2067-03-20 1.803240 0.00 19964512.00 90872.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LLA9 2068-10-20 1.804450 0.00 30909696.00 968402.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383K5Y4 2074-11-20 1.805580 0.00 22864448.00 1132318.62 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 30295RAW1 2049-11-25 N/A 0.00 26146880.00 15833530.80 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 30297NAG3 2028-10-25 N/A 0.00 6497000.00 4680185.42 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 30300YAW9 2049-09-25 N/A 0.00 14574896.00 12377118.28 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BP5A5 2054-07-25 N/A 0.00 3622428.00 1988208.11 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BT5T6 2054-12-25 N/A 0.00 245760.00 130.71 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BTEQ2 2054-11-25 N/A 0.00 249856.00 155.94 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BUPU8 2055-01-25 N/A 0.00 311296.00 236.71 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BUZT0 2055-02-25 N/A 0.00 250000.00 2345.89 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BWQU3 2055-07-25 N/A 0.00 250000.00 739.81 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BX4Q4 2055-12-25 N/A 0.00 249856.00 156.37 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G62A5 2056-08-25 N/A 0.00 250000.00 624.25 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6NE4 2056-06-25 N/A 0.00 249856.00 140.92 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6NU8 2056-06-25 N/A 0.00 250000.00 1234.48 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HADH6 2053-08-25 N/A 0.00 7692304.00 3363539.14 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HAVN3 2053-11-25 N/A 0.00 7692304.00 3204703.84 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HAWA0 2053-11-25 N/A 0.00 6557672.00 2793191.28 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HBAR5 2053-12-25 N/A 0.00 17757120.00 4113613.46 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HCZJ4 2051-04-25 N/A 0.00 7255120.00 3899361.47 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJ4N4 2055-01-25 N/A 0.00 8333328.00 3986809.52 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLDF6 2055-05-25 N/A 0.00 2047964.00 996478.29 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLFJ6 2055-05-25 N/A 0.00 9205952.00 4493682.03 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLFL1 2055-05-25 N/A 0.00 785715.00 356818.13 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HPC35 2055-12-25 N/A 0.00 1678496.00 803822.87 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31397FFX5 2036-08-15 N/A 0.00 139984896.00 863.88 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31398CXA1 2036-06-15 N/A 0.00 148897709.00 157.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381P2W2 2055-08-20 N/A 0.00 250000.00 361.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384BJ77 2053-07-20 N/A 0.00 4615384.00 1235326.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384DAQ0 2053-10-20 N/A 0.00 9446848.00 2528908.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384EDY8 2053-08-20 N/A 0.00 8076912.00 2276593.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384EEF8 2053-08-20 N/A 0.00 6295384.00 1777641.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384EEK7 2053-08-20 N/A 0.00 8307680.00 2345857.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384NMV4 2053-08-20 N/A 0.00 1156796.00 603021.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384QRH3 2054-07-20 N/A 0.00 3333332.00 1626002.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384XTM5 2054-10-20 N/A 0.00 249856.00 157.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384YT50 2054-11-20 N/A 0.00 245760.00 108.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385BZQ6 2055-01-20 N/A 0.00 249856.00 210.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385F4T5 2055-05-20 N/A 0.00 250000.00 4650.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385GH36 2055-06-20 N/A 0.00 22727264.00 14786375.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385MVK9 2054-11-20 N/A 0.00 5912920.00 3900629.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385MWT9 2056-02-20 N/A 0.00 250000.00 2336.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385PPD5 2056-03-20 N/A 0.00 250000.00 491.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385PPR4 2056-03-20 N/A 0.00 250000.00 657.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385R2R5 2056-05-20 N/A 0.00 250000.00 3416.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385RBJ3 2056-04-20 N/A 0.00 794918.00 524650.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385T6A4 2056-07-20 N/A 0.00 32228416.00 23607056.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385T6E6 2056-07-20 N/A 0.00 250000.00 4991.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385T6G1 2056-07-20 N/A 0.00 5454544.00 4154377.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378KWZ8 2054-10-16 0.050860 0.00 14073856.00 3325.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378BYS2 2052-08-16 0.065300 0.00 9961472.00 324.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RTX4 2066-02-20 0.087950 0.00 67076096.00 13391.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38373M8H6 2051-03-16 0.107150 0.00 263323648.00 14902.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38373MVE7 2045-11-16 0.145910 0.00 411041792.00 205.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382YFR9 2071-09-20 0.287610 0.00 126421632.00 3008594.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RMY9 2065-11-20 0.298850 0.00 150142976.00 30788.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375B7U0 2063-04-20 0.340970 0.00 62849024.00 2940.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378BT58 2053-01-16 0.349550 0.00 23860000.00 66577.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378KEJ4 2053-01-16 0.349970 0.00 391920000.00 730431.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380L7T4 2070-04-20 0.392390 0.00 17006592.00 6415.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381JMQ7 2057-07-16 0.394620 0.00 199544000.00 2659426.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375BRP9 2062-05-20 0.401920 0.00 23134208.00 1717.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382YB77 2072-11-20 0.830330 0.00 125000000.00 6974282.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LGF4 2068-07-20 0.838190 0.00 9175040.00 5444.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375BYH9 2061-11-20 0.839780 0.00 5193728.00 774.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380MNH0 2060-06-16 0.847640 0.00 54350272.00 803518.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LSB0 2069-01-20 0.850930 0.00 22773984.00 339181.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380Q2Z4 2071-02-20 0.857900 0.00 48273040.00 51945.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384LYL7 2075-10-20 0.917410 0.00 92929152.00 3986324.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380QXS6 2071-02-20 0.920890 0.00 49584192.00 1342703.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383KCQ3 2073-07-20 0.921590 0.00 60000000.00 3417547.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380QBP6 2070-04-20 0.940610 0.00 37801344.00 155238.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380NFK0 2061-02-16 0.944680 0.00 82710272.00 349235.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379RJC8 2058-09-16 0.963550 0.00 160000000.00 1213168.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380QJD5 2070-04-20 0.987820 0.00 11540384.00 201616.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385MYA8 2049-08-20 0.989200 0.00 28035552.00 1015967.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381DF96 2061-06-16 0.990480 0.00 29500000.00 1808699.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382Y5J8 2073-05-20 0.999590 0.00 75321728.00 4922975.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384GW55 2053-09-20 0.999990 0.00 5177616.00 36393.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385F6H9 2054-04-20 0.999990 0.00 15548624.00 293636.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385MXJ0 2055-07-20 0.999990 0.00 3549280.00 87399.98 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BYHK1 2055-02-25 1.000000 0.00 176815.00 3711.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UT59 2067-11-20 1.918540 0.00 1722000.00 13496.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380VPD7 2068-02-20 1.933330 0.00 3435000.00 8951.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380L5W9 2068-02-20 1.933890 0.00 9147088.00 235577.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380L5X7 2068-02-20 1.933890 0.00 9147088.00 235577.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380L5Y5 2068-02-20 1.933890 0.00 9147088.00 235577.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380L5Z2 2068-02-20 1.933890 0.00 9147088.00 235577.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RHK5 2065-09-20 1.934120 0.00 17931000.00 68483.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LJW4 2068-09-20 1.936050 0.00 518000.00 3151.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380QGP1 2070-07-20 1.941950 0.00 89001728.00 3683839.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LS87 2069-11-20 1.947030 0.00 37495104.00 1257664.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375BG30 2062-12-20 1.960710 0.00 1769472.00 203.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LLB7 2068-10-20 1.970890 0.00 10483000.00 65480.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380QUB6 2068-09-20 1.971510 0.00 40870272.00 1448276.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380QUC4 2068-09-20 1.971510 0.00 40870272.00 1448276.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375U3T5 2068-01-20 1.981430 0.00 25220256.00 134103.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UTS9 2065-01-20 1.997840 0.00 4110000.00 20445.21 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BBVP4 2050-09-25 2.000000 0.00 50000000.00 3454395.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RKK1 2065-10-20 2.011880 0.00 12000000.00 59295.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RJ80 2066-09-20 2.014940 0.00 3732000.00 41947.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375B2N1 2063-05-20 2.015340 0.00 22631456.00 29274.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375U6K1 2068-02-20 2.020020 0.00 2012000.00 10804.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RSL1 2066-02-20 2.023930 0.00 1425000.00 2717.09 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GBU86 2053-11-25 6.500000 0.00 4130936.00 693619.95 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HBL93 2053-11-25 6.500000 0.00 21987872.00 2307901.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381NL63 2050-01-20 6.500000 0.00 1236992.00 1147.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383VGC6 2053-01-20 6.500000 0.00 22298976.00 1128224.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384E8B4 2053-09-20 6.500000 0.00 5754630.00 354672.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384XSU8 2054-05-20 6.500000 0.00 1484726.00 105255.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385T6S5 2056-07-20 6.500000 0.00 7685344.00 1448431.17 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G5VJ6 2053-12-25 7.000000 0.00 2975416.00 502927.20 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HCMA7 2054-03-25 7.000000 0.00 18214272.00 1789656.82 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HMF39 2051-06-25 7.000000 0.00 758640.00 16601.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384QRE0 2053-09-20 7.000000 0.00 6568592.00 169358.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385DM78 2055-03-20 7.000000 0.00 7142856.00 522100.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385PA41 2056-04-20 7.000000 0.00 7142856.00 1168307.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384NWL5 2054-05-20 7.500000 0.00 10000000.00 1297768.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384UNG0 2054-08-20 7.500000 0.00 12941584.00 2058996.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381N7B8 2052-03-20 4.000000 0.00 16000000.00 2738418.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382CCN9 2045-06-20 4.000000 0.00 64208128.00 937950.75 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136AEGX9 2043-03-25 4.500000 0.00 54166656.00 56625.01 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BPRN3 2050-05-25 4.500000 0.00 27029152.00 3706852.83 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FTZ83 2048-01-25 4.500000 0.00 30000000.00 1931639.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378PGF9 2043-12-16 4.500000 0.00 3775000.00 53607.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381R6L8 2049-03-20 4.500000 0.00 4595296.00 181574.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382MV48 2050-11-20 4.500000 0.00 13286640.00 733250.46 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BABG8 2050-06-25 5.000000 0.00 162897408.00 8456737.54 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BNKS4 2052-07-25 5.000000 0.00 19929400.00 2322828.80 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BYJZ6 2048-02-25 5.000000 0.00 9750800.00 1205113.78 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BYKF8 2049-06-25 5.000000 0.00 4022500.00 604583.05 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HPWP4 2049-10-25 5.000000 0.00 2687500.00 477822.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385PJ59 2046-06-20 5.000000 0.00 2500000.00 284652.00 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BYWH1 2055-05-25 6.000000 0.00 30613720.00 5890099.94 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GBTR6 2056-08-25 6.000000 0.00 3610500.00 722081.95 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GC4L4 2056-06-25 6.000000 0.00 8146944.00 1743041.49 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HBL77 2053-09-25 6.000000 0.00 23572840.00 3488262.15 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HMRS1 2036-01-25 6.000000 0.00 18989344.00 2982195.92 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HPXE8 2055-06-25 6.000000 0.00 7333328.00 1260719.30 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HRSJ9 2055-07-25 6.000000 0.00 1083332.00 228950.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375YSZ6 2038-08-20 6.000000 0.00 7913472.00 5770.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376CM30 2039-08-20 6.000000 0.00 67657728.00 65835.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379YFF0 2040-01-20 6.000000 0.00 5708000.00 95192.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381NQ92 2052-03-20 6.000000 0.00 3422916.00 347583.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383LC99 2051-09-20 6.000000 0.00 4737712.00 330617.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385EW83 2050-12-20 6.000000 0.00 4394144.00 287378.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385H7G6 2055-11-20 6.000000 0.00 2677664.00 556476.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385HU21 2055-10-20 6.000000 0.00 625000.00 131757.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385HU88 2055-07-20 6.000000 0.00 4458328.00 881687.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385KAZ3 2055-12-20 6.000000 0.00 6010750.00 884793.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385KBB5 2055-04-20 6.000000 0.00 833333.00 139267.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385LUL0 2056-01-20 6.000000 0.00 9786000.00 1565141.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385MWZ5 2055-05-20 6.000000 0.00 3286100.00 456185.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385R2Z7 2056-05-20 6.000000 0.00 5000000.00 1095685.36 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GBTQ8 2053-11-25 6.500000 0.00 9097008.00 1663912.51 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FWJ35 2046-09-25 2.691169 0.00 6475000.00 585347.70 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140X4RY4 2048-05-01 3.500000 0.00 1000.00 220.61 Agency Mortgage-Backed Securities U.S. Treasury Bill 254900HROIFW 912797RG4 2026-08-06 N/A 0.00 12261400.00 12254030.90 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFW 912797UF2 2026-09-10 N/A 0.00 78900.00 78573.35 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFW 912797UM7 2026-11-05 N/A 0.00 6291100.00 6228509.85 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803BL6 2027-08-15 N/A 0.00 167000.00 159970.97 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803DV2 2042-02-15 N/A 0.00 686000.00 308080.54 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803DX8 2042-05-15 N/A 0.00 10699900.00 4728692.41 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803GC1 2051-11-15 N/A 0.00 26722200.00 6942828.39 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803HS5 2056-02-15 N/A 0.00 35442700.00 7619223.55 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912821DF9 2029-11-15 N/A 0.00 229000.00 198941.46 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912833PB0 2026-11-15 N/A 0.00 7422832.64 7340632.19 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912833WQ9 2028-05-15 N/A 0.00 4617113.60 4281130.86 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912833XN5 2029-02-15 N/A 0.00 22668902.40 20327975.52 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834LB2 2042-02-15 N/A 0.00 4336432.00 1908953.74 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834VM7 2050-02-15 N/A 0.00 27968798.72 7815880.80 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834WJ3 2050-11-15 N/A 0.00 32248217.60 8655905.33 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 9128287D6 2029-07-15 0.250000 0.00 19105200.00 23763148.96 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810QV3 2042-02-15 0.750000 0.00 34186400.00 37546368.47 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CDP3 2028-12-31 1.375000 0.00 1400.00 1309.35 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 9128282A7 2026-08-15 1.500000 0.00 916100.00 921258.06 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CMW8 2028-04-15 3.750000 0.00 169479000.00 169999828.43 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CLS8 2026-10-31 4.125000 0.00 3582900.00 3621389.31 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQW4 2033-06-30 4.250000 0.00 18626000.00 18404539.90 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810FE3 2028-08-15 5.500000 0.00 17000000.00 17842094.91 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2026-08-03 2026-09-04 2026-09-04 Y BOFA SECURITIES INC 1.0000 7 N Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 N N 0.0379 900000000.00 900000000.00 0.0043 N N N Y BMO Capital Markets Corp. BMO Capital Markets Corp. 3.710000% ARP1KEC30 RUC0QBLBRPRC 0000009622 ARP1KEC30_3.71_0807 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Government National Mortgage Association N/A 38384B4M0 2049-09-20 4.999930 0.00 363189.00 43460.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384BQV6 2053-06-20 6.000000 0.00 149997.00 15096.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384BQW4 2053-06-20 6.000000 0.00 22938.00 1531.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384BRM5 2063-06-20 2.228610 0.00 50000000.00 788622.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384BRY9 2053-06-20 5.000000 0.00 1000.00 809.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384BSG7 2053-06-20 1.578610 0.00 25000000.00 246691.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384BSM4 2053-06-20 6.500000 0.00 4923076.00 476572.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384BST9 2053-06-20 6.500000 0.00 30769.00 2335.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384BSY8 2053-06-20 1.578610 0.00 20000000.00 328920.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384BTF8 2063-06-20 2.228610 0.00 20000000.00 367055.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384CE88 2053-08-20 2.198610 0.00 30000000.00 590842.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384CTS8 2063-08-20 1.978610 0.00 33695566.00 393160.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384CUC1 2053-08-20 6.500000 0.00 615384.00 60660.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384CUL1 2053-08-20 6.500000 0.00 153846.00 20222.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384CUP2 2053-08-20 6.500000 0.00 782691.00 69086.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384CVX4 2049-06-20 4.500000 0.00 412595.00 67173.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384CVY2 2049-09-20 4.500000 0.00 509186.00 79774.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384CWD7 2053-08-20 2.178610 0.00 113819457.00 1280812.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384CZK8 2053-08-20 1.078610 0.00 50000000.00 347621.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384D2K2 2053-11-20 1.528610 0.00 100000000.00 723809.92 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKHS6 2055-03-25 0.783920 0.00 38000000.00 368451.19 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKNT7 2055-03-25 0.100000 0.00 34440000.00 46407.10 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKNU4 2055-03-25 0.100000 0.00 250000000.00 334980.32 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKNV2 2055-03-25 0.050000 0.00 140560000.00 100457.48 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKNX8 2055-03-25 0.100000 0.00 20958000.00 27571.98 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKNY6 2055-03-25 0.100000 0.00 13758000.00 18834.23 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKNZ3 2055-03-25 0.100000 0.00 28158000.00 35541.00 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKPT5 2055-04-25 0.200000 0.00 94600000.00 222954.08 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKSD7 2055-04-25 2.283920 0.00 75000000.00 3351609.34 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKVQ4 2055-04-25 0.050000 0.00 51000000.00 58751.99 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKWA8 2055-04-25 0.150000 0.00 14500000.00 50460.27 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKWB6 2055-04-25 0.050000 0.00 40000000.00 31630.61 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HL6T4 2052-01-25 6.000000 0.00 9714500.00 540382.00 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLCC4 2055-05-25 1.283920 0.00 175000000.00 2465822.57 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLF56 2055-05-25 0.150000 0.00 30000000.00 98279.35 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLG48 2055-05-25 0.050000 0.00 75000000.00 86332.31 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLG71 2055-05-25 0.050000 0.00 55000000.00 43945.13 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLG97 2055-05-25 0.100000 0.00 17000000.00 19365.39 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLGA4 2055-05-25 0.050000 0.00 126000000.00 136407.97 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLGB2 2055-05-25 0.250000 0.00 1000000.00 5599.15 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLGC0 2055-05-25 0.050000 0.00 25000000.00 27379.73 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLGD8 2055-05-25 0.150000 0.00 15000000.00 35609.63 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLGE6 2055-05-25 0.200000 0.00 40000000.00 174439.17 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLGG1 2055-05-25 0.050000 0.00 42000000.00 48391.25 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLGH9 2055-05-25 0.050000 0.00 78195000.00 89744.99 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLGM8 2055-05-25 0.050000 0.00 150000000.00 61133.43 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLHE5 2053-03-25 6.000000 0.00 187500.00 15174.52 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLHN5 2052-08-25 6.000000 0.00 1041667.00 74266.20 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLKW1 2055-06-25 3.383920 0.00 35000000.00 1755124.59 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLT77 2055-06-25 0.100000 0.00 80000000.00 76685.14 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLTL6 2055-06-25 3.383920 0.00 16050000.00 859601.77 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLTQ5 2055-06-25 0.150000 0.00 15000000.00 41826.19 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLTR3 2055-06-25 0.100000 0.00 100000000.00 79176.37 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLU75 2055-06-25 0.100000 0.00 178313000.00 239213.76 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLWZ1 2055-06-25 0.200000 0.00 195000000.00 625223.74 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HM2R0 2051-12-25 6.000000 0.00 1881026.00 207251.34 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HM2U3 2055-07-25 1.383920 0.00 102718523.00 809152.87 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HME63 2055-08-25 1.483920 0.00 34000000.00 808344.44 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HMLP3 2055-06-25 8.250000 0.00 20000000.00 14388689.90 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HMP95 2055-08-25 6.000000 0.00 3333333.00 462071.53 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HMS27 2055-09-25 3.533920 0.00 21088668.00 1297526.86 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HN3P1 2055-09-25 8.250000 0.00 12000000.00 9053245.80 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HN4N5 2032-06-25 0.226354 0.00 125686000.00 1818255.41 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HN5T1 2055-09-25 6.000000 0.00 3119614.00 799713.05 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HNSZ2 2055-11-25 1.733920 0.00 65027690.00 2399680.80 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 31397SSM7 2041-04-25 4.500000 0.00 1300000.00 225668.24 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31397TP97 2038-05-15 2.290130 0.00 18300000.00 1024.88 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 31397UWZ8 2041-07-25 4.500000 0.00 600000.00 157332.88 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31397YXB2 2039-02-15 2.010130 0.00 100000000.00 9373.85 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 31398GXG9 2038-02-25 1.469686 0.00 86271611.00 27329.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384JLX0 2054-02-20 2.228610 0.00 19000000.00 757477.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384JME1 2064-02-20 3.228610 0.00 35000000.00 359844.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384JMF8 2054-02-20 6.000000 0.00 2291666.00 63210.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384JNC4 2054-02-20 0.050000 0.00 20000000.00 15947.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384JPH1 2054-02-20 3.378610 0.00 30000000.00 536511.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384JPS7 2054-02-20 1.528610 0.00 15000000.00 473799.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384JPT5 2054-02-20 1.478610 0.00 10000000.00 303289.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384JPY4 2054-02-20 6.000000 0.00 625000.00 85343.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384JSE5 2054-02-20 N/A 0.00 804001.00 317169.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384KNG2 2054-03-20 1.698610 0.00 75000000.00 1349891.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384KRV5 2054-03-20 6.500000 0.00 1615384.00 50343.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384KSH5 2064-03-20 0.090000 0.00 5000000.00 3241.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384KSP7 2064-03-20 1.578610 0.00 25000000.00 130734.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384KSU6 2064-03-20 3.428610 0.00 15000000.00 275717.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384KSV4 2064-03-20 0.050000 0.00 20000000.00 17087.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384KSY8 2054-03-20 0.050000 0.00 70000000.00 43986.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384KTA9 2054-03-20 0.100000 0.00 50000000.00 86614.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384KTE1 2054-03-20 2.228610 0.00 24679500.00 846221.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384KTF8 2054-03-20 0.080000 0.00 20000000.00 27823.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384KTJ0 2054-03-20 0.150000 0.00 24679500.00 64480.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384KUB5 2054-03-20 0.350000 0.00 10000000.00 85590.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384KUD1 2054-03-20 0.100000 0.00 25000000.00 40956.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384KUF6 2054-03-20 0.150000 0.00 25000000.00 61444.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384KUL3 2054-03-20 1.928610 0.00 10000000.00 328330.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384KVA6 2054-03-20 0.100000 0.00 149425000.00 167236.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384KVB4 2054-03-20 0.100000 0.00 150000000.00 166063.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384KVW8 2054-03-20 0.100000 0.00 50000000.00 67504.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384KWC1 2054-03-20 0.100000 0.00 50000000.00 66928.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384KWQ0 2054-03-20 3.558610 0.00 50000000.00 1343109.34 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137AUXL8 2027-10-15 3.000000 0.00 4594014.00 512.31 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137AWVF9 2027-12-15 2.500000 0.00 12000000.00 1542.58 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137AXN33 2028-01-15 2.500000 0.00 19400000.00 4306.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380QAV4 2070-05-20 1.986350 0.00 23262877.00 275209.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380QBW1 2070-05-20 0.537520 0.00 30602794.00 25581.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380QCY6 2069-05-20 2.236720 0.00 28607880.00 1241666.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380QE57 2071-03-20 0.633550 0.00 4669000.00 111502.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380QEJ7 2069-08-20 2.276680 0.00 14635149.00 628950.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380QEW8 2070-07-20 1.860320 0.00 16000000.00 503558.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380QEY4 2070-07-20 1.900410 0.00 11700000.00 95438.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380QF80 2071-01-20 1.137990 0.00 17157604.00 766759.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380QGT3 2070-07-20 1.881500 0.00 23205000.00 608076.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380QQA3 2070-10-20 1.405010 0.00 8700000.00 48886.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380QQR6 2070-09-20 0.870160 0.00 15293749.00 336729.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380QWH1 2071-01-20 0.581240 0.00 12977576.00 401586.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380QWL2 2070-05-20 2.152170 0.00 5049054.00 28140.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380QXN7 2071-01-20 1.109460 0.00 45512037.00 797428.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380R4W7 2062-10-16 0.877620 0.00 3200000.00 164331.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380RA75 2061-03-16 0.992390 0.00 855000.00 49871.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380RBL3 2062-12-16 0.970980 0.00 21420000.00 1040719.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380RDK3 2062-06-16 0.934340 0.00 3330000.00 173544.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380RE71 2063-02-16 0.822670 0.00 10295000.00 515438.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380RFZ8 2060-10-16 1.422100 0.00 540000.00 43694.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380RJ84 2063-04-16 0.720150 0.00 17393000.00 694830.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380RK41 2063-09-16 1.602990 0.00 4500000.00 372929.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380RLQ1 2063-06-16 0.700000 0.00 8300000.00 164965.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380RNM8 2063-06-16 0.886350 0.00 9148000.00 448487.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380RP61 2063-02-16 0.026270 0.00 20819882.00 218.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380RSG6 2061-01-16 1.111150 0.00 1700000.00 87641.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380RWA4 2062-12-16 1.035070 0.00 5212000.00 286224.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380RYD6 2062-08-16 1.142620 0.00 1223000.00 67624.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380RZB9 2062-12-16 0.026270 0.00 197271706.00 1865.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380VQH7 2048-03-20 N/A 0.00 50000000.00 29759.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380WP86 2048-05-20 7.000000 0.00 6255189.00 85126.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380YK20 2048-09-20 2.415910 0.00 48400735.00 101069.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381A4A1 2048-12-20 0.015910 0.00 100000000.00 145693.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381BVR2 2049-01-20 N/A 0.00 50000000.00 20594.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381D2H2 2064-03-16 0.803400 0.00 355551.00 16069.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381D5B2 2061-10-16 0.026270 0.00 87415019.00 676.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381D6B1 2063-11-16 0.916650 0.00 26100000.00 1499702.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381D7S3 2061-06-16 0.881920 0.00 7164000.00 362734.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381DA83 2063-06-16 0.026270 0.00 99260632.00 1079.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381DBP4 2063-08-16 0.867470 0.00 1371000.00 68230.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381DCG3 2061-04-16 0.250000 0.00 20000000.00 178988.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381DCM0 2063-09-16 0.796910 0.00 10000000.00 470329.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381DKY5 2063-03-16 0.904070 0.00 10570000.00 569258.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381DQ86 2063-10-16 1.069070 0.00 19000000.00 1426135.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381DQY9 2063-10-16 0.993620 0.00 10000000.00 528272.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381DUJ7 2062-10-16 0.989240 0.00 10700000.00 535834.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381DWC0 2061-06-16 1.428430 0.00 10500000.00 718881.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381DYC8 2063-10-16 0.700650 0.00 10000000.00 426638.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381DZE3 2063-04-16 0.907030 0.00 6270000.00 329590.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381DZY9 2063-10-16 0.966820 0.00 1382000.00 81501.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381E2N7 2064-01-16 0.710570 0.00 18858000.00 991686.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381EBB3 2063-07-16 0.981380 0.00 3600000.00 191090.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381ECE6 2063-08-16 0.997630 0.00 11000000.00 656467.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381EPC6 2064-02-16 0.026270 0.00 92000000.00 662.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381ERF7 2063-10-16 0.785380 0.00 11717000.00 606166.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381EVR6 2064-06-16 0.801790 0.00 374000.00 18287.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381EX45 2062-02-16 0.569910 0.00 7000000.00 261249.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381H8D6 2064-06-16 0.611120 0.00 22000000.00 1068519.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381HL25 2064-07-16 0.703800 0.00 17300000.00 845359.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381HPE5 2064-06-16 0.822890 0.00 14918000.00 882696.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381HVY4 2065-10-16 1.021990 0.00 330000.00 20872.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381J2J5 2063-06-16 0.699250 0.00 5100000.00 249664.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381JA72 2066-02-16 1.332400 0.00 535000.00 45282.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381JN94 2065-10-16 0.844190 0.00 580000.00 31947.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381JUW5 2065-05-16 0.613920 0.00 10000000.00 428844.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381JZC4 2065-07-16 0.955790 0.00 770000.00 50346.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381JZQ3 2063-09-16 0.608970 0.00 6200000.00 252319.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381LS86 2066-03-16 0.557680 0.00 15000000.00 656525.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381LVU3 2065-10-16 0.762170 0.00 5347000.00 309400.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381NAH1 2055-06-20 0.050000 0.00 350000000.00 186576.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381NAJ7 2055-06-20 0.050000 0.00 100000000.00 62938.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381NAQ1 2055-06-20 7.000000 0.00 113000.00 136021.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381NBE7 2055-06-20 0.050000 0.00 250000000.00 256960.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381NBM9 2055-06-20 0.100000 0.00 80000000.00 153848.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381NBY3 2055-06-20 0.050000 0.00 320000000.00 327876.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381NBZ0 2055-06-20 0.100000 0.00 30000000.00 61212.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381NCC0 2055-06-20 0.050000 0.00 100000000.00 102541.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381NCD8 2055-06-20 0.050000 0.00 335000000.00 340291.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381NCF3 2055-06-20 1.478610 0.00 170000000.00 704135.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381NCJ5 2055-06-20 0.878610 0.00 80516000.00 1113700.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381NCK2 2055-06-20 5.500000 0.00 422832.00 76567.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381NCT3 2055-06-20 0.678610 0.00 25000000.00 401836.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381NCY2 2055-06-20 5.500000 0.00 1268498.00 254814.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381NDK1 2055-06-20 0.050000 0.00 160000000.00 145992.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381NDP0 2049-08-20 0.050000 0.00 23507789.00 40846.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381NDQ8 2048-05-20 0.200000 0.00 13410737.00 90329.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381NDS4 2049-08-20 0.050000 0.00 10838778.00 19139.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381NDT2 2048-10-20 0.100000 0.00 6490513.00 25668.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381NDU9 2048-09-20 0.150000 0.00 2469413.00 13327.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381NKF4 2036-02-20 6.500000 0.00 615301.00 92831.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381PEJ8 2055-07-20 0.878610 0.00 10000000.00 110877.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381PES8 2055-07-20 6.000000 0.00 833333.00 27533.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381PFP3 2055-07-20 0.050000 0.00 20000000.00 21087.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381PFQ1 2055-07-20 0.050000 0.00 58494493.00 65511.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381PGB3 2055-07-20 N/A 0.00 933333.00 233024.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381PGC1 2055-07-20 3.478610 0.00 15000000.00 1024987.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381PYT4 2065-07-20 1.578610 0.00 34138395.00 659211.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381Q2S9 2053-06-20 6.500000 0.00 3450577.00 453732.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379RV34 2059-02-16 0.527490 0.00 45071000.00 370822.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379RVF7 2057-01-16 0.585610 0.00 67000000.00 567708.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379RW58 2059-01-16 0.632990 0.00 61380000.00 240674.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379RWL3 2056-12-16 0.743230 0.00 62391760.00 665931.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379RX57 2059-08-16 0.562150 0.00 35000000.00 281969.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379RXA6 2057-04-16 0.650910 0.00 70000000.00 769200.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379U3D6 2058-08-16 0.830670 0.00 66000000.00 588429.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379U4A1 2058-12-16 0.540160 0.00 18000000.00 171490.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379U5F9 2058-10-16 0.589340 0.00 18080000.00 225455.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379U6A9 2058-12-16 0.468400 0.00 22343000.00 110291.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379UD37 2058-09-16 0.969370 0.00 2898000.00 37943.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379UDK9 2057-12-16 0.622690 0.00 160000000.00 878558.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379UHW9 2057-03-16 0.583320 0.00 194098741.00 692488.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379UN36 2056-09-16 0.806550 0.00 31250000.00 159736.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379UPJ9 2057-08-16 0.670170 0.00 153600000.00 541854.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379UQY5 2058-01-16 0.458830 0.00 2566000.00 5450.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379UR65 2057-12-16 0.650780 0.00 13700000.00 89548.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379UZ58 2058-09-16 0.758400 0.00 34581000.00 238993.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379UZL3 2057-12-16 0.732660 0.00 15000000.00 67193.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379VHX5 2046-02-20 2.365910 0.00 100000.00 1773.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379WWN8 2046-04-20 2.265910 0.00 200000.00 3107.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379XCM0 2046-05-20 4.000000 0.00 9625875.00 118566.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379XFQ8 2046-06-20 2.315910 0.00 3145000.00 66552.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379Y6T0 2057-12-16 0.815670 0.00 1566000.00 10581.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379YVM7 2046-08-20 2.138820 0.00 14348938.00 88716.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380BNQ4 2046-06-20 4.500000 0.00 2647444.00 87544.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380CFC2 2046-12-20 6.500000 0.00 34438384.00 359274.19 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HCUU4 2054-05-25 0.100000 0.00 10000000.00 13783.92 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HCUV2 2054-05-25 0.050000 0.00 15000000.00 20184.84 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HCVC3 2054-05-25 0.050000 0.00 1000000.00 654.13 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HD7M6 2054-05-25 6.500000 0.00 2599846.00 353932.96 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDB74 2054-06-25 N/A 0.00 50000000.00 319.60 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDB82 2054-06-25 0.150000 0.00 81760575.00 66676.44 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDBG4 2048-12-25 6.000000 0.00 1639442.00 25058.10 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDCX6 2054-06-25 0.050000 0.00 20000000.00 13609.97 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDD49 2054-06-25 0.050000 0.00 44000000.00 29419.21 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDNT3 2054-07-25 1.583920 0.00 50000000.00 1423126.52 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDTD2 2054-07-25 0.300000 0.00 1000000.00 3524.64 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDTU4 2054-07-25 0.080000 0.00 25000000.00 23379.36 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDTV2 2054-07-25 0.100000 0.00 25000000.00 33088.32 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDU32 2054-07-25 2.933920 0.00 10000000.00 352443.88 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDU40 2054-07-25 0.050000 0.00 2000000.00 2042.48 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDU65 2054-07-25 6.000000 0.00 2000000.00 192768.15 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDUD0 2054-07-25 0.050000 0.00 18000000.00 10721.40 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDWC0 2054-08-25 2.333920 0.00 58934737.00 2567119.75 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDWD8 2054-08-25 2.183920 0.00 10625546.00 275653.54 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDWF3 2054-05-25 6.500000 0.00 6640923.00 944800.44 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDWR7 2054-08-25 1.483920 0.00 47400308.00 266010.01 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDWU0 2054-08-25 0.100000 0.00 25000000.00 13294.52 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDWV8 2054-08-25 0.050000 0.00 20500308.00 5492.98 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDWY2 2054-08-25 0.050000 0.00 22000308.00 5888.44 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HF5U5 2054-08-25 3.483920 0.00 53931766.00 2774738.86 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFGY5 2054-09-25 0.200000 0.00 35000000.00 62850.90 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFH24 2054-09-25 1.583920 0.00 68734103.00 1497018.59 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFHB4 2054-09-25 0.050000 0.00 25000000.00 9071.82 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFHD0 2054-09-25 0.050000 0.00 39000000.00 40318.85 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFHE8 2049-03-15 4.500032 0.00 549928.00 73169.27 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFLC7 2048-10-25 6.000000 0.00 8307078.00 90047.78 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFLD5 2054-09-25 6.000000 0.00 5525000.00 591298.33 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFQB4 2054-10-25 2.383920 0.00 350000.00 17058.03 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFSG1 2054-10-25 6.000000 0.00 3208976.00 548391.79 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFSR7 2054-09-25 6.000000 0.00 1888374.00 367079.75 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFUD5 2054-10-25 2.333920 0.00 92208232.00 2397349.00 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFUE3 2054-10-25 0.983920 0.00 26136191.00 209800.32 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFUL7 2054-10-25 1.903920 0.00 28433000.00 283450.38 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFVE2 2035-03-25 6.000000 0.00 5014375.00 547642.92 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFVF9 2054-10-25 6.500000 0.00 465568.00 47397.94 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFVP7 2054-10-25 2.413920 0.00 80095276.00 2940891.82 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HHA50 2054-11-25 1.083920 0.00 481710750.00 7110591.16 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HHE23 2054-11-25 0.783920 0.00 74139548.00 610564.32 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HHE31 2054-11-25 1.633920 0.00 70118899.00 662551.49 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HHE64 2054-11-25 0.050000 0.00 30000000.00 31958.37 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HHPY1 2054-12-25 6.000000 0.00 3333333.00 584035.03 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HHQQ7 2054-12-25 0.050000 0.00 60000000.00 25296.00 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HHRJ2 2054-12-25 1.433920 0.00 50000000.00 272841.11 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HHRT0 2054-12-25 0.150000 0.00 25000000.00 40168.02 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HHRU7 2054-12-25 0.050000 0.00 14000000.00 5697.87 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HHRV5 2054-12-25 0.050000 0.00 100000000.00 46292.73 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HHRX1 2054-12-25 0.100000 0.00 4000000.00 4098.96 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HHRY9 2054-12-25 0.050000 0.00 65193744.00 60679.15 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJ3M7 2055-01-25 0.633920 0.00 3000000.00 22899.50 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJ3N5 2035-11-25 5.500000 0.00 1109363.00 145458.88 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJ3T2 2055-01-25 1.183920 0.00 82000000.00 1141011.15 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJ3U9 2055-01-25 0.683920 0.00 58746045.00 370847.96 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJ3W5 2055-01-25 1.533920 0.00 40000000.00 663839.74 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJ3X3 2055-01-25 0.100000 0.00 10000000.00 11972.93 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJ3Y1 2055-01-25 0.050000 0.00 25000000.00 47529.65 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJ3Z8 2055-01-25 0.050000 0.00 10000000.00 10629.71 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJ4A2 2055-01-25 0.150000 0.00 15000000.00 48404.70 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJ4J3 2035-11-25 6.000000 0.00 872750.00 139970.03 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJG76 2055-02-25 2.133920 0.00 123288348.00 3306553.76 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJHA8 2055-02-25 1.383920 0.00 25000000.00 364691.48 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJHC4 2055-02-25 0.100000 0.00 73288348.00 109274.22 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJHE0 2055-02-25 0.400000 0.00 100000000.00 488926.57 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJHG5 2055-02-25 0.050000 0.00 1000000.00 482.86 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJYQ4 2049-09-25 6.000000 0.00 4692010.00 77777.56 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJYY7 2055-02-25 1.333920 0.00 50000000.00 804043.16 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKAP9 2055-03-25 1.583920 0.00 55000000.00 1174558.02 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKBB9 2050-02-25 6.000000 0.00 5402375.00 110465.83 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKG65 2055-03-25 2.000000 0.00 25000000.00 572544.81 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKG81 2055-03-25 1.683920 0.00 50666667.00 869234.87 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKHR8 2055-03-25 1.533920 0.00 98716908.00 2126581.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378BYS2 2052-08-16 0.065300 0.00 182710000.00 5953.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378BYY9 2052-09-16 0.577870 0.00 32233402.00 22070.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378D2U8 2042-03-20 2.265910 0.00 22927823.00 203794.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378D3F0 2042-03-16 2.230360 0.00 23542857.00 175248.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378ETA1 2042-05-20 1.715910 0.00 5224358.00 33600.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378GTS7 2027-12-20 3.500000 0.00 11074030.00 415.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378JL26 2043-03-20 4.500000 0.00 39450000.00 455168.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378KGE3 2053-05-16 0.449770 0.00 187842399.00 2129.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378KJP5 2048-10-16 0.064760 0.00 50000000.00 12988.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378KMT3 2045-11-16 0.197260 0.00 7787000.00 2560.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378KPD5 2051-09-16 0.706080 0.00 83000000.00 226949.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378KSP5 2053-12-16 0.448540 0.00 6230000.00 1280.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378KTM1 2047-04-16 0.305160 0.00 8350000.00 10064.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378KU64 2051-10-16 1.324470 0.00 4700000.00 30856.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378KUV9 2047-03-16 0.501340 0.00 69800000.00 26635.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378KW96 2054-11-16 N/A 0.00 38345000.00 101.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378KWZ8 2054-10-16 0.050860 0.00 14480000.00 3421.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378KYB9 2054-06-16 0.088580 0.00 20110000.00 4998.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378KYU7 2047-11-16 0.119260 0.00 20130000.00 6519.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378KZQ5 2054-10-16 0.232410 0.00 2550000.00 8977.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378N5W9 2047-12-16 0.450270 0.00 974000.00 390.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378N6R9 2055-11-16 0.681970 0.00 31620000.00 83987.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378NAJ2 2053-10-16 N/A 0.00 248116522.00 264.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378NE74 2049-05-16 N/A 0.00 100000000.00 123.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380M5L1 2060-11-16 0.982410 0.00 150000000.00 733715.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380MGP0 2058-06-16 0.426890 0.00 96712448.00 398556.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380MKQ3 2060-08-16 0.727010 0.00 120000000.00 550252.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380ML74 2060-02-16 0.749120 0.00 60771193.00 870631.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380MUV1 2061-05-16 0.801730 0.00 20953405.00 495375.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380MXB2 2060-08-16 0.487620 0.00 98884949.00 233728.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380NGA1 2060-08-16 0.500000 0.00 40000000.00 45304.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380NPW3 2061-07-16 0.803320 0.00 20375000.00 572119.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380NZW2 2062-01-16 0.400000 0.00 120483604.00 289264.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380NZX0 2062-01-16 0.789610 0.00 87000000.00 654225.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380P2F0 2062-06-16 0.885130 0.00 42405000.00 1427844.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380P5D2 2062-03-16 1.134010 0.00 7500000.00 371806.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380P8N7 2060-09-16 1.271180 0.00 15500000.00 1153321.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380PAD6 2061-11-16 1.239140 0.00 10555000.00 320321.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380PBP8 2062-03-16 0.939490 0.00 1478000.00 54219.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380PHG2 2062-01-16 1.055860 0.00 661000.00 21364.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380PLB8 2062-02-16 0.877060 0.00 1304000.00 37656.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380PLS1 2062-04-16 0.764300 0.00 1288696.00 48090.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380PTL8 2062-04-16 1.163390 0.00 7400000.00 452740.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380PWC4 2060-05-16 0.902860 0.00 2500000.00 98458.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380PXL3 2062-05-16 0.787830 0.00 17393308.00 742863.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380PY57 2062-08-16 0.607010 0.00 19129000.00 562093.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380Q5D0 2071-06-20 0.283950 0.00 44177162.00 933840.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380Q7X4 2071-07-20 0.476020 0.00 7020246.00 193444.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382VBP3 2051-06-20 N/A 0.00 2250000.00 20613.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382VET2 2051-06-20 N/A 0.00 27000000.00 73069.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382VEU9 2051-06-20 N/A 0.00 39355586.00 28690.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382VKV0 2049-08-20 2.500000 0.00 215000.00 13075.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382WSC2 2050-09-20 3.500000 0.00 581646.00 45078.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382WTB3 2051-07-20 3.500000 0.00 683357.00 42728.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382WTM9 2051-07-20 3.500000 0.00 2119357.00 129843.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382WUC9 2051-07-20 3.500000 0.00 4995428.00 366471.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382XET8 2051-08-20 2.500000 0.00 9000131.00 683852.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385FEC1 2055-04-20 0.350000 0.00 80000000.00 515601.72 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BTQ71 2054-12-25 2.383920 0.00 31339944.00 490854.56 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BTTL7 2054-11-25 0.050000 0.00 47000000.00 46594.40 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BTU35 2054-12-25 0.150000 0.00 50000000.00 146367.43 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BTU50 2054-12-25 1.183920 0.00 25000000.00 327100.99 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BTUF8 2054-11-25 1.413920 0.00 71726826.00 542479.62 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BTW90 2054-12-25 6.000000 0.00 1325000.00 183193.31 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BTX24 2053-03-25 6.000000 0.00 886250.00 49858.47 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BTY23 2052-02-25 6.000000 0.00 3149613.00 142943.86 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BTYC1 2054-10-25 7.664624 0.00 10000000.00 9276756.90 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BTZZ9 2054-12-25 1.433920 0.00 525000.00 11153.63 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BU2J8 2055-02-25 0.400000 0.00 3500000.00 17682.18 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BU2Z2 2051-09-25 6.000000 0.00 11573710.00 355588.17 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BU5S5 2055-03-25 2.233920 0.00 126360054.00 5726706.31 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BU6G0 2036-02-25 6.000000 0.00 5003750.00 655907.42 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BU6U9 2055-03-25 1.483920 0.00 87000000.00 1654374.53 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BUBP4 2055-01-25 0.050000 0.00 15000000.00 11044.98 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BUCP3 2055-01-25 0.050000 0.00 98000000.00 71016.46 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BUSJ0 2055-03-25 2.273920 0.00 57142857.00 2401324.81 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BUSQ4 2055-01-25 0.100000 0.00 20000000.00 21788.52 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BUTP5 2055-02-25 2.133920 0.00 160000000.00 3778663.47 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BUUB4 2055-02-25 0.200000 0.00 105000000.00 198945.18 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BUUC2 2055-02-25 0.150000 0.00 1000000.00 1726.89 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BUUD0 2055-02-25 0.250000 0.00 12500000.00 30730.12 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BV2W7 2055-05-25 0.483920 0.00 10000000.00 62135.40 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BV5Q7 2055-06-25 0.533920 0.00 50000000.00 348411.63 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BVG28 2055-05-25 0.150000 0.00 25000000.00 82035.08 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BVG77 2055-05-25 1.983920 0.00 25050000.00 663576.60 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BVK80 2055-05-25 6.500000 0.00 23502923.00 4214638.04 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BVKJ6 2054-09-25 3.483920 0.00 115000000.00 6314045.20 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BVXN3 2055-04-25 0.070000 0.00 3500000.00 8186.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BVYL6 2054-06-25 2.233920 0.00 100000000.00 2964473.37 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BWDC7 2055-06-25 1.483920 0.00 93090980.00 2241911.18 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BWET9 2055-06-25 0.100000 0.00 15000000.00 34260.35 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BWFU5 2052-06-25 6.500000 0.00 204353.00 22967.88 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BWSJ6 2055-07-25 0.080000 0.00 5000000.00 9391.24 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BWTC0 2053-04-25 6.500000 0.00 1867308.00 350031.16 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BXC93 2055-10-25 1.053920 0.00 96000000.00 1717201.43 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BXHH0 2055-09-25 2.333920 0.00 54677680.00 1235995.61 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BXWV2 2055-10-25 0.050000 0.00 10000000.00 12901.22 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BXXT6 2055-10-25 1.083920 0.00 63000000.00 1126500.57 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BYCA8 2055-12-25 1.283920 0.00 104372465.00 2086864.26 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G5FF2 2055-07-25 1.383920 0.00 39000000.00 831790.39 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G5QG8 2056-04-25 1.383920 0.00 102529462.00 2438140.29 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G5TK6 2056-05-25 3.183920 0.00 20000000.00 1790501.90 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6LW6 2056-06-25 1.383920 0.00 65773288.00 1497350.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384LNW5 2075-06-20 1.063230 0.00 1144219.00 101909.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384LSE0 2067-12-20 2.585020 0.00 64674849.00 1437717.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384LSK6 2075-07-20 1.072310 0.00 13230000.00 908560.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384LVJ5 2075-08-20 1.140730 0.00 39760000.00 3032917.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384LXL8 2075-09-20 1.096320 0.00 60070000.00 4518171.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384MDH7 2054-04-20 6.000000 0.00 833333.00 57964.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384MHK6 2054-04-20 0.700000 0.00 45514845.00 602173.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384MKC0 2054-04-20 0.050000 0.00 40000000.00 42910.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384MKM8 2054-04-20 0.100000 0.00 50000000.00 90097.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384MKW6 2054-04-20 2.278610 0.00 25000000.00 924997.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384MLN5 2064-04-20 3.478610 0.00 45000000.00 983409.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384MLP0 2064-04-20 6.500000 0.00 14548768.00 746706.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384MLU9 2054-04-20 0.100000 0.00 25000000.00 55179.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384MMG9 2054-04-20 0.200000 0.00 50000000.00 229071.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384MMJ3 2054-04-20 0.150000 0.00 50000000.00 176741.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384MNG8 2054-04-20 0.100000 0.00 57564189.00 72289.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384MPW1 2054-04-20 2.278610 0.00 30000000.00 1151545.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384MRE9 2054-04-20 3.528610 0.00 21605608.00 1480056.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384MRH2 2053-04-20 6.000000 0.00 1250000.00 162649.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384MXK8 2052-04-20 5.000000 0.00 325000.00 29302.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384MXS1 2050-11-20 5.000000 0.00 1881711.00 120503.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384NB87 2054-05-20 1.978610 0.00 50000000.00 1160509.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384PBE9 2054-05-20 3.628610 0.00 50000000.00 1248387.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384PBG4 2054-05-20 2.228610 0.00 10000000.00 156037.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384PBL3 2064-05-20 0.130000 0.00 7218915.00 4221.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384PCP3 2054-05-20 0.100000 0.00 50000000.00 87717.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384PCQ1 2054-05-20 0.100000 0.00 30000000.00 57635.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384PDB3 2064-05-20 2.858610 0.00 20000000.00 331806.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384PEE6 2049-06-20 0.050000 0.00 5460253.00 7956.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384PEG1 2048-10-20 0.050000 0.00 14949417.00 21305.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384PEM8 2054-05-20 0.100000 0.00 65000000.00 73662.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384PEZ9 2064-05-20 0.100000 0.00 10000000.00 6675.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384PFY1 2053-07-20 7.000000 0.00 1107143.00 75405.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384PHA1 2049-10-20 6.500000 0.00 1892021.00 67883.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384PLC2 2064-05-20 3.028610 0.00 82236891.00 1494024.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384PPV6 2054-03-20 0.200000 0.00 31309956.00 126136.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384PRE2 2054-06-20 0.050000 0.00 50000000.00 51477.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384PRY8 2054-06-20 0.100000 0.00 200000000.00 242600.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384PSY7 2064-06-20 0.030000 0.00 10000000.00 2286.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384PTF7 2064-06-20 3.608610 0.00 50000000.00 886102.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384PTG5 2064-06-20 0.060000 0.00 25000000.00 11425.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384PTP5 2054-06-20 0.100000 0.00 150000000.00 171083.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384PUA6 2064-06-20 0.020000 0.00 50000000.00 6611.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384PZL7 2049-10-20 6.500000 0.00 3846154.00 127465.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384QC71 2064-07-20 2.428610 0.00 50000000.00 627477.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384QVZ8 2054-07-20 3.028610 0.00 21555943.00 1105789.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384QWY0 2054-07-20 5.500000 0.00 909090.00 144084.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384QXC7 2054-07-20 3.078610 0.00 50000000.00 757583.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384TWL2 2068-11-16 0.276270 0.00 50000000.00 977841.99 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 30298WAK3 2039-08-25 N/A 0.00 102000000.00 1039356.55 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 30318CAJ6 2040-10-25 0.707745 0.00 100000000.00 1056646.95 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 30320MAH4 2041-03-25 0.106876 0.00 78665828.00 1239556.51 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 30320WAR0 2041-01-25 0.122370 0.00 156350000.00 2222093.03 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31325UPY6 2027-10-15 4.000000 0.00 18647509.00 57.79 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 31358S6T3 2031-02-25 1.350012 0.00 115413355.00 562.05 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 31359XDW6 2039-08-17 0.030000 0.00 113514972.00 3.03 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136A4AV1 2042-03-25 2.769440 0.00 18594286.00 83251.20 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136AA3L7 2043-01-25 4.000000 0.00 45797213.00 879629.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385FEQ0 2055-04-20 0.678610 0.00 50562255.00 1122473.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385FGF2 2065-04-20 0.100000 0.00 360000000.00 528908.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385FGH8 2065-04-20 0.100000 0.00 360000000.00 528908.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385FGL9 2065-04-20 0.628610 0.00 360000000.00 1488684.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385FJT9 2054-01-20 5.500000 0.00 2266564.00 434718.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385FLH2 2055-01-20 6.000000 0.00 286786.00 19146.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385FLR0 2055-04-20 6.000000 0.00 1587500.00 109153.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385FQG9 2065-04-20 2.178610 0.00 75000000.00 1408875.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385GAL3 2055-05-20 0.678610 0.00 100000000.00 719849.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385GEQ8 2055-05-20 0.050000 0.00 40000000.00 36130.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385GES4 2055-05-20 0.050000 0.00 4000000.00 3842.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385GF53 2055-06-20 0.828610 0.00 100000000.00 989875.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385GFE4 2055-05-20 0.050000 0.00 199356000.00 121425.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385GFG9 2055-05-20 0.050000 0.00 30000000.00 18129.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385GFH7 2055-05-20 0.050000 0.00 175000000.00 105652.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385GFJ3 2055-05-20 0.050000 0.00 350000000.00 211096.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385GFU8 2055-05-20 0.030000 0.00 200000000.00 61447.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385GFV6 2055-05-20 0.050000 0.00 122500000.00 63165.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385GGG8 2055-05-20 6.000000 0.00 321274.00 44816.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385GHB8 2055-05-20 0.778610 0.00 100951220.00 1082634.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385GLM9 2055-01-20 6.000000 0.00 208333.00 13801.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385H7W1 2055-11-20 0.378610 0.00 120000000.00 1274284.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385H8M2 2055-11-20 3.578610 0.00 16200000.00 1425629.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385HE86 2051-01-20 6.000000 0.00 2760625.00 220779.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385HSX6 2049-08-20 5.500000 0.00 2272727.00 203542.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385HUV7 2065-10-20 4.471390 0.00 10000.00 9407.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385HVQ7 2049-10-20 N/A 0.00 24496666.00 95427.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385HVS3 2053-06-20 2.378610 0.00 18781751.00 814869.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385HVT1 2053-03-20 0.100000 0.00 9921161.00 24365.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385HVU8 2054-06-20 6.000000 0.00 423962.00 60650.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385HWQ6 2065-10-20 4.571390 0.00 6000.00 5593.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385HX36 2055-10-20 2.328610 0.00 45250681.00 899113.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385HYC5 2055-10-20 6.000000 0.00 4138855.00 745364.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385JA94 2051-06-20 5.500000 0.00 869757.00 102658.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385JB85 2052-10-20 5.500000 0.00 3936531.00 535049.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385JG80 2055-11-20 6.500000 0.00 1899693.00 317058.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385JK77 2055-11-20 6.000000 0.00 5633013.00 1227247.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385JN90 2055-11-20 6.000000 0.00 6218317.00 859795.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385JWL3 2055-11-20 1.828610 0.00 30000000.00 1301337.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385JXN8 2051-09-20 5.500000 0.00 4545454.00 514583.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385JZZ9 2049-10-20 5.500000 0.00 727272.00 71840.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385KJK7 2055-12-20 0.528610 0.00 100000000.00 1394912.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385KLV0 2065-12-20 1.878610 0.00 25960000.00 639437.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385KPU8 2052-12-20 5.500000 0.00 2272727.00 347331.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385KPY0 2055-12-20 0.050000 0.00 33360446.00 45909.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385KPZ7 2055-12-20 0.020000 0.00 20000000.00 10790.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385KQF0 2043-07-20 0.918610 0.00 8369515.00 262510.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385KQL7 2065-12-20 0.050000 0.00 100000000.00 136363.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385KQR4 2055-12-20 0.578610 0.00 5000000.00 80402.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385KUJ7 2055-12-20 5.500000 0.00 3524522.00 642901.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385KYJ3 2036-07-20 6.000000 0.00 4724937.00 721287.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385L3T3 2056-02-20 2.028610 0.00 36521096.00 1476209.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385LA73 2055-03-20 0.150000 0.00 47642451.00 117007.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385LA81 2055-04-20 0.050000 0.00 46487681.00 38337.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385LB31 2056-01-20 5.500000 0.00 2761428.00 415037.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385LC22 2056-01-20 0.200000 0.00 35965002.00 172670.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385LW38 2053-04-20 5.500000 0.00 5454545.00 806290.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385LZA9 2056-01-20 0.030000 0.00 15000000.00 8499.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385LZB7 2056-01-20 0.230000 0.00 30000000.00 136937.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385LZE1 2066-01-20 0.678610 0.00 30000000.00 377604.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385LZL5 2066-01-20 1.378610 0.00 25000000.00 487908.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385LZM3 2066-01-20 6.000000 0.00 900573.00 870975.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385M4J2 2056-02-20 5.500000 0.00 582727.00 125833.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385M4Z6 2051-12-20 5.500000 0.00 181818.00 24464.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385MB54 2056-02-20 0.678610 0.00 30000000.00 374642.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385MG59 2056-02-20 0.050000 0.00 130000000.00 151876.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385MH41 2056-02-20 0.030000 0.00 80000000.00 51356.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385MH58 2056-02-20 0.050000 0.00 70000000.00 75172.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385MK47 2055-02-20 6.000000 0.00 5907500.00 1121667.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385MM37 2066-02-20 0.125000 0.00 253958.00 1059.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385MM45 2066-02-20 0.050000 0.00 25000000.00 35162.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385MM60 2066-02-20 6.500000 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834625.00 154535.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385NA46 2056-03-20 0.020000 0.00 20000000.00 15243.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385NB29 2056-03-20 0.050000 0.00 30000000.00 57177.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385NB45 2056-03-20 0.030000 0.00 40000000.00 45750.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385NE34 2056-03-20 N/A 0.00 20000000.00 8699.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385NH56 2056-03-20 0.678610 0.00 110000000.00 1428612.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385NJ70 2056-03-20 4.750000 0.00 51000.00 45561.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385NK29 2056-03-20 0.648610 0.00 50000000.00 612153.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385NL28 2056-02-20 4.500000 0.00 954000.00 694552.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385NX41 2055-05-20 6.000000 0.00 6972700.00 882689.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385NYC2 2056-03-20 2.078610 0.00 9200000.00 375651.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385RGG4 2056-04-20 0.060000 0.00 50000000.00 60218.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382XGF6 2050-06-20 1.093920 0.00 4983354.00 168355.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382XGH2 2049-02-20 4.910510 0.00 51721.00 1358.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382XY58 2051-09-20 0.078610 0.00 340000.00 4356.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382Y6S7 2072-12-20 1.228710 0.00 41547073.00 1234768.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382YA60 2072-10-20 1.423960 0.00 50149207.00 287983.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382YCJ0 2071-08-20 0.214140 0.00 15700000.00 296669.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382YGC1 2071-08-20 0.689460 0.00 15000000.00 597174.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382YKW2 2072-01-20 2.669020 0.00 8476000.00 140725.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382YMS9 2072-02-20 0.953060 0.00 5733000.00 208438.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382YQL0 2072-02-20 1.906240 0.00 10924364.00 88608.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382YSZ7 2072-05-20 0.807390 0.00 1540000.00 75267.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382YU84 2068-02-20 N/A 0.00 53010043.00 35904.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382YUM3 2072-06-20 1.958620 0.00 11564324.00 136115.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382YVK6 2072-04-20 0.765090 0.00 24270227.00 1196266.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382YYS6 2071-08-20 0.179150 0.00 86443221.00 107551.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383A5C4 2051-09-20 2.500000 0.00 1000000.00 50756.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383A5X8 2051-09-20 2.000000 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0.00 30000000.00 114257.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383BCP5 2055-09-20 0.050000 0.00 75000000.00 82890.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383BCQ3 2055-09-20 0.100000 0.00 50000000.00 100455.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383BCR1 2055-09-20 0.050000 0.00 100000000.00 111136.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383BCU4 2055-09-20 0.100000 0.00 50000000.00 109447.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383BF80 2055-10-20 0.328610 0.00 50000000.00 463939.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383BGU0 2054-02-20 6.500000 0.00 1424945.00 126029.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383BHK1 2055-09-20 6.500000 0.00 384615.00 56975.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383BLL4 2054-03-20 6.000000 0.00 1125000.00 190768.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383BLT7 2054-10-20 6.000000 0.00 2145371.00 374225.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383BMK5 2052-05-20 6.000000 0.00 5725000.00 542504.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383BMW9 2051-07-20 6.000000 0.00 2916667.00 244913.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383CED8 2051-10-20 2.500000 0.00 900000.00 89661.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383CFL9 2051-10-20 N/A 0.00 63000000.00 378701.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383D6E3 2049-04-20 3.000000 0.00 2194063.00 181310.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383D6F0 2051-10-20 N/A 0.00 1139270.00 383248.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383DFC7 2051-11-20 2.500000 0.00 3234585.00 390238.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383DU30 2051-11-20 2.000000 0.00 18539500.00 494201.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383DU55 2051-11-20 2.000000 0.00 15052750.00 365366.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383F6G3 2052-06-20 N/A 0.00 370000.00 1536.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383FAC7 2051-12-20 N/A 0.00 485000.00 571.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383FBU6 2051-12-20 N/A 0.00 28701143.00 219057.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383FLN1 2051-12-20 N/A 0.00 18500000.00 146421.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383FVH3 2051-12-20 0.178610 0.00 96000000.00 857066.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383FXU2 2051-12-20 2.000000 0.00 16896000.00 1094160.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383FYQ0 2051-12-20 1.500000 0.00 17972333.00 433057.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383FZP1 2051-12-20 2.500000 0.00 14432200.00 854450.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383G3U3 2052-02-20 N/A 0.00 30000000.00 4612.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383GCJ8 2052-01-20 N/A 0.00 118564246.00 645666.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383GE31 2052-01-20 2.500000 0.00 350000.00 18761.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383GG47 2052-01-20 3.000000 0.00 8083332.00 399491.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383GGZ8 2052-01-20 3.000000 0.00 1904166.00 160397.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383GJ69 2052-01-20 N/A 0.00 25000000.00 27648.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383GK26 2052-01-20 N/A 0.00 30000000.00 19030.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383GRM5 2052-01-20 N/A 0.00 100000000.00 301311.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383GYF2 2052-01-20 4.000000 0.00 364517.00 288135.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383HRQ4 2053-01-20 2.628610 0.00 50000000.00 566093.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383K3U4 2074-11-20 0.966980 0.00 4863186.00 190589.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383K4A7 2074-11-20 1.084170 0.00 90530000.00 7209246.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383K5P3 2074-12-20 1.046120 0.00 15460000.00 1087330.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383K7U0 2075-01-20 0.884680 0.00 16970000.00 1017009.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383KB50 2074-06-20 0.979190 0.00 32560000.00 2184056.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383KC59 2074-08-20 1.119980 0.00 1355085.00 114810.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383KF98 2074-08-20 1.007140 0.00 1357119.00 101017.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383KFM9 2073-09-20 0.008180 0.00 77663932.00 336564.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383KG22 2074-08-20 1.065270 0.00 74750000.00 4777605.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383KJD5 2073-11-20 0.888830 0.00 1663185.00 110384.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383KQP0 2074-01-20 1.162670 0.00 6500000.00 555996.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383KU26 2065-12-20 2.139680 0.00 55107567.00 747718.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383KZC9 2074-07-20 1.063660 0.00 1141290.00 94287.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383KZH8 2074-07-20 1.008970 0.00 1000000.00 67310.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383KZR6 2074-07-20 1.042310 0.00 1419028.00 111774.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383LBB5 2050-02-20 2.265910 0.00 850000.00 51720.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383LFQ8 2052-11-20 3.178610 0.00 32000000.00 1064174.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383LKZ2 2052-11-20 0.478610 0.00 25000000.00 90934.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383M3B2 2050-05-20 0.678610 0.00 36390000.00 352590.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383MB98 2052-03-20 N/A 0.00 60000000.00 81555.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383MBM9 2052-02-20 N/A 0.00 10000000.00 34638.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383P7D7 2052-04-20 N/A 0.00 4000000.00 1375018.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383P7U9 2052-04-20 2.574900 0.00 277777.00 7054.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383PBR1 2052-03-20 0.108610 0.00 40315110.00 167616.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384UVS5 2054-08-20 0.100000 0.00 120500000.00 228971.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384UXR5 2064-08-20 0.050000 0.00 20000000.00 11794.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384UXX2 2064-08-20 0.080000 0.00 65000000.00 39659.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384UZ77 2054-03-20 6.000000 0.00 689583.00 13193.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384UZM4 2054-08-20 6.000000 0.00 250000.00 34281.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384UZS1 2038-12-20 5.500000 0.00 2581364.00 1228.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384WCU7 2054-09-20 2.728610 0.00 10000000.00 227060.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384WDY8 2054-09-20 0.050000 0.00 61000000.00 61815.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384WJK2 2054-07-20 6.500000 0.00 649436.00 101557.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384WRZ0 2054-09-20 5.500000 0.00 794909.00 271209.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384WSQ9 2052-05-20 5.500000 0.00 3750545.00 337701.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384XD42 2054-11-20 0.050000 0.00 120000000.00 150893.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384XYJ6 2054-11-20 2.278610 0.00 60000000.00 1300064.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384XYU1 2054-11-20 0.100000 0.00 200000000.00 185781.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384XZD8 2054-11-20 1.578610 0.00 25000000.00 270665.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384YBD2 2054-10-20 0.050000 0.00 9447191.00 9873.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384YBK6 2054-10-20 6.000000 0.00 3750000.00 58738.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384YBP5 2064-10-20 0.150000 0.00 25000000.00 43281.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384YBQ3 2064-10-20 0.050000 0.00 124056268.00 70753.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384YBS9 2064-10-20 0.050000 0.00 124800000.00 70718.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384YBY6 2064-10-20 0.050000 0.00 25000000.00 12154.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384YCE9 2054-10-20 0.030000 0.00 150000000.00 65824.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384YDV0 2054-10-20 1.808610 0.00 10000000.00 341257.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384YPN5 2054-10-20 2.428610 0.00 43658507.00 1510616.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384YW56 2053-05-20 6.000000 0.00 10937784.00 919046.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385BAK6 2054-12-20 1.678610 0.00 25000000.00 587738.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385BBC3 2064-12-20 0.928610 0.00 45000000.00 311820.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385BBD1 2064-12-20 0.100000 0.00 20000000.00 23413.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385BBJ8 2064-12-20 0.050000 0.00 75000000.00 43933.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385BCD0 2064-12-20 0.150000 0.00 25000000.00 26010.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385BCH1 2064-12-20 0.140000 0.00 55000000.00 63862.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385BCJ7 2064-12-20 0.050000 0.00 50000000.00 25605.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385BLW8 2035-11-20 5.500000 0.00 1485455.00 233727.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385CDA3 2054-11-20 2.228610 0.00 39024835.00 1295867.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385CDT2 2055-01-20 0.050000 0.00 100000000.00 71622.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385CEE4 2055-01-20 0.050000 0.00 40000000.00 48533.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385CEU8 2055-01-20 1.578610 0.00 45000000.00 825975.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385CFA1 2055-01-20 1.578610 0.00 50000000.00 1057367.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385CFJ2 2055-01-20 2.328610 0.00 22500000.00 1093356.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385CFM5 2054-11-20 2.228610 0.00 20552847.00 699469.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385CKA5 2054-09-20 6.500000 0.00 826923.00 52001.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385CMH8 2051-03-20 5.500000 0.00 1818182.00 197644.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385CQQ4 2053-09-20 6.500000 0.00 1780935.00 60174.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380JAH1 2059-06-16 0.400450 0.00 39388000.00 205373.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380JBV9 2059-12-16 0.520670 0.00 10270000.00 60092.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380JG93 2057-12-16 0.414580 0.00 839000.00 4133.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380JGF9 2059-09-16 0.620950 0.00 42920000.00 356947.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380JKP2 2060-03-16 0.616400 0.00 63505104.00 391279.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380JNU8 2059-03-16 0.585580 0.00 20000000.00 358000.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380JQL5 2060-03-16 0.591440 0.00 50067180.00 611533.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380KP74 2048-02-20 N/A 0.00 134494000.00 313846.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380L2T9 2069-05-20 2.389070 0.00 23503901.00 205073.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380L4Z3 2070-03-20 2.573500 0.00 4928000.00 50946.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380L7J6 2070-02-20 1.463830 0.00 55270998.00 169713.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LB85 2069-09-20 1.747250 0.00 18261779.00 331726.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LD75 2069-09-20 2.402640 0.00 21965444.00 915070.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LDA8 2068-04-20 2.807490 0.00 50590001.00 823919.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LHZ9 2068-08-20 1.475730 0.00 26187556.00 636181.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LL35 2069-10-20 1.741720 0.00 51548315.00 155709.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LMA8 2068-10-20 1.888680 0.00 20136422.00 132746.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LNF6 2068-06-20 2.369370 0.00 24543000.00 189276.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LNK5 2068-12-20 2.522730 0.00 8990000.00 72379.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LRJ4 2069-03-20 0.826950 0.00 48280052.00 329356.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LWP4 2069-07-20 1.436040 0.00 31851405.00 978896.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LYU1 2069-08-20 2.442260 0.00 6923000.00 65152.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380M2H3 2058-09-16 0.634330 0.00 138465286.00 489318.23 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H3G22 2050-10-25 2.000000 0.00 9368625.00 310391.75 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H3G48 2051-04-25 1.500000 0.00 1941667.00 57861.08 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H3J86 2051-04-25 1.500000 0.00 5582999.00 166371.66 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H3J94 2051-09-25 2.000000 0.00 1069375.00 32797.75 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H3JL7 2050-10-25 2.000000 0.00 2067500.00 75174.72 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H4B25 2051-08-25 0.664789 0.00 400000.00 104071.37 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H4FP0 2045-10-25 0.117890 0.00 7240773.00 162519.13 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H4K41 2051-12-25 2.000000 0.00 4544250.00 277451.86 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H4RP7 2051-12-25 0.083920 0.00 22038475.00 131954.76 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H53N5 2051-12-25 4.000000 0.00 1000000.00 559363.01 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H54U8 2051-11-25 2.000000 0.00 3756000.00 157585.52 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H6GL3 2049-11-25 3.500000 0.00 135714.00 8391.67 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H6KD6 2052-02-25 N/A 0.00 240000.00 1460.46 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H74E0 2032-04-25 0.389396 0.00 180000000.00 3811769.46 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H7ZD8 2032-06-25 0.230793 0.00 107116213.00 1468412.35 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H7ZE6 2049-06-25 3.564487 0.00 1250000.00 217500.51 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H8RY9 2052-08-25 N/A 0.00 10746342.00 9.10 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H8SB8 2052-08-25 4.000000 0.00 2180131.00 1459343.99 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H8VL2 2052-09-25 5.500000 0.00 29310470.00 7918799.21 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H94U0 2052-10-25 5.500000 0.00 10000000.00 3923921.14 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HAA71 2055-01-25 2.556619 0.00 974273.00 460629.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378NEU3 2046-02-16 1.008000 0.00 1840000.00 1203.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378NF99 2055-09-16 0.585840 0.00 7250000.00 36092.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378NHY2 2055-01-16 0.010870 0.00 160000000.00 3192.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378NJF1 2055-06-16 N/A 0.00 174273490.00 209.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378NJT1 2053-09-16 0.580840 0.00 70404789.00 153050.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378NK51 2048-02-16 0.169800 0.00 32327393.00 5030.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378NTF0 2046-10-16 0.027300 0.00 186970000.00 1645.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378NXK4 2048-06-16 0.059630 0.00 150896202.00 11982.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378PMK1 2043-12-20 2.265910 0.00 24000000.00 113886.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378U6A0 2043-11-20 2.365910 0.00 13861142.00 12997.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378U8K6 2064-12-20 1.950990 0.00 3154000.00 10427.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378UGA9 2042-11-20 0.955770 0.00 32519064.00 52800.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378VHU2 2043-02-20 2.415910 0.00 43933666.00 54893.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378WSM6 2043-01-20 4.500000 0.00 4444444.00 8438.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378X2M2 2057-01-16 0.487870 0.00 244000.00 558.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378X6G1 2054-11-16 0.193330 0.00 15280000.00 13222.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378XAQ4 2054-05-16 0.105220 0.00 44160000.00 19323.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378XCY5 2054-06-16 0.136880 0.00 10110000.00 8.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378XD32 2055-11-16 0.246130 0.00 40670000.00 53239.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378XJ85 2056-04-16 0.485150 0.00 4500000.00 7494.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378XLU3 2054-11-16 0.879720 0.00 1315000.00 3497.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378XR94 2056-05-16 0.547950 0.00 5915000.00 23161.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378XRQ6 2055-02-16 N/A 0.00 89505099.00 95.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378XSQ5 2055-01-16 0.119920 0.00 67275564.00 31429.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378XUN9 2055-05-16 0.174610 0.00 2369000.00 1112.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378XW72 2054-08-16 0.355450 0.00 53026847.00 13546.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378XW80 2046-04-16 0.849990 0.00 271506813.00 46101.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378YD89 2044-01-16 2.380360 0.00 81620726.00 351218.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378YT25 2053-09-16 0.705360 0.00 212570560.00 92189.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379AQG8 2029-02-20 4.000000 0.00 26831725.00 318.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379B3Q9 2029-07-20 1.371400 0.00 73086544.00 867.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379BRW0 2043-09-20 2.315910 0.00 72207000.00 74752.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379BT65 2029-05-20 4.000000 0.00 11049609.00 12075.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379BTX6 2043-09-20 4.500000 0.00 25616000.00 58415.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379FE47 2041-07-16 3.500000 0.00 25579804.00 1963.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379FFB0 2045-04-16 4.000000 0.00 1000000.00 28480.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379FY52 2034-10-16 2.280360 0.00 11167583.00 2101.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379G7D3 2044-11-20 3.500000 0.00 17360904.00 63808.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379GUD7 2029-10-20 3.500000 0.00 738000.00 892.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379H3J2 2045-01-20 1.815910 0.00 59403599.00 338106.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379K3S5 2057-07-16 0.244100 0.00 2689000.00 4096.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379KAJ7 2056-07-16 0.746100 0.00 125239007.00 952751.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379KAT5 2057-01-16 0.291620 0.00 5831000.00 10981.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379KEL8 2056-09-16 0.160330 0.00 18723000.00 2331.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379KG44 2057-06-16 0.493440 0.00 23000000.00 94532.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379KHJ0 2050-02-16 0.717740 0.00 288270000.00 119527.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379KJU3 2056-10-16 0.354200 0.00 276832000.00 735285.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379KLF3 2055-02-16 0.013070 0.00 155389291.00 5181.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379KLQ9 2055-05-16 N/A 0.00 85000000.00 61.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379KUR7 2054-11-16 0.151800 0.00 65000000.00 30983.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379KV54 2057-09-16 0.366860 0.00 2873000.00 568.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379KYD4 2056-10-16 0.341230 0.00 657000.00 30.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379KZT8 2055-04-16 0.148480 0.00 15248565.00 15530.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379LAR7 2040-06-20 2.505060 0.00 17909885.00 79399.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379R2G7 2059-02-16 0.544010 0.00 125765018.00 1274036.86 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137B1C83 2028-04-15 2.500000 0.00 3899999.00 800.49 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137B1CL4 2028-04-15 3.000000 0.00 16703515.00 4665.07 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137B1X49 2028-05-15 3.000000 0.00 14987288.00 3351.23 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137B23M0 2028-05-15 3.500000 0.00 11077125.00 1452.03 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137B25R7 2028-05-15 2.500000 0.00 8000000.00 2354.49 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137B2KM1 2028-06-15 2.500000 0.00 6600000.00 1471.91 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137B4A30 2027-06-15 3.500000 0.00 2300000.00 34.01 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137B6EL1 2043-12-15 3.000000 0.00 100000.00 93509.84 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137B7QF9 2044-02-15 3.000000 0.00 100000.00 88779.32 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137B7QQ5 2043-04-15 4.000000 0.00 100000.00 0.46 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137B7UW7 2043-10-15 5.500000 0.00 7974587.00 67352.82 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137B9DA0 2044-03-15 3.000000 0.00 100000.00 79106.25 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137B9FH3 2029-03-15 3.500000 0.00 12471428.00 12849.60 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137B9PA7 2043-11-15 4.500000 0.00 19622220.00 5415.61 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BAJ86 2029-05-15 3.500000 0.00 12514215.00 2007.59 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BBC24 2043-01-15 2.000000 0.00 500000.00 570977.84 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BBCC2 2027-06-15 3.000000 0.00 13180042.00 462.68 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BLR59 2044-06-15 5.000000 0.00 3700300.00 1919.81 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BQUW5 2045-12-15 4.500000 0.00 43363802.00 360304.01 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F1QD3 2047-07-15 0.210130 0.00 87729140.00 391296.26 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F62P1 2030-09-25 0.941083 0.00 45392838.00 1461456.16 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F6GV3 2030-09-25 0.912269 0.00 2368000.00 73813.82 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F83S0 2030-10-25 1.008819 0.00 1587000.00 52981.60 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F8ZX4 2030-12-25 0.756961 0.00 2000000.00 53933.59 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FA6H6 2047-06-15 4.000000 0.00 2724812.00 43319.23 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FBUA2 2044-10-25 1.996238 0.00 224832.00 5486.47 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FDK68 2045-09-15 4.000000 0.00 13582636.00 11580.21 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FFHC4 2051-03-25 2.500000 0.00 200000.00 20860.12 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FFXM4 2031-01-25 0.305371 0.00 6230000.00 71839.00 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FKKQ8 2033-11-25 0.123316 0.00 44717000.00 295864.57 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FLMX9 2029-02-25 0.704767 0.00 14000000.00 230406.61 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FP2H7 2049-10-25 3.500000 0.00 8567142.00 260638.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385RGZ2 2053-03-20 6.000000 0.00 2697083.00 324633.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385RHJ7 2056-04-20 0.110000 0.00 50000000.00 142859.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385RJC0 2051-12-20 5.500000 0.00 1136363.00 179580.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385RJL0 2066-04-20 0.150000 0.00 20000000.00 99719.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385RLK9 2054-06-20 6.000000 0.00 2083333.00 267670.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385RVM4 2056-04-20 1.208610 0.00 52000000.00 1401242.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385SLE1 2056-05-20 0.050000 0.00 20000000.00 25449.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385SLQ4 2056-05-20 5.500000 0.00 1616000.00 1392673.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385SLX9 2052-11-20 5.500000 0.00 2272727.00 392706.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385SLY7 2056-05-20 1.328610 0.00 15000000.00 597761.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385SMH3 2056-05-20 5.500000 0.00 1579160.00 1373991.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385SMR1 2052-01-20 5.500000 0.00 1136363.00 178557.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385SMV2 2056-05-20 0.020000 0.00 50000000.00 18742.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385SPG2 2056-05-20 5.500000 0.00 4545454.00 821591.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385THG9 2051-03-20 5.500000 0.00 1136363.00 143262.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385THU8 2056-06-20 0.050000 0.00 80000000.00 119047.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385TJB8 2056-06-20 6.000000 0.00 5030166.00 943544.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385TJC6 2056-06-20 5.000000 0.00 181000.00 163774.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385TJT9 2055-04-20 6.500010 0.00 5173185.00 812524.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385TMV0 2052-09-20 5.500000 0.00 2508727.00 469606.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385WAE4 2051-04-20 5.500000 0.00 1704545.00 276130.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385WAN4 2056-07-20 0.253150 0.00 16666667.00 234522.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385WAS3 2056-07-20 N/A 0.00 200000.00 39.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385WBF0 2066-07-20 1.318210 0.00 50000000.00 1100939.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385WBU7 2056-07-20 N/A 0.00 258825.00 51.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385WEE0 2056-07-20 6.500000 0.00 5030.00 5139.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385WHQ0 2055-10-20 6.000000 0.00 250000.00 54238.50 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FTEC7 2042-08-25 0.377217 0.00 9719789.00 57715.14 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FWHV5 2030-07-25 1.401990 0.00 1411000.00 62255.18 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FWJ92 2030-06-25 1.120332 0.00 88898767.00 3154743.74 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FWMZ0 2050-10-25 N/A 0.00 350000.00 2500.15 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FXZ50 2031-01-25 0.313777 0.00 49886810.00 538107.96 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GCCH4 2055-07-25 0.891063 0.00 245000000.00 3430495.63 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H0BU1 2051-05-25 1.500000 0.00 1433333.00 32166.35 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H0DK1 2050-01-25 2.000000 0.00 8669750.00 234288.26 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H0EP9 2050-03-25 1.500000 0.00 3386667.00 90574.77 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H0H76 2031-01-25 1.915720 0.00 70000000.00 4003328.49 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H1FN1 2051-07-25 N/A 0.00 4000000.00 491.26 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H1LH7 2051-06-25 1.500000 0.00 3582500.00 85025.65 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H1NH5 2051-08-25 N/A 0.00 35000000.00 54813.36 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H1TW6 2049-04-25 1.500000 0.00 7208741.00 118698.68 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H1VQ6 2049-04-25 1.500000 0.00 6312704.00 103902.80 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H1VZ6 2050-08-25 1.500000 0.00 1355833.00 25839.16 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H1W93 2050-08-25 1.500000 0.00 1000000.00 19020.25 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H2JH8 2051-07-25 2.000000 0.00 23225500.00 1376953.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379R4C4 2058-10-16 0.687510 0.00 50699000.00 571420.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379R4P5 2059-02-16 0.485260 0.00 21567000.00 129044.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379R5L3 2059-01-16 0.477010 0.00 10000000.00 86849.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379R5W9 2057-04-16 0.493720 0.00 7837000.00 29291.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379RAJ2 2057-09-16 0.433950 0.00 3360000.00 12646.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379RG31 2058-08-16 0.591880 0.00 42490345.00 526104.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379RG98 2057-04-16 0.175200 0.00 39705000.00 42018.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379RJU8 2056-11-16 0.722690 0.00 33180300.00 223178.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379RN82 2059-05-16 0.478800 0.00 98900000.00 730305.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379RNC3 2058-08-16 0.736590 0.00 11295000.00 79245.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379RPH0 2058-07-16 0.488360 0.00 42818289.00 159139.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379RQ22 2056-12-16 0.655460 0.00 124450000.00 418977.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379RSQ7 2059-05-16 0.687280 0.00 35563000.00 251499.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379RSY0 2058-12-16 0.558240 0.00 10000000.00 119905.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379RUE1 2059-05-16 0.634530 0.00 27650000.00 217986.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UWV8 2066-04-20 1.940040 0.00 50000000.00 225856.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UY79 2067-11-20 2.384030 0.00 9100000.00 46813.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UYV6 2067-04-20 2.093220 0.00 13312000.00 59516.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376G5V8 2046-09-16 N/A 0.00 194494000.00 144.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376GDW7 2052-03-16 N/A 0.00 200000000.00 42338.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376GFJ4 2051-11-16 N/A 0.00 252124239.00 46.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376GHA1 2051-11-16 N/A 0.00 41268846.00 5.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376GL32 2053-04-16 0.530140 0.00 41255000.00 5721.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376GQL7 2052-06-16 0.398180 0.00 303515873.00 17809.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376GRM4 2052-03-16 N/A 0.00 200000000.00 4.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376GRU6 2050-03-16 N/A 0.00 290558680.00 2.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376GTH3 2050-05-16 0.300000 0.00 49244404.00 1314.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376GTT7 2052-06-16 0.010200 0.00 24000000.00 48.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376GUU2 2053-04-16 N/A 0.00 25000000.00 5.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376GY87 2051-04-16 N/A 0.00 210603879.00 179.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376GZQ6 2052-11-16 N/A 0.00 50000000.00 9338.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376MAW7 2043-06-16 2.330360 0.00 19801000.00 10789.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376MET0 2047-02-16 2.280360 0.00 885000.00 22983.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376MEW3 2044-01-20 3.500000 0.00 30406879.00 144616.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376R5F9 2067-05-20 0.803830 0.00 41106136.00 15474.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376R7A8 2067-09-20 2.009990 0.00 1890000.00 33210.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RA48 2066-10-20 2.655750 0.00 40081161.00 89552.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RA63 2066-10-20 2.739240 0.00 2828000.00 16705.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RAQ9 2065-04-20 1.970790 0.00 2643000.00 11774.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RCL8 2065-06-20 2.168480 0.00 6434000.00 39101.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RFK7 2065-08-20 2.540500 0.00 1036000.00 5309.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RJ80 2066-09-20 2.014940 0.00 208000.00 2337.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RJH0 2065-10-20 2.341330 0.00 1157000.00 4390.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RJW7 2065-10-20 2.395900 0.00 9026000.00 44264.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RJY3 2065-10-20 1.709840 0.00 9850000.00 40213.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RKB1 2065-10-20 1.848090 0.00 22838000.00 81802.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RLY0 2065-09-20 2.094880 0.00 19007000.00 7177.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RNT9 2065-12-20 1.835070 0.00 3636000.00 1190.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RQ41 2066-12-20 2.536350 0.00 62614494.00 361800.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RQ66 2066-12-20 2.577350 0.00 36772864.00 246840.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RQY5 2065-07-20 2.363320 0.00 947000.00 997.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RRK4 2066-02-20 0.162910 0.00 58002227.00 229.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RS31 2067-01-20 2.546600 0.00 1497000.00 21497.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RTD8 2066-03-20 4.585710 0.00 5000000.00 393102.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RV78 2067-02-20 2.394960 0.00 47207427.00 213942.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RWN2 2066-07-20 2.591100 0.00 18947000.00 58075.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RXG6 2066-08-20 2.194380 0.00 50000001.00 203153.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RY34 2067-02-20 1.445370 0.00 121565875.00 223574.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RY42 2067-03-20 1.964150 0.00 22783581.00 101550.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RZE9 2066-08-20 1.683760 0.00 96882694.00 141707.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RZM1 2066-09-20 2.546550 0.00 4585000.00 15130.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376T5F5 2060-01-20 1.736610 0.00 35000000.00 36422.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376WR56 2040-03-20 4.500000 0.00 9820000.00 64515.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38377EX90 2060-04-20 2.708510 0.00 12830316.00 116.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38377JPL1 2039-03-20 5.000080 0.00 3000000.00 54.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38377RVE2 2040-12-20 2.235910 0.00 5970310.00 49287.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38377YK66 2026-10-16 4.000000 0.00 900000.00 0.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378B2G3 2053-01-16 0.346210 0.00 50710000.00 71313.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378B2Q1 2054-01-16 0.693900 0.00 10010000.00 39075.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378B2X6 2052-11-16 0.427450 0.00 60000000.00 57644.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378B3G2 2054-04-16 0.501770 0.00 14686909.00 19638.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378B5H8 2054-02-16 0.575510 0.00 151310000.00 231650.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378BAF6 2051-10-16 N/A 0.00 2000000.00 1.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378BB57 2052-08-16 0.258350 0.00 31600000.00 16298.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378BBB4 2046-01-16 N/A 0.00 16751815.00 2108.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378BE47 2053-01-16 0.640000 0.00 132320000.00 296988.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378BF61 2053-02-16 0.103290 0.00 176495000.00 54324.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378BH28 2053-10-16 0.000280 0.00 17200000.00 21.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378BJ42 2053-10-16 N/A 0.00 225456174.00 275.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378BN62 2053-02-16 0.159440 0.00 7233000.00 9792.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378BQ77 2051-12-16 0.598170 0.00 41095000.00 81048.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378BQJ1 2053-04-16 0.187160 0.00 90888774.00 39633.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378BQY8 2052-06-16 N/A 0.00 45000000.00 18.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378BR92 2054-04-16 0.146520 0.00 45683000.00 24062.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378BRQ4 2052-04-16 N/A 0.00 51507067.00 28.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378BTK5 2047-03-16 0.908810 0.00 35100000.00 2178.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378BVA4 2053-02-16 0.098810 0.00 17467174.00 6036.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378BWM7 2053-03-16 0.419880 0.00 8648000.00 7153.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378BYJ2 2053-12-16 N/A 0.00 24000000.00 4.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384H5H7 2054-01-20 0.050000 0.00 9821002.00 24957.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384HYN2 2054-01-20 1.928610 0.00 10000000.00 247169.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384HYQ5 2054-01-20 2.128610 0.00 35000000.00 1013338.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384HYT9 2054-01-20 1.578610 0.00 10000000.00 192345.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384HYU6 2054-01-20 6.500000 0.00 323076.00 42626.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384HYY8 2054-01-20 6.000000 0.00 2500000.00 309600.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384HZE1 2054-01-20 3.378610 0.00 50000000.00 1060312.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384HZS0 2054-01-20 6.000000 0.00 1666666.00 19805.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384JC44 2054-02-20 7.500000 0.00 38021202.00 1337441.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384JJH8 2064-02-20 3.228610 0.00 90000000.00 1184464.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384JJK1 2054-02-20 6.500000 0.00 576923.00 93485.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384JKH6 2054-02-20 6.500000 0.00 1538461.00 162859.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384JKK9 2054-02-20 6.500000 0.00 576922.00 61186.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384JKV5 2054-02-20 6.500000 0.00 461538.00 62538.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384JLA0 2054-02-20 6.500000 0.00 1461536.00 154490.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384JLP7 2054-02-20 1.578610 0.00 30000000.00 827952.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385CRS9 2055-01-20 6.500000 0.00 1353846.00 76812.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385CRZ3 2052-11-20 6.500000 0.00 1534615.00 24767.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385DAQ9 2054-02-20 0.928610 0.00 50000000.00 435294.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385DAR7 2055-02-20 0.130000 0.00 250000000.00 219454.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385DAS5 2055-02-20 0.100000 0.00 30000000.00 20242.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385DAT3 2055-02-20 0.020000 0.00 100000000.00 13224.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385DAU0 2055-02-20 0.040000 0.00 25000000.00 6638.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385DCQ7 2055-02-20 0.050000 0.00 50000000.00 23215.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385DDQ6 2055-02-20 6.000000 0.00 1400000.00 913143.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385DEX0 2055-02-20 1.628610 0.00 64166296.00 1370631.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385DFQ4 2065-02-20 0.050000 0.00 200000000.00 129928.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385DJK3 2055-02-20 6.000000 0.00 2500000.00 385106.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385ENW0 2065-03-20 1.678610 0.00 110666666.00 1232708.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385EQY3 2036-02-20 6.000000 0.00 1383375.00 268693.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385ESY1 2053-06-20 6.500000 0.00 1611586.00 239230.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385ETF1 2035-12-20 5.500000 0.00 1180189.00 207907.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385EXB5 2055-02-20 6.000000 0.00 293750.00 18473.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385FAW1 2055-04-20 0.120000 0.00 21330000.00 45818.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385FAY7 2055-04-20 0.020000 0.00 20000000.00 7294.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385FBD2 2055-04-20 1.678610 0.00 30000000.00 933788.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385FBN0 2055-04-20 1.578610 0.00 50000000.00 1457681.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385FBP5 2055-04-20 1.778610 0.00 30000000.00 993064.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385FBQ3 2055-04-20 0.100000 0.00 30000000.00 82258.98 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. 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38375G2K6 2027-08-20 2.500000 0.00 25011927.00 811.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375U3K4 2068-01-20 2.360920 0.00 2659000.00 29826.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375U5K2 2068-01-20 2.634260 0.00 21066040.00 414036.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UM72 2067-10-20 2.197260 0.00 500000.00 3004.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UMW7 2064-07-20 1.579140 0.00 67120667.00 70627.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UPZ7 2064-10-20 1.541800 0.00 1183000.00 2984.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UQL7 2064-09-20 1.495910 0.00 1500000.00 1788.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UU73 2067-10-20 2.222900 0.00 19428364.00 61345.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UUY4 2065-03-20 1.952550 0.00 80000000.00 203774.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UVN7 2065-03-20 1.973400 0.00 46268225.00 209636.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UWS5 2066-04-20 2.026390 0.00 9000000.00 46349.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385FBV2 2065-04-20 1.278610 0.00 50000000.00 922125.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385FCL3 2055-04-20 0.528610 0.00 40000000.00 256594.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385FCP4 2055-04-20 0.750000 0.00 27111106.00 218485.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385FCR0 2055-04-20 0.150000 0.00 20000000.00 27666.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385FDM0 2055-04-20 0.858610 0.00 40000000.00 608203.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385FDP3 2055-04-20 0.050000 0.00 21000000.00 27753.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385FDW8 2055-04-20 0.100000 0.00 20000000.00 65191.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385FEB3 2055-04-20 0.090000 0.00 100000000.00 160626.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381QC58 2065-08-20 0.050000 0.00 205215842.00 174265.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381QE31 2050-08-20 5.500000 0.00 1681818.00 141653.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381QF22 2052-01-20 5.500000 0.00 432640.00 42730.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381QFL0 2052-04-20 6.000000 0.00 9375000.00 154998.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381QG88 2065-03-20 6.500000 0.00 8414430.00 720410.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381QMQ1 2049-04-20 5.500000 0.00 2869870.00 252522.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381QN31 2055-08-20 6.500000 0.00 1455884.00 284594.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381QQ95 2055-08-20 7.000000 0.00 737795.00 12302.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381QS85 2055-08-20 6.000000 0.00 1083333.00 151606.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381QU58 2055-01-20 6.000000 0.00 3775039.00 513364.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381QWQ0 2055-08-20 5.500000 0.00 1272727.00 877650.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381QWT4 2065-08-20 0.050000 0.00 175000000.00 203920.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381QWU1 2065-08-20 0.050000 0.00 25000000.00 29151.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381QXG1 2055-08-20 0.050000 0.00 80000000.00 86345.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381QXQ9 2052-04-20 6.000000 0.00 4687500.00 442084.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381QXV8 2055-08-20 0.050000 0.00 20000000.00 22522.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381QXZ9 2055-08-20 0.110000 0.00 21147941.00 46354.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381QYB1 2055-08-20 0.060000 0.00 100000000.00 200608.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381QYF2 2065-08-20 0.050000 0.00 75000000.00 103513.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381RGP8 2049-02-20 2.265910 0.00 48182959.00 1198391.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381UBG6 2054-01-20 6.000000 0.00 1666666.00 243233.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381UCJ9 2065-08-20 2.328610 0.00 47438278.00 1072615.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381UW32 2055-09-20 1.078610 0.00 42314319.00 1043921.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381VKT6 2049-05-20 0.065910 0.00 45000000.00 93474.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381VKZ2 2049-05-20 2.315910 0.00 1698000.00 35260.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381VTF7 2049-05-20 N/A 0.00 30000000.00 9950.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381WAJ7 2049-06-20 2.315910 0.00 18715770.00 383546.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381WQ84 2049-07-20 4.500000 0.00 5371079.00 259738.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381YD84 2043-10-16 4.000000 0.00 4155500.00 135571.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382AAJ4 2049-10-20 2.215910 0.00 1704000.00 80181.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382AKA2 2048-02-20 1.184160 0.00 2521085.00 6527.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382AU94 2049-11-20 5.500000 0.00 26119212.00 966655.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382BCB7 2049-12-20 4.500000 0.00 28907790.00 1261853.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382C2M2 2050-03-20 3.000000 0.00 8333333.00 132911.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382C4E8 2050-04-20 0.165910 0.00 75000000.00 223072.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382DMQ9 2045-08-20 1.915910 0.00 15486249.00 289701.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382EDT1 2050-04-20 3.500000 0.00 200000.00 20871.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382FFA7 2050-05-20 4.500000 0.00 4569062.00 182498.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382FJH8 2050-05-20 N/A 0.00 65373689.00 153672.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382HA34 2050-08-20 0.415910 0.00 5500000.00 95777.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382HPN4 2044-01-20 1.375950 0.00 58785697.00 860557.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382K2M4 2050-01-20 4.500000 0.00 21421581.00 1095487.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382KCC5 2050-10-20 N/A 0.00 1599000.00 15833.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382KV75 2050-11-20 N/A 0.00 22752607.00 91921.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382KVG5 2050-10-20 N/A 0.00 5197000.00 33071.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382KVK6 2050-10-20 N/A 0.00 7900000.00 76811.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382LS51 2050-12-20 2.000000 0.00 220000.00 15124.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382LVA6 2037-01-20 6.000000 0.00 9536654.00 429092.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382MGE3 2050-12-20 2.515910 0.00 100000.00 6892.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382MRL5 2050-06-20 2.500000 0.00 5373900.00 375679.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382NAB3 2051-01-20 N/A 0.00 835000.00 3242.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382PNF5 2051-03-20 2.000000 0.00 150000.00 12079.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382PU75 2051-03-20 2.000000 0.00 1750000.00 112316.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382QCY4 2051-03-20 3.000000 0.00 1500000.00 136819.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382QVV9 2051-05-20 1.500000 0.00 583333.00 26273.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382QWF3 2051-05-20 N/A 0.00 600000.00 1540.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382QXL9 2051-05-20 N/A 0.00 52650000.00 599192.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382QXM7 2051-05-20 N/A 0.00 3406000.00 33876.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382QXS4 2051-03-20 2.020790 0.00 15866343.00 463698.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382QYR5 2051-03-20 2.500000 0.00 391758.00 88769.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382RC30 2051-04-20 2.000000 0.00 12984250.00 455091.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382RF52 2051-04-20 2.000000 0.00 15440000.00 512370.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382T4P6 2051-05-20 2.500000 0.00 800000.00 49461.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382TD43 2051-06-20 N/A 0.00 18337137.00 2457.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382UCS8 2050-02-20 3.000000 0.00 63937.00 16507.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382UP21 2050-06-20 0.829200 0.00 4283780.00 118383.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382UQ95 2049-09-20 1.672770 0.00 6994179.00 60382.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382UR86 2051-06-20 2.500000 0.00 376108.00 81995.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382URD5 2051-06-20 N/A 0.00 6235000.00 2445.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382UVZ1 2051-06-20 0.178610 0.00 47979314.00 579573.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383PBY6 2052-03-20 5.500000 0.00 4206831.00 307974.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383PCH2 2052-03-20 5.500000 0.00 2144825.00 73392.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383PCL3 2052-03-20 6.000000 0.00 3691254.00 246765.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383PNJ6 2052-03-20 N/A 0.00 57915422.00 300729.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383PNQ0 2050-12-20 N/A 0.00 10000000.00 330.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383PSD4 2052-03-20 N/A 0.00 35701084.00 87759.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383PYP0 2051-01-20 3.000000 0.00 8333333.00 523598.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383RA56 2052-05-20 N/A 0.00 20000000.00 60973.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383RD87 2051-12-20 2.000000 0.00 361925.00 70001.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383RNZ6 2051-09-20 N/A 0.00 20000000.00 3544.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383RSH1 2051-12-20 4.500000 0.00 1523506.00 111626.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383RWA1 2052-04-20 N/A 0.00 101829622.00 696048.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383TTH6 2052-06-20 N/A 0.00 65000000.00 220999.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383UWV8 2052-08-20 0.298610 0.00 12000000.00 118846.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383WC46 2053-03-20 2.478610 0.00 25000000.00 435607.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383WFT8 2052-07-20 3.000000 0.00 5000000.00 167615.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383WN69 2053-03-20 6.000000 0.00 3333333.00 244823.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383WRY4 2053-03-20 2.678610 0.00 54572337.00 932168.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383XM27 2053-04-20 6.500000 0.00 461538.00 41663.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383XM68 2053-04-20 1.828610 0.00 15000000.00 288060.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383XQ23 2051-04-20 3.500000 0.00 568005.00 59318.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383XR97 2053-04-20 6.500000 0.00 307692.00 25439.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383Y4R0 2052-10-20 2.578610 0.00 29166665.00 1325868.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383YQV7 2052-09-20 5.500000 0.00 9234390.00 437459.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383YR87 2052-10-20 0.528610 0.00 77218098.00 1166652.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383YYT3 2052-09-20 0.128610 0.00 15000000.00 183174.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383YZB1 2052-09-20 2.378610 0.00 5190000.00 290298.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384A3B7 2050-09-20 3.028610 0.00 215000.00 21192.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384AQU0 2053-05-20 6.500000 0.00 1538461.00 139233.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384AQV8 2053-05-20 6.500000 0.00 115384.00 10695.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384ASG9 2049-01-20 4.000000 0.00 63366.00 7494.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384AW41 2073-06-20 1.011540 0.00 18500000.00 1129825.74 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HAHA7 2053-09-25 2.123920 0.00 51704846.00 1872700.98 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HALE4 2053-09-25 2.083920 0.00 30769235.00 737859.10 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HAXL5 2053-11-25 7.000000 0.00 357141.00 22517.29 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HBE67 2054-01-25 7.500000 0.00 898802.00 30575.23 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HBFT6 2054-01-25 2.783920 0.00 15000000.00 339842.50 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HBFU3 2054-01-25 2.033669 0.00 29850000.00 465341.88 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HBJK1 2054-02-25 2.743920 0.00 34548839.00 762349.56 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HBKK9 2054-02-25 6.000000 0.00 1997638.00 171810.36 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HBLE2 2053-09-25 5.000000 0.00 1000000.00 1059434.70 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HBP99 2033-12-25 0.369637 0.00 122750000.00 3282718.35 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HBW75 2054-03-25 6.500000 0.00 7301500.00 746443.25 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HBW91 2054-03-25 6.500000 0.00 28277076.00 3626714.39 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HBWC4 2054-03-25 2.083920 0.00 59474698.00 1357629.53 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HBWD2 2054-03-25 1.533920 0.00 25000000.00 337307.46 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HBWF7 2054-03-25 2.733920 0.00 30254955.00 728963.17 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HBWG5 2054-03-25 6.500000 0.00 184615.00 15423.94 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HCE40 2054-04-25 2.883920 0.00 75000000.00 1070685.42 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HCGA4 2054-04-25 0.050000 0.00 87654791.00 45885.83 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HCGB2 2054-04-25 0.050000 0.00 5000000.00 2617.42 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HCGF3 2054-04-25 3.533920 0.00 43000000.00 1918464.94 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HCJZ6 2054-04-25 0.100000 0.00 52441115.00 32028.12 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HCK35 2054-04-25 0.200000 0.00 15000000.00 45270.27 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HCK43 2054-04-25 0.100000 0.00 1000000.00 1308.43 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HCQS4 2054-05-25 1.733920 0.00 25000000.00 386419.47 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. 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S6XOOCT0IEG5ABCC6L87 3137AHVF2 2040-02-15 3.380260 0.00 300000.00 32062.99 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137AQA40 2041-08-15 2.910130 0.00 34114911.00 38412.55 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137AQG85 2027-05-15 3.500000 0.00 35038180.00 1136.49 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137ARF27 2027-06-15 3.500000 0.00 17193615.00 314.51 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137ATCB6 2027-08-15 4.000000 0.00 41266071.00 59.66 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137ATCE0 2027-08-15 2.500000 0.00 14590983.00 1349.62 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137ATHP0 2027-08-15 3.000000 0.00 1883562.00 163.19 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137ATSK9 2027-09-15 3.500000 0.00 13542857.00 1215.47 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137AULL1 2027-09-15 4.000000 0.00 25304885.00 361.78 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137AUUN7 2032-10-15 3.500000 0.00 1000000.00 4200.22 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BA3H5 2043-06-25 0.215552 0.00 10000000.00 717181.57 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BA3J1 2043-06-25 0.581795 0.00 10617723.00 110310.64 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BARQ9 2027-08-25 1.360000 0.00 105056777.00 49253.35 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BAS21 2050-07-25 2.000000 0.00 100000.00 67453.68 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BASJ4 2032-12-25 1.211650 0.00 95500000.00 3003833.95 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BBBW1 2034-09-25 1.304150 0.00 5600000.00 215769.17 Agency Collateralized 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Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CFJ5 2029-08-31 3.125000 0.00 8615000.00 8437044.49 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CGH8 2028-01-31 3.500000 0.00 1100.00 1088.57 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CGP0 2028-02-29 4.000000 0.00 999000.00 1012286.13 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CGW5 2028-04-15 1.250000 0.00 1000.00 1098.87 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CHE4 2028-05-31 3.625000 0.00 3847000.00 3829106.32 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CJA0 2028-09-30 4.625000 0.00 3212200.00 3285896.44 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CJC6 2026-10-15 4.625000 0.00 2000000.00 2030156.35 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CJX0 2031-01-31 4.000000 0.00 200.00 197.01 U.S. Treasuries (including strips) 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0.00 200.00 199.48 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CRB9 2028-07-31 4.250000 0.00 6429900.00 6432407.66 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 9128337V6 2034-05-15 N/A 0.00 8045080.42 5613060.65 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFW 912797UH8 2026-09-24 N/A 0.00 900.00 894.97 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFW 912797UZ8 2026-11-19 N/A 0.00 1200.00 1186.27 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810FD5 2028-04-15 3.625000 0.00 449300.00 958381.89 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810PX0 2038-05-15 4.500000 0.00 1000.00 987.62 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810QC5 2039-08-15 4.500000 0.00 100.00 98.31 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810QH4 2040-05-15 4.375000 0.00 3692000.00 3512288.99 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810QW1 2042-05-15 3.000000 0.00 311900.00 242239.68 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810QY7 2042-11-15 2.750000 0.00 100.00 74.07 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810RD2 2043-11-15 3.750000 0.00 1200.00 1012.29 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810RG5 2044-05-15 3.375000 0.00 900.00 715.27 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810RJ9 2044-11-15 3.000000 0.00 998800.00 742955.55 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810RN0 2045-08-15 2.875000 0.00 1300.00 946.18 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810RR1 2046-02-15 1.000000 0.00 26924700.00 26910311.45 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810RV2 2047-02-15 3.000000 0.00 5001000.00 3649814.35 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SC3 2048-05-15 3.125000 0.00 100.00 72.81 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SF6 2049-02-15 3.000000 0.00 200.00 142.68 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SH2 2049-05-15 2.875000 0.00 1100.00 755.86 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SL3 2050-02-15 2.000000 0.00 500.00 283.13 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SX7 2051-05-15 2.375000 0.00 8934500.00 5388034.48 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TF5 2042-02-15 2.375000 0.00 100.00 71.60 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TG3 2052-05-15 2.875000 0.00 100.00 66.79 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TJ7 2052-08-15 3.000000 0.00 407200.00 281846.29 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TL2 2052-11-15 4.000000 0.00 1122800.00 930486.33 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TM0 2042-11-15 4.000000 0.00 21998700.00 19406363.62 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TN8 2053-02-15 3.625000 0.00 3205300.00 2508733.59 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TQ1 2043-02-15 3.875000 0.00 100.00 87.53 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TU2 2043-08-15 4.375000 0.00 200.00 186.06 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TV0 2053-11-15 4.750000 0.00 400.00 375.17 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TZ1 2044-02-15 4.500000 0.00 200.00 188.38 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810UD8 2044-08-15 4.125000 0.00 300.00 267.92 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810UE6 2054-11-15 4.500000 0.00 400.00 360.61 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810UN6 2045-08-15 4.875000 0.00 100.00 98.15 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810UQ9 2045-11-15 4.625000 0.00 32006500.00 30015929.66 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-08-07 2026-08-07 2026-09-17 Y Natixis SA 1.0000 7 N Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0366 1250000000.00 1250000000.00 0.0060 N N Y N Prudential Legacy Insurance Company of New Jersey Prudential Legacy Insurance Co. of New Jersey 3.670000% ARP1KF8N8 5493005NCNV4ZW27HH91 0000729057 ARP1KF8N8_3.67_0803 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury Bond N/A 912834KP2 2041-08-15 N/A 0.00 15000000.00 6827625.00 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912834DV7 2039-05-15 N/A 0.00 240000000.00 126378000.00 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912834EP9 2039-08-15 N/A 0.00 130000000.00 67460250.00 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810RC4 2043-08-15 3.625000 0.00 95000000.00 79821375.00 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912834AU2 2039-02-15 N/A 0.00 90000000.00 48195000.00 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SL3 2050-02-15 2.000000 0.00 75000000.00 42457500.00 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SJ8 2049-08-15 2.250000 0.00 70000000.00 42393750.00 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912834RB6 2046-02-15 N/A 0.00 65000000.00 21298875.00 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912834PZ5 2046-02-15 N/A 0.00 39000000.00 13475475.00 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CPM7 2032-11-30 3.750000 0.00 25000000.00 24161250.00 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912834LR7 2042-08-15 N/A 0.00 23000000.00 9823875.00 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-08-03 2026-08-03 2026-08-03 N N N 0.0367 472836250.00 472836250.00 0.0023 N Y Y N Bank of America NA - Fixed Income Clearing Corp. Bank of America NA - Fixed Income Clearing Corp. 3.650000% ARP1KFA54 549300H47WTH 0001102113 ARP1KFA54_3.65_0806 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Bank of America NA - Fixed Income Clearing Corp. N U.S. Treasury Note 254900HROIFW 91282CND9 2028-05-15 3.750000 0.00 156146000.00 155939960.30 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CNG2 2030-05-31 4.000000 0.00 163210400.00 161935835.63 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CNX5 2030-08-31 3.625000 0.00 108021300.00 106444224.82 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-08-06 2026-08-06 2026-08-06 N N N 0.0365 416000000.00 416000000.00 0.0020 N N Y N Bank of New York - Fixed Income Clearing Corp. Bank of New York - Fixed Income Clearing Corp. 3.650000% ARP1KG4Q3 549300H47WTH 0000813905 ARP1KG4Q3_3.65_0803 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Bank of New York - Fixed Income Clearing Corp. N U.S. Treasury Note 254900HROIFW 91282CCS8 2031-08-15 1.250000 0.00 638325000.00 552003061.81 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CJW2 2029-01-31 4.000000 0.00 580155000.00 576328877.80 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CKQ3 2034-05-15 4.375000 0.00 604972900.00 602924589.95 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CMN8 2028-02-15 4.250000 0.00 556591000.00 567677708.42 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CMR9 2032-02-29 4.125000 0.00 554978100.00 556432218.02 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CND9 2028-05-15 3.750000 0.00 133826000.00 133767982.05 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CNW7 2032-08-31 3.875000 0.00 609100000.00 600108912.69 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CPN5 2030-11-30 3.500000 0.00 369070700.00 358804383.32 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CPS4 2027-12-31 3.375000 0.00 567702500.00 562861740.92 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQU8 2031-05-31 4.125000 0.00 591400000.00 589090583.00 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 5000000000.00 5000000000.00 0.0239 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp. 3.720000% ARP1KG4R1 RUC0QBLBRPRC 0000009622 ARP1KG4R1_3.72_0803 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Government National Mortgage Association N/A 38377WKB9 2041-05-16 N/A 0.00 215000000.00 10210116.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381DRX0 2063-04-16 0.661530 0.00 244735364.00 9380753.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381HX48 2065-02-16 0.855590 0.00 157955481.00 10804469.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381PP23 2055-07-20 2.228610 0.00 49894097.00 2596755.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381S5M5 2069-05-16 4.500000 0.00 15300000.00 12106737.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381S5N3 2069-05-16 0.576777 0.00 300673203.00 18936592.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382YTY9 2072-05-20 0.935680 0.00 299410649.00 15508305.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382YWG4 2072-07-20 0.853280 0.00 169523837.00 10097061.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383X2T0 2053-04-20 6.000000 0.00 10000000.00 12200262.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384LPX1 2075-06-20 0.857810 0.00 126607596.00 10058821.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384LZ77 2075-11-20 0.988710 0.00 110750000.00 10192680.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384RFK7 2065-04-16 0.831918 0.00 317768644.00 19913374.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384TWP3 2068-11-16 0.730740 0.00 216330152.00 15610208.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385LDB1 2056-01-20 10.332360 0.00 13000000.00 13147537.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385LZR2 2056-01-20 2.628610 0.00 185754246.00 11843900.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385LZU5 2054-08-20 3.028610 0.00 181179718.00 10236373.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385NL44 2056-02-20 4.500000 0.00 20767864.00 9702181.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385QGU5 2076-05-20 0.744420 0.00 216533722.00 16418984.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385QJW8 2076-07-20 0.946230 0.00 150000000.00 13429728.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385WEU4 2056-07-20 5.000000 0.00 19316605.00 16886318.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618N6HU4 2056-05-20 5.000000 0.00 13316236.00 12967048.03 Agency Mortgage-Backed Securities Y Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2026-08-03 2026-08-03 2026-08-03 N N N 0.0372 250000000.00 250000000.00 0.0012 N Y Y N Northern Trust Co. - Fixed Income Clearing Corp. Northern Trust Co. - Fixed Income Clearing Corp. 3.640000% ARP1KG4S9 549300H47WTH 0000838981 ARP1KG4S9_3.64_0803 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Northern Trust Co. - Fixed Income Clearing Corp. N U.S. Treasury Note 254900HROIFW 91282CLU3 2031-10-31 4.125000 0.00 50000000.00 49890624.95 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CLU3 2031-10-31 4.125000 0.00 50000000.00 49890624.94 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CLU3 2031-10-31 4.125000 0.00 50000000.00 49890624.94 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CLU3 2031-10-31 4.125000 0.00 50000000.00 49890624.94 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CLU3 2031-10-31 4.125000 0.00 50000000.00 49890624.94 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CLU3 2031-10-31 4.125000 0.00 50000000.00 49890624.94 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CLU3 2031-10-31 4.125000 0.00 50000000.00 49890624.94 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CLU3 2031-10-31 4.125000 0.00 50000000.00 49890624.94 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CLU3 2031-10-31 4.125000 0.00 50000000.00 49890624.94 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CLU3 2031-10-31 4.125000 0.00 50000000.00 49890624.94 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CLZ2 2031-12-01 4.125000 0.00 50000000.00 49718749.94 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CLZ2 2031-12-01 4.125000 0.00 50000000.00 49718749.94 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CLZ2 2031-12-01 4.125000 0.00 50000000.00 49718749.94 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CLZ2 2031-12-01 4.125000 0.00 50000000.00 49718749.94 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CNF4 2032-05-31 4.125000 0.00 50000000.00 49531249.94 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CNF4 2032-05-31 4.125000 0.00 50000000.00 49531249.94 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CNF4 2032-05-31 4.125000 0.00 50000000.00 49531249.94 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CNF4 2032-05-31 4.125000 0.00 50000000.00 49531249.94 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CNF4 2032-05-31 4.125000 0.00 50000000.00 49531249.94 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CNF4 2032-05-31 4.125000 0.00 50000000.00 49531249.94 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CNR8 2032-07-31 4.000000 0.00 50000000.00 48812499.94 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CNR8 2032-07-31 4.000000 0.00 4402000.00 4297452.49 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CRA1 2031-07-31 4.375000 0.00 50000000.00 49999999.94 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CRA1 2031-07-31 4.375000 0.00 50000000.00 49999999.94 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CRA1 2031-07-31 4.375000 0.00 50000000.00 49999999.94 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CRA1 2031-07-31 4.375000 0.00 50000000.00 49999999.94 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CRA1 2031-07-31 4.375000 0.00 50000000.00 49999999.94 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CRA1 2031-07-31 4.375000 0.00 50000000.00 49999999.94 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CRA1 2031-07-31 4.375000 0.00 50000000.00 49999999.94 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CRA1 2031-07-31 4.375000 0.00 50000000.00 49999999.94 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CRA1 2031-07-31 4.375000 0.00 50000000.00 49999999.94 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CRA1 2031-07-31 4.375000 0.00 50000000.00 49999999.94 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CRA1 2031-07-31 4.375000 0.00 50000000.00 49999999.94 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CRA1 2031-07-31 4.375000 0.00 50000000.00 49999999.94 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CRA1 2031-07-31 4.375000 0.00 50000000.00 49999999.94 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQU8 2031-05-31 4.125000 0.00 50000000.00 49499999.03 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQU8 2031-05-31 4.125000 0.00 50000000.00 49499999.03 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQU8 2031-05-31 4.125000 0.00 50000000.00 49499999.03 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQU8 2031-05-31 4.125000 0.00 50000000.00 49499999.03 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQU8 2031-05-31 4.125000 0.00 50000000.00 49499999.03 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQU8 2031-05-31 4.125000 0.00 50000000.00 49499999.03 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQU8 2031-05-31 4.125000 0.00 50000000.00 49499999.03 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQU8 2031-05-31 4.125000 0.00 50000000.00 49499999.03 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQU8 2031-05-31 4.125000 0.00 50000000.00 49499999.03 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQU8 2031-05-31 4.125000 0.00 50000000.00 49499999.03 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQU8 2031-05-31 4.125000 0.00 45696000.00 45239039.17 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CRC7 2033-07-31 4.375000 0.00 50000000.00 49624999.03 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CRC7 2033-07-31 4.375000 0.00 50000000.00 49624999.03 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CRC7 2033-07-31 4.375000 0.00 50000000.00 49624999.03 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CRC7 2033-07-31 4.375000 0.00 50000000.00 49624999.03 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CRC7 2033-07-31 4.375000 0.00 50000000.00 49624999.03 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CRA1 2031-07-31 4.375000 0.00 8078700.00 8078699.84 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CKF7 2031-03-31 4.125000 0.00 50000000.00 50187499.02 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CKF7 2031-03-31 4.125000 0.00 30722500.00 30837708.77 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CDJ7 2031-11-15 1.375000 0.00 50000000.00 43081351.16 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CDJ7 2031-11-15 1.375000 0.00 38108200.00 32835054.92 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CNR8 2032-07-31 4.000000 0.00 50000000.00 48812499.04 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CNR8 2032-07-31 4.000000 0.00 50000000.00 48812499.04 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CNR8 2032-07-31 4.000000 0.00 34599400.00 33777663.59 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CNT4 2035-08-15 4.250000 0.00 50000000.00 49599446.53 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQK0 2031-04-30 3.875000 0.00 50000000.00 49484374.02 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQK0 2031-04-30 3.875000 0.00 50000000.00 49484374.03 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQK0 2031-04-30 3.875000 0.00 50000000.00 49484374.03 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQK0 2031-04-30 3.875000 0.00 50000000.00 49484374.03 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQU8 2031-05-31 4.125000 0.00 50000000.00 49499999.03 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQU8 2031-05-31 4.125000 0.00 50000000.00 49499999.03 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQU8 2031-05-31 4.125000 0.00 50000000.00 49499999.03 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQU8 2031-05-31 4.125000 0.00 50000000.00 49499999.03 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQU8 2031-05-31 4.125000 0.00 50000000.00 49499999.03 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQU8 2031-05-31 4.125000 0.00 50000000.00 49499999.03 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQU8 2031-05-31 4.125000 0.00 50000000.00 49499999.03 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQU8 2031-05-31 4.125000 0.00 50000000.00 49499999.03 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CGZ8 2030-04-30 3.500000 0.00 50000000.00 48999997.95 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CGZ8 2030-04-30 3.500000 0.00 50000000.00 48999997.95 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CGZ8 2030-04-30 3.500000 0.00 50000000.00 48999997.95 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CGZ8 2030-04-30 3.500000 0.00 50000000.00 48999997.95 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CGZ8 2030-04-30 3.500000 0.00 50000000.00 48999997.95 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CGZ8 2030-04-30 3.500000 0.00 50000000.00 48999997.95 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CGZ8 2030-04-30 3.500000 0.00 35000000.00 34299998.59 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CMU2 2030-04-01 4.000000 0.00 50000000.00 50145831.41 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CMU2 2030-04-01 4.000000 0.00 50000000.00 50145831.41 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CMU2 2030-04-01 4.000000 0.00 50000000.00 50145831.41 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CMU2 2030-04-01 4.000000 0.00 50000000.00 50145831.41 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CMU2 2030-04-01 4.000000 0.00 50000000.00 50145831.41 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CMU2 2030-04-01 4.000000 0.00 5392500.00 5408227.92 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CMZ1 2030-04-30 3.875000 0.00 50000000.00 49734372.95 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CMZ1 2030-04-30 3.875000 0.00 50000000.00 49734372.92 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CRA1 2031-07-31 4.375000 0.00 50000000.00 49999999.94 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CRA1 2031-07-31 4.375000 0.00 50000000.00 49999999.94 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CRA1 2031-07-31 4.375000 0.00 50000000.00 49999999.94 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CRA1 2031-07-31 4.375000 0.00 50000000.00 49999999.94 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CRA1 2031-07-31 4.375000 0.00 50000000.00 49999999.94 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CRA1 2031-07-31 4.375000 0.00 50000000.00 49999999.94 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CRA1 2031-07-31 4.375000 0.00 41921300.00 41921300.00 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CNG2 2030-05-31 4.000000 0.00 50000000.00 49770833.15 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CNG2 2030-05-31 4.000000 0.00 50000000.00 49770833.17 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CNG2 2030-05-31 4.000000 0.00 50000000.00 49770833.17 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CNG2 2030-05-31 4.000000 0.00 50000000.00 49770833.17 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CNG2 2030-05-31 4.000000 0.00 50000000.00 49770833.17 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CNG2 2030-05-31 4.000000 0.00 50000000.00 49770833.17 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CNG2 2030-05-31 4.000000 0.00 50000000.00 49770833.17 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CNG2 2030-05-31 4.000000 0.00 50000000.00 49770833.17 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CNG2 2030-05-31 4.000000 0.00 50000000.00 49770833.17 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CNG2 2030-05-31 4.000000 0.00 50000000.00 49770833.17 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CNK3 2030-07-01 3.875000 0.00 50000000.00 49350713.15 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CNK3 2030-07-01 3.875000 0.00 50000000.00 49350713.17 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CNK3 2030-07-01 3.875000 0.00 50000000.00 49350713.17 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CNK3 2030-07-01 3.875000 0.00 50000000.00 49350713.17 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CNK3 2030-07-01 3.875000 0.00 50000000.00 49350713.17 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CNN7 2030-07-31 3.875000 0.00 50000000.00 49187499.68 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CNN7 2030-07-31 3.875000 0.00 50000000.00 49187499.67 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CNN7 2030-07-31 3.875000 0.00 50000000.00 49187499.67 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CNN7 2030-07-31 3.875000 0.00 50000000.00 49187499.67 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CNN7 2030-07-31 3.875000 0.00 50000000.00 49187499.67 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CNN7 2030-07-31 3.875000 0.00 50000000.00 49187499.67 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CPA3 2030-09-30 3.625000 0.00 50000000.00 48624999.67 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CPA3 2030-09-30 3.625000 0.00 50000000.00 48624999.68 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CPA3 2030-09-30 3.625000 0.00 50000000.00 48624999.68 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CPA3 2030-09-30 3.625000 0.00 50000000.00 48624999.68 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CPD7 2030-10-31 3.625000 0.00 50000000.00 49078124.67 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CPD7 2030-10-31 3.625000 0.00 50000000.00 49078124.67 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CPD7 2030-10-31 3.625000 0.00 50000000.00 49078124.67 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CPD7 2030-10-31 3.625000 0.00 50000000.00 49078124.67 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CPD7 2030-10-31 3.625000 0.00 50000000.00 49078124.67 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CPD7 2030-10-31 3.625000 0.00 50000000.00 49078124.67 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CPD7 2030-10-31 3.625000 0.00 50000000.00 49078124.67 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CPD7 2030-10-31 3.625000 0.00 50000000.00 49078124.67 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CPD7 2030-10-31 3.625000 0.00 50000000.00 49078124.67 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CPD7 2030-10-31 3.625000 0.00 50000000.00 49078124.67 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CPD7 2030-10-31 3.625000 0.00 50000000.00 49078124.67 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CPD7 2030-10-31 3.625000 0.00 19622600.00 19260808.20 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 912828ZQ6 2030-05-15 0.625000 0.00 50000000.00 43690386.71 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 912828ZQ6 2030-05-15 0.625000 0.00 50000000.00 43690386.71 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 912828ZQ6 2030-05-15 0.625000 0.00 50000000.00 43690386.71 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 912828ZQ6 2030-05-15 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National Mortgage Association N/A 38385KT34 2055-02-20 0.100000 0.00 15998544.00 34570.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385KWV8 2055-12-20 2.428610 0.00 55263872.00 4026058.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385KZ86 2055-12-20 5.500000 0.00 3232200.00 691302.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385LWE4 2056-01-20 5.500000 0.00 11054816.00 2564790.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385LXT0 2056-01-20 5.500000 0.00 4618312.00 955887.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385P4S5 2056-04-20 1.978610 0.00 75989504.00 4825198.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385PHX0 2056-03-20 2.628610 0.00 30990272.00 3860066.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385PJC4 2056-03-20 3.178610 0.00 32307072.00 3032277.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385PNK1 2056-03-20 2.028610 0.00 57631296.00 4088145.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385QHE0 2076-05-20 0.923660 0.00 100000000.00 8465855.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385R5L5 2056-05-20 0.558610 0.00 10000000.00 138435.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385R5U5 2056-05-20 0.060000 0.00 15000000.00 24186.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385R5Y7 2056-05-20 1.978610 0.00 77062016.00 6205061.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385R6K6 2056-05-20 1.328610 0.00 35000000.00 1410082.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385SU76 2052-09-20 5.500000 0.00 6363632.00 1009041.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385SV26 2056-06-20 5.000000 0.00 28931000.00 25516601.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385SW33 2056-06-20 1.928610 0.00 50000000.00 3333432.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385SW41 2056-06-20 1.278610 0.00 15000000.00 527065.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385SW58 2056-06-20 0.050000 0.00 20000000.00 32127.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385SW66 2056-06-20 6.500000 0.00 556118.00 490158.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385SX57 2056-06-20 1.928610 0.00 130000000.00 8931343.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385SX73 2056-06-20 4.000000 0.00 5467216.00 4176473.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385SY23 2055-03-20 0.050000 0.00 22231720.00 34902.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385SY31 2055-10-20 2.328610 0.00 43039104.00 3267466.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385SY49 2053-06-20 0.080000 0.00 8741024.00 21442.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385SY56 2052-02-20 3.000000 0.00 24721728.00 4004367.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385XEY4 2056-07-20 1.900000 0.00 76806016.00 5612872.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385XFE7 2056-07-20 1.900000 0.00 84561792.00 6562887.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385XFM9 2056-07-20 1.940000 0.00 50000000.00 4529238.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385XFP2 2056-07-20 1.400000 0.00 80000000.00 3033662.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385XFW7 2056-07-20 3.750000 0.00 100000000.00 10114483.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385XFX5 2056-07-20 3.190000 0.00 50000000.00 4048586.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385XGB2 2056-07-20 1.200000 0.00 50000000.00 1893133.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385XGD8 2056-07-20 2.020000 0.00 79402496.00 3423218.12 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HA3X2 2053-05-25 0.150000 0.00 14000000.00 46815.51 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HANZ5 2046-12-15 4.000000 0.00 100000.00 15937.30 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HAUX2 2053-11-25 0.050000 0.00 13459456.00 11853.12 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HB7C2 2053-12-25 N/A 0.00 6978392.00 2466522.06 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HBET7 2054-01-25 6.500000 0.00 3104776.00 267427.16 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HBHF4 2054-02-25 0.150000 0.00 21500000.00 40736.35 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HBJ62 2054-02-25 0.020000 0.00 37961728.00 8305.91 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HBR30 2054-03-25 6.500000 0.00 2721240.00 357026.91 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HBSK1 2054-03-25 6.500000 0.00 3600836.00 480817.40 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HBSM7 2054-03-25 6.500000 0.00 5418904.00 554476.19 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HCAW2 2054-04-25 6.500000 0.00 3769336.00 355711.96 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HCB27 2054-04-25 6.500000 0.00 3290140.00 399883.63 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HCT85 2054-05-25 3.453920 0.00 16611008.00 1185533.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381PQ71 2055-07-20 0.030000 0.00 69996544.00 49883.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381Q3P4 2055-08-20 0.050000 0.00 30000000.00 30946.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381Q4H1 2055-08-20 2.228610 0.00 3436424.00 180555.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381Q4W8 2054-04-20 6.000000 0.00 4166664.00 983757.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381Q5M9 2055-01-20 6.000000 0.00 1666666.00 195575.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381Q5W7 2055-08-20 6.000000 0.00 1291666.00 157875.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381RRQ4 2049-02-20 2.365910 0.00 28926240.00 478966.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381S6M4 2068-08-16 4.500000 0.00 24193472.00 20057622.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381S6N2 2068-08-16 0.363550 0.00 126955392.00 7280632.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381SR41 2068-08-16 0.542290 0.00 133335552.00 8856972.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381TSQ9 2049-04-20 2.315910 0.00 48975936.00 157856.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381U5L2 2055-04-20 6.000000 0.00 2955032.00 636785.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381U6F4 2055-09-20 0.020000 0.00 19996672.00 12456.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381U6G2 2055-09-20 0.130000 0.00 50000000.00 201931.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381U6N7 2055-09-20 0.050000 0.00 100000000.00 140317.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381U6S6 2055-09-20 2.348610 0.00 100068992.00 7204187.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381WQY7 2048-01-20 4.000000 0.00 9198250.00 564394.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381XAY2 2049-06-20 4.500000 0.00 3126000.00 134531.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381YAH7 2049-08-20 2.315910 0.00 22737664.00 566727.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382AFG5 2049-10-20 3.500000 0.00 1084000.00 78774.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382CMV0 2049-11-20 3.500000 0.00 4337376.00 1356803.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382CRQ6 2050-02-20 3.500000 0.00 966000.00 62517.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382DAG4 2050-01-20 3.500000 0.00 2353000.00 164961.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382EDT1 2050-04-20 3.500000 0.00 18354784.00 1915494.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382EEL7 2050-03-20 3.500000 0.00 22146300.00 6285138.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382FZV9 2048-04-20 4.000000 0.00 2000000.00 442105.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382GWB4 2050-07-20 2.415910 0.00 3728000.00 163465.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382JCA2 2050-09-20 2.500000 0.00 1500000.00 92508.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382LPQ8 2050-11-20 2.000000 0.00 11254848.00 740280.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382MCX5 2050-10-20 0.050000 0.00 17018880.00 9076.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382MZ77 2050-12-20 1.300000 0.00 92709760.00 3263708.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382QN48 2051-05-20 5.000000 0.00 49481216.00 4523788.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382QN63 2051-05-20 3.500000 0.00 28571424.00 2275710.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382RAT5 2051-04-20 3.500000 0.00 14480560.00 883061.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382RRX8 2051-04-20 5.000000 0.00 36319616.00 2779940.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382TNW0 2050-10-20 0.250000 0.00 2275228.00 12828.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382WHH3 2051-01-20 2.100000 0.00 6318000.00 327780.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383AL28 2051-09-20 2.500000 0.00 150962.00 8723.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383AZU1 2051-09-20 2.500000 0.00 1500000.00 106262.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383AZY3 2051-09-20 2.500000 0.00 5500000.00 535644.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383CXL9 2063-09-16 1.025350 0.00 147202048.00 7210838.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383DW38 2051-11-20 4.500000 0.00 14788800.00 1589309.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383FDA8 2051-12-20 4.000000 0.00 1355000.00 137200.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383T8H9 2052-07-20 N/A 0.00 15098528.00 7587194.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383TWM1 2052-06-20 5.000000 0.00 24727072.00 2657393.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383VK23 2053-02-20 2.000000 0.00 45000000.00 1436495.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383VK64 2053-02-20 2.578610 0.00 3425000.00 132649.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383W4P8 2053-03-20 2.000000 0.00 50000000.00 1503090.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383YSF0 2050-02-20 4.500000 0.00 7361000.00 915253.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384AGS6 2053-05-20 0.050000 0.00 3500000.00 3715.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384AXP3 2053-05-20 2.528610 0.00 13196832.00 612157.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384AXX6 2053-05-20 2.528610 0.00 26436544.00 1566682.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384BA43 2053-07-20 0.100000 0.00 25874432.00 18179.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384BB34 2053-05-20 0.050000 0.00 16965632.00 14211.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384BLP4 2053-06-20 0.050000 0.00 21411552.00 21668.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384BLZ2 2053-06-20 0.050000 0.00 40808448.00 23791.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384BMC2 2053-06-20 0.050000 0.00 25968640.00 15156.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384BMU2 2053-06-20 0.030000 0.00 67092480.00 42154.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384BNA5 2053-06-20 0.050000 0.00 11980799.00 9476.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384BNP2 2053-06-20 0.030000 0.00 24993792.00 9290.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384BZY0 2053-07-20 0.050000 0.00 5496832.00 1929.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384CMQ9 2053-08-20 0.100000 0.00 53703040.00 93946.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384CMR7 2053-08-20 0.050000 0.00 12496896.00 10901.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384DCT2 2053-10-20 N/A 0.00 2142856.00 627640.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384ETY1 2053-09-20 0.050000 0.00 19140608.00 9652.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384FBR2 2053-11-20 N/A 0.00 7081136.00 2499725.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384HPW2 2053-12-20 0.050000 0.00 36995072.00 13008.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384HPZ5 2053-12-20 0.100000 0.00 12996608.00 9979.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384JDG6 2054-02-20 0.040000 0.00 54996992.00 49597.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384JDV3 2054-02-20 0.100000 0.00 14000000.00 17493.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384JEB6 2054-02-20 6.000000 0.00 1269546.00 168999.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384K7A3 2054-04-20 0.050000 0.00 74997760.00 28746.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384K7B1 2054-04-20 0.050000 0.00 74997760.00 28746.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384K7E5 2054-04-20 6.000000 0.00 51875000.00 6161099.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384K7H8 2054-04-20 0.050000 0.00 128000000.00 111869.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384K7K1 2053-06-20 0.050000 0.00 26275744.00 27792.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384KJ77 2054-03-20 0.050000 0.00 36999168.00 30617.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384KK83 2054-03-20 6.000000 0.00 38583296.00 4664118.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384KM73 2054-03-20 6.000000 0.00 89500000.00 13072857.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384N4M4 2054-06-20 0.100000 0.00 100000000.00 124052.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384N5H4 2054-06-20 6.000000 0.00 1295968.00 281708.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384NXD2 2054-05-20 0.050000 0.00 19996672.00 17943.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384NXQ3 2054-05-20 6.500000 0.00 7457272.00 682435.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384NXX8 2054-04-20 0.100000 0.00 49956608.00 50913.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384PRM4 2054-06-20 3.678610 0.00 2000000.00 233855.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384RBS4 2067-11-16 0.972200 0.00 126282368.00 9390351.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384TNX6 2068-03-16 0.929840 0.00 130052096.00 9794880.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384UJP5 2054-07-20 0.100000 0.00 40000000.00 44642.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384UKA6 2054-07-20 0.050000 0.00 20000000.00 20978.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384VTU1 2054-10-20 0.030000 0.00 29999104.00 21168.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384WCH6 2054-09-20 3.028610 0.00 50000000.00 2906430.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384WFF7 2054-09-20 2.428610 0.00 64600000.00 4048441.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384XNR0 2052-09-20 6.000000 0.00 1792930.00 222925.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384YBB6 2054-10-20 1.878610 0.00 93631488.00 4362261.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385AEJ7 2054-11-20 0.050000 0.00 4995000.00 6617.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385AFD9 2054-05-20 6.000000 0.00 15461424.00 1970392.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385BSD3 2054-10-20 6.000000 0.00 20782800.00 2587322.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385D3D6 2055-03-20 0.050000 0.00 42559488.00 42539.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385D3N4 2055-03-20 N/A 0.00 4846008.00 3114544.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385D4D5 2055-03-20 0.070000 0.00 175000000.00 237229.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385FTE1 2055-04-20 0.050000 0.00 49999872.00 40501.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385FTW1 2055-04-20 0.050000 0.00 4000000.00 4071.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385FUG4 2055-04-20 N/A 0.00 4545448.00 2850789.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385FUQ2 2055-04-20 N/A 0.00 2727272.00 1667572.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385FUU3 2055-04-20 0.050000 0.00 15000000.00 21769.01 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BSJD8 2054-07-25 0.130000 0.00 10000000.00 17699.20 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BSXB6 2054-08-25 6.500000 0.00 2683012.00 313790.87 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BSXG5 2054-08-25 6.000000 0.00 14095664.00 2647679.14 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BUG53 2055-02-25 0.150000 0.00 17000000.00 52715.15 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BUK25 2055-02-25 0.070000 0.00 30000000.00 67385.43 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BUP53 2049-08-25 6.000000 0.00 1065916.00 21973.78 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BUY87 2055-03-25 0.050000 0.00 73060736.00 128109.45 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BUZ78 2055-03-25 0.050000 0.00 73060736.00 128781.35 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BW5B8 2055-09-25 0.050000 0.00 126309888.00 243315.61 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BW5U6 2054-06-25 6.000000 0.00 6021976.00 1132440.07 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BW6E1 2055-09-25 6.000000 0.00 125000.00 27834.96 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BWC95 2055-08-25 2.233920 0.00 163403520.00 10013407.89 Agency 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105932032.00 6970555.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381MF96 2066-12-16 0.879320 0.00 106796416.00 7628142.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381MGM6 2066-12-16 1.039590 0.00 100526720.00 8238373.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381N7W2 2049-10-20 3.999990 0.00 4502344.00 729695.44 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. 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S6XOOCT0IEG5ABCC6L87 3137HFAG0 2054-08-25 0.050000 0.00 28860416.00 19843.95 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFB95 2054-08-25 6.000000 0.00 337500.00 65430.31 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFBH7 2054-08-25 0.250000 0.00 14000000.00 40694.84 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFBK0 2054-08-25 0.050000 0.00 16068608.00 9357.91 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFBU8 2053-04-25 6.000000 0.00 833334.00 127766.38 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFKQ7 2054-09-25 6.000000 0.00 8456384.00 1272424.72 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFZC2 2054-10-25 0.050000 0.00 5000000.00 5092.99 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HH3K5 2054-10-25 1.933920 0.00 15000000.00 458832.64 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJE37 2055-02-25 5.500000 0.00 4195320.00 4387648.81 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJEJ2 2055-02-25 0.050000 0.00 87802240.00 133662.87 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJF77 2055-02-25 0.050000 0.00 87802240.00 133455.04 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJXK8 2038-06-25 6.000000 0.00 10623920.00 119410.12 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. 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S6XOOCT0IEG5ABCC6L87 3137HNYJ1 2055-12-25 0.050000 0.00 200000000.00 309370.55 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HNYK8 2055-12-25 0.080000 0.00 100000000.00 248494.78 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HPGA5 2050-08-25 5.000000 0.00 2713050.00 304886.75 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HPGM9 2056-01-25 6.000000 0.00 1456026.00 311856.09 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HPHB2 2052-02-25 5.500000 0.00 2220908.00 279072.23 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HPHS5 2056-01-25 5.500000 0.00 1636364.00 347550.31 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HPJD6 2056-01-25 2.433920 0.00 17472300.00 1226364.29 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HQ5F4 2055-05-25 5.500000 0.00 1136362.00 208141.12 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HQ6T3 2056-02-25 2.033920 0.00 55750500.00 3346488.49 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HRHD4 2050-11-25 5.000000 0.00 1727500.00 216560.83 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 31394AVD5 2032-12-25 N/A 0.00 200000.00 1021.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375URX0 2064-10-20 1.471510 0.00 6215312.00 12965.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38377NHJ6 2037-06-16 N/A 0.00 17482784.00 387457.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378GHA9 2042-11-20 3.500000 0.00 727878.00 17829.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378TZT0 2041-10-20 3.500000 0.00 15000000.00 30623.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379EZ54 2044-09-16 2.380360 0.00 13956624.00 429336.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379GZ83 2044-11-20 4.000000 0.00 16600000.00 194216.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379NLZ3 2045-06-20 4.000000 0.00 21203872.00 346459.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379NPK2 2045-07-20 3.500000 0.00 60000000.00 353356.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379PUB1 2045-05-20 5.000000 0.00 10000000.00 177823.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379QFR1 2045-09-20 4.000000 0.00 12475000.00 168229.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379YNN4 2046-06-20 4.000000 0.00 430085.00 13477.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379YXS2 2046-08-20 2.265910 0.00 7000000.00 160064.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380AUM7 2046-09-20 2.315910 0.00 559956.00 13364.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380AYX9 2046-09-20 3.500000 0.00 50000000.00 508029.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380BHW8 2046-10-20 3.500000 0.00 1386598.00 40665.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380HHW5 2047-09-20 3.500000 0.00 15000000.00 279232.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381HHE4 2063-09-16 0.000400 0.00 265427456.00 4753620.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381HHH7 2063-09-16 0.185320 0.00 331784192.00 6314822.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381HWJ6 2064-10-16 0.747320 0.00 70664064.00 4220682.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381JFT9 2064-12-16 0.500000 0.00 3276776.00 193843.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381JFU6 2065-02-16 0.500000 0.00 717590.00 50152.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381JFV4 2063-03-16 0.500000 0.00 5287440.00 243839.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381JFY8 2064-07-16 0.927600 0.00 50000000.00 3315519.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381JYF8 2065-07-16 1.127280 0.00 39996000.00 3347691.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381L3P5 2066-12-16 0.752730 0.00 55369344.00 3783858.18 Agency Collateralized Mortgage Obligation U.S. Treasury Note 254900HROIFW 912828YS3 2029-11-15 1.750000 0.00 202100.00 186747.41 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CES6 2029-05-31 2.750000 0.00 48418000.00 46593529.06 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CLY5 2026-11-30 4.250000 0.00 1124400.00 1133629.45 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CNF4 2032-05-31 4.125000 0.00 32551000.00 32123670.47 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQB0 2028-02-29 3.375000 0.00 5179600.00 5182779.91 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQZ7 2029-07-15 4.125000 0.00 152260800.00 151575090.13 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. 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P-1 Standard and Poor's Ratings Services A-1 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 500000000.00 500000000.00 0.0024 N Y Y N Northwestern Mutual Life Insurance Co. Northwestern Mutual Life Insurance Co. 3.660000% ARP1KG582 N/A 0000073076 ARP1KG582_3.66_0803 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131XU5N3 2046-09-01 3.000000 0.00 4100.00 687.01 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31329JM53 2043-01-01 3.000000 0.00 25326200.00 4590413.76 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31329NJE9 2046-12-01 3.000000 0.00 52008600.00 11238667.35 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. 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2048-08-01 4.000000 0.00 8003.00 413.10 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418D2V3 2041-07-01 2.000000 0.00 7000.00 3779.06 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418D2X9 2031-07-01 1.500000 0.00 1000.00 327.19 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418D3H3 2051-08-01 2.500000 0.00 2010.00 1094.17 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418D3X8 2051-09-01 2.000000 0.00 2000.00 1154.67 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418D4X7 2051-10-01 2.000000 0.00 1000.00 582.16 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418D4Y5 2051-10-01 2.500000 0.00 4000.00 2257.25 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418ESR2 2053-05-01 4.000000 0.00 4469.00 3400.77 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418ET59 2053-07-01 5.000000 0.00 5000.00 3767.48 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418ET75 2053-07-01 6.000000 0.00 2085.00 1213.60 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418EU99 2053-08-01 5.500000 0.00 2000.00 1374.10 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418EUG3 2053-06-01 6.500000 0.00 3000.00 1225.90 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418EV80 2053-09-01 5.500000 0.00 1595.00 1078.07 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418EVC1 2038-08-01 5.000000 0.00 88016.00 46575.40 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418EVD9 2038-08-01 5.500000 0.00 4019.00 1881.28 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418EVZ0 2053-07-01 3.500000 0.00 4397.00 3359.31 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FKK2 2055-05-01 4.000000 0.00 4358.00 3755.61 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FKN6 2055-05-01 5.500000 0.00 1082.00 823.38 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FLR6 2055-06-01 5.500000 0.00 4250.00 3457.09 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FME4 2055-07-01 3.500000 0.00 1000.00 852.30 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FMR5 2045-07-01 5.500000 0.00 3084.00 2326.44 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FMS3 2045-07-01 6.000000 0.00 5042.00 4067.95 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FNF0 2055-08-01 4.000000 0.00 4000.00 3510.07 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FNR4 2040-08-01 4.500000 0.00 2000.00 1700.79 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FNS2 2040-08-01 5.000000 0.00 3000.00 2242.51 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FPD3 2055-09-01 4.000000 0.00 2068.00 1830.47 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FPQ4 2040-09-01 5.500000 0.00 2000.00 1523.15 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FQ67 2055-11-01 4.000000 0.00 5048.00 4521.58 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FQM2 2040-10-01 4.500000 0.00 2000.00 1693.99 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FS73 2056-01-01 3.500000 0.00 3873.00 3400.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31425VFX6 2054-11-01 5.500000 0.00 1491.00 1067.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31425VX40 2054-12-01 4.500000 0.00 4001.00 3653.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31425VYC1 2054-12-01 4.500000 0.00 3000.00 2808.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31425WV99 2054-12-01 5.000000 0.00 5537.00 5324.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426YTY2 2055-09-01 5.500000 0.00 4007.00 3844.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427AHX8 2055-09-01 5.500000 0.00 3000.00 2894.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427ASC2 2055-09-01 6.000000 0.00 4041.00 4126.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427AU70 2055-09-01 5.000000 0.00 2000.00 1825.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427BGS8 2055-09-01 6.500000 0.00 1015.00 1015.09 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFG 3130AJQ51 2035-06-18 1.780000 0.00 2225000.00 1740014.78 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFG 3130AL5W0 2036-02-25 2.000000 0.00 2035000.00 1592496.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWJL8 2053-10-01 5.500000 0.00 34705216.00 24156575.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWMW0 2054-11-01 4.500000 0.00 6271.00 5313.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWNZ2 2055-02-01 6.500000 0.00 10230.00 5448.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132WW2Y7 2039-09-01 3.150000 0.00 2725688.00 2240665.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132WWZP0 2038-02-01 2.320000 0.00 9646000.00 7333627.81 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6D 3133EKVA1 2034-07-18 2.990000 0.00 2000000.00 1773537.44 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6D 3133ENFH8 2041-11-29 2.690000 0.00 5000000.00 3625448.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3134A4AB0 2031-03-15 N/A 0.00 1000000.00 814929.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3134A4CF9 2027-03-15 N/A 0.00 162000.00 157841.78 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31359MGK3 2030-11-15 6.625000 0.00 4920000.00 5402042.47 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31359YBC0 2026-11-15 N/A 0.00 69000.00 68218.99 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31359YBD8 2027-05-15 N/A 0.00 69000.00 66751.98 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31359YBF3 2028-05-15 N/A 0.00 69000.00 63813.75 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 313637R69 2028-09-01 3.870000 0.00 4346312.00 408115.53 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 313637Y53 2033-09-01 3.780000 0.00 737220.00 694109.58 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31364EAV6 2027-10-08 N/A 0.00 250000.00 237598.25 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3136F7NM5 2030-11-15 N/A 0.00 147000.00 121206.35 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140AHVX7 2054-08-01 5.500000 0.00 11865.00 8294.02 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140AUDG5 2054-11-01 5.000000 0.00 194992.00 179655.71 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140HTF20 2034-05-01 3.590000 0.00 58641.00 54099.11 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140JBFJ0 2030-11-01 1.429010 0.00 17685600.00 15675115.73 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140LAE27 2035-12-01 1.610000 0.00 57355.00 44805.07 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140LBSB0 2031-03-01 1.620000 0.00 2000000.00 1752581.06 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140LGX56 2038-10-01 4.840000 0.00 2448280.00 2338683.47 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140LHLK4 2052-09-01 4.350000 0.00 516472.00 431958.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QBJS8 2049-07-01 3.500000 0.00 5000.00 447.81 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QEBV3 2040-07-01 2.500000 0.00 2006.00 809.09 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QEC26 2050-07-01 2.000000 0.00 1000.00 465.08 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QED58 2050-07-01 3.000000 0.00 3000.00 729.23 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QEFU1 2050-07-01 2.500000 0.00 1024.00 353.85 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QEG89 2035-07-01 2.500000 0.00 1000.00 369.29 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618J9QH2 2064-12-15 6.030000 0.00 29630.00 30841.78 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618K4EK7 2065-03-20 6.500000 0.00 4540856.00 3507984.78 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618KHHC3 2055-02-20 6.500000 0.00 1069718.00 701239.04 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618KLPC5 2061-05-15 5.200000 0.00 419000.00 420193.76 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618KPCL0 2065-03-20 6.500000 0.00 3624472.00 1719831.25 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618KQCG9 2065-04-20 6.500000 0.00 8597200.00 1718488.69 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618KTLP3 2065-03-20 6.500000 0.00 344889.00 240106.44 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618KUX93 2065-04-20 6.500000 0.00 2363884.00 1559147.27 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618KYKM0 2065-05-20 6.500000 0.00 4637552.00 3724924.30 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618L0EX6 2065-05-20 7.000000 0.00 17347104.00 12853474.51 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618L4VT8 2065-05-20 6.500000 0.00 2092556.00 1614071.34 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618L6DB2 2065-06-20 6.500000 0.00 1942208.00 1883194.95 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618L6QF9 2060-12-15 5.250000 0.00 399125.00 398892.23 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618L6QG7 2060-12-15 5.250000 0.00 311500.00 311318.33 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618L8EP6 2055-09-20 6.000000 0.00 8127936.00 8177838.86 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618LKLG1 2067-12-15 4.950000 0.00 325857.00 318706.72 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618LLLJ3 2065-07-20 7.000000 0.00 2534608.00 2317525.13 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618LLM37 2065-09-20 7.000000 0.00 3606056.00 1755867.73 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618LPKU0 2065-08-20 7.000000 0.00 212735.00 221163.56 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618LPLN5 2065-09-20 7.000000 0.00 592144.00 428884.05 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618LQLY9 2055-09-20 6.000000 0.00 22272300.00 18984983.53 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618LXJX9 2065-09-20 7.000000 0.00 1490896.00 834434.54 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618LXJY7 2065-08-20 7.000000 0.00 1357610.00 1411445.15 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618LYUU0 2055-10-20 6.000000 0.00 1248706.00 1275557.53 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618M36P5 2065-09-20 6.500000 0.00 200890.00 207622.33 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MA5J4 2066-01-15 5.880000 0.00 122674.00 127016.66 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MEJ93 2056-03-20 7.500000 0.00 596804.00 650528.07 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MMSP9 2061-05-15 5.050000 0.00 13793.00 13619.22 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MQTR5 2056-04-20 6.500000 0.00 769608.00 804964.00 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MSV23 2056-03-20 6.500000 0.00 1094778.00 1145016.20 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MU4L6 2056-03-20 7.000000 0.00 2734620.00 2953991.25 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MU4V4 2056-04-20 6.500000 0.00 4223600.00 4419685.22 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MXPG8 2056-04-20 5.500000 0.00 1799670.00 1829374.37 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MYRP4 2056-03-20 6.500000 0.00 434937.00 453997.16 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140UBAW3 2056-05-01 5.000000 0.00 1003.00 977.81 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140UBRC9 2056-04-01 5.000000 0.00 1027.00 999.82 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140UBVU4 2056-04-01 5.000000 0.00 2000.00 1947.93 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140W1K44 2040-03-01 6.500000 0.00 127874880.00 70430160.58 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140W4AT4 2053-12-01 3.500000 0.00 3000.00 2537.33 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140W4GB7 2055-08-01 6.000000 0.00 2213.00 2120.76 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140W4GC5 2055-02-01 6.000000 0.00 1976.00 1804.44 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140W4GD3 2055-12-01 6.000000 0.00 1451.00 1366.50 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140W4HB6 2052-06-01 1.500000 0.00 5000.00 3623.66 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140W4LU9 2055-12-01 5.000000 0.00 3072.00 2905.08 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140W4QV2 2054-11-01 6.000000 0.00 1061.00 951.65 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140W4S40 2055-11-01 5.000000 0.00 2958.00 2791.06 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140W4SW8 2050-01-01 3.500000 0.00 2346.00 2015.27 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140W4TY3 2039-11-01 5.000000 0.00 1008.00 924.89 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140W4UC9 2050-02-01 4.000000 0.00 3507.00 3177.03 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140W4UE5 2052-11-01 5.500000 0.00 5084.00 4688.66 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 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Association B1V7KEBTPIMZ 3140X83X3 2050-10-01 2.500000 0.00 1000.00 519.33 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140X87A9 2050-09-01 4.500000 0.00 1616.00 316.23 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140X8DW4 2049-05-01 3.500000 0.00 3466.00 814.22 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140X8HP5 2050-09-01 3.500000 0.00 6000.00 1817.98 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140X8HZ3 2048-01-01 3.500000 0.00 1000.00 269.54 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140X8KF3 2050-11-01 2.000000 0.00 2000.00 887.70 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140X8M53 2050-11-01 2.500000 0.00 1000.00 455.78 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140X8MH7 2050-11-01 2.500000 0.00 1000.00 457.51 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140X8MY0 2050-11-01 2.500000 0.00 1000.00 457.07 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140X8PU5 2035-11-01 2.000000 0.00 2007.00 799.99 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140X8QX8 2050-12-01 2.000000 0.00 2000.00 976.79 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140X8RW9 2050-07-01 3.500000 0.00 3000.00 592.24 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140X8VV6 2050-09-01 3.500000 0.00 16000.00 3451.98 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140X8W45 2050-12-01 3.000000 0.00 1000.00 321.30 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140X8X36 2050-03-01 3.500000 0.00 3234.00 797.99 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140X8YL5 2050-12-01 2.000000 0.00 2048.00 1042.51 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140X8Z75 2051-01-01 2.000000 0.00 1000.00 496.29 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XA5P3 2041-07-01 6.000000 0.00 13005.00 5270.97 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XC3V8 2051-02-01 3.500000 0.00 11032.00 4363.58 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XC4M7 2049-10-01 4.000000 0.00 10340.00 4371.47 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XC5E4 2051-09-01 3.500000 0.00 3430.00 2075.88 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XC6S2 2051-09-01 2.500000 0.00 2000.00 1264.90 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XCAE8 2051-07-01 3.000000 0.00 2000.00 1100.35 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XCAL2 2047-08-01 3.500000 0.00 2079.00 971.71 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XCKM9 2051-08-01 2.500000 0.00 2000.00 1312.11 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XCLC0 2051-08-01 2.500000 0.00 2000.00 1163.95 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XCLF3 2047-07-01 5.000000 0.00 4011.00 1623.34 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XCM62 2050-11-01 3.000000 0.00 2000.00 825.04 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XCQ68 2050-02-01 3.000000 0.00 4001.00 1840.99 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XFSB8 2047-02-01 2.500000 0.00 1000.00 640.44 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XMJA5 2053-08-01 5.500000 0.00 1000.00 708.98 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XMSA5 2052-05-01 4.000000 0.00 5000.00 3545.66 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XMT71 2053-10-01 6.500000 0.00 1026.00 650.08 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XMTL0 2053-10-01 6.000000 0.00 6117.00 4298.17 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XMWU6 2052-04-01 2.500000 0.00 4000.00 2686.92 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XMX76 2053-08-01 5.500000 0.00 1000.00 794.43 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XMZY5 2052-07-01 4.000000 0.00 7000.00 4717.73 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XN2K9 2052-05-01 3.500000 0.00 2020.00 1437.93 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XN2Q6 2052-09-01 3.500000 0.00 3000.00 2295.14 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XN3P7 2053-09-01 5.000000 0.00 2000.00 1485.51 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XN3R3 2051-08-01 4.000000 0.00 2001.00 1472.19 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XN3W2 2052-03-01 3.500000 0.00 1970.00 1413.98 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XN5V2 2052-01-01 3.500000 0.00 1015.00 734.42 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XN5W0 2054-02-01 6.500000 0.00 4000.00 2755.38 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XN6N9 2052-07-01 3.000000 0.00 2436.00 1731.89 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XNBB9 2052-10-01 4.000000 0.00 1484.00 1066.94 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XNCC6 2050-08-01 4.000000 0.00 4000.00 2835.30 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XPLU1 2054-03-01 6.000000 0.00 6144.00 4656.59 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XQNV5 2045-07-01 5.000000 0.00 1149.00 889.51 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XQR58 2054-07-01 6.500000 0.00 1000.00 721.56 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XQR82 2052-10-01 4.500000 0.00 3244.00 2028.47 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36295UCV1 2040-08-15 5.000000 0.00 1000.00 94.43 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36296JCV5 2039-08-15 5.000000 0.00 1000.00 36.16 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36296LEE6 2038-09-15 5.500000 0.00 2000.00 141.09 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36296WBD7 2039-07-15 4.500000 0.00 1000.00 198.23 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36297F6C1 2040-01-15 5.000000 0.00 1000.00 39.77 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3622AAEU4 2048-05-15 4.000000 0.00 370579.00 27190.28 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3622AAM68 2050-04-20 3.500000 0.00 743000.00 52599.72 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3622AAQW7 2050-04-20 3.000000 0.00 600000.00 151321.82 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3622AASX3 2049-11-20 5.000000 0.00 13747472.00 2301457.52 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3622AAZA5 2040-05-15 6.500000 0.00 185513.00 50504.70 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3622AB4W9 2052-09-20 4.500000 0.00 347000.00 234248.19 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3622ABAX0 2051-06-20 3.000000 0.00 1000.00 600.65 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3622ABB50 2051-07-20 3.000000 0.00 1131.00 633.11 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3622ABC42 2051-08-20 3.000000 0.00 1000.00 580.35 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3622ABCQ3 2051-07-20 3.000000 0.00 1024.00 604.77 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3622ABCU4 2051-08-20 3.000000 0.00 1033.00 631.57 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3622ABD74 2051-07-20 3.000000 0.00 2048.00 949.57 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3622ABHH8 2051-11-20 3.500000 0.00 1024.00 705.21 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3622ABJ86 2051-12-20 2.500000 0.00 8876000.00 4650753.53 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3622ABUA8 2052-03-20 3.000000 0.00 98000.00 58033.82 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3622AC2T6 2053-10-20 6.000000 0.00 1000.00 612.11 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3622AC4M9 2054-01-20 6.000000 0.00 1000.00 693.09 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3622AC4V9 2054-01-20 6.500000 0.00 1000.00 466.53 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3622ACA67 2052-06-20 4.000000 0.00 300000.00 200531.64 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3622ACQF0 2053-05-20 6.000000 0.00 1000.00 633.09 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3622ACSK7 2053-09-20 5.500000 0.00 2000.00 1384.82 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3622ACUD0 2052-06-20 3.000000 0.00 1000.00 660.28 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3622ACX21 2053-08-20 5.000000 0.00 1000.00 658.31 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3622ACYG9 2051-10-20 2.000000 0.00 2048.00 1297.06 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3622AD5Y0 2052-02-20 2.500000 0.00 1000.00 781.08 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3622ADMN5 2047-01-20 3.500000 0.00 88000.00 67746.24 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3622AEFS0 2055-12-20 6.500000 0.00 6185000.00 5644052.76 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3622AEHP4 2056-02-20 5.000000 0.00 471000.00 438027.21 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36230QVV7 2041-01-15 4.500000 0.00 588067.00 113053.46 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36230UEK1 2041-01-15 4.000000 0.00 1466112.00 86058.43 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36241KHV3 2032-12-15 6.500000 0.00 5077272.00 35344.51 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36241LGG5 2040-02-15 5.000000 0.00 1000.00 28.87 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36241LTS5 2041-03-15 4.500000 0.00 4233000.00 152649.91 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36241LUN4 2041-04-15 4.500000 0.00 6459000.00 204019.15 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36241LUU8 2041-03-15 4.500000 0.00 1000.00 55.56 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36241LXG6 2041-08-15 4.000000 0.00 1000.00 57.33 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36241LYR1 2034-12-15 5.500000 0.00 1000.00 42.04 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36290T6V6 2042-02-15 3.500000 0.00 1000.00 64.74 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36294N4W5 2036-09-15 6.500000 0.00 1000.00 12.67 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36294N7H5 2036-11-15 6.500000 0.00 1000.00 17.56 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36294SC96 2036-09-15 6.500000 0.00 1000.00 7.79 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36295QXL9 2037-11-15 6.500000 0.00 1000.00 19.19 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618W3G81 2056-07-20 6.500000 0.00 1000.00 1061.26 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618W3G99 2056-07-20 6.500000 0.00 1000.00 1061.21 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618W3HA5 2056-07-20 6.500000 0.00 3446.00 3738.45 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618W3M50 2056-07-20 5.500000 0.00 1000.00 1011.98 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618W57L7 2066-06-20 6.000000 0.00 20372672.00 20898837.00 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618W57M5 2066-06-20 6.000000 0.00 18566752.00 19046275.50 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618W5DK2 2056-07-20 6.000000 0.00 1024.00 1055.53 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618W5DR7 2056-07-20 6.000000 0.00 1000.00 1041.85 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618W5LR8 2056-07-20 5.500000 0.00 2000.00 2031.98 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618W5MS5 2056-07-20 5.500000 0.00 1000.00 1011.70 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618W5NH8 2056-07-20 5.500000 0.00 1000.00 1010.39 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618W7QJ7 2056-07-20 6.500000 0.00 806251.00 848665.98 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618W7QL2 2056-07-20 6.500000 0.00 1085140.00 1140159.49 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618W8LM3 2056-07-20 6.500000 0.00 825276.00 895108.93 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618W8YF4 2056-07-20 6.000000 0.00 559606.00 590077.67 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618WBNL6 2056-07-20 6.000000 0.00 1000.00 1056.92 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618WECN8 2056-07-20 6.000000 0.00 1008.00 1046.88 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618WECU2 2056-07-20 6.500000 0.00 1000.00 1049.46 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36192VSH7 2046-02-20 3.500000 0.00 1312972.00 44591.79 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36193NXN5 2046-06-20 3.500000 0.00 1073540.00 116225.77 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36195KK60 2046-10-20 3.000000 0.00 1067714.00 281971.97 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36195VXR6 2046-10-20 3.000000 0.00 1093494.00 48823.61 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36202DMS7 2031-04-20 7.000000 0.00 185839549.00 160540.78 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36202E2G3 2039-02-20 8.000000 0.00 1078918.00 39176.15 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36202E5B1 2039-05-20 5.500000 0.00 2196852.00 51464.04 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36202EPM5 2037-09-20 6.000000 0.00 2387912.00 19758.03 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36202ESK6 2038-04-20 6.000000 0.00 2726372.00 167131.66 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36202ET33 2038-06-20 6.000000 0.00 2693436.00 28620.92 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36202EUL1 2038-07-20 5.500000 0.00 20168096.00 55435.82 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36202EUU1 2038-07-20 6.000000 0.00 8300304.00 84786.22 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36202EZA0 2039-01-20 6.000000 0.00 10346980.00 26053.22 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36202F2M7 2042-01-20 4.000000 0.00 7663056.00 365949.05 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36202F3K0 2042-02-20 3.500000 0.00 4000000.00 108882.89 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36202F4E3 2027-02-20 3.000000 0.00 3809532.00 9314.73 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36202FDF0 2039-12-20 6.000000 0.00 3183624.00 71820.43 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36202FH25 2040-07-20 6.000000 0.00 3000632.00 44138.69 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36202FL79 2040-11-20 4.500000 0.00 2999992.00 33337.54 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36202FLH7 2040-10-20 4.500000 0.00 9075000.00 210626.85 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36202FM45 2040-12-20 4.000000 0.00 2343630.00 34198.52 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36202FPB6 2041-01-20 4.000000 0.00 2437288.00 30892.46 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36202FYH3 2041-10-20 3.500000 0.00 1499000.00 28662.65 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36202THH2 2034-11-15 6.500000 0.00 280000.00 23980.78 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36204DUG2 2041-06-15 4.000000 0.00 820165.00 40244.09 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3620AHLT8 2040-02-15 4.500000 0.00 440308.00 61137.44 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3620AL4S0 2041-01-15 3.500000 0.00 799920.00 84674.76 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3620AMRJ3 2040-12-15 4.000000 0.00 2619000.00 214292.14 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3620AQPQ0 2040-05-15 4.500000 0.00 4996000.00 180468.45 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3620ARST9 2040-12-20 4.000000 0.00 867616.00 96208.18 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36211D4V9 2035-01-15 4.500000 0.00 790286.00 76953.82 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3622A2DQ2 2042-01-15 4.500000 0.00 897999.00 69117.63 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3622A2LQ3 2042-12-20 4.500000 0.00 4637976.00 249987.85 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618NVWA6 2065-10-20 6.500000 0.00 1510236.00 1267968.90 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618NWEU0 2056-02-20 5.500000 0.00 1000.00 1020.65 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618NWJ92 2056-04-20 6.500000 0.00 254913.00 266187.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427BHY4 2055-09-01 5.500000 0.00 1002.00 848.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427KWJ0 2055-12-01 5.000000 0.00 3001.00 2820.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427KXA8 2055-11-01 5.500000 0.00 4010.00 3423.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427M2F7 2054-04-01 5.000000 0.00 2000.00 1492.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427M6K2 2055-04-01 6.000000 0.00 1052.00 931.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427M7B1 2055-04-01 6.000000 0.00 5228.00 4558.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427M7G0 2054-05-01 6.000000 0.00 2009.00 1589.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427MHG9 2054-11-01 5.000000 0.00 3093.00 2800.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427MJ69 2055-02-01 5.500000 0.00 3850.00 3401.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427MJH5 2055-02-01 5.000000 0.00 5230.00 4450.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427MKJ9 2055-01-01 5.000000 0.00 1000.00 848.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427MLE9 2055-02-01 5.500000 0.00 1000.00 878.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427MLJ8 2055-02-01 6.000000 0.00 3018.00 2537.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427MLZ2 2055-02-01 5.000000 0.00 2048.00 1761.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427MM57 2055-02-01 6.000000 0.00 1106.00 859.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427MUP4 2055-02-01 5.000000 0.00 2008.00 1651.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427MUZ2 2055-02-01 6.000000 0.00 2000.00 1751.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427MVR9 2054-09-01 6.000000 0.00 1554.00 968.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427MVZ1 2050-09-01 3.000000 0.00 2018.00 1562.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427MXD8 2055-01-01 6.500000 0.00 4095.00 3184.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427MYX3 2055-02-01 5.500000 0.00 4129.00 3493.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427MZA2 2055-02-01 5.500000 0.00 4096.00 3668.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427MZK0 2055-04-01 6.500000 0.00 1206.00 854.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427N3F4 2050-02-01 4.000000 0.00 2020.00 1694.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427ND22 2052-06-01 3.000000 0.00 5264.00 4130.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427ND48 2050-09-01 3.000000 0.00 4620.00 3587.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427NEB1 2052-09-01 4.000000 0.00 3000.00 2480.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427NEH8 2054-07-01 4.000000 0.00 4000.00 3466.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427NF46 2054-06-01 6.500000 0.00 2016.00 1512.47 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36176W2N0 2041-12-15 4.000000 0.00 354980.00 26908.29 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179M2F6 2043-02-20 2.500000 0.00 191078.00 23456.83 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179MAX8 2042-04-20 3.500000 0.00 4071.00 246.02 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179MAY6 2042-04-20 4.000000 0.00 7633.00 362.82 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179MCZ1 2042-05-20 3.500000 0.00 1000.00 64.67 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179ME30 2042-06-20 3.500000 0.00 28266.00 1910.92 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179MEV8 2042-06-20 3.500000 0.00 2500000.00 63833.37 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179MG53 2042-07-20 3.500000 0.00 3000.00 205.04 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179MK82 2042-08-20 4.000000 0.00 3001.00 172.92 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179MSY7 2042-11-20 4.000000 0.00 585000.00 42042.52 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179MX47 2042-12-20 3.500000 0.00 1001.00 87.05 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179N2H0 2044-02-20 3.000000 0.00 2000.00 252.34 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179QT68 2044-11-20 4.500000 0.00 13830.00 690.42 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179QWE7 2044-12-20 3.500000 0.00 1000.00 64.33 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179R4D8 2046-03-20 3.000000 0.00 26001.00 2475.30 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179R4E6 2046-03-20 3.500000 0.00 2001.00 175.52 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179R7H6 2046-04-20 3.000000 0.00 1000.00 92.78 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179RBX6 2045-04-20 3.500000 0.00 5000.00 329.82 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179RF95 2045-06-20 3.500000 0.00 3001.00 232.72 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179RGA1 2045-05-20 4.000000 0.00 1000.00 82.83 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179RJD2 2045-07-20 3.000000 0.00 25293.00 2505.66 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179RLN7 2045-08-20 3.000000 0.00 3128.00 361.22 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179RLQ0 2045-08-20 4.000000 0.00 1000.00 63.41 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179RQZ5 2045-10-20 3.000000 0.00 21605.00 2130.17 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179RS83 2045-11-20 3.000000 0.00 1000.00 106.10 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179RS91 2045-11-20 3.500000 0.00 8000.00 709.76 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179RXE4 2046-01-20 4.000000 0.00 3111.00 238.11 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179S2Q9 2047-04-20 4.000000 0.00 753768.00 60834.92 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179SGA9 2046-07-20 3.500000 0.00 996898.00 49277.02 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179TAK1 2047-03-20 3.500000 0.00 656339.00 69752.02 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179TCX1 2047-07-20 3.500000 0.00 50000.00 5494.49 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179TLT0 2047-11-20 4.000000 0.00 75000.00 7288.12 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179TSF3 2048-02-20 3.000000 0.00 117007.00 14733.34 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179TSH9 2048-02-20 4.000000 0.00 9439456.00 841432.59 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179TXU4 2048-05-20 3.500000 0.00 60993.00 6580.58 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179TXZ3 2048-05-20 6.000000 0.00 99000.00 11974.10 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179UMQ2 2049-02-20 6.000000 0.00 361000.00 23646.03 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179V4L1 2051-01-20 2.500000 0.00 1000.00 374.56 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179V4X5 2051-01-20 3.500000 0.00 48171968.00 16227209.18 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179VA59 2049-12-20 2.500000 0.00 90749.00 7619.72 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179VA75 2049-12-20 3.500000 0.00 3017.00 292.19 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179VHF0 2050-03-20 2.500000 0.00 204342.00 16176.82 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179W5E4 2052-05-20 4.000000 0.00 143804000.00 93480505.47 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179WLQ9 2051-08-20 3.000000 0.00 305910.00 158141.45 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179WMM7 2036-09-20 3.500000 0.00 52545.00 21069.64 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179WR42 2051-11-20 3.500000 0.00 54143.00 31751.70 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179XBQ8 2052-02-20 2.500000 0.00 7459992.00 4259515.57 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179XHY5 2052-10-20 4.500000 0.00 24000.00 16684.95 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179YDD3 2051-08-20 2.500000 0.00 74000.00 45599.82 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3617B4HP5 2047-08-15 4.000000 0.00 19709.00 8784.70 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3617JLLB5 2049-04-20 5.500000 0.00 171508.00 19612.81 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3617MB4M8 2050-01-20 4.000000 0.00 996235.00 221304.71 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3617MB5S4 2050-03-20 4.000000 0.00 1000.00 257.43 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3617MKK99 2050-04-20 4.000000 0.00 6001.00 1192.26 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3617YPF91 2058-04-15 4.740000 0.00 20353152.00 19315807.97 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36180DS32 2043-04-20 3.500000 0.00 2000.00 180.01 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36180M2W6 2043-04-20 3.000000 0.00 4000.00 895.75 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36180MXE2 2043-03-15 2.500000 0.00 1000.00 125.44 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36180MXM4 2043-03-15 3.000000 0.00 414137.00 42437.06 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36180MXS1 2043-03-15 3.500000 0.00 3000.00 494.66 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36180VUV7 2046-10-15 2.500000 0.00 1000.00 509.97 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36181AXE7 2043-08-15 3.000000 0.00 1000.00 89.11 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36181B3U2 2043-12-20 4.000000 0.00 1230384.00 135768.99 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36181B7F1 2044-01-15 3.500000 0.00 3842968.00 735457.88 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36181BRP7 2043-08-15 3.500000 0.00 3000.00 532.34 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618APYX1 2058-04-15 5.080000 0.00 3008.00 2917.59 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618BHJW7 2053-09-15 7.000000 0.00 7311096.00 6828588.31 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618FSLR7 2053-11-15 7.500000 0.00 4534264.00 4351456.26 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QEP22 2050-08-01 3.000000 0.00 3010.00 907.42 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QEU42 2050-09-01 2.000000 0.00 1019.00 495.89 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QEVD1 2050-09-01 2.500000 0.00 1000.00 447.38 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QKGJ1 2051-04-01 3.000000 0.00 1032.00 583.15 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QKT73 2046-05-01 2.500000 0.00 1000.00 598.83 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QLC20 2051-07-01 2.500000 0.00 3000.00 1676.41 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QLJG2 2051-07-01 3.500000 0.00 1508.00 587.09 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QLK62 2036-07-01 2.500000 0.00 2002.00 920.76 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QLM52 2051-08-01 2.500000 0.00 2183.00 1193.19 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QM3X0 2052-01-01 2.000000 0.00 2000.00 1207.48 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QM6B5 2052-01-01 3.000000 0.00 6010.00 3818.11 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QMAC8 2051-10-01 2.000000 0.00 1000.00 569.12 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QMAJ3 2051-10-01 2.500000 0.00 2000.00 1129.58 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QMAL8 2051-10-01 3.000000 0.00 2000.00 1288.88 Agency Mortgage-Backed Securities Federal National 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U.S. Treasury Bond N/A 912810TT5 2053-08-15 4.125000 0.00 106252600.00 90181229.73 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 915000000.00 915000000.00 0.0044 N Y Y N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 3.650000% ARP1KGXG3 2IGI19DL77OX 0000800030 ARP1KGXG3_3.65_0803 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427QV74 2055-12-01 6.000000 0.00 35951890.00 34624533.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427TR32 2056-07-01 7.000000 0.00 138891353.00 146812650.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GWGP8 2055-12-01 5.000000 0.00 212333.00 202118.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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NR Standard and Poor's Ratings Services NR 2026-08-03 2026-08-03 2026-08-03 N N N 0.0366 1110000000.00 1110000000.00 0.0053 N Y Y N Nomura Securities International, Inc. - Fixed Income Clearing Corp. Nomura Securities International, Inc. - Fixed Income Clearing Corp. 3.650000% ARP1KGXQ1 549300H47WTH 0000072267 ARP1KGXQ1_3.65_0803 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Nomura Securities International, Inc. - Fixed Income Clearing Corp. N Federal Home Loan Mortgage Corp. 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S6XOOCT0IEG5ABCC6L87 3132DWCP6 2051-11-01 2.500000 0.00 1001.00 580.53 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QNNT5 2052-03-01 2.000000 0.00 1001.00 596.73 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179WTY4 2051-12-20 2.500000 0.00 1056.00 599.90 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XDBB1 2051-10-01 2.500000 0.00 1100.00 605.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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strips) U.S. Treasury Note 254900HROIFW 91282CGW5 2028-04-15 1.250000 0.00 1553100.00 1706657.73 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SP4 2050-08-15 1.375000 0.00 100.00 47.36 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CDP3 2028-12-31 1.375000 0.00 9813000.00 9177640.51 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TP3 2053-02-15 1.500000 0.00 465900.00 382187.28 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 912828Z78 2027-01-31 1.500000 0.00 1100.00 1086.40 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 912828Z94 2030-02-15 1.500000 0.00 100.00 91.52 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CDL2 2028-11-30 1.500000 0.00 51921900.00 48884105.40 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CDW8 2029-01-31 1.750000 0.00 90600.00 85214.83 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SW9 2041-02-15 1.875000 0.00 1557500.00 1060257.33 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CEC1 2027-02-28 1.875000 0.00 47743100.00 47530238.16 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SL3 2050-02-15 2.000000 0.00 100.00 56.63 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SJ8 2049-08-15 2.250000 0.00 46161000.00 27951301.61 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 9128283F5 2027-11-15 2.250000 0.00 200.00 196.08 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SX7 2051-05-15 2.375000 0.00 9996900.00 6028724.81 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 912828X88 2027-05-15 2.375000 0.00 200.00 198.27 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TG3 2052-05-15 2.875000 0.00 55900.00 37339.27 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 9128284N7 2028-05-15 2.875000 0.00 1100.00 1081.08 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CEM9 2029-04-30 2.875000 0.00 64300.00 62431.86 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CEP2 2032-05-15 2.875000 0.00 1100.00 1019.20 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810RV2 2047-02-15 3.000000 0.00 100.00 72.99 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SC3 2048-05-15 3.125000 0.00 100.00 72.81 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CFJ5 2029-08-31 3.125000 0.00 200.00 195.87 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SE9 2048-11-15 3.375000 0.00 100.00 75.83 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CGH8 2028-01-31 3.500000 0.00 62320800.00 61673286.89 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CGZ8 2030-04-30 3.500000 0.00 100.00 98.02 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CLN9 2029-09-30 3.500000 0.00 51191800.00 50583470.78 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CPC9 2028-10-15 3.500000 0.00 81031000.00 80565253.29 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CPE5 2027-10-31 3.500000 0.00 30123200.00 30136152.98 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CPK1 2028-11-15 3.500000 0.00 100.00 99.07 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810RC4 2043-08-15 3.625000 0.00 100.00 84.06 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CGT2 2028-03-31 3.625000 0.00 18780900.00 18825867.73 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CHE4 2028-05-31 3.625000 0.00 200.00 199.07 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CLK5 2029-08-31 3.625000 0.00 300.00 298.72 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CNU1 2028-08-15 3.625000 0.00 24999700.00 25113521.84 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CPA3 2030-09-30 3.625000 0.00 100.00 98.47 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CPD7 2030-10-31 3.625000 0.00 17999700.00 17656292.72 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810RD2 2043-11-15 3.750000 0.00 30400.00 25644.51 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CMY4 2027-04-30 3.750000 0.00 60125000.00 60552188.13 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CPF2 2032-10-31 3.750000 0.00 14997200.00 14551753.17 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CPW5 2031-01-31 3.750000 0.00 148131000.00 144439575.50 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TQ1 2043-02-15 3.875000 0.00 100.00 87.53 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CGB1 2029-12-31 3.875000 0.00 118132900.00 116845400.94 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CGC9 2027-12-31 3.875000 0.00 101302900.00 101168599.34 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CMZ1 2030-04-30 3.875000 0.00 40378100.00 40136538.01 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CNN7 2030-07-31 3.875000 0.00 49302000.00 48459823.24 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CNZ0 2032-09-30 3.875000 0.00 100.00 98.13 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TL2 2052-11-15 4.000000 0.00 12833000.00 10634958.18 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CGP0 2028-02-29 4.000000 0.00 15825700.00 16036172.86 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CHK0 2028-06-30 4.000000 0.00 24999900.00 24976189.22 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CJW2 2029-01-31 4.000000 0.00 46240300.00 45935345.22 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CMU2 2030-03-31 4.000000 0.00 13896200.00 13927804.59 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CNJ6 2032-06-30 4.000000 0.00 9745900.00 9555168.50 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQS3 2028-05-31 4.000000 0.00 2999600.00 3007538.94 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TT5 2053-08-15 4.125000 0.00 9884100.00 8463020.89 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CLD1 2031-07-31 4.125000 0.00 36509000.00 36085495.60 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CLZ2 2031-11-30 4.125000 0.00 4734600.00 4704824.11 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CMP3 2027-02-28 4.125000 0.00 128603600.00 130887617.41 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQN4 2033-04-30 4.125000 0.00 200.00 197.68 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQU8 2031-05-31 4.125000 0.00 35315900.00 35177991.41 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQZ7 2029-07-15 4.125000 0.00 13565500.00 13530195.49 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TX6 2054-02-15 4.250000 0.00 100.00 87.48 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CKD2 2029-02-28 4.250000 0.00 1096900.00 1115634.87 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CKW0 2031-06-30 4.250000 0.00 80177100.00 80000643.27 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CMG3 2030-01-31 4.250000 0.00 135135100.00 134812802.80 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CMN8 2028-02-15 4.250000 0.00 19053000.00 19432515.76 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CNC1 2035-05-15 4.250000 0.00 1836700.00 1804029.99 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CHX2 2028-08-31 4.375000 0.00 17643800.00 18008647.99 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CJM4 2030-11-30 4.375000 0.00 85196600.00 85854374.55 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CMD0 2029-12-31 4.375000 0.00 1000.00 1005.57 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CMK4 2032-01-31 4.375000 0.00 11729300.00 11703612.83 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CJJ1 2033-11-15 4.500000 0.00 3691000.00 3717965.56 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810UA4 2054-05-15 4.625000 0.00 100.00 92.04 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810UF3 2044-11-15 4.625000 0.00 9497500.00 8943485.28 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CJA0 2028-09-30 4.625000 0.00 3430000.00 3508693.35 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TV0 2053-11-15 4.750000 0.00 10939300.00 10260066.38 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810UN6 2045-08-15 4.875000 0.00 7235100.00 7101214.27 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810FM5 2030-05-15 6.250000 0.00 24269000.00 26196260.64 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 2100000000.00 2100000000.00 0.0100 N Y Y N Morgan Stanley Institutional Liquidity Funds 2026-08-07 Lonnie Bae Lonnie Bae Vice President