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S6XOOCT0IEG5ABCC6L87 3130G3T73 2056-06-01 5.000000 0.00 9470416.00 9236957.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3130G3TD0 2056-06-01 5.000000 0.00 8650400.00 8429111.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3130G3TH1 2056-08-01 5.000000 0.00 5012264.00 4935294.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3130G3TR9 2056-06-01 5.000000 0.00 10540560.00 10267640.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131WDCQ7 2033-11-01 6.500000 0.00 940000.00 18335.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131WNFG4 2039-09-01 5.000000 0.00 1768046.00 23272.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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S6XOOCT0IEG5ABCC6L87 3137FBBZ8 2027-08-25 0.530100 0.00 4290000.00 14320.61 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FCJM7 2027-11-25 0.443595 0.00 11986000.00 35528.12 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FEBS8 2027-12-25 0.476327 0.00 7653275.00 28104.81 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FF3Z8 2027-12-25 0.622259 0.00 3000000.00 18287.03 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FF3Z8 2027-12-25 0.622259 0.00 12000000.00 73148.12 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FL2M5 2034-01-25 3.794000 0.00 1003.00 933.17 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FMCG5 2026-12-25 1.408365 0.00 110894.00 183.93 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FMCG5 2026-12-25 1.408365 0.00 44178206.00 73276.06 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FMCT7 2029-05-25 1.080166 0.00 3228070.00 65406.24 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FMU26 2029-06-25 1.000315 0.00 1000032.00 20874.19 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FREK3 2030-01-25 1.224741 0.00 5000000.00 152534.43 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136B87D5 2029-07-25 1.401500 0.00 14546000.00 281905.31 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136B9NV5 2030-09-25 1.326730 0.00 7964931.00 135321.56 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BBK68 2050-09-25 4.000000 0.00 39896695.00 2623954.92 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BBQC9 2050-08-25 4.000000 0.00 28180898.00 3083925.92 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BDXR4 2033-11-25 1.958101 0.00 100017.00 3028.33 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BGAV3 2046-02-25 2.166340 0.00 38326824.00 714634.29 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BGVA6 2049-04-25 2.500000 0.00 378719.00 40172.91 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BHC98 2045-06-25 2.208625 0.00 32470263.00 597001.11 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BKEP3 2051-12-25 2.220436 0.00 93797232.00 1960619.99 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BQKM0 2048-05-25 5.000000 0.00 100157.00 8960.60 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BQRF8 2053-11-25 N/A 0.00 7700702.00 3003847.72 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BQU72 2054-03-25 3.356810 0.00 1962517.00 72189.48 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BRAZ0 2054-03-25 4.456810 0.00 5808986.00 301915.76 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BRC21 2054-05-25 30.638526 0.00 3801477.00 1535222.58 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BSSY2 2054-08-25 3.456810 0.00 5637784.00 308656.84 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BTK69 2054-08-25 N/A 0.00 12331553.00 4485283.14 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BU5G1 2055-03-25 2.206810 0.00 194427575.00 5404698.75 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BUJ27 2055-02-25 2.106810 0.00 1025448.00 40659.52 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BUKR0 2055-01-25 2.276810 0.00 100001.00 4597.13 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BVGE2 2055-03-25 2.236810 0.00 82991915.00 4060519.86 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BYNF5 2055-05-25 0.050000 0.00 105185397.00 101569.72 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BYNH1 2055-01-25 0.020000 0.00 26395354.00 12909.44 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BYPR7 2055-05-25 2.256810 0.00 237739209.00 11144498.75 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BYUE0 2048-04-25 5.000000 0.00 302187.00 37397.61 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G5DE7 2055-01-25 1.356810 0.00 100000.00 2651.33 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G5LN8 2056-04-25 N/A 0.00 193585.00 800.23 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6K72 2056-08-25 9.937455 0.00 10042816.00 9782493.07 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6N95 2052-09-25 5.500000 0.00 2008232.00 264299.77 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6R34 2056-07-25 2.456810 0.00 42147500.00 2868117.85 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6ZP6 2056-07-25 N/A 0.00 149900000.00 769515.50 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137A0TF2 2040-08-15 2.849020 0.00 99899924.00 161714.05 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BL2S6 2042-02-15 2.014594 0.00 3935758.00 13055.18 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BLN61 2041-05-15 2.084009 0.00 100096.00 272.43 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BXR20 2027-03-25 0.717681 0.00 4990000.00 8576.80 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F2LL8 2027-06-25 0.853597 0.00 4735000.00 16505.48 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F5MK2 2043-03-15 2.116379 0.00 15435818.00 106033.38 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F6JX6 2050-11-25 2.500000 0.00 2073000.00 157424.06 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F72D6 2027-09-25 0.802535 0.00 6400000.00 35846.30 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F72R5 2030-10-25 1.115160 0.00 30000000.00 1001996.12 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F84J9 2029-12-25 1.455304 0.00 260000.00 9655.37 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F8ZX4 2030-12-25 0.846743 0.00 3318525.00 88588.29 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F8ZX4 2030-12-25 0.846743 0.00 36055000.00 962491.06 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F9XF3 2050-09-25 3.000000 0.00 1744630.00 182293.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179W5E4 2052-05-20 4.000000 0.00 1379.00 883.57 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179W7M4 2052-06-20 4.000000 0.00 153752.00 98930.90 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179WDR6 2051-04-20 2.500000 0.00 1207494.00 553561.65 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179WTY4 2051-12-20 2.500000 0.00 2000.00 1123.05 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179WY85 2052-02-20 2.000000 0.00 1024.00 589.26 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179X2L9 2053-05-20 5.500000 0.00 2032.00 1290.66 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179X5H5 2053-06-20 5.500000 0.00 2887455.00 1839502.83 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179XDF0 2052-08-20 5.000000 0.00 11766093.00 7734282.51 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179XFG6 2052-09-20 4.000000 0.00 2032.00 1361.62 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179XLG9 2052-11-20 4.500000 0.00 2000.00 1369.96 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179XLH7 2052-11-20 5.000000 0.00 232627.00 158707.94 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179XNG7 2052-12-20 5.500000 0.00 1000.00 571.37 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179XQW9 2053-01-20 5.000000 0.00 1000.00 659.85 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179XQY5 2053-01-20 6.000000 0.00 2000.00 848.71 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179XTD8 2053-02-20 5.500000 0.00 2118.00 1210.92 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179XVT0 2053-03-20 5.500000 0.00 941070.00 545898.62 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179XVU7 2053-03-20 6.000000 0.00 1649264.00 687524.54 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179Y2L7 2054-07-20 5.500000 0.00 5857600.00 3931633.67 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179YMK7 2053-12-20 5.500000 0.00 3726998.00 2613029.44 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179YPG3 2054-01-20 5.500000 0.00 2035402.00 1378534.87 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179YRH9 2054-01-20 5.500000 0.00 525332.00 334607.84 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179YU44 2054-04-20 4.500000 0.00 53075.00 45707.91 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179YW67 2054-05-20 6.000000 0.00 6942520.00 3884379.53 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179YW75 2054-05-20 6.500000 0.00 1024.00 380.06 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3617NAY79 2050-05-20 4.000000 0.00 2011.00 320.16 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3617UURK6 2051-03-20 2.500000 0.00 1000.00 562.57 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618A5X40 2053-07-20 7.500000 0.00 1000.00 400.67 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618AS7B3 2053-05-20 7.500000 0.00 1015800.00 262142.60 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618GV7A2 2054-05-20 7.500000 0.00 1000.00 1073.53 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618GVHL7 2054-03-20 5.000000 0.00 1000.00 565.06 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618GXR57 2054-03-20 5.000000 0.00 222548.00 204381.54 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618JH3C0 2055-08-20 7.000000 0.00 1000.00 1047.66 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618JWLP8 2055-01-20 6.500000 0.00 1980.00 2060.34 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618JWMN2 2055-04-20 6.500000 0.00 1000.00 850.33 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618KFY38 2055-01-20 7.000000 0.00 1000.00 885.70 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618KRJ47 2055-03-20 7.500000 0.00 3002.00 3215.74 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618KRJQ8 2055-04-20 7.000000 0.00 2000.00 1742.02 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618KRJR6 2055-03-20 7.000000 0.00 7059.00 6887.49 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618KRJY1 2055-03-20 7.500000 0.00 739884.00 710114.62 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618KRJZ8 2055-04-20 7.500000 0.00 2000.00 2143.94 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MHV35 2056-03-20 6.500000 0.00 1000.00 1042.46 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MHVD3 2056-02-20 6.500000 0.00 327144.00 341228.71 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MHVE1 2056-02-20 6.500000 0.00 630597.00 656996.23 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MK6M4 2056-07-20 6.000000 0.00 3068.00 3192.94 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MN2A8 2056-02-20 6.500000 0.00 1017.00 1072.50 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MPAY2 2056-03-20 6.500000 0.00 1013.00 1070.00 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MPAZ9 2056-03-20 6.500000 0.00 1000.00 1054.39 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MPDB9 2056-04-20 6.000000 0.00 1000.00 1021.53 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MQAR5 2056-01-20 6.500000 0.00 1000.00 1040.50 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MSVK3 2056-02-20 6.500000 0.00 96043.00 99960.45 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MU4K8 2056-03-20 7.000000 0.00 137433.00 147770.93 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MYRS8 2056-03-20 6.500000 0.00 1001.00 1042.56 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N1TK4 2056-03-20 6.500000 0.00 1001.00 1042.25 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N3XW9 2056-04-20 6.500000 0.00 1000.00 1053.99 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N56G9 2056-01-20 4.500000 0.00 3018.00 2790.28 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N56H7 2056-01-20 5.000000 0.00 2048.00 1956.80 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N5A33 2054-11-20 5.000000 0.00 8515456.00 7223224.34 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N5A41 2054-11-20 5.500000 0.00 782771.00 583759.46 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N5C56 2054-12-20 5.000000 0.00 4707850.00 3994083.72 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N5GN3 2055-02-20 5.000000 0.00 2177.00 1837.31 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N5GP8 2055-02-20 5.500000 0.00 5901591.00 4110173.71 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N5GP8 2055-02-20 5.500000 0.00 14045702.00 9782154.51 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N5KV0 2055-04-20 5.000000 0.00 1000.00 863.96 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N5KW8 2055-04-20 5.500000 0.00 1071.00 768.21 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N5MP1 2055-05-20 5.000000 0.00 3112.00 2710.48 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N5MQ9 2055-05-20 5.500000 0.00 1024.00 777.93 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N5PH6 2055-06-20 5.000000 0.00 1000.00 893.21 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N5PJ2 2055-05-20 5.500000 0.00 20902113.00 16475834.18 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N5RF8 2055-07-20 5.500000 0.00 373221.00 298619.52 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N5TM1 2055-08-20 5.000000 0.00 1024.00 939.81 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N5TN9 2055-06-20 5.500000 0.00 2048.00 1716.79 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N5VR7 2055-09-20 5.500000 0.00 1000.00 870.21 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N5VS5 2055-08-20 6.000000 0.00 1000.00 730.63 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N5XP9 2055-09-20 5.000000 0.00 1101.00 1027.06 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N5XQ7 2055-10-20 5.500000 0.00 2640.00 2407.65 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N5XR5 2055-10-20 6.000000 0.00 184870.00 143202.87 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N5ZK8 2055-11-20 5.000000 0.00 1000.00 941.24 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N6FL6 2056-03-20 5.000000 0.00 1088.00 1049.64 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N6K71 2056-06-20 5.500000 0.00 1024.00 1018.16 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618V9Z47 2056-04-20 7.000000 0.00 1000.00 1066.99 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618VG3L8 2056-05-20 6.000000 0.00 1545.00 1601.30 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618VJWR7 2056-06-20 6.000000 0.00 5894777.00 6083454.07 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3622AB4K5 2052-08-20 5.500000 0.00 1000.00 756.12 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 38376LTT6 2041-06-20 2.903070 0.00 149797880.00 359683.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38377TQK0 2041-01-20 2.233070 0.00 40025823.00 202872.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378ARN3 2040-08-20 5.000000 0.00 13035039.00 1813.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378FAV2 2043-01-20 2.533070 0.00 100096.00 353.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379E3D2 2044-09-20 2.433070 0.00 57330752.00 654638.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379MQT4 2045-08-20 5.500000 0.00 45617045.00 641342.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379YH27 2045-06-20 4.000000 0.00 2588350.00 16410.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380WPK9 2048-04-20 0.133070 0.00 200000000.00 556332.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381NA57 2055-07-20 N/A 0.00 272726.00 163212.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381NC30 2055-07-20 2.311160 0.00 32100464.00 1103231.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381NE53 2052-03-20 6.000000 0.00 704272.00 29798.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381PAR4 2055-07-20 0.861160 0.00 171382122.00 1763858.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381PQ55 2055-07-20 4.958840 0.00 46542.00 36959.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381PV26 2055-08-20 0.761160 0.00 300000000.00 2449704.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381Q2Q3 2053-02-20 0.050000 0.00 32941663.00 32660.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381UJB9 2051-07-20 6.000000 0.00 14583375.00 1371710.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381UKM3 2052-12-20 0.250000 0.00 21213979.00 141661.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381UKN1 2053-01-20 0.550000 0.00 14368450.00 233426.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381UMP4 2054-08-20 2.961160 0.00 76797329.00 5410652.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381Y7U2 2046-02-20 1.049450 0.00 3359750.00 19484.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382B5H2 2048-10-20 0.978500 0.00 21754923.00 110715.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382CQ87 2049-11-20 4.500000 0.00 24545218.00 823270.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382E6V4 2046-04-20 1.070330 0.00 78776162.00 515403.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382PY97 2051-03-20 2.533070 0.00 30898646.00 1050582.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382W3Y1 2051-08-20 3.000000 0.00 1682322.00 138603.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382XAJ4 2051-08-20 2.533070 0.00 100097.00 7005.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383CRU6 2051-10-20 2.000000 0.00 1144.00 490.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383FAH6 2051-12-20 2.500000 0.00 1163.00 688.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383LZ86 2052-12-20 2.631160 0.00 32483540.00 1188615.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383T3H4 2052-07-20 0.361160 0.00 37552575.00 364841.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383UU99 2052-10-20 N/A 0.00 35000000.00 17233298.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383VCB2 2053-01-20 2.611160 0.00 31098064.00 984451.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383X2R4 2053-04-20 1.861160 0.00 99890111.00 2650602.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384AQ48 2053-06-20 4.588840 0.00 673668.00 566798.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384AQF3 2053-05-20 2.511160 0.00 459000.00 19748.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384AQK2 2052-07-20 N/A 0.00 17488701.00 9740995.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384AT94 2053-06-20 4.788840 0.00 4683025.00 2724516.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384CHR3 2053-08-20 2.361160 0.00 42264000.00 1835156.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384D7N1 2053-11-20 3.461160 0.00 24925867.00 1124497.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384FAS1 2053-11-20 5.138840 0.00 1566.00 369.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384G4H0 2054-01-20 6.000000 0.00 10145925.00 1665564.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384GL24 2054-01-20 4.738840 0.00 9861360.00 2993592.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384J6N9 2054-02-20 5.750000 0.00 2536.00 1853.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384JCH5 2053-05-20 0.050000 0.00 35081296.00 21783.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384KEF4 2054-01-20 3.461160 0.00 23356308.00 1406688.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384MBY2 2054-03-20 4.818840 0.00 1000.00 548.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384MQF7 2054-04-20 0.200000 0.00 100032.00 413.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384Q2Y3 2054-07-20 4.938840 0.00 1223.00 496.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384WBY0 2053-08-20 N/A 0.00 89423.00 36622.03 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BKCY3 2052-08-01 5.000000 0.00 1129136.00 809580.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BSDD1 2052-12-01 6.000000 0.00 3944840.00 2939024.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CEST0 2053-10-01 5.500000 0.00 7005.00 5627.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KNSC8 2052-02-01 2.500000 0.00 44000.00 24926.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KPMG0 2052-06-01 4.000000 0.00 213300.00 133935.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KPQ43 2052-07-01 4.500000 0.00 1000.00 614.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KQJH0 2053-04-01 4.500000 0.00 3232720.00 2435095.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133WAKQ0 2054-03-01 5.500000 0.00 1000.00 806.99 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3136A55P7 2042-05-25 2.162330 0.00 22790718.00 207503.86 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136A66A7 2042-07-25 N/A 0.00 76308979.00 7459209.14 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136A6FF6 2027-05-25 2.342330 0.00 445373.00 0.59 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136AKTK9 2054-08-25 4.096590 0.00 45666.00 2576.51 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136AP3N0 2045-09-25 3.500000 0.00 1000.00 1262.31 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136AUXG1 2033-05-25 5.500000 0.00 6716284.00 75724.81 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136B33M0 2049-03-25 1.990543 0.00 32543746.00 281913.50 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136B5WC5 2059-08-25 1.939103 0.00 52871645.00 463898.21 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128M5DY3 2037-07-01 6.000000 0.00 11138440.00 394949.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DNKX0 2052-07-01 5.000000 0.00 2523630.00 1366288.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DPN46 2053-01-01 5.500000 0.00 1000.00 707.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DPTQ1 2053-02-01 5.500000 0.00 3108.00 2037.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DSQ62 2053-11-01 5.000000 0.00 1000.00 780.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DST28 2054-03-01 5.500000 0.00 1000.00 759.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DTUS7 2050-04-01 3.000000 0.00 139520.00 103417.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWBU6 2051-06-01 2.500000 0.00 4366704.00 2296135.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWCP6 2051-11-01 2.500000 0.00 1000.00 573.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWEQ2 2052-09-01 3.500000 0.00 1002.00 694.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWEY5 2052-08-01 5.500000 0.00 57621.00 36364.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWFD0 2052-11-01 3.500000 0.00 1000.00 696.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWFF5 2052-11-01 4.500000 0.00 1954080.00 1410841.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWFS7 2052-12-01 5.500000 0.00 6736000.00 4608178.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWHH9 2053-06-01 6.000000 0.00 33666.00 19442.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWHM8 2053-04-01 3.500000 0.00 1000.00 699.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWKH5 2054-01-01 6.000000 0.00 1010.00 509.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWN58 2055-03-01 4.000000 0.00 1000.00 841.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132E0AE2 2053-08-01 5.500000 0.00 1000.00 768.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132E0QD7 2053-10-01 5.500000 0.00 378622.00 248825.79 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XNU85 2049-05-01 3.500000 0.00 1024.00 728.19 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XPXH7 2052-07-01 2.500000 0.00 1542812.00 1098475.50 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XQPV3 2054-06-01 6.000000 0.00 14176868.00 9838104.14 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XR3K9 2054-11-01 5.500000 0.00 749400.00 571490.86 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y6KA7 2055-04-01 6.500000 0.00 2084128.00 1441804.18 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y6KD1 2055-04-01 6.500000 0.00 5732032.00 5609765.63 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y6PZ7 2055-05-01 6.000000 0.00 2003.00 1597.44 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y9Q98 2056-08-01 5.500000 0.00 1000.00 998.52 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418C4J0 2048-11-01 4.000000 0.00 2998932.00 87835.54 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418CCT9 2046-10-01 2.500000 0.00 1049.00 183.66 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418CYN8 2048-07-01 4.500000 0.00 24516888.00 1682916.36 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418D4Y5 2051-10-01 2.500000 0.00 1000.00 558.47 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418D6C1 2051-11-01 2.500000 0.00 1000.00 571.71 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418DSJ2 2050-09-01 2.500000 0.00 1008.00 370.59 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418DSJ2 2050-09-01 2.500000 0.00 2262469.00 831811.17 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418ECR9 2052-04-01 3.000000 0.00 1000.00 629.12 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418EJ50 2052-10-01 4.000000 0.00 1025000.00 722283.76 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418ELY4 2052-12-01 5.500000 0.00 90045.00 60280.80 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FCD7 2054-09-01 4.000000 0.00 1000.00 815.75 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FEY9 2054-12-01 4.000000 0.00 5871790.00 4997772.60 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FGG6 2045-01-01 5.500000 0.00 1000.00 624.79 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FR66 2055-12-01 4.500000 0.00 9919347.00 9005388.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31425UTA3 2054-11-01 4.500000 0.00 1010.00 941.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426JUU1 2055-04-01 5.000000 0.00 2698389.00 2570328.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427GVA9 2055-11-01 6.500000 0.00 1000.00 877.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427NXQ7 2053-05-01 6.000000 0.00 21287760.00 15499153.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427P5P5 2054-12-01 4.500000 0.00 1121.00 998.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427TRM0 2056-01-01 6.500000 0.00 1008.00 1034.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GGPU2 2034-01-01 3.750000 0.00 1000.00 915.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GUKS1 2055-04-01 6.500000 0.00 1025.00 653.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GX4K0 2056-08-01 5.500000 0.00 1000.00 1003.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GXZK6 2056-07-01 5.500000 0.00 24477696.00 24211080.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JQ5P0 2056-01-01 5.500000 0.00 1026.00 981.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142K8AS6 2056-06-01 5.500000 0.00 1000.00 996.01 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179TXU4 2048-05-20 3.500000 0.00 6441.00 685.24 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179UGC0 2048-11-20 4.000000 0.00 4517.00 369.48 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179UH47 2048-12-20 4.000000 0.00 3324.00 271.33 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179W5D6 2052-05-20 3.500000 0.00 8766456.00 5486167.70 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 38384WCA1 2053-10-20 N/A 0.00 14690662.00 4089072.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384XVM2 2053-02-20 0.050000 0.00 81365613.00 74206.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384XVR1 2054-11-20 31.345080 0.00 5622380.00 5202923.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384XVT7 2053-02-20 1.911160 0.00 14987790.00 551346.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385BQU7 2052-09-20 2.291160 0.00 20195248.00 1113276.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385BZL7 2055-01-20 2.261160 0.00 95000000.00 1605747.86 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FREK3 2030-01-25 1.224741 0.00 58841336.00 1795065.96 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FUZE7 2030-05-25 1.667917 0.00 4817574.00 229145.01 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FV5Q1 2030-06-25 1.466631 0.00 920000.00 38752.74 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FWHV5 2030-07-25 1.504733 0.00 7955128.00 343140.50 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FWHV5 2030-07-25 1.504733 0.00 8095904.00 349212.81 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FYCP9 2050-09-25 3.000000 0.00 3064538.00 307213.00 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FYUL8 2031-03-25 0.599761 0.00 30170000.00 561942.44 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GBE76 2056-07-25 2.556810 0.00 38217111.00 2793407.66 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H0GP7 2028-03-25 0.691989 0.00 2140000.00 12509.28 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H14D5 2028-05-25 1.000312 0.00 4000000.00 53500.18 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H14D5 2028-05-25 1.000312 0.00 75901762.00 1015189.57 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H4ND8 2051-12-25 2.500000 0.00 5850000.00 440090.65 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H4NP1 2051-12-25 2.500000 0.00 5237500.00 367118.39 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H9UF4 2033-01-25 0.526281 0.00 6900000.00 153572.11 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HAQ74 2028-08-25 4.740000 0.00 743100.00 745906.69 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HBGZ1 2047-08-15 2.033186 0.00 92311349.00 3220168.35 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HCX23 2054-05-25 1.256810 0.00 64900000.00 623466.11 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HCYS5 2054-06-25 28.038529 0.00 5542953.00 2217370.39 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFDC6 2054-08-25 3.456810 0.00 20051360.00 624509.61 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HHNQ0 2054-12-25 14.979510 0.00 5109160.00 3547442.04 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKTX2 2055-04-25 1.706810 0.00 199997.00 6721.20 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKXF6 2032-01-25 1.393528 0.00 77769185.00 3644129.70 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLMW9 2055-06-25 2.106810 0.00 506357.00 14846.88 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HMCK4 2030-07-25 4.290000 0.00 40000.00 39520.36 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HN4L9 2032-06-25 4.400000 0.00 52015.00 51105.71 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HNJE9 2053-12-25 N/A 0.00 9095456.00 4795426.31 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HNJF6 2054-07-25 N/A 0.00 40608525.00 20826687.84 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HNJJ8 2055-10-25 1.856810 0.00 126000000.00 5393856.08 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HNJK5 2055-10-25 1.806810 0.00 70779447.00 2909248.62 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HNJM1 2055-10-25 1.706810 0.00 48664802.00 1796518.58 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HP4R1 2052-12-25 5.500000 0.00 2689959.00 328306.12 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HP6Z1 2055-12-25 1.906810 0.00 317673.00 12720.18 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HPJE4 2056-01-25 1.886810 0.00 10856960.00 582991.81 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HPR96 2053-03-25 5.500000 0.00 16806117.00 2088813.45 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HPSE4 2051-03-25 2.500000 0.00 36771422.00 3748611.26 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HPT78 2054-02-25 0.450000 0.00 25126078.00 174125.17 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HPT86 2054-02-25 0.250000 0.00 21193628.00 88781.41 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HPT94 2053-10-25 0.150000 0.00 30955165.00 76005.11 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HQHV6 2056-03-25 1.436810 0.00 21664832.00 842677.13 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HR5C9 2056-04-25 1.956810 0.00 12596768.00 696573.36 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HRJJ9 2056-04-25 2.006810 0.00 826727.00 48768.97 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HRV63 2056-05-25 1.406810 0.00 122035836.00 2969917.24 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 31385XAH0 2033-04-01 5.000000 0.00 1949.00 12.94 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138EJ6Y9 2042-11-01 3.500000 0.00 35085261.00 3588609.70 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138LKYX9 2047-10-01 3.595000 0.00 1000.00 714.23 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31405FZY1 2033-10-01 6.500000 0.00 1014.00 17.68 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140ANY52 2054-08-01 7.000000 0.00 654815.00 681912.58 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140B7B36 2055-04-01 5.500000 0.00 2420495.00 2379039.05 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140B9H77 2055-05-01 5.500000 0.00 1008.00 862.62 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140BARR9 2040-07-01 5.500000 0.00 1071025.00 1008371.41 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140BFAD7 2055-07-01 5.500000 0.00 3566060.00 2829451.77 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140BG5N9 2055-06-01 7.500000 0.00 1001.00 1075.61 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140BHL25 2055-08-01 5.000000 0.00 1526101.00 1453276.53 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140BMMK3 2055-08-01 6.500000 0.00 1516348.00 1563411.78 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140BSNQ6 2055-11-01 6.000000 0.00 1000.00 1020.15 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140BWYS1 2055-12-01 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Obligation Government National Mortgage Association N/A 38385HS40 2051-06-20 5.500000 0.00 3296497.00 465700.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385J4V2 2055-12-20 0.861160 0.00 200000000.00 2627549.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385J4X8 2055-12-20 2.461160 0.00 85864614.00 2702742.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385J4Y6 2054-11-20 N/A 0.00 18161412.00 10328856.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385J5F6 2054-02-20 0.150000 0.00 49486786.00 154867.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385J5G4 2054-12-20 0.140000 0.00 86123910.00 274419.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385J5H2 2055-04-20 0.150000 0.00 57010253.00 197545.37 Agency Collateralized 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Mortgage Obligation Government National Mortgage Association N/A 38385PWN5 2056-04-20 2.061160 0.00 229160448.00 9766845.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385RJ71 2056-05-20 2.001160 0.00 70688600.00 3452608.96 Agency Collateralized Mortgage Obligation U.S. Treasury Bond N/A 912810TV0 2053-11-15 4.750000 0.00 6821000.00 6430219.57 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZ 3140NDCB1 2053-04-01 4.500000 0.00 2790412.00 2095673.41 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140NK6Y2 2053-06-01 5.000000 0.00 1012.00 948.09 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140NWW92 2034-12-01 4.690000 0.00 6282369.00 6189643.33 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140NYZZ7 2029-12-01 4.690000 0.00 1000.00 999.97 Agency Mortgage-Backed Securities Federal National 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Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140W4WZ6 2056-01-01 6.000000 0.00 20372449.00 19016089.10 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140W6WB4 2056-01-01 6.000000 0.00 1024.00 1039.08 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140W7FG0 2054-04-01 4.000000 0.00 4282176.00 3965975.32 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140W7GX2 2048-09-01 5.000000 0.00 2332.00 2296.90 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140X8UQ8 2050-11-01 2.500000 0.00 1024.00 429.11 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XDQE9 2051-11-01 2.000000 0.00 1003.00 573.56 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XFRR4 2050-03-01 2.500000 0.00 663471.00 355265.91 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XH4D6 2052-08-01 5.000000 0.00 7380971.00 5232073.78 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XJXW8 2052-09-01 4.000000 0.00 1000.00 673.72 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XNLM4 2052-07-01 2.500000 0.00 2178154.00 1528249.79 Agency Mortgage-Backed Securities Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-09-01 2026-10-30 2026-10-30 Y BNP Paribas SA 1.0000 60 N Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0381 500000000.00 500000000.00 0.0023 N N N Y BNP Paribas SA BNP Paribas SA 3.810000% ARP1BLDQ2 R0MUWSFPU8MP 0001272025 ARP1BLDQ2_3.81_1005 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y Y N Y Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F5MK2 2043-03-15 2.116379 0.00 114250770.00 784823.71 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F83S0 2030-10-25 1.103747 0.00 54308238.00 1774432.38 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FG6T7 2033-04-25 3.750000 0.00 186598.00 174816.95 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FMCT7 2029-05-25 1.080166 0.00 3331930.00 67510.62 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FTG27 2030-04-25 1.677760 0.00 16650000.00 773626.96 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FUZE7 2030-05-25 1.667917 0.00 19289020.00 917470.62 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FVEE8 2030-06-25 1.460233 0.00 1055000.00 43302.25 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FYCP9 2050-09-25 3.000000 0.00 20205461.00 2025551.75 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H9QH5 2051-02-25 2.000000 0.00 1100000.00 114518.69 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDPV6 2054-07-25 13.240859 0.00 7705215.00 5684649.03 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HHB75 2054-11-25 4.893190 0.00 1000.00 708.40 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJTA5 2055-02-25 N/A 0.00 595000000.00 229806.68 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKTX2 2055-04-25 1.706810 0.00 200130.00 6725.68 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HL5L2 2054-06-25 3.356810 0.00 238004.00 14113.97 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HNDU9 2055-06-25 2.156810 0.00 46041472.00 1608539.55 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HNJF6 2054-07-25 N/A 0.00 9262030.00 4750170.26 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HNJK5 2055-10-25 1.806810 0.00 100227.00 4119.63 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HNPL6 2055-11-25 0.956810 0.00 136950284.00 2287470.38 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HNPM4 2055-11-25 1.056810 0.00 5863499.00 94116.21 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HPR96 2053-03-25 5.500000 0.00 5253157.00 652909.00 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HR5C9 2056-04-25 1.956810 0.00 42745245.00 2363717.37 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HRJJ9 2056-04-25 2.006810 0.00 12986313.00 766068.05 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 31381SZQ8 2026-12-01 4.280000 0.00 380000.00 271280.78 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138EJ6Y9 2042-11-01 3.500000 0.00 29001624.00 2966359.84 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138EPY81 2043-11-01 5.902000 0.00 283464.00 26850.73 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138EQ7A4 2046-02-01 4.000000 0.00 53000.00 8797.99 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31397UJZ3 2041-06-25 2.822330 0.00 285232405.00 393561.61 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. 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0.00 1000.00 978.99 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140ULUU3 2056-07-01 5.500000 0.00 6754138.00 6744549.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31288QWP1 2053-03-01 4.427000 0.00 81653.00 53185.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31288RM70 2056-08-01 5.176000 0.00 4107028.00 4098556.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128M7V94 2036-01-01 7.000000 0.00 3053193.00 88005.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132AD5A2 2048-12-01 4.000000 0.00 23019112.00 3060364.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DPTQ1 2053-02-01 5.500000 0.00 174633.00 114492.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DTJG6 2054-06-01 5.500000 0.00 1000.00 802.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DTUS7 2050-04-01 3.000000 0.00 1000.00 741.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWBB8 2051-03-01 2.000000 0.00 2179855.00 1130809.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWHT3 2053-07-01 5.500000 0.00 1000.00 692.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132E0K35 2053-09-01 5.500000 0.00 5300962.00 3740116.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133A3ZT8 2050-04-01 5.000000 0.00 1544354.00 690677.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BT6M7 2053-01-01 4.500000 0.00 1000.00 656.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133C9K44 2053-08-01 5.500000 0.00 5708991.00 4074904.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CD4A9 2053-10-01 5.500000 0.00 7045780.00 6099063.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CEXK3 2053-10-01 5.500000 0.00 2015.00 1554.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KJXE7 2050-08-01 2.000000 0.00 1000.00 365.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KPN87 2052-10-01 5.500000 0.00 29000.00 20843.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133WCWM2 2054-05-01 5.500000 0.00 796894.00 631747.56 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3136A4WV7 2042-03-25 2.742330 0.00 1879231.00 11029.13 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136A66A7 2042-07-25 N/A 0.00 104267755.00 10192181.85 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136A8FN5 2042-09-25 2.292330 0.00 32564675.00 207805.16 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136AUZ20 2047-01-25 1.782037 0.00 45152712.00 178392.88 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136AWC21 2047-06-25 1.937363 0.00 42882560.00 179582.54 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136AWRD1 2047-05-25 2.011496 0.00 119344842.00 558000.38 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136B2PA4 2048-07-25 1.946988 0.00 27371965.00 186464.45 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136B3EZ9 2045-06-25 2.342330 0.00 52496642.00 999529.29 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BBK68 2050-09-25 4.000000 0.00 15860096.00 1043098.35 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BBQC9 2050-08-25 4.000000 0.00 3814102.00 417389.40 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BDXR4 2033-11-25 1.958101 0.00 475897.00 14409.24 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BGAV3 2046-02-25 2.166340 0.00 10536030.00 196452.70 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BGVA6 2049-04-25 2.500000 0.00 1442430.00 153006.85 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BHD55 2051-07-25 2.500000 0.00 1000000.00 127191.19 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BKEP3 2051-12-25 2.220436 0.00 178492945.00 3730993.21 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BP3E9 2061-03-25 1.956692 0.00 75671178.00 2015194.12 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BQKM0 2048-05-25 5.000000 0.00 4976064.00 445186.01 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BQKN8 2061-09-25 5.500000 0.00 10417248.00 1328469.64 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BQRF8 2053-11-25 N/A 0.00 3231808.00 1260645.99 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BQU72 2054-03-25 3.356810 0.00 3740553.00 137592.97 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BRAZ0 2054-03-25 4.456810 0.00 12909050.00 670933.91 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BSJ48 2054-09-25 0.100000 0.00 51899017.00 99058.60 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BSMT9 2054-07-25 3.456810 0.00 59631738.00 3779214.20 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BSSY2 2054-08-25 3.456810 0.00 6766906.00 370473.90 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BTK69 2054-08-25 N/A 0.00 7892566.00 2870716.55 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BTMX8 2054-11-25 1.756810 0.00 24864129.00 875348.13 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BTQK2 2053-10-25 4.943190 0.00 10381734.00 6267783.63 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BUKR0 2055-01-25 2.276810 0.00 28899999.00 1328558.71 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BVW53 2054-05-25 3.356810 0.00 10455000.00 652002.83 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BXF74 2052-08-25 5.500000 0.00 322158.00 29210.90 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BYUE0 2048-04-25 5.000000 0.00 397813.00 49231.95 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G5DE7 2055-01-25 1.356810 0.00 100059.00 2652.90 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6K72 2056-08-25 9.937455 0.00 7766939.00 7565609.78 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6KV9 2056-06-25 0.256810 0.00 61682700.00 406974.91 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6LH9 2056-06-25 0.956810 0.00 136305945.00 2138845.37 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137B83U9 2044-02-15 2.899020 0.00 200834.00 1366.58 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BB7D6 2041-10-15 2.141549 0.00 27255763.00 70857.25 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BBVC1 2040-01-15 1.983750 0.00 39362160.00 102500.13 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BL2S6 2042-02-15 2.014594 0.00 59797422.00 198352.15 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BR3R4 2041-07-15 1.845361 0.00 33816211.00 91854.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385NQF4 2056-03-20 4.888840 0.00 18095.00 14797.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385RJ71 2056-05-20 2.001160 0.00 16891987.00 825047.12 Agency Collateralized Mortgage Obligation U.S. Treasury Bond N/A 912810RH3 2044-08-15 3.125000 0.00 4223000.00 3205863.82 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TN8 2053-02-15 3.625000 0.00 1000.00 769.14 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQU8 2031-05-31 4.125000 0.00 200.00 199.05 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZ 3140XPXH7 2052-07-01 2.500000 0.00 200770.00 142947.37 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y6J43 2055-04-01 6.500000 0.00 1024.00 785.93 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y6KA7 2055-04-01 6.500000 0.00 1000.00 691.81 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y6KD1 2055-04-01 6.500000 0.00 6339416.00 6204193.90 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y6PZ7 2055-05-01 6.000000 0.00 143250.00 114245.13 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y8B54 2056-01-01 5.500000 0.00 1008.00 952.15 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31416JAU5 2034-09-01 5.500000 0.00 543537.00 9260.85 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418CYN8 2048-07-01 4.500000 0.00 4717280.00 323808.95 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418CZH0 2048-08-01 4.000000 0.00 259324469.00 17199860.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418D2M3 2051-07-01 2.500000 0.00 2937650.00 1558660.60 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418D3G5 2051-08-01 2.000000 0.00 2382000.00 1342324.76 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418D6C1 2051-11-01 2.500000 0.00 1000.00 571.71 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418DKT8 2050-01-01 3.000000 0.00 34083.00 5407.15 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418ED80 2052-06-01 4.000000 0.00 7723.00 5157.89 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418EHP8 2052-08-01 5.000000 0.00 800483.00 513537.78 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FHW0 2055-03-01 4.500000 0.00 8268474.00 7150429.43 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FQ91 2055-11-01 5.500000 0.00 297760.00 263172.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427NXQ7 2053-05-01 6.000000 0.00 1024.00 745.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427PZX5 2055-08-01 6.000000 0.00 26394378.00 23659230.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142K6WJ6 2056-06-01 6.000000 0.00 1000.00 981.28 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179R4E6 2046-03-20 3.500000 0.00 1024.00 90.04 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179UH47 2048-12-20 4.000000 0.00 3064.00 250.11 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179VKM1 2050-04-20 3.500000 0.00 1000.00 178.50 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179VSH4 2050-08-20 3.000000 0.00 1000.00 263.69 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179W5E4 2052-05-20 4.000000 0.00 1518.00 972.64 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179W7M4 2052-06-20 4.000000 0.00 1000.00 643.45 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179XBT2 2052-07-20 4.000000 0.00 11694.00 7610.86 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MTL89 2056-04-20 6.000000 0.00 1097724.00 1134450.67 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N6BD8 2056-02-20 4.500000 0.00 422407.00 390856.26 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N6NB9 2056-07-20 5.500000 0.00 17611301.00 17568032.98 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 38381BJX3 2049-01-16 5.000000 0.00 7885348.00 155288.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381Y7U2 2046-02-20 1.049450 0.00 4174335.00 24208.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382B5H2 2048-10-20 0.978500 0.00 200001.00 1017.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382CEQ0 2050-01-20 0.733070 0.00 187684678.00 782520.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382DHV4 2050-02-20 N/A 0.00 200000000.00 129331.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382KGM9 2050-10-20 N/A 0.00 12844115.00 8677.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382LR94 2050-12-20 2.500000 0.00 3305760.00 349549.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382Q2Q2 2051-05-20 3.000000 0.00 1008128.00 507044.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382WFQ5 2051-06-20 3.500000 0.00 1234890.00 89692.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382WZL4 2051-08-20 2.500000 0.00 8578611.00 730619.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383CRU6 2051-10-20 2.000000 0.00 1739.00 745.89 Agency Collateralized Mortgage Obligation Government National 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NR Standard and Poor's Ratings Services A-1 2026-09-08 2026-09-08 2026-10-20 Y BOFA SECURITIES INC 1.0000 7 N Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 N N 0.0372 200000000.00 200000000.00 0.0009 N N Y N Royal Bank of Canada Royal Bank of Canada 3.590000% ARP1DCPA2 549300HXQQQC 0001317808 ARP1DCPA2_3.59_0908 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 31427TU53 2056-07-01 5.500000 0.00 35580834.00 35420370.06 Agency Mortgage-Backed Securities U.S. Treasury Strip N/A 912803BK8 2027-02-15 N/A 0.00 1476000.00 1450459.30 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803BW2 2029-02-15 N/A 0.00 700000.00 630893.20 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803CG6 2029-08-15 N/A 0.00 1575000.00 1383949.35 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803CK7 2031-02-15 N/A 0.00 1591000.00 1305550.74 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803DK6 2040-02-15 N/A 0.00 1355000.00 693307.43 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803ED1 2043-08-15 N/A 0.00 1738600.00 710080.75 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803EP4 2045-08-15 N/A 0.00 1685000.00 611543.79 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SF6 2049-02-15 3.000000 0.00 3578600.00 2495813.51 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SJ8 2049-08-15 2.250000 0.00 6564400.00 3893885.64 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SX7 2051-05-15 2.375000 0.00 48707400.00 29282748.05 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 9128204M6 2028-02-15 N/A 0.00 890000.00 836147.88 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CKQ3 2034-05-15 4.375000 0.00 37698900.00 37474503.85 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 9128334V9 2033-02-15 N/A 0.00 1067973.91 790072.15 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 9128334W7 2033-08-15 N/A 0.00 1529303.21 1102673.49 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 9128335B2 2036-02-15 N/A 0.00 982110.09 621719.88 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 9128337F1 2037-02-15 N/A 0.00 311780.07 186782.76 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 9128337S3 2032-11-15 N/A 0.00 1794999.85 1345262.64 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 9128337V6 2034-05-15 N/A 0.00 2354735.90 1634928.46 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 9128337W4 2034-11-15 N/A 0.00 1668997.12 1129061.53 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp. 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P-1 Standard and Poor's Ratings Services A-1+ 2026-09-08 2026-09-08 2026-09-17 Y Royal Bank of Canada 1.0000 7 N Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N N 0.0359 500000000.00 500000000.00 0.0023 N N Y N Royal Bank of Canada Royal Bank of Canada 3.540000% ARP1DLDG2 549300HXQQQC 0001317808 ARP1DLDG2_3.54_0908 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 3132E0WY4 2053-11-01 6.000000 0.00 11829544.00 8612959.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KQ2T2 2053-04-01 6.000000 0.00 62466839.00 43398297.21 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QWC83 2055-02-01 6.000000 0.00 50000000.00 40586785.35 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140W1B77 2049-07-01 3.000000 0.00 59628000.00 46054774.78 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140W3SX8 2050-07-01 3.000000 0.00 56006293.00 44990847.39 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XPQ93 2042-03-01 2.000000 0.00 67027571.00 46471062.77 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y7Z35 2055-12-01 4.500000 0.00 51318790.00 47722352.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427TMG8 2052-03-01 3.000000 0.00 47961831.00 41080995.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GVER8 2055-08-01 6.000000 0.00 50000000.00 46746982.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GXJ81 2056-05-01 4.500000 0.00 25347756.00 23775652.36 Agency Mortgage-Backed Securities U.S. Treasury Bond N/A 912810QE1 2040-02-15 4.625000 0.00 136100.00 131709.53 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TX6 2054-02-15 4.250000 0.00 2460200.00 2093285.34 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CHT1 2033-08-15 3.875000 0.00 84803400.00 81158361.82 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CJR3 2028-12-31 3.750000 0.00 41272400.00 40956911.08 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-09-08 2026-09-08 2026-09-17 Y Royal Bank of Canada 1.0000 7 N Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N N 0.0354 500000000.00 500000000.00 0.0023 N N Y N Barclays Bank PLC Barclays Bank PLC 3.730000% ARP1DPBQ3 G5GSEF7VJP5I7OUK5573 0001484219 ARP1DPBQ3_3.73_0908 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y Y N Y Federal National Mortgage Association B1V7KEBTPIMZ 3136BMMG0 2052-04-25 1.956810 0.00 20960320.00 900522.30 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BQY78 2053-09-25 2.156810 0.00 78800000.00 1873593.51 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BRWN3 2054-05-25 2.806810 0.00 109513370.00 1635905.37 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BS3V5 2054-10-25 2.456810 0.00 19258749.00 1384219.17 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BSQW8 2054-09-25 1.686810 0.00 124700000.00 2386568.70 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BSR31 2054-08-25 1.556810 0.00 65621541.00 2755422.92 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BTA37 2054-12-25 1.506810 0.00 37083247.00 507536.28 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BTBJ1 2054-10-25 1.606810 0.00 55125000.00 1132315.64 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BTBT9 2054-10-25 2.356810 0.00 100075.00 6074.70 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BTEZ2 2054-11-25 4.893190 0.00 759393.00 520274.23 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BTF32 2035-06-25 6.000000 0.00 5461958.00 687883.81 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BTMV2 2054-11-25 1.756810 0.00 66069423.00 1695978.63 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BTP64 2054-12-25 1.456810 0.00 100096.00 2917.12 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BTZK2 2054-12-25 1.506810 0.00 36425850.00 1120481.23 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BUJ84 2055-02-25 1.506810 0.00 80250000.00 2516737.01 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BVQ27 2055-05-25 6.500000 0.00 19232924.00 18933357.92 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BWCT1 2055-06-25 1.456810 0.00 38800000.00 1224108.42 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BXPF5 2055-10-25 1.656810 0.00 36000000.00 1349989.29 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BXWJ9 2055-10-25 1.026810 0.00 100096.00 2092.54 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BXZV9 2055-09-25 3.456810 0.00 49600000.00 4628518.07 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BYMH2 2056-01-25 1.856810 0.00 31093141.00 1791785.46 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G5FF2 2055-07-25 1.356810 0.00 100096.00 2051.57 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G5TK6 2056-05-25 3.156810 0.00 39855701.00 3450402.76 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137AQYT9 2042-06-15 2.249020 0.00 132932949.00 877891.24 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BKGM6 2030-12-25 4.280364 0.00 12457164.00 1711888.02 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BWFY5 2030-01-25 2.847133 0.00 2267590.00 24241.92 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BWX58 2046-01-15 4.000000 0.00 15842693.00 167925.56 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F63T2 2050-11-25 2.000000 0.00 27125000.00 1882876.28 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F6RR0 2050-11-25 2.606810 0.00 8909091.00 543485.44 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F72S3 2048-11-25 2.835447 0.00 2357000.00 229727.06 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F74L6 2050-12-25 2.500000 0.00 8709527.00 688981.69 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F74V4 2035-12-25 1.500000 0.00 100032.00 1736.76 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F7CD5 2050-12-25 3.000000 0.00 11344739.00 1127084.42 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F8A29 2050-12-25 3.000000 0.00 9100000.00 1021507.11 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F8PA5 2050-11-25 3.000000 0.00 21300000.00 1255976.93 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F8RG0 2051-01-25 3.000000 0.00 21222181.00 2136611.26 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F9XF3 2050-09-25 3.000000 0.00 25000000.00 2612209.32 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FFMC8 2051-03-25 3.000000 0.00 34800000.00 2503604.44 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FFME4 2051-03-25 3.000000 0.00 13800000.00 1327084.62 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FKT48 2049-02-15 2.849020 0.00 11800000.00 228847.72 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FPYZ2 2049-11-25 2.242330 0.00 31000000.00 1081661.93 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FTAM9 2050-05-25 3.500000 0.00 9400000.00 651048.43 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FU6G4 2050-07-25 2.292330 0.00 22590000.00 1356851.84 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FURL0 2050-06-25 3.000000 0.00 100032.00 9925.33 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FURT3 2050-07-25 4.000000 0.00 16000000.00 1348140.33 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FUSU9 2050-06-25 2.500000 0.00 13200000.00 1057373.59 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FUW83 2050-06-25 4.500000 0.00 100032.00 6058.62 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FV3C4 2043-03-15 2.449020 0.00 18925757.00 443983.31 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FV4Y5 2050-06-25 2.392330 0.00 99019090.00 3628852.06 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FVFL1 2048-05-25 5.000000 0.00 17005760.00 605815.74 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FVR46 2050-09-25 2.000000 0.00 24700000.00 1724688.54 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FWEG1 2050-07-25 3.500000 0.00 19157142.00 2195341.39 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FX3U0 2048-10-25 2.965458 0.00 13178000.00 1312175.83 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FXUX4 2048-11-25 4.000000 0.00 15300000.00 1791179.01 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FXV54 2050-01-25 3.000000 0.00 15044249.00 1057862.55 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FXZS0 2051-04-25 3.000000 0.00 100032.00 11213.18 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FYKD7 2051-01-25 3.000000 0.00 7000000.00 704128.93 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FYR32 2041-04-25 3.500000 0.00 38764420.00 1588670.62 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GCEY5 2056-06-25 4.743190 0.00 2000000.00 1902299.29 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GCH63 2056-06-25 2.456810 0.00 36800000.00 3175843.41 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H0GB8 2049-06-25 3.500000 0.00 12200000.00 987945.46 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H0ZX9 2051-06-25 4.000000 0.00 13800000.00 1061072.59 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H1UC8 2051-08-25 1.500000 0.00 10000000.00 4281165.89 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H24K7 2050-12-25 4.500000 0.00 18826802.00 2450313.73 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H27K4 2051-09-25 3.000000 0.00 21704161.00 2402229.88 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H4PS3 2051-12-25 3.000000 0.00 10243128.00 1264510.47 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H4UU2 2052-01-25 3.000000 0.00 21053737.00 2616984.95 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H8LT6 2052-08-25 2.306810 0.00 49985940.00 2522767.00 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H8MB4 2052-08-25 1.656810 0.00 100032.00 4491.33 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H9FT1 2052-11-25 1.106810 0.00 170245246.00 3229970.44 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HAWE2 2053-11-25 2.706810 0.00 63261474.00 2406739.41 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HB4A9 2053-12-25 2.556810 0.00 100096.00 2015.47 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HB7F5 2053-12-25 2.826810 0.00 100032.00 3064.67 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HC3Q3 2054-04-25 2.256810 0.00 100096.00 2030.28 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HCN32 2053-12-25 1.456810 0.00 59800000.00 1143929.23 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HD2J8 2054-06-25 2.156810 0.00 96642475.00 1682769.93 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDCZ1 2054-06-25 1.456810 0.00 73800000.00 1243807.58 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDXN5 2054-08-25 2.156810 0.00 99700000.00 1469703.08 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HF2Z7 2054-08-25 1.486810 0.00 38934140.00 1035392.04 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFJP1 2054-08-25 1.506810 0.00 71073112.00 2141189.48 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFJR7 2054-08-25 1.606810 0.00 60773422.00 2795564.92 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFMF9 2054-09-25 3.456810 0.00 37237750.00 2168287.20 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFUF0 2054-10-25 2.356810 0.00 5605720.00 404392.19 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFY66 2054-09-25 1.656810 0.00 59799999.00 2837902.99 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFYB5 2054-10-25 2.356810 0.00 100095.00 5409.59 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HHDB4 2054-11-25 0.906810 0.00 118140984.00 1359341.05 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HHFE6 2054-11-25 1.756810 0.00 49773910.00 1639698.95 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HHRG8 2054-12-25 2.206810 0.00 74800000.00 2494375.18 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKJT2 2055-03-25 1.506810 0.00 118954954.00 2233107.00 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKMC5 2055-03-25 2.306810 0.00 100096.00 3085.82 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLP97 2055-06-25 3.356810 0.00 58785000.00 3279477.44 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLUF7 2055-06-25 1.456810 0.00 149800000.00 2754709.49 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLV33 2055-06-25 0.356810 0.00 99898800.00 581445.38 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLYU0 2055-07-25 2.206810 0.00 68001360.00 3841479.68 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HM4H0 2055-07-25 N/A 0.00 45957448.00 28204335.03 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HME63 2055-08-25 1.456810 0.00 67659462.00 1564293.91 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HMJG6 2051-10-25 2.906810 0.00 28422756.00 3657272.64 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HMNE6 2055-08-25 1.456810 0.00 100096.00 1997.51 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HNKV9 2054-06-25 5.500000 0.00 12204271.00 2314959.55 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HPFQ1 2055-12-25 5.500000 0.00 10159090.00 1988964.32 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HPXM0 2055-09-25 1.606810 0.00 66817144.00 1939394.78 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HQRW3 2056-03-25 3.156810 0.00 13700000.00 1220647.56 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HQX97 2056-04-25 1.406810 0.00 94827970.00 2670541.98 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HRKY4 2047-06-25 5.500000 0.00 18450000.00 2641708.85 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HRVU0 2056-06-25 1.356810 0.00 57317250.00 1358117.40 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31396R3C9 2036-03-15 2.729020 0.00 117587767.00 238208.45 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142G9J76 2054-05-25 2.156810 0.00 135300000.00 1858370.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376YCG4 2034-05-16 4.153680 0.00 135000.00 2490.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378B7E3 2046-05-16 1.744000 0.00 500000.00 74896.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378KAB5 2045-10-16 1.767000 0.00 400000.00 8448.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378KQE2 2046-10-16 2.039000 0.00 15000.00 1233.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378KUW7 2049-02-16 0.331690 0.00 217675000.00 244697.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378TEW6 2043-05-20 3.500000 0.00 8351857.00 159706.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378XD32 2055-11-16 0.236690 0.00 159346693.00 206903.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378XQP9 2054-08-16 0.396230 0.00 72503202.00 157591.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379KYN2 2057-03-16 0.456700 0.00 100096.00 282.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379RJQ7 2057-01-16 0.500530 0.00 100032.00 517.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379UNY8 2058-03-16 0.731530 0.00 27000000.00 173305.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379UWY8 2058-04-16 0.610030 0.00 100097.00 233.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379UXZ4 2056-07-16 0.917370 0.00 86296497.00 680987.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379WN65 2046-05-20 2.333070 0.00 14300000.00 221410.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379XCC2 2046-05-20 4.000000 0.00 7500000.00 172210.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379XCQ1 2046-05-20 2.000000 0.00 9100000.00 832420.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380N8S1 2062-01-16 0.884480 0.00 105000000.00 2842472.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380NWK1 2062-03-16 0.545800 0.00 100096.00 2265.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380P5H3 2063-01-16 0.987650 0.00 22364064.00 582584.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380P6F6 2062-06-16 1.500000 0.00 15978824.00 7096967.52 Agency Collateralized Mortgage Obligation Government National 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National Mortgage Association N/A 38381AN93 2048-11-20 2.379920 0.00 41600000.00 857308.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381DXY1 2062-11-16 2.000000 0.00 4800000.00 2946953.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381DYY0 2063-04-16 1.750000 0.00 1500000.00 854736.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381E8Q4 2063-11-16 2.200000 0.00 13000000.00 9172219.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381EZM3 2063-02-16 2.500000 0.00 1800000.00 1089861.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381HC66 2063-04-16 3.250000 0.00 10000000.00 8207582.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381HN49 2064-10-16 3.000000 0.00 200000.00 138503.80 Agency Collateralized Mortgage Obligation 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2054-01-20 2.761160 0.00 1714028.00 33058.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384GAE0 2053-11-20 2.361160 0.00 150000000.00 1610003.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384GD72 2053-12-20 7.000000 0.00 10265013.00 1535229.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384GDV9 2053-11-20 2.741160 0.00 79800000.00 3141184.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384GMN7 2053-12-20 2.361160 0.00 42680530.00 1000970.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384HPE2 2053-12-20 2.511160 0.00 50000000.00 1052628.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384HSR0 2054-01-20 7.000000 0.00 13785714.00 1910365.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384HXC7 2054-01-20 3.311160 0.00 4252000.00 210822.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384J2G8 2054-02-20 2.911160 0.00 100000000.00 1427356.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384J5U4 2054-02-20 1.561160 0.00 99800000.00 927943.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384JKW3 2054-02-20 2.161160 0.00 99600000.00 2567977.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384KAS0 2054-01-20 3.361160 0.00 75000000.00 3304131.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384KTQ4 2054-03-20 2.361160 0.00 5816000.00 211090.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384MBD8 2054-03-20 6.500000 0.00 12017336.00 2182312.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384MH83 2054-04-20 1.611160 0.00 140548139.00 2883080.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384NQB4 2054-05-20 1.511160 0.00 50000000.00 670129.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384PFE5 2054-05-20 1.561160 0.00 449700000.00 5042205.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384PPU8 2054-03-20 2.161160 0.00 100096.00 4027.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384PQK9 2054-06-20 3.661160 0.00 49800000.00 3667817.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384Q2X5 2054-07-20 2.911160 0.00 100032.00 5313.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384TTC6 2058-11-16 4.250000 0.00 1000000.00 958186.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384TTD4 2058-11-16 4.000000 0.00 1000000.00 950924.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384TTF9 2058-11-16 1.000000 0.00 7738738.00 243800.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384TTT9 2067-01-16 4.500000 0.00 18482522.00 17182026.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384U2Q1 2050-07-20 2.561160 0.00 26884020.00 2449185.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384UUR8 2054-08-20 3.011160 0.00 100096.00 3658.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384UWR6 2054-08-20 3.011160 0.00 100032.00 7770.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384VAQ0 2054-08-20 4.698840 0.00 27559000.00 15689259.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384VNW3 2054-08-20 2.411160 0.00 45503000.00 1899796.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384WXR1 2054-09-20 1.061160 0.00 50000000.00 1232921.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384X5A7 2054-11-20 2.311160 0.00 100096.00 2682.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384XAE3 2054-09-20 2.251160 0.00 64093635.00 2288623.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384XHR7 2054-09-20 2.411160 0.00 35898092.00 2651979.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384XRP0 2054-10-20 1.861160 0.00 200000000.00 2654479.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384XVT7 2053-02-20 1.911160 0.00 5000000.00 183931.82 Agency Collateralized Mortgage Obligation 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Government National Mortgage Association N/A 38384YQL8 2053-12-20 4.438840 0.00 70000000.00 22720344.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385BBR0 2054-12-20 1.761160 0.00 99800000.00 1698197.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385BFN5 2054-12-20 3.011160 0.00 36213000.00 2319037.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385BX39 2055-01-20 2.961160 0.00 39500000.00 2029925.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385CR42 2055-02-20 7.000000 0.00 14155955.00 3020684.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385DDM5 2055-02-20 1.541160 0.00 100032.00 3713.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385DGC4 2055-02-20 1.611160 0.00 100000000.00 1123607.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385DJN7 2055-02-20 1.761160 0.00 100160.00 1586.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385DZQ2 2055-02-20 1.611160 0.00 100096.00 1324.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385ELZ5 2055-03-20 3.561160 0.00 25524608.00 1342718.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385EPH1 2055-03-20 1.661160 0.00 100096.00 1264.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385GU23 2055-06-20 2.161160 0.00 33452250.00 1024077.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385H8B6 2055-11-20 3.561160 0.00 5000000.00 533626.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385HEY9 2055-10-20 2.961160 0.00 67562219.00 5429157.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385HLM7 2055-10-20 1.761160 0.00 58120491.00 2689751.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385HMR5 2055-10-20 3.561160 0.00 74608969.00 7569518.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385JMR1 2055-11-20 0.461160 0.00 100096.00 857.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385KJZ4 2055-12-20 4.500000 0.00 1725295.00 1465589.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385KLQ1 2054-09-20 4.838840 0.00 12000000.00 9771516.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385KPW4 2055-12-20 1.811160 0.00 53360446.00 2609516.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385LDG0 2049-03-20 4.500000 0.00 5066477.00 4782955.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385LEK0 2056-01-20 4.500000 0.00 5555555.00 4604638.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385LFW3 2054-03-20 4.500000 0.00 25588262.00 23292783.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385LMM7 2056-01-20 5.500000 0.00 3727273.00 436062.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385LNT1 2056-01-20 2.061160 0.00 46281000.00 3026514.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385MEG7 2056-02-20 4.488840 0.00 22979276.00 22710288.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385MEK8 2056-02-20 4.500000 0.00 1920956.00 1847453.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385MRJ7 2056-02-20 2.061160 0.00 46182579.00 3030405.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385MWM4 2056-02-20 2.061160 0.00 10000000.00 598195.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385NJQ8 2054-03-20 6.000000 0.00 9725388.00 1605446.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385NMC5 2056-03-20 6.000000 0.00 10016667.00 2071770.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385NPM0 2056-03-20 4.820760 0.00 10850001.00 10023064.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385NPW8 2056-03-20 4.720760 0.00 13579531.00 13568660.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385NRC0 2056-03-20 0.111160 0.00 40000000.00 156631.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385NRV8 2056-03-20 1.411160 0.00 100096.00 4142.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385NTC8 2056-03-20 5.138840 0.00 21339970.00 20462762.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385NTN4 2056-03-20 4.500000 0.00 9953796.00 9404536.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385NTP9 2056-03-20 4.500000 0.00 12288095.00 11502608.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385NYF5 2056-03-20 1.411160 0.00 100032.00 3656.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385NZK3 2056-03-20 4.588840 0.00 20000000.00 19581635.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385PJG5 2056-03-20 4.820760 0.00 16666666.00 15723078.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385RAR6 2056-04-20 4.500000 0.00 1049637.00 962863.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385RBH7 2056-04-20 4.720760 0.00 5005960.00 5011411.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385RBL8 2056-04-20 4.750000 0.00 5814000.00 5070379.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385RBZ7 2056-04-20 4.500000 0.00 13985500.00 13022364.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385RCB9 2056-04-20 6.000000 0.00 4000000.00 3102538.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385RCH6 2056-04-20 4.500000 0.00 1443112.00 1333670.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385REZ4 2052-04-20 4.500000 0.00 3322585.00 3179361.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385RGB5 2056-04-20 6.000000 0.00 12578735.00 8586379.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385RSK2 2056-04-20 6.000000 0.00 20529142.00 20258530.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385S5H2 2056-11-16 4.500000 0.00 9723041.00 8981717.46 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 30318AAA9 2035-10-25 0.100000 0.00 767927000.00 4709882.84 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136B0KK1 2048-01-25 5.000000 0.00 12412865.00 668503.80 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136B7ED9 2049-11-25 2.242330 0.00 12825500.00 496667.14 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136B8PW3 2050-02-25 2.242330 0.00 23179427.00 983630.04 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136B93L9 2050-06-25 3.500000 0.00 13515215.00 1190920.18 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136B94J3 2050-06-25 3.000000 0.00 8333333.00 792522.12 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136B9P50 2050-06-25 3.000000 0.00 10900000.00 1026634.11 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BACV4 2050-06-25 1.050000 0.00 100027.00 1393.76 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BB4J8 2050-10-25 3.000000 0.00 14924105.00 1242759.11 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BBA36 2050-09-25 3.000000 0.00 16033000.00 1811313.57 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BBVB5 2050-09-25 3.500000 0.00 22800000.00 1784244.48 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BCK33 2050-02-25 2.500000 0.00 25344200.00 1866366.05 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BCL40 2050-12-25 3.000000 0.00 17000000.00 1724977.99 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BGM32 2051-09-25 2.500000 0.00 35252900.00 1617087.39 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BGV99 2051-09-25 2.500000 0.00 12171500.00 512783.70 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BJFC4 2051-10-25 N/A 0.00 141714000.00 146410.12 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BKCG5 2051-11-25 3.000000 0.00 18665764.00 1359033.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381P3X9 2055-08-20 4.838840 0.00 13769759.00 11688478.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381P5R0 2052-04-20 6.000000 0.00 8203200.00 786815.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381PMX8 2055-03-20 5.000000 0.00 1475000.00 1379794.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381PYY3 2055-07-20 2.911160 0.00 46660495.00 3202776.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381PZL0 2055-07-20 1.561160 0.00 25558393.00 1414231.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381QMC2 2055-08-20 10.138840 0.00 11654871.00 10932932.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381QYA3 2055-08-20 1.551160 0.00 36100000.00 977463.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381S3N5 2056-07-16 4.500000 0.00 3149606.00 2917643.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381S3P0 2040-12-16 4.500000 0.00 22624714.00 21812969.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381S4F1 2056-07-16 1.000000 0.00 2500000.00 81351.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381SDW4 2067-09-16 4.750000 0.00 1250000.00 1188543.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381SG43 2065-10-16 0.071360 0.00 100096.00 342.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381SG68 2058-02-16 4.500000 0.00 533333.00 495937.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381SG76 2059-12-16 4.500000 0.00 6367984.00 5764069.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381SJR9 2054-07-16 4.250000 0.00 120000.00 115883.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381SM95 2067-03-16 4.499990 0.00 14465959.00 13986495.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381SXB8 2056-06-16 4.500000 0.00 4156647.00 3852068.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381SYC5 2067-04-16 4.500000 0.00 11330894.00 10092937.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381SYE1 2067-04-16 4.499990 0.00 14731024.00 13761682.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381SYG6 2067-04-16 3.999990 0.00 2500000.00 2316418.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381VG20 2048-02-20 2.333070 0.00 100096.00 1905.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381YED2 2049-08-20 4.216930 0.00 100000.00 21515.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382A3N3 2049-11-20 4.216930 0.00 25929253.00 6629452.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382CM65 2040-04-20 0.395550 0.00 300287.00 1117.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382DGP8 2050-01-20 2.283070 0.00 100096.00 3539.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382DUC1 2050-03-20 2.333070 0.00 100032.00 3334.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382DYS2 2050-03-20 2.283070 0.00 10560142.00 379867.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382EBY2 2049-06-20 4.000000 0.00 100096.00 2370.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382ERF6 2050-04-20 2.333070 0.00 100032.00 1918.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382F5Q3 2050-07-20 2.433070 0.00 100096.00 4053.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382FAK0 2049-03-20 2.283070 0.00 100032.00 1698.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382G2E1 2050-07-20 2.433070 0.00 3037000.00 156149.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382GAH5 2050-06-20 1.833070 0.00 38358017.00 1439395.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382GDK5 2039-06-20 4.166930 0.00 10000.00 3239.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382HV56 2050-06-20 3.500000 0.00 100032.00 6394.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382HYM6 2050-08-20 2.433070 0.00 3823000.00 155149.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382KSW4 2050-10-20 N/A 0.00 100096.00 171.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382LQ53 2050-12-20 2.000000 0.00 2330000.00 166952.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382LXL0 2050-12-20 5.000000 0.00 97254158.00 6977621.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382MHB8 2050-12-20 N/A 0.00 100092.00 113.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382QAM2 2051-03-20 2.533070 0.00 100096.00 3337.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382QQK9 2051-05-20 0.011160 0.00 100352.00 448.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382RC48 2051-04-20 4.000000 0.00 13335146.00 959554.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382RQH4 2051-04-20 2.533070 0.00 100032.00 3967.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382TQ72 2051-06-20 3.000000 0.00 1625000.00 179675.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382UFF3 2051-06-20 3.500000 0.00 32800000.00 3719266.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382VER6 2051-06-20 3.000000 0.00 599000.00 303432.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382WH26 2051-08-20 3.500000 0.00 37646711.00 4289514.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382WPR2 2051-07-20 2.500000 0.00 1645000.00 160528.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382WZH3 2051-08-20 4.500000 0.00 8082783.00 577373.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382XT70 2051-09-20 3.000000 0.00 9429710.00 1133880.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383AET7 2051-09-20 2.533070 0.00 500000.00 34744.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383BA28 2051-08-20 2.533070 0.00 176482093.00 17624338.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383BC34 2054-10-20 6.500000 0.00 2374474.00 255795.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383BR95 2055-10-20 1.111160 0.00 99600000.00 1332977.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383C2E9 2051-11-20 2.500000 0.00 13609400.00 756133.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383CCE8 2051-10-20 N/A 0.00 133274906.00 194259.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383FKX0 2051-12-20 N/A 0.00 334292582.00 529128.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383GAV3 2051-12-20 2.500000 0.00 1003.00 509.69 Agency Collateralized Mortgage Obligation Government National 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P-1 Standard and Poor's Ratings Services A-1 2026-09-01 2026-09-08 2026-09-08 Y Barclays Bank PLC 1.0000 7 N Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0373 1200000000.00 1200000000.00 0.0056 N N Y N Royal Bank of Canada Royal Bank of Canada 3.500000% ARP1E41M9 549300HXQQQC 0001317808 ARP1E41M9_3.50_0908 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 3132DUNX1 2054-01-01 4.500000 0.00 60564142.00 49976398.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DVLC7 2050-08-01 2.500000 0.00 72284000.00 30836253.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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1000.00 644.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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S6XOOCT0IEG5ABCC6L87 3142JQTD1 2055-11-01 5.500000 0.00 1000.00 964.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JRHX8 2056-01-01 5.000000 0.00 1000.00 939.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JTZS5 2056-02-01 5.000000 0.00 3402800.00 3284619.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JU3N8 2056-02-01 5.500000 0.00 1000.00 1004.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JU5T3 2056-02-01 5.500000 0.00 4049390.00 4083995.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JUVE7 2056-01-01 5.000000 0.00 641580.00 619156.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JV7H5 2056-02-01 5.000000 0.00 1000.00 963.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JX3D4 2056-03-01 5.000000 0.00 1000.00 969.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JXGK4 2056-03-01 5.000000 0.00 2286288.00 2114272.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142K0BS2 2056-04-01 4.500000 0.00 1000.00 944.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142K16A5 2056-04-01 5.000000 0.00 1201732.00 1173878.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142K1H39 2056-04-01 6.000000 0.00 1000.00 982.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142K1KB7 2056-04-01 5.000000 0.00 1008.00 973.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142K1XQ0 2056-04-01 5.000000 0.00 1000.00 974.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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S6XOOCT0IEG5ABCC6L87 3133C8AR6 2053-07-01 5.000000 0.00 1000.00 799.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CDTY0 2053-09-01 7.000000 0.00 1000.00 553.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CEXK3 2053-10-01 5.500000 0.00 1002.00 773.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CKTE8 2053-12-01 7.000000 0.00 1000.00 693.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CWBP6 2054-10-01 5.500000 0.00 1000.00 826.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133G7QA4 2035-01-01 3.000000 0.00 474527.00 105287.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KLHU4 2051-03-01 2.000000 0.00 1000.00 508.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KLWQ6 2051-05-01 2.000000 0.00 492434.00 294201.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KN7A5 2052-04-01 3.500000 0.00 3000.00 1936.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KNWE9 2052-03-01 3.500000 0.00 29000.00 18851.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KPFQ6 2052-05-01 3.000000 0.00 6277005.00 3959814.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KPFV5 2052-05-01 3.500000 0.00 1000.00 608.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KPKX5 2052-06-01 3.500000 0.00 1024.00 743.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KPMJ4 2052-06-01 4.000000 0.00 1000.00 658.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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S6XOOCT0IEG5ABCC6L87 3133WE4R8 2054-06-01 6.000000 0.00 1000.00 878.05 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 313637FB1 2028-03-01 6.640000 0.00 334350.00 40981.73 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31368HNM1 2039-06-01 4.500000 0.00 39063.00 677.73 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31374CSA5 2047-03-25 3.000000 0.00 1000.00 668.60 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138A6GT1 2041-04-01 4.500000 0.00 1261204.00 18971.79 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138A9PE8 2041-05-01 4.500000 0.00 209950.00 8011.93 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138A9YD0 2041-07-01 4.500000 0.00 3411800.00 96793.28 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138ABF53 2041-05-01 4.500000 0.00 408305.00 67885.11 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138AYAT6 2041-12-01 3.500000 0.00 1000.00 82.44 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138EGFA7 2041-05-01 4.500000 0.00 33500.00 1135.18 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138EQA93 2045-08-01 3.500000 0.00 3329.00 496.08 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138EQUQ3 2040-09-01 6.167000 0.00 1000.00 78.06 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138ETLU8 2045-07-01 3.000000 0.00 1000.00 192.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DM6A8 2052-02-01 3.500000 0.00 76000.00 42235.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142K4ST4 2056-05-01 5.000000 0.00 1024.00 993.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142K4UL8 2056-05-01 5.000000 0.00 1000.00 936.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142K5Q30 2056-05-01 5.000000 0.00 1024.00 992.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142K5WV1 2056-05-01 6.500000 0.00 1000744.00 1049107.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142K5WX7 2056-06-01 5.000000 0.00 1000.00 973.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142K65B3 2056-06-01 5.000000 0.00 9816976.00 9502409.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142K67J4 2056-06-01 5.500000 0.00 1000.00 919.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142K7SJ9 2056-06-01 5.500000 0.00 1008.00 1003.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142K86W2 2056-07-01 5.000000 0.00 1000.00 976.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142K8YE1 2056-06-01 5.000000 0.00 1000.00 982.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142K9NY7 2056-07-01 5.500000 0.00 1000.00 996.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142K9S63 2056-06-01 4.500000 0.00 1000.00 944.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142K9T70 2056-06-01 4.500000 0.00 1000.00 944.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142KAB43 2056-06-01 5.500000 0.00 1000.00 995.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142KAV90 2056-07-01 5.000000 0.00 1000.00 962.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142KB5B2 2056-07-01 5.000000 0.00 1003.00 975.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142KBTJ9 2056-06-01 4.500000 0.00 1000.00 945.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142KDCL8 2031-04-01 4.250000 0.00 675684.00 663199.84 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36177J3B3 2042-07-15 3.500000 0.00 1000.00 131.58 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179RCC1 2045-04-20 5.250000 0.00 2050.00 100.19 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179RVA4 2045-12-20 3.000000 0.00 1000.00 101.25 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179SLS4 2046-09-20 3.500000 0.00 1000.00 106.58 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179T7K5 2048-08-20 4.000000 0.00 193984256.00 16215390.30 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179TEZ4 2047-08-20 3.500000 0.00 2000.00 221.78 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179TJW6 2047-10-20 3.000000 0.00 99587456.00 11911384.00 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179U4C3 2049-10-20 3.500000 0.00 2682132.00 284930.95 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179UGE6 2048-11-20 5.000000 0.00 3000.00 162.78 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179UH70 2048-12-20 5.500000 0.00 1000.00 67.13 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179USV5 2049-05-20 4.500000 0.00 1471.00 124.26 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179VBF6 2049-12-20 3.000000 0.00 4893000.00 755239.87 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179VBK5 2049-12-20 5.000000 0.00 1000.00 108.64 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179VDS6 2050-01-20 5.000000 0.00 2000.00 250.70 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179VKX7 2050-04-20 4.500000 0.00 196955.00 36591.52 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179VQU7 2050-07-20 3.500000 0.00 7996000.00 1777641.50 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179VX21 2050-11-20 3.500000 0.00 1000.00 278.24 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179VXZ8 2050-11-20 3.000000 0.00 1000.00 297.53 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179WBZ0 2051-03-20 3.000000 0.00 13832766.00 4917045.50 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179WDT2 2051-03-20 3.500000 0.00 4684552.00 1745451.88 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179WFJ2 2051-05-20 3.500000 0.00 1024.00 427.15 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179XFG6 2052-09-20 4.000000 0.00 116893952.00 78329226.44 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179XFH4 2052-09-20 4.500000 0.00 1024.00 688.63 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179XHX7 2052-10-20 4.000000 0.00 50964768.00 34292786.57 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179XX43 2053-04-20 4.500000 0.00 1000.00 730.02 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179Y5M2 2054-08-20 6.000000 0.00 1024.00 504.61 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3617BUEB1 2047-11-15 4.000000 0.00 1000.00 442.87 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3617F0WY3 2058-01-15 4.450000 0.00 1748056.00 1619896.44 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3617FSAD2 2067-03-15 5.580000 0.00 2373988.00 2426799.73 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3617FTDU9 2058-05-15 4.550000 0.00 1000.00 934.96 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3617FTEH7 2058-02-15 4.950000 0.00 3982000.00 3804172.28 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3617WRQY2 2057-08-15 3.940000 0.00 1000.00 897.04 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3617X56E5 2057-07-15 2.570000 0.00 1000.00 817.70 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3617Y5UR8 2052-06-20 4.000000 0.00 297000.00 184257.53 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618A2BQ2 2058-04-15 2.400000 0.00 4283280.00 3472676.38 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618AQVU8 2057-12-15 6.250000 0.00 1248690.00 1216465.97 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618AVAP1 2058-04-15 4.670000 0.00 1000.00 941.88 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618B0HN6 2058-06-15 5.130000 0.00 5364472.00 5203383.66 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618BDUN3 2056-05-20 6.500000 0.00 1363784.00 1451192.53 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618BDUR4 2056-08-20 6.000000 0.00 14124797.00 14871772.77 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618F4TU5 2061-04-15 4.730000 0.00 1000.00 949.41 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618JNR31 2068-08-15 5.040000 0.00 1000.00 976.94 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618JVPB7 2061-03-15 4.980000 0.00 1081050.00 1047622.47 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618KLNR4 2068-06-15 5.350000 0.00 1000.00 990.29 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618LGXB8 2055-10-20 6.500000 0.00 4254249.00 4486283.23 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618LUJR8 2056-01-20 5.000000 0.00 1023.00 994.47 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618M83X0 2056-01-20 5.500000 0.00 1024.00 1023.40 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618M9D74 2056-02-20 5.500000 0.00 4350717.00 4367737.49 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618M9MC3 2056-03-20 5.500000 0.00 1008.00 999.69 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MAL31 2055-11-20 6.500000 0.00 2177343.00 2332488.45 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MH4B7 2061-05-15 5.170000 0.00 1467100.00 1498304.58 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MHKL7 2056-02-20 5.500000 0.00 1495440.00 1499449.79 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MHVC5 2056-02-20 6.500000 0.00 676400.00 705957.90 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MHVG6 2056-02-20 6.500000 0.00 1000.00 1040.97 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618ML2R5 2056-03-20 5.500000 0.00 25033760.00 25075871.42 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618ML2S3 2056-03-20 5.500000 0.00 10805856.00 10844040.02 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618ML3C7 2056-03-20 6.000000 0.00 8486514.00 8586431.00 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MPUQ7 2056-03-20 6.500000 0.00 2000.00 2081.60 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MUEP6 2061-04-15 4.900000 0.00 1000.00 969.92 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MX6K0 2056-07-20 5.000000 0.00 1747276.00 1721312.41 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MX6L8 2056-07-20 5.000000 0.00 1000.00 982.43 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MXWT2 2056-06-20 5.500000 0.00 3464298.00 3514720.20 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MXZC6 2056-06-20 5.500000 0.00 12427760.00 12611633.23 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MYCG0 2056-07-20 6.000000 0.00 1000.00 1034.79 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MYP35 2056-05-20 5.500000 0.00 4900984.00 4963185.20 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MYSW8 2056-03-20 5.000000 0.00 2000.00 1956.75 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FHW0 2055-03-01 4.500000 0.00 37915.00 32788.22 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FLN5 2055-06-01 4.000000 0.00 11536368.00 9993766.02 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FLR6 2055-06-01 5.500000 0.00 33000.00 26597.86 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FM61 2040-05-01 3.000000 0.00 94134.00 82102.18 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FME4 2055-07-01 3.500000 0.00 12000.00 10176.64 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FQ91 2055-11-01 5.500000 0.00 2000.00 1767.68 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FQB6 2055-10-01 3.500000 0.00 2000.00 1698.89 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FR41 2055-12-01 3.500000 0.00 2071.00 1777.45 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FT23 2056-02-01 3.500000 0.00 1039.00 908.44 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FT31 2056-02-01 4.000000 0.00 3000.00 2690.59 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FTH0 2041-01-01 5.000000 0.00 1249912.00 1108150.24 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XPXH7 2052-07-01 2.500000 0.00 93226.00 66376.51 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XQF69 2052-03-01 2.000000 0.00 2000.00 1367.43 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XQJE8 2052-09-01 3.500000 0.00 1051.00 794.49 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XQTJ6 2052-04-01 2.500000 0.00 1000.00 691.20 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XQZE0 2036-01-01 3.000000 0.00 1000.00 687.65 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XRF91 2053-07-01 2.500000 0.00 6213000.00 4451892.02 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XRRT4 2044-10-01 5.500000 0.00 35000.00 26827.25 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XSCQ4 2054-09-01 6.500000 0.00 35000.00 22511.89 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y6SQ4 2055-06-01 6.000000 0.00 127181824.00 115214112.57 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y7SY5 2055-11-01 5.000000 0.00 1024.00 957.32 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y7U89 2055-11-01 5.000000 0.00 1024.00 984.23 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y7VB1 2055-11-01 5.000000 0.00 1000.00 954.04 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y8B54 2056-01-01 5.500000 0.00 3024.00 2856.46 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y8GZ3 2056-02-01 5.000000 0.00 1000.00 938.86 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y8P34 2056-03-01 5.500000 0.00 479224.00 459948.26 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y8PS9 2056-03-01 5.500000 0.00 13832.00 13092.73 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y8PX8 2056-03-01 5.500000 0.00 216706.00 205896.33 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y8PZ3 2056-03-01 5.500000 0.00 1080.00 1046.23 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y8VL7 2056-04-01 6.500000 0.00 1000.00 949.70 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y9DZ4 2056-06-01 4.500000 0.00 1024.00 965.85 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y9F90 2056-06-01 5.500000 0.00 1864832.00 1835983.30 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y9FP4 2056-06-01 4.500000 0.00 7232.00 6836.19 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y9S62 2056-08-01 5.500000 0.00 1000.00 996.50 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y9SB1 2056-08-01 5.000000 0.00 1000.00 974.11 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y9SC9 2056-08-01 5.000000 0.00 279158.00 271063.72 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y9SZ8 2056-08-01 5.500000 0.00 1000.00 996.91 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y9TQ7 2056-08-01 6.000000 0.00 1024.00 1043.48 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31410KJY1 2038-05-01 6.000000 0.00 11745.00 64.11 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31410LRT1 2030-10-01 2.000000 0.00 1000.00 65.96 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31412LJE1 2036-03-01 4.500000 0.00 27183.00 1086.60 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31412Q6K0 2040-02-01 4.500000 0.00 1009.00 21.28 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31415WDV2 2038-09-01 5.500000 0.00 1000.00 209.21 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31416WRK0 2040-08-01 4.500000 0.00 85000.00 1732.89 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31417JRD4 2039-09-01 4.500000 0.00 3000.00 118.23 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418BDN3 2044-04-01 4.500000 0.00 39000.00 3198.82 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418BKY1 2034-12-01 3.500000 0.00 1002.00 78.46 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418BSJ6 2035-07-01 3.000000 0.00 1000.00 104.08 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418CCH5 2046-10-01 3.000000 0.00 28000.00 4162.58 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418CFV1 2047-01-01 4.000000 0.00 1000.00 116.14 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418CXF6 2048-05-01 3.000000 0.00 1000.00 145.59 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418CYF5 2033-07-01 3.000000 0.00 1000.00 92.14 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418CZ80 2048-09-01 3.500000 0.00 1244000.00 104190.31 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418D2L5 2051-07-01 2.000000 0.00 63001.00 35330.55 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418D3G5 2051-08-01 2.000000 0.00 24000.00 13524.68 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418D3H3 2051-08-01 2.500000 0.00 47000.00 25287.01 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418D4Y5 2051-10-01 2.500000 0.00 15000.00 8377.06 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418D5D0 2036-10-01 2.500000 0.00 1252528.00 556702.64 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418D6C1 2051-11-01 2.500000 0.00 3131714.00 1790435.58 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418D7E6 2051-12-01 2.000000 0.00 1024.00 605.38 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418D7F3 2051-12-01 2.500000 0.00 341999.00 198548.56 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418DCY6 2049-06-01 3.500000 0.00 1000.00 76.85 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418DFR8 2049-09-01 3.500000 0.00 1003.00 101.98 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418DGM8 2049-10-01 3.500000 0.00 1000.00 108.60 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418DL34 2050-02-01 4.500000 0.00 1000.00 110.83 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418DNH1 2050-04-01 3.000000 0.00 1000.00 174.75 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418DP97 2050-06-01 2.000000 0.00 1473005.00 579302.35 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418DPE6 2050-05-01 3.000000 0.00 1000.00 224.30 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418DQ96 2050-07-01 3.000000 0.00 1000.00 255.58 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418DSJ2 2050-09-01 2.500000 0.00 7026.00 2583.15 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418DTK8 2040-10-01 2.500000 0.00 6000.00 2509.08 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418DYC0 2051-04-01 2.500000 0.00 1000.00 502.95 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418DYY2 2051-05-01 2.500000 0.00 1000.00 504.72 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418DYY2 2051-05-01 2.500000 0.00 2000.00 1009.44 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418DZV7 2051-06-01 2.000000 0.00 24000.00 13340.31 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418DZW5 2051-06-01 2.500000 0.00 2000.00 1056.68 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418DZW5 2051-06-01 2.500000 0.00 5554736.00 2934809.39 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418E4R8 2054-04-01 5.500000 0.00 6016.00 4167.67 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418E5B2 2054-04-01 4.000000 0.00 3000.00 2413.74 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418E6Y1 2054-06-01 4.500000 0.00 2000.00 1692.24 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418E7B0 2054-06-01 6.000000 0.00 500000.00 272691.19 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418EA67 2051-12-01 4.000000 0.00 2000.00 769.25 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418EAM2 2052-01-01 2.000000 0.00 2017.00 1203.03 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418EAN0 2052-01-01 2.500000 0.00 6587000.00 3888089.15 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418EB82 2052-03-01 2.000000 0.00 231995.00 141229.57 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418EBJ8 2042-02-01 2.000000 0.00 1000.00 577.17 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418EBS8 2052-02-01 2.500000 0.00 502995.00 301691.75 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418ECA6 2052-03-01 3.000000 0.00 4000.00 2414.78 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418ECQ1 2052-04-01 2.500000 0.00 1118722.00 694865.43 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418ED49 2052-06-01 2.000000 0.00 1000.00 633.69 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418ED72 2052-06-01 3.500000 0.00 435771.00 290524.67 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418ED80 2052-06-01 4.000000 0.00 2000.00 1335.72 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418EDD9 2052-05-01 3.000000 0.00 1000.00 650.67 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418EE30 2052-07-01 3.000000 0.00 1000.00 676.83 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418EE48 2052-07-01 3.500000 0.00 5000.00 3401.51 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418EE55 2052-07-01 4.000000 0.00 1000.00 681.88 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418EE63 2052-07-01 4.500000 0.00 1000.00 684.22 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418EGJ3 2052-08-01 4.000000 0.00 93000.00 64447.24 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418EHH6 2052-09-01 3.500000 0.00 44000.00 30620.46 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418EHJ2 2052-09-01 4.000000 0.00 1249.00 873.76 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418EHK9 2052-09-01 4.500000 0.00 1000.00 690.66 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418EHK9 2052-09-01 4.500000 0.00 1008.00 696.20 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418EJ43 2052-10-01 3.500000 0.00 50000.00 35393.09 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418EJ68 2052-10-01 4.500000 0.00 1000.00 686.05 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418EJU5 2037-10-01 3.000000 0.00 2000.00 1165.92 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418EJW1 2037-10-01 4.000000 0.00 1000.00 489.75 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418EKU3 2052-11-01 5.000000 0.00 2001.00 1394.17 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418ELU2 2052-12-01 3.500000 0.00 130854.00 92350.30 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418ELW8 2052-12-01 4.500000 0.00 2633684.00 1938446.58 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418ELY4 2052-12-01 5.500000 0.00 1719114.00 1150864.23 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418EMR8 2053-01-01 4.500000 0.00 2000.00 1484.18 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418ENB2 2052-11-01 3.000000 0.00 1000.00 645.98 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418ENL0 2053-01-01 6.000000 0.00 16942208.00 8413069.52 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418ENU0 2053-01-01 3.500000 0.00 1000.00 714.65 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418EP38 2053-03-01 5.500000 0.00 9605521.00 6185778.40 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418EPB0 2053-02-01 4.500000 0.00 304091.00 224237.64 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418EPT1 2053-02-01 3.500000 0.00 6000.00 4249.80 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418EQ94 2053-04-01 5.500000 0.00 2072.00 1341.87 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418EQR4 2053-03-01 3.500000 0.00 23000.00 16568.01 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418ER93 2053-05-01 6.000000 0.00 1024.00 571.72 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418ERW2 2053-04-01 3.500000 0.00 7000.00 5335.34 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418ES27 2053-04-01 3.000000 0.00 1000.00 725.05 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418ESR2 2053-05-01 4.000000 0.00 24000.00 18040.33 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418ET75 2053-07-01 6.000000 0.00 7499000.00 4260318.48 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418EU81 2053-08-01 5.000000 0.00 1000.00 747.04 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418EU81 2053-08-01 5.000000 0.00 5000.00 3735.19 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418EUP3 2053-07-01 4.000000 0.00 3000.00 2240.80 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418EV72 2053-09-01 5.000000 0.00 2000.00 1499.87 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418EW30 2053-10-01 5.500000 0.00 3567032.00 2372256.88 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418EXT2 2053-11-01 5.000000 0.00 3700.00 2968.74 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418EZ52 2054-01-01 4.000000 0.00 1000.00 810.93 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418F2J5 2056-08-01 5.500000 0.00 2568737.00 2559754.99 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418F2L0 2056-08-01 6.500000 0.00 2363.00 2450.21 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FAW7 2054-07-01 5.500000 0.00 1024.00 703.56 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FBP1 2054-08-01 6.000000 0.00 1000.00 553.74 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FC88 2054-10-01 4.000000 0.00 7000.00 5869.54 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FCN5 2039-09-01 5.500000 0.00 1000.00 455.15 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FEA1 2054-11-01 4.000000 0.00 1110.00 931.62 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FEB9 2054-11-01 4.500000 0.00 22000.00 18593.20 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FEG8 2039-11-01 4.500000 0.00 90000.00 59285.74 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FEY9 2054-12-01 4.000000 0.00 13040.00 11099.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FG84 2045-02-01 5.000000 0.00 1000.00 788.79 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FG92 2045-02-01 5.500000 0.00 1024.00 647.84 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FGP6 2055-01-01 3.500000 0.00 11033.00 9237.77 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FGX9 2055-02-01 5.000000 0.00 19000.00 15871.62 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FGZ4 2055-02-01 6.000000 0.00 32000.00 19299.60 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FHM2 2055-02-01 3.500000 0.00 139000.00 114797.71 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XBJE1 2051-03-01 4.000000 0.00 6000.00 1764.23 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XBNR7 2051-01-01 3.500000 0.00 1000.00 301.04 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XCUD8 2048-05-01 4.500000 0.00 35000.00 15089.43 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XCUS5 2051-09-01 2.500000 0.00 1024.00 631.71 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XDR40 2041-10-01 2.500000 0.00 1000.00 560.67 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XDS49 2051-11-01 2.000000 0.00 2165000.00 1214091.95 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XFLM1 2052-01-01 3.000000 0.00 1993960.00 1168136.34 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XGH77 2037-04-01 2.500000 0.00 17819580.00 9504652.04 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XGPU7 2051-11-01 2.000000 0.00 1000.00 571.93 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XH4D6 2052-08-01 5.000000 0.00 14997.00 10630.77 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XHEY9 2052-05-01 4.000000 0.00 3000.00 1838.43 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XJGG2 2052-09-01 4.500000 0.00 1000.00 643.61 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XJR88 2052-09-01 5.000000 0.00 12124000.00 8170833.91 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XJYV9 2052-12-01 4.500000 0.00 2498000.00 1705265.05 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XK6S4 2050-03-01 4.500000 0.00 1000.00 654.54 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XK6T2 2050-11-01 2.500000 0.00 1026528.00 636174.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31288Q2N9 2050-02-01 5.971000 0.00 1000.00 395.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31288Q6M7 2051-01-01 5.077000 0.00 1000.00 631.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31288QF62 2047-06-01 6.015000 0.00 78000.00 7465.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31288RKT4 2043-10-01 6.188000 0.00 11884357.00 11214803.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31288RM47 2051-01-01 6.012000 0.00 2273335.00 2253642.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31288RM70 2056-08-01 5.176000 0.00 888904.00 887070.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31288RMY1 2056-06-01 4.219000 0.00 1028722.00 977738.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128MJ2Z2 2047-12-01 3.000000 0.00 1000.00 135.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3130G1JM5 2056-08-01 5.000000 0.00 1000.00 980.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3130G2F88 2056-08-01 5.000000 0.00 1000.00 970.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3130G2SZ4 2056-08-01 5.000000 0.00 1000.00 973.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3130G2YG9 2056-08-01 5.500000 0.00 1000.00 1010.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3130G3M54 2056-09-01 5.500000 0.00 1000.00 1003.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131XT4W7 2046-03-01 4.000000 0.00 200000.00 34290.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131XVV28 2047-01-01 3.500000 0.00 1002.00 305.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131XWSY0 2047-05-01 4.500000 0.00 1000.00 68.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131Y0DX7 2048-02-01 3.500000 0.00 1000.00 131.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131Y1M80 2048-05-01 4.000000 0.00 1000.00 101.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131Y3GK6 2048-09-01 4.500000 0.00 1000.00 95.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31329JAN7 2033-09-01 4.500000 0.00 21100211.00 173529.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31329NKV9 2047-01-01 4.000000 0.00 1000.00 134.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A5F75 2046-11-01 4.000000 0.00 317000.00 38415.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A8ZB8 2033-01-01 2.500000 0.00 1000.00 136.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132ACST8 2047-01-01 4.000000 0.00 45815.00 8079.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132AEEY8 2049-05-01 3.500000 0.00 1307475.00 90475.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132AEQW9 2048-05-01 4.000000 0.00 21941925.00 12953981.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132CXMR0 2039-07-01 6.500000 0.00 13548784.00 6813856.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132D57A4 2036-02-01 2.000000 0.00 1003.00 401.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132D6B33 2037-06-01 2.000000 0.00 1000.00 577.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132D6B41 2037-06-01 2.500000 0.00 1000.00 552.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132D6BW9 2037-05-01 2.000000 0.00 1000.00 554.95 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FXN2 2041-06-01 3.500000 0.00 32884.00 30441.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31425US55 2054-11-01 5.000000 0.00 1000.00 912.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426D3R1 2055-03-01 7.000000 0.00 1000.00 784.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426DPA4 2055-03-01 6.500000 0.00 1000.00 828.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426NU40 2055-06-01 6.000000 0.00 1000.00 899.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426Q6Z1 2055-06-01 5.500000 0.00 1000.00 831.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426SWQ8 2055-06-01 6.000000 0.00 1090270.00 1094117.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426TQ59 2055-07-01 6.500000 0.00 1485800.00 934564.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426TYH4 2055-07-01 6.500000 0.00 1000.00 1006.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426XU63 2055-08-01 6.500000 0.00 1000.00 867.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427DA76 2055-10-01 5.000000 0.00 1000.00 966.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427DU33 2055-10-01 6.500000 0.00 1000.00 266.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427H3F7 2055-11-01 5.500000 0.00 1000.00 930.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427PBJ2 2049-11-01 4.500000 0.00 1000.00 864.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427PFQ2 2055-06-01 6.000000 0.00 57385216.00 53245043.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427PYY4 2055-09-01 6.000000 0.00 1024.00 932.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427QPD8 2055-09-01 6.000000 0.00 1024.00 880.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427QVT6 2055-10-01 6.000000 0.00 22725120.00 20594344.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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S6XOOCT0IEG5ABCC6L87 3142GUTD5 2055-05-01 5.500000 0.00 1024.00 906.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GUX65 2055-06-01 5.500000 0.00 232433920.00 213625239.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GVZM6 2055-11-01 6.000000 0.00 1024.00 971.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GWDC0 2055-12-01 5.500000 0.00 6620376.00 6319383.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GWZ51 2056-02-01 5.000000 0.00 1144.00 1093.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GXEJ2 2056-04-01 5.500000 0.00 1008.00 983.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GXW60 2056-05-01 5.000000 0.00 1020.00 968.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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S6XOOCT0IEG5ABCC6L87 3142J6CV3 2056-01-01 4.500000 0.00 1024.00 938.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142J6E33 2056-08-01 4.500000 0.00 10242120.00 9675730.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142J6EJ8 2056-07-01 5.000000 0.00 1000.00 959.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142J6ER0 2056-08-01 4.000000 0.00 1000.00 915.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JCB82 2041-02-01 5.000000 0.00 1000.00 891.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JN5K8 2055-12-01 5.000000 0.00 1000.00 902.89 Agency Mortgage-Backed Securities Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-09-08 2026-09-08 2027-01-26 Y BNP Paribas SA 1.0000 7 N Moody's Investors Service, Inc. 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S6XOOCT0IEG5ABCC6L87 3128QJ5D4 2035-08-01 6.125000 0.00 3100000.00 8381.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131WC5W4 2033-10-01 5.000000 0.00 260332.00 1721.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131WCV21 2033-09-01 6.500000 0.00 354743.00 1542.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131WFVH1 2035-07-01 5.000000 0.00 401392.00 9937.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131X92N3 2028-11-01 3.000000 0.00 25100.00 578.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131XF2N9 2037-12-01 5.000000 0.00 4000000.00 11052.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131XGNT1 2041-05-01 4.500000 0.00 55003.00 1526.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31326MLH4 2047-11-01 6.140000 0.00 335000.00 16600.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31329H4Q1 2032-05-01 7.000000 0.00 3540120.00 7438.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31329KTE4 2034-08-01 3.500000 0.00 62000.00 4284.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31329KX33 2038-03-01 3.500000 0.00 32332.00 4509.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A0V60 2032-04-01 7.000000 0.00 4750000.00 5787.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A0XL5 2032-11-01 6.500000 0.00 2251856.00 3774.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A0ZT6 2033-11-01 6.500000 0.00 1369620.00 4392.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A25Q1 2039-01-01 6.500000 0.00 174271.00 4885.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A5DH5 2045-02-01 4.000000 0.00 19058.00 1426.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A7EB3 2027-03-01 3.000000 0.00 1000000.00 1845.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132AABY9 2031-07-01 5.000000 0.00 196599.00 817.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132CXJZ6 2039-05-01 6.000000 0.00 35000.00 19465.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132D94T8 2044-12-01 5.500000 0.00 3000.00 2648.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DMYM1 2051-07-01 2.000000 0.00 37342.00 19432.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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S6XOOCT0IEG5ABCC6L87 31349UCW6 2034-10-01 6.085000 0.00 69273.00 637.41 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31377U6Q1 2033-08-01 3.840000 0.00 1813482.00 1714068.73 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31385XTP2 2036-10-01 4.429000 0.00 250000.00 2313.85 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31388BXQ0 2031-07-01 7.000000 0.00 2500000.00 5961.23 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31388KDC3 2031-10-01 7.000000 0.00 1061052.00 4910.82 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31389MNT0 2032-02-01 7.000000 0.00 599999.00 905.11 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31389X7D9 2032-05-01 7.000000 0.00 1000740.00 1815.65 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138ALU62 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Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31400LFN9 2033-10-01 6.393000 0.00 579601.00 78515.31 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31401LB77 2033-08-01 4.500000 0.00 600000.00 8628.54 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31402CV25 2034-04-01 5.000000 0.00 650000.00 4561.64 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31402DB25 2034-06-01 5.829000 0.00 550000.00 2178.64 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31402LZ88 2033-09-01 5.500000 0.00 1596412.00 13815.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31402RH77 2044-10-01 4.920000 0.00 650000.00 4782.06 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31402RKC2 2032-04-01 5.827000 0.00 285000.00 872.32 Agency Mortgage-Backed Securities 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S6XOOCT0IEG5ABCC6L87 3131WQ3D7 2040-12-01 4.000000 0.00 40000.00 2175.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131WUTQ1 2030-03-01 8.500000 0.00 383866.00 654.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131WVYK6 2030-01-01 7.000000 0.00 17152000.00 24306.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131WW2Z6 2032-06-01 7.000000 0.00 336539.00 1414.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131WX5S7 2033-05-01 5.500000 0.00 500000.00 3526.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131X7FP8 2026-12-01 3.000000 0.00 3765000.00 6354.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131X7H84 2027-01-01 3.000000 0.00 3479744.00 9646.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131X8KL9 2027-12-01 2.500000 0.00 955000.00 10299.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131XBLD9 2030-07-01 3.000000 0.00 166834.00 11814.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131XGC30 2034-12-01 5.000000 0.00 1000000.00 6803.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131XHLD6 2041-10-01 4.000000 0.00 119295.00 13399.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131XKH85 2042-10-01 3.000000 0.00 27569.00 4748.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131XM5F8 2043-06-01 4.000000 0.00 52791.00 6607.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131Y6UX5 2043-01-01 3.500000 0.00 100000.00 4871.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31326FTK4 2043-06-01 5.946000 0.00 6954000.00 156884.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31326KSW8 2046-01-01 5.914000 0.00 60000.00 4248.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31329H7C9 2033-05-01 5.000000 0.00 2000000.00 11796.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31329H7M7 2033-07-01 5.500000 0.00 144000.00 861.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31329KK60 2029-04-01 4.500000 0.00 428000.00 1335.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31329KUR3 2035-09-01 4.000000 0.00 170000.00 19832.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31329LL42 2027-10-01 2.500000 0.00 752901.00 12554.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A0YQ3 2033-06-01 5.500000 0.00 152000.00 502.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A2AZ5 2037-12-01 6.000000 0.00 911045.00 4080.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A44U9 2041-02-01 4.500000 0.00 130000.00 5180.27 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MJAW0 2076-01-20 5.877000 0.00 836433.00 758454.00 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MKM79 2056-03-20 5.000000 0.00 4798128.00 4713338.44 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N2AV8 2056-03-20 6.000000 0.00 1318204.00 1356318.78 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N33N2 2056-05-20 7.000000 0.00 3378944.00 3610146.04 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N6NR4 2056-05-20 5.000000 0.00 409121.00 409442.91 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N6QE0 2056-08-20 3.500000 0.00 14064768.00 13357122.64 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618NQZU0 2055-04-20 6.500000 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S6XOOCT0IEG5ABCC6L87 31346YG56 2049-11-01 2.500000 0.00 15000.00 4719.95 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31371JW83 2031-01-01 8.500000 0.00 2121024.00 2506.93 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31371K7E5 2033-07-01 5.000000 0.00 3200000.00 15406.35 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31371MXT9 2036-08-01 7.000000 0.00 2350000.00 2837.83 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31374CQC3 2044-09-01 5.500000 0.00 157000.00 12599.55 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31374GEW3 2027-04-01 5.730000 0.00 14991360.00 2171.99 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31380QD87 2028-10-01 7.000000 0.00 865508.00 1548.53 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31383REH1 2029-08-01 7.500000 0.00 3357760.00 8243.38 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31384WPS3 2030-07-01 8.500000 0.00 684283.00 2683.05 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31385C3E1 2031-02-01 6.000000 0.00 800000.00 1139.17 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31385EGJ2 2030-05-01 9.000000 0.00 2899968.00 1071.01 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31385RFR6 2030-08-01 8.500000 0.00 978944.00 752.60 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31386GDR1 2031-02-01 7.500000 0.00 1310000.00 3190.69 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31386L4G4 2030-10-01 8.500000 0.00 1322546.00 12998.77 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31386UJA1 2030-08-01 6.025000 0.00 36306941.00 653.73 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31387X2X2 2031-09-01 6.245000 0.00 500000.00 3030.18 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31389NBG9 2032-02-01 7.000000 0.00 2158292.00 5774.37 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138A54N9 2041-01-01 3.500000 0.00 200000.00 8882.42 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138AFAX8 2041-05-01 4.500000 0.00 500000.00 4713.81 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138AHPM2 2041-08-01 6.358000 0.00 1235736.00 8992.60 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138ANL68 2041-08-01 4.500000 0.00 419811.00 23299.19 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138E2MJ1 2027-01-01 3.500000 0.00 1363968.00 1230.19 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138EGNK6 2041-06-01 4.500000 0.00 21000.00 1028.54 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138EJ3E6 2027-11-01 2.500000 0.00 50000.00 597.39 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138EJYX0 2032-06-01 3.500000 0.00 257011.00 13226.97 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138EL6E8 2028-11-01 3.500000 0.00 36000.00 709.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142J6BS1 2055-09-01 5.000000 0.00 1000.00 911.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142J6EA7 2056-06-01 5.500000 0.00 7000.00 6728.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JCAC4 2040-06-01 5.000000 0.00 20000.00 13805.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JCAM2 2040-07-01 6.000000 0.00 15000.00 8872.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JCBE9 2040-11-01 4.000000 0.00 27000.00 23823.02 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618GYAV6 2064-03-20 7.000000 0.00 218265.00 139277.49 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N6AZ0 2056-02-20 4.500000 0.00 5706560.00 5302951.73 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618VJVU1 2056-06-20 6.500000 0.00 1960392.00 2047636.48 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36200SAV2 2031-12-15 6.000000 0.00 146486.00 544.54 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36225BD54 2029-02-15 7.500000 0.00 419987456.00 57049.70 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36225CDZ6 2027-10-20 5.125000 0.00 17498112.00 3020.12 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138LNFJ5 2030-06-01 3.550000 0.00 18000000.00 17299856.58 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138LNNV9 2033-07-01 3.750000 0.00 10400480.00 1380581.39 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138LQ3J1 2027-04-01 3.000000 0.00 706076.00 2951.95 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138LSL40 2042-05-01 3.500000 0.00 30000.00 1720.80 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138M5KX6 2032-08-01 4.000000 0.00 38000.00 1002.24 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138W5HP6 2043-08-01 3.500000 0.00 134550.00 13059.71 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138W5HR2 2043-08-01 3.500000 0.00 237706.00 22234.10 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138WA5S2 2029-02-01 3.500000 0.00 56000.00 1274.19 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138WDCC3 2034-10-01 3.000000 0.00 25000.00 1913.18 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138WVX30 2043-08-01 5.965000 0.00 107000.00 2029.06 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138XDTR1 2044-01-01 4.000000 0.00 152000.00 14371.72 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138XRCB3 2044-04-01 5.830000 0.00 11999540.00 161339.49 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138Y3X71 2044-10-01 4.000000 0.00 40000.00 3076.38 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31391LH73 2033-01-01 6.000000 0.00 57000.00 738.76 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31400ER85 2033-07-01 6.030000 0.00 2000000.00 4292.15 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31400LGC2 2033-10-01 6.148000 0.00 1000000.00 23891.54 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31402CVN9 2034-01-01 5.500000 0.00 282405.00 1471.51 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31402DAB6 2032-11-01 7.000000 0.00 1194688.00 10857.17 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31402Q4R9 2034-08-01 5.769000 0.00 500000.00 2494.57 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31402QUK5 2034-06-01 6.048000 0.00 2370000.00 5770.11 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31402TQD0 2033-09-01 6.125000 0.00 2000000.00 7613.25 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31403CXV8 2035-07-01 6.500000 0.00 624591.00 6219.05 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31403UYK1 2033-11-01 5.636000 0.00 415000.00 2992.64 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31404RUM7 2034-03-01 5.570000 0.00 1397000.00 6216.67 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31404V6A1 2034-06-01 5.898000 0.00 277000.00 1401.99 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31405F5B4 2034-09-01 5.500000 0.00 2685156.00 10218.33 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31405WHV0 2034-10-01 6.065000 0.00 400000.00 1137.72 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31406GDY2 2035-01-01 5.920000 0.00 500000.00 809.51 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31406H3D7 2035-01-01 5.591000 0.00 1240000.00 11820.88 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31406YX62 2035-07-01 4.490000 0.00 196000.00 20695.15 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31407A7G0 2035-07-01 5.973000 0.00 3300000.00 7122.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31407KGJ2 2035-09-01 6.455000 0.00 2498560.00 2068.38 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31407PWM6 2035-10-01 5.617000 0.00 4900000.00 26738.04 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31408BCG1 2035-10-01 5.983000 0.00 620000.00 14714.17 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31409ARH4 2036-02-01 5.879000 0.00 15210000.00 66524.55 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140AH6D9 2054-07-01 5.500000 0.00 38987.00 20945.39 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140AKBZ7 2054-08-01 4.743000 0.00 1179116.00 1130872.54 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140EBY47 2031-03-01 3.500000 0.00 20625.00 1088.76 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140FNJV7 2047-01-01 4.000000 0.00 110000.00 15799.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140FRUZ6 2047-02-01 4.500000 0.00 39114.00 3934.30 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140GUMX2 2032-11-01 2.500000 0.00 19192.00 2171.17 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140HHPZ2 2048-06-01 4.500000 0.00 19700.00 996.56 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140J5LM9 2031-11-01 3.500000 0.00 486000.00 14115.90 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140J5LV9 2032-02-01 3.500000 0.00 264000.00 20410.38 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140J6CN5 2044-09-01 5.165000 0.00 2625076.00 521000.48 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140J7WG6 2041-06-01 6.139000 0.00 3500000.00 137622.77 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140J9CN9 2047-11-01 6.110000 0.00 251000.00 12877.28 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140J9ML2 2031-08-01 3.000000 0.00 500000.00 12784.39 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140JABQ0 2049-02-01 3.500000 0.00 75000.00 5498.21 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140JAD70 2031-03-01 4.000000 0.00 21045248.00 20650.11 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140JAWS3 2048-09-01 5.941000 0.00 1055000.00 25565.94 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140KEK80 2050-08-01 2.500000 0.00 7000.00 3045.80 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140KEN95 2050-09-01 2.000000 0.00 25000.00 12481.34 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140KPT37 2050-11-01 2.000000 0.00 25000.00 10002.38 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140LLJT9 2033-09-01 4.270000 0.00 49787000.00 48181684.56 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140LLJV4 2033-09-01 4.270000 0.00 45829000.00 44351304.98 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140M3BL3 2052-01-01 2.000000 0.00 45599.00 24741.51 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140M82X6 2051-12-01 2.000000 0.00 15000.00 8736.44 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140M8GM5 2051-11-01 2.000000 0.00 25000.00 14408.85 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140MDKD9 2052-01-01 2.000000 0.00 5000.00 3090.82 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140MMWS3 2037-07-01 2.500000 0.00 37606.00 22700.51 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140MQBN8 2052-06-01 3.500000 0.00 1000.00 651.31 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140MRBB2 2052-07-01 4.500000 0.00 3000.00 1697.81 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140N4YV3 2053-01-01 6.116000 0.00 937000.00 790138.87 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140N84Q8 2053-09-01 3.000000 0.00 32000.00 24505.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140NWJT3 2034-10-01 4.420000 0.00 317000.00 308484.85 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Q23A4 2033-05-01 4.530000 0.00 6000000.00 5900598.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Q2P36 2031-04-01 3.540000 0.00 44578000.00 42499194.13 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QBQ43 2049-08-01 3.500000 0.00 141000.00 17318.53 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QFEA3 2050-10-01 2.000000 0.00 8000.00 3841.23 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QQA21 2037-08-01 5.000000 0.00 29000.00 17541.44 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QQKX2 2052-10-01 4.000000 0.00 6000.00 4221.91 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140UCMP3 2056-05-01 4.394000 0.00 6726912.00 6603592.78 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140UDS83 2056-05-01 4.042000 0.00 17776416.00 17266413.04 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140W5U85 2038-03-01 2.000000 0.00 7000.00 5991.45 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140X4MM5 2049-07-01 4.500000 0.00 110000.00 14784.20 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140X4TB2 2049-08-01 3.000000 0.00 42000.00 14875.09 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140X5T78 2049-12-01 5.000000 0.00 140000.00 18090.44 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140X63C3 2048-04-01 2.500000 0.00 15000.00 3766.55 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140X6RX1 2034-04-01 3.500000 0.00 60000.00 5793.57 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140X83T2 2050-11-01 2.500000 0.00 25000.00 14181.34 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140X8AN7 2050-04-01 3.500000 0.00 39353.00 13650.29 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140X8SZ1 2050-07-01 4.000000 0.00 8000.00 1636.62 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140X9SL0 2050-01-01 3.500000 0.00 15000.00 6152.93 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XBBL3 2036-03-01 3.000000 0.00 12000.00 3820.04 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XBD56 2047-07-01 5.000000 0.00 19000.00 7215.50 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XBEG1 2040-03-01 4.000000 0.00 30000.00 9651.35 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XCL48 2051-08-01 2.000000 0.00 1900.00 995.22 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XCZD3 2051-09-01 2.000000 0.00 39182.00 21929.65 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XJS46 2051-03-01 2.000000 0.00 33483.00 20717.39 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XLL55 2038-05-01 4.000000 0.00 25494.00 15322.64 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XLYG7 2038-11-01 4.500000 0.00 6000.00 2554.83 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XMBW5 2052-06-01 3.500000 0.00 9000.00 6104.79 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XMHM1 2052-11-01 4.000000 0.00 7000.00 5202.74 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XNT38 2040-01-01 7.000000 0.00 20000.00 12425.85 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XNZ72 2053-03-01 3.000000 0.00 11000.00 7735.75 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XNZZ0 2052-07-01 3.000000 0.00 3000.00 2078.65 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31410FSX4 2036-08-01 6.500000 0.00 790967.00 8148.96 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31410GDU4 2033-02-01 5.737000 0.00 577006.00 2660.67 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31410GRD7 2035-12-01 5.500000 0.00 287000.00 6827.67 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31410KMN1 2037-08-01 6.000000 0.00 1535000.00 20811.24 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31410LBR2 2037-08-01 6.000000 0.00 600000.00 14627.25 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31410LT93 2031-11-01 3.500000 0.00 41090.00 1719.89 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31410PSM6 2036-09-01 6.329000 0.00 638196.00 12157.29 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31410Q2C4 2036-03-01 6.633000 0.00 140000.00 2104.58 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31411BE41 2036-12-01 6.010000 0.00 1000000.00 2901.97 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31411EY92 2037-01-01 5.960000 0.00 523000.00 1132.15 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31412LCB4 2037-01-01 5.500000 0.00 1356000.00 6471.66 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31412MCX4 2027-12-01 7.500000 0.00 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S6XOOCT0IEG5ABCC6L87 3131XDCH6 2032-12-01 3.000000 0.00 53000.00 6600.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131XFXE5 2032-08-01 6.000000 0.00 3698688.00 2599.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131XGJ66 2041-04-01 4.000000 0.00 23286.00 1326.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131XUA80 2046-03-01 4.500000 0.00 100000.00 19836.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31329H4U2 2032-05-01 7.500000 0.00 1789952.00 1654.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31329KU44 2036-01-01 3.500000 0.00 39000.00 4487.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A3A67 2034-07-01 7.000000 0.00 999993.00 5876.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A45E4 2041-05-01 4.500000 0.00 27000.00 608.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A9RM1 2030-12-01 3.500000 0.00 35000.00 1940.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132ACKQ2 2048-01-01 5.000000 0.00 128000.00 12262.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132ACWW6 2033-09-01 4.000000 0.00 85000.00 8357.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132AEAT3 2048-11-01 4.500000 0.00 56000.00 6586.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWG56 2053-02-01 3.000000 0.00 22000.00 16146.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132VFX88 2035-07-01 4.168000 0.00 19091200.00 18969752.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132XECP4 2040-03-01 2.770000 0.00 2604708.00 2013528.71 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6D 3133EEWR7 2045-04-06 3.430000 0.00 1549000.00 1183884.10 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6D 3133EEXZ8 2039-04-13 3.450000 0.00 5300000.00 4483455.50 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6D 3133EGB61 2040-10-01 2.875000 0.00 3300000.00 2529810.25 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6D 3133EMNM0 2036-01-25 1.840000 0.00 1376000.00 1040668.80 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6D 3133EMVE9 2041-04-01 2.740000 0.00 716000.00 534749.37 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6D 3133ENFH8 2041-11-29 2.690000 0.00 2000000.00 1465788.89 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6D 3133ENKF6 2036-01-11 2.690000 0.00 8507000.00 6963626.98 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6D 3133ENLH1 2042-01-24 2.820000 0.00 10778000.00 7783314.74 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6D 3133ENPF1 2042-02-24 3.440000 0.00 4000000.00 3046475.56 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6D 3133EWBL3 2031-01-28 3.750000 0.00 83000.00 80753.31 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6D 3133EWSL5 2028-02-09 3.720000 0.00 19189000.00 19226242.65 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6D 3133EWYZ7 2031-08-21 4.620000 0.00 1667000.00 1661769.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KHUL8 2050-04-01 3.000000 0.00 55000.00 16180.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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Association B1V7KEBTPIMZ 3140MHT33 2052-03-01 2.000000 0.00 28000.00 17451.92 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140MQAV1 2037-06-01 3.500000 0.00 72260.00 20360.71 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Q1TS9 2030-12-01 4.360000 0.00 184000.00 181895.83 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Q8B61 2032-12-01 3.500000 0.00 100000.00 10964.93 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QDCP7 2035-03-01 3.500000 0.00 8000.00 1427.26 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140X47J9 2034-10-01 3.500000 0.00 200000.00 21777.53 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140X5BM4 2034-11-01 3.500000 0.00 200000.00 21158.01 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140X5VG5 2035-02-01 3.500000 0.00 34000.00 4040.48 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140X6VF5 2035-08-01 2.000000 0.00 35000.00 10058.09 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140X6XR7 2035-03-01 3.500000 0.00 22000.00 3021.61 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XBG53 2035-02-01 2.500000 0.00 27002.00 3747.48 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XD5M4 2041-12-01 2.000000 0.00 26164.00 14997.67 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36200MAX1 2033-02-15 6.000000 0.00 714000.00 7404.14 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36200N4T5 2034-10-15 6.000000 0.00 864104.00 4586.70 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36200RLN0 2031-12-15 6.000000 0.00 1500200.00 7731.13 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1573.91 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36180M3U9 2028-04-15 3.000000 0.00 10000000.00 107465.69 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36184QRY2 2045-04-15 3.500000 0.00 427903.00 8911.34 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36189NFX9 2065-10-20 4.751000 0.00 32358400.00 25879.57 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618FHDW9 2054-01-20 7.000000 0.00 1105520.00 535744.08 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618GEN61 2053-12-20 7.500000 0.00 20761312.00 13881844.17 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618GX5Y8 2054-03-20 6.000000 0.00 4263.00 2628.22 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MWHC8 2076-02-20 6.695000 0.00 3004772.00 2760500.23 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MY4J3 2056-06-20 6.000000 0.00 1183758.00 1224695.56 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MYTH0 2056-02-20 6.500000 0.00 1107300.00 1171351.35 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618V0VT5 2075-11-20 4.801000 0.00 457904.00 219287.02 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618V8PW8 2076-02-20 6.146000 0.00 256869.00 192013.60 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618VL4T9 2056-07-20 5.000000 0.00 1190122.00 1161808.16 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618VPSV9 2056-05-20 4.500000 0.00 1886804.00 1785866.60 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618W02M1 2056-08-20 6.500000 0.00 5388648.00 5701473.39 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618W0VJ6 2056-07-20 6.500000 0.00 10957720.00 11452324.90 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618W0ZZ6 2056-08-20 7.000000 0.00 5569376.00 5961473.06 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618W1AZ1 2056-07-20 5.000000 0.00 1431444.00 1399750.00 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618W8EA7 2056-08-20 6.500000 0.00 2302888.00 2455218.67 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618WEX96 2056-08-20 5.500000 0.00 5094810.00 5137383.93 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36196NCE5 2047-03-15 4.500000 0.00 892240.00 42473.14 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36200ACN7 2032-10-15 6.000000 0.00 530000.00 1311.79 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36200AGK9 2032-11-20 5.500000 0.00 24904032.00 42360.95 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36200AJD2 2032-12-15 5.500000 0.00 1088000.00 5187.39 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3620AC7F5 2039-10-15 4.500000 0.00 75000.00 4541.22 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3620AKQE9 2040-03-15 4.500000 0.00 1183094.00 29197.99 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3620APZ24 2041-07-15 4.500000 0.00 27272.00 1540.55 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3620ASGY9 2041-05-15 4.000000 0.00 416800.00 8183.35 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3620AXZ43 2040-05-15 4.250000 0.00 391120.00 25930.30 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36210GA95 2034-01-20 6.500000 0.00 1250000.00 7913.01 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36210JRG5 2029-01-15 6.000000 0.00 2812652.00 18318.05 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36212AV77 2032-09-15 6.500000 0.00 1006970.00 47131.25 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36212SC87 2031-10-15 6.000000 0.00 301938.00 8284.92 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36213C6Q8 2031-09-15 6.000000 0.00 524447.00 6062.94 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36213CZX1 2035-12-15 6.000000 0.00 234000.00 13702.00 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36213EPV2 2031-12-15 6.000000 0.00 35572520.00 104926.90 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36213EWN2 2032-03-15 5.000000 0.00 1474506.00 12196.33 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36225DG65 2034-10-20 5.625000 0.00 500000.00 5436.96 Agency 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S6XOOCT0IEG5ABCC6L87 31283NBG6 2033-05-01 6.000000 0.00 4400000.00 11914.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128NHYS6 2037-05-01 6.305000 0.00 285000.00 4143.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31300LQK4 2041-08-01 6.143000 0.00 1271886.00 12468.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31300ME33 2043-10-01 6.069000 0.00 589000.00 12531.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31300MEU3 2043-10-01 6.339000 0.00 407000.00 9681.39 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFG 3130AWTQ3 2026-09-11 4.625000 0.00 5500000.00 5620726.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131WCYV4 2033-09-01 7.500000 0.00 38800.00 802.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131WFGU9 2034-12-01 7.000000 0.00 102661.00 2890.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131WQL70 2040-08-01 4.000000 0.00 742308.00 20005.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131WRJX4 2041-02-01 4.000000 0.00 375000.00 15562.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131WXEQ1 2032-09-01 5.500000 0.00 1000000.00 1055.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131X1EX5 2027-01-01 6.500000 0.00 974680.00 3524.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131X8U46 2028-03-01 2.500000 0.00 600000.00 24698.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131XBEG0 2030-05-01 3.000000 0.00 434000.00 23951.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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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 0.0009 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 3131XYGQ6 2047-11-01 3.500000 0.00 3396.00 680.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131YBFD5 2047-04-01 3.000000 0.00 73300000.00 12523129.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DMAT2 2049-06-01 3.000000 0.00 1000.00 157.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3134GW6D3 2040-10-29 2.000000 0.00 1000.00 681.13 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Q1EY2 2032-12-01 4.300000 0.00 1003.00 974.27 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Q2TE8 2036-06-01 4.650000 0.00 1000.00 978.80 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FXG7 2056-06-01 4.500000 0.00 26112000.00 24338966.03 Agency Mortgage-Backed Securities U.S. Treasury Bond N/A 912810RF7 2044-02-15 1.375000 0.00 300.00 341.21 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810RW0 2047-02-15 0.875000 0.00 556000.00 524072.65 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810US5 2056-02-15 2.375000 0.00 1200.00 1094.09 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 9128284N7 2028-05-15 2.875000 0.00 435200.00 428444.61 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CFZ9 2027-11-30 3.875000 0.00 9637200.00 9682325.58 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CGM7 2033-02-15 3.500000 0.00 100.00 94.20 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CHX2 2028-08-31 4.375000 0.00 2203300.00 2204038.11 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CJF9 2028-10-31 4.875000 0.00 24277200.00 24922953.07 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CJT9 2027-01-15 4.000000 0.00 6932800.00 6970394.47 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CLF6 2034-08-15 3.875000 0.00 28259800.00 26867857.41 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CLG4 2027-08-15 3.750000 0.00 37012600.00 36905279.55 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CLW9 2034-11-15 4.250000 0.00 493000.00 485481.66 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CLX7 2027-11-15 4.125000 0.00 500.00 505.10 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CLY5 2026-11-30 4.250000 0.00 8636600.00 8736638.26 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CMR9 2032-02-29 4.125000 0.00 941900.00 924237.49 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CNK3 2030-06-30 3.875000 0.00 28343000.00 27960044.48 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CNU1 2028-08-15 3.625000 0.00 229600.00 226841.61 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CPB1 2027-09-30 3.500000 0.00 15706600.00 15813108.77 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQU8 2031-05-31 4.125000 0.00 685700.00 682469.56 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQV6 2029-06-15 4.125000 0.00 4150000.00 4156176.36 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. 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U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803DK6 2040-02-15 N/A 0.00 59741800.00 30776346.72 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803DM2 2040-05-15 N/A 0.00 11347500.00 5757982.49 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803EL3 2045-02-15 N/A 0.00 582400.00 220109.34 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803EN9 2045-05-15 N/A 0.00 4854900.00 1808061.86 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803EZ2 2047-08-15 N/A 0.00 10093100.00 3315704.47 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803FE8 2048-08-15 N/A 0.00 11537400.00 3586643.08 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803FS7 2040-08-15 N/A 0.00 100.00 49.67 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803GP2 2053-02-15 N/A 0.00 1281800.00 316070.09 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803GS6 2053-05-15 N/A 0.00 27947700.00 6808981.99 U.S. 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2031-05-15 1.625000 0.00 7661600.00 6777995.50 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CHA2 2028-04-30 3.500000 0.00 400.00 399.33 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CNT4 2035-08-15 4.250000 0.00 70637600.00 68500729.68 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CPZ8 2036-02-15 4.125000 0.00 24814700.00 23765720.06 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CRE3 2036-07-15 2.375000 0.00 69293300.00 69326582.97 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 9128334V9 2033-02-15 N/A 0.00 31655889.16 23472050.41 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 9128334W7 2033-08-15 N/A 0.00 9194.17 6645.70 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 9128334Y3 2034-08-15 N/A 0.00 38.44 26.41 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 9128334Z0 2035-02-15 N/A 0.00 8951715.24 5993629.89 U.S. Treasuries (including 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31418DJL7 2034-12-01 3.500000 0.00 176000.00 18534.71 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418DKT8 2050-01-01 3.000000 0.00 82000.00 13009.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418DLU4 2050-02-01 4.000000 0.00 5000.00 604.99 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418DNQ1 2050-04-01 4.500000 0.00 35000.00 3912.47 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418DPA4 2040-05-01 2.500000 0.00 10417.00 2295.06 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418DRT1 2050-08-01 3.000000 0.00 6000.00 1583.88 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418EX62 2038-11-01 5.000000 0.00 9000.00 5026.05 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FF85 2040-01-01 5.000000 0.00 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S6XOOCT0IEG5ABCC6L87 3142J6CV3 2056-01-01 4.500000 0.00 5000.00 4583.78 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36176LZJ7 2041-12-15 4.500000 0.00 201926.00 26105.41 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36176XFP9 2042-03-15 3.500000 0.00 535652.00 24590.24 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36176YB63 2041-11-15 3.000000 0.00 1438334.00 89973.92 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36178DTB7 2042-10-15 3.500000 0.00 30000.00 2615.19 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36178LS20 2042-08-15 4.000000 0.00 262163.00 22301.08 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179DEZ9 2042-12-15 3.000000 0.00 522000.00 44247.51 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179Q3H2 2045-02-20 3.000000 0.00 70000.00 5425.73 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179QD99 2030-06-20 8.000000 0.00 202317.00 11718.89 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179RFD6 2030-06-20 3.000000 0.00 148000.00 6080.38 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179RJD2 2045-07-20 3.000000 0.00 632779.00 61897.17 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179SRV1 2031-12-20 2.000000 0.00 231831.00 21443.23 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179TUB9 2048-03-20 4.000000 0.00 206072064.00 16654649.20 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179UUV2 2049-06-20 5.250000 0.00 1890144.00 82551.28 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179UV74 2049-07-20 3.000000 0.00 5701992.00 651860.98 Agency Mortgage-Backed Securities Government National 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Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MJXQ8 2056-01-20 5.500000 0.00 2722784.00 2753908.44 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MM5E9 2056-02-20 6.500000 0.00 3250972.00 3384667.23 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MSFG0 2065-12-20 7.000000 0.00 115989.00 120524.93 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MTHL5 2056-01-20 5.500000 0.00 1576958.00 1614086.08 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MVAH6 2056-02-20 6.500000 0.00 4355992.00 4487745.96 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N25T9 2056-03-20 5.500000 0.00 1967178.00 1974442.20 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N5ER6 2055-01-20 3.500000 0.00 59112880.00 49866148.69 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N6BF3 2056-02-20 5.500000 0.00 11000000.00 10794684.98 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N6P68 2056-07-20 5.500000 0.00 187102720.00 187135151.07 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618V32W4 2055-12-20 6.500000 0.00 1968880.00 1676211.87 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618V3KC8 2061-07-15 6.030000 0.00 18228000.00 19010436.90 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618V4RP0 2065-12-20 7.000000 0.00 241040.00 250484.99 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618V8QR8 2066-02-20 6.500000 0.00 5588176.00 5794211.86 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618VDGY3 2066-05-20 6.000000 0.00 72046.00 73553.55 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618VV5M1 2056-08-20 6.000000 0.00 8038368.00 8323521.07 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618VWXH9 2056-07-20 5.500000 0.00 1889138.00 1904025.24 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618VWZJ3 2056-06-20 5.500000 0.00 25003648.00 25138276.32 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618W0JZ4 2056-07-20 6.000000 0.00 26475488.00 27189014.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31288QFZ8 2047-08-01 6.062000 0.00 278000.00 25165.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128MJ2H2 2047-08-01 4.000000 0.00 12000.00 1189.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128MJYT1 2046-09-01 3.000000 0.00 64000.00 8976.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128NH5M1 2037-05-01 5.480000 0.00 3533820.00 78823.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128NHQ71 2036-11-01 6.015000 0.00 200000.00 1758.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128QJWQ5 2037-02-01 6.410000 0.00 775000.00 1124.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128S4VC8 2037-08-01 5.450000 0.00 4944224.00 169482.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128S52H6 2038-02-01 5.652000 0.00 8273376.00 586973.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31292HSY1 2032-12-01 6.000000 0.00 429000.00 873.68 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFG 3130A0AT7 2029-10-24 4.000000 0.00 6185000.00 6185136.76 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFG 3130AECN8 2038-06-11 3.750000 0.00 7995000.00 7141160.65 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFG 3130B6R24 2027-06-04 3.875000 0.00 290000.00 291928.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131WDP26 2030-01-01 7.000000 0.00 103811.00 925.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131WEDC5 2034-05-01 5.500000 0.00 60006.00 996.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131WFNM9 2034-12-01 7.000000 0.00 119836.00 5720.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131WJ3A9 2037-06-01 6.000000 0.00 1884054.00 4030.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131WVS56 2031-05-01 7.500000 0.00 627237.00 5791.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131WX4D1 2033-05-01 5.500000 0.00 204000.00 1634.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131X1E56 2027-02-01 6.500000 0.00 1598841.00 1990.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131X7JJ8 2027-01-01 3.000000 0.00 884116.00 1334.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131X7Q35 2027-04-01 3.500000 0.00 100415.00 1603.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131XBCM9 2030-05-01 2.500000 0.00 113141.00 7875.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131XEB28 2033-08-01 3.500000 0.00 117724.00 14121.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131XM5L5 2043-06-01 4.000000 0.00 100000.00 13102.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131XWQJ5 2047-05-01 4.000000 0.00 75000.00 8524.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131Y46X7 2027-03-01 3.000000 0.00 450000.00 1962.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131Y6UG2 2042-06-01 3.500000 0.00 130000.00 14376.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131Y7LW5 2048-11-01 4.000000 0.00 38000.00 5335.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31326HAK0 2044-06-01 6.005000 0.00 20127136.00 142869.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31329H3S8 2032-01-01 7.000000 0.00 5795840.00 5232.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A9UB1 2032-12-01 2.500000 0.00 53000.00 6275.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132AAA87 2033-12-01 4.500000 0.00 65000.00 3793.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132ACKF6 2048-03-01 5.000000 0.00 100000.00 22979.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132ADWD6 2048-12-01 3.500000 0.00 18642.00 1493.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132CWDD3 2034-10-01 2.500000 0.00 5000.00 1156.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132D6DG2 2038-01-01 3.500000 0.00 41000.00 23061.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWDE0 2052-03-01 3.000000 0.00 33000.00 20019.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132JM5V7 2043-08-01 3.500000 0.00 30000.00 3788.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31335YYV2 2037-11-01 5.600000 0.00 435345.00 24260.73 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6D 3133ENJY7 2037-01-05 2.680000 0.00 33542000.00 27210239.39 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6D 3133ERFJ5 2027-05-20 4.500000 0.00 17188000.00 17443327.74 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6D 3133EWUQ1 2031-06-30 4.125000 0.00 1152000.00 1140451.20 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6D 3133EWXM7 2028-08-03 4.250000 0.00 53000000.00 53002785.44 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6D 3133EWYP9 2037-08-18 5.470000 0.00 2883000.00 2869087.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31347AGQ1 2045-09-01 5.965000 0.00 3889732.00 225965.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31349UCV8 2034-10-01 6.143000 0.00 1100000.00 8918.84 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31368HLN1 2033-04-01 5.500000 0.00 1949998.00 6467.54 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31377UX65 2030-07-01 3.620000 0.00 8664672.00 8218700.30 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31382LDQ6 2029-02-01 6.500000 0.00 3112452.00 6324.50 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31384HCE1 2029-12-01 7.500000 0.00 372157.00 844.53 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31385XAZ0 2033-05-01 5.500000 0.00 1550000.00 5049.85 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138AA3F6 2041-03-01 4.500000 0.00 561619.00 13030.84 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138ATLG3 2043-07-01 5.912000 0.00 500000.00 22698.92 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138EDCW9 2042-04-01 5.983000 0.00 810000.00 2203.53 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138EGXF6 2041-07-01 5.000000 0.00 20000.00 1162.88 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138EJBH0 2027-05-01 3.500000 0.00 296521.00 684.75 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138EPTK0 2029-11-01 3.500000 0.00 220000.00 4586.16 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138LUR31 2042-06-01 6.060000 0.00 2835048.00 9339.80 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138M9VT5 2043-03-01 2.500000 0.00 126000.00 10515.29 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138WHN57 2046-07-01 2.500000 0.00 96162.00 15666.10 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138WHP63 2031-08-01 2.500000 0.00 47000.00 4632.90 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138WJ2S6 2032-02-01 3.500000 0.00 14000.00 1647.38 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138WJH35 2036-11-01 3.000000 0.00 96784.00 18151.08 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138WKUN3 2047-05-01 4.000000 0.00 38832.00 6226.34 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138X56Q5 2043-11-01 5.000000 0.00 15000.00 1257.12 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138XBXW9 2043-12-01 4.000000 0.00 154124.00 14520.14 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138Y5WD4 2044-12-01 3.500000 0.00 20044.00 1750.91 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138YGXX5 2035-04-01 3.000000 0.00 11000.00 1285.86 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138YWKH9 2030-10-01 3.000000 0.00 30000.00 2209.42 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31402Q4N8 2033-11-01 5.500000 0.00 800000.00 6066.41 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31402RF87 2035-06-01 5.000000 0.00 950000.00 7470.02 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31402RQY8 2035-07-01 5.500000 0.00 190000.00 1475.20 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31403G5H1 2037-06-01 6.020000 0.00 1030000.00 11648.75 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31404SJB2 2034-05-01 5.902000 0.00 520000.00 4272.09 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31406AUA8 2034-12-01 5.752000 0.00 890000.00 8731.65 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31407QHE9 2035-09-01 6.168000 0.00 500000.00 1691.04 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31407WSP9 2035-09-01 5.535000 0.00 1000000.00 4387.17 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31409XQX0 2036-03-01 5.550000 0.00 2500000.00 20029.50 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140HNYG1 2048-08-01 4.000000 0.00 74000.00 4536.57 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140HP4C8 2048-09-01 5.000000 0.00 201000.00 18703.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31329H7H8 2033-06-01 5.500000 0.00 333000.00 1950.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31329JCP0 2036-10-01 7.000000 0.00 230000.00 2069.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31329KN34 2031-06-01 5.000000 0.00 75000.00 1767.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31329KXW9 2038-02-01 3.000000 0.00 160000.00 21042.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31329KYA6 2038-05-01 3.500000 0.00 67000.00 6772.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31329MLV0 2033-01-01 2.000000 0.00 101390.00 22382.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31329NNU8 2047-04-01 4.500000 0.00 20000.00 1866.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A0YX8 2033-06-01 5.500000 0.00 525926.00 660.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A1DH4 2032-11-01 7.000000 0.00 81000.00 850.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A1H23 2036-09-01 5.500000 0.00 535000.00 1436.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A4WS3 2036-09-01 6.500000 0.00 1187000.00 8076.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A5F75 2046-11-01 4.000000 0.00 44797.00 5428.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A5GL3 2047-02-01 3.000000 0.00 4000.00 750.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A5HW8 2047-11-01 4.500000 0.00 30593.00 3420.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A5HY4 2047-12-01 3.500000 0.00 39961.00 4631.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A9TA5 2032-03-01 2.500000 0.00 118000.00 15570.99 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618W1S25 2066-07-20 6.500000 0.00 431545.00 448366.97 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618W2RE8 2056-07-20 5.500000 0.00 10422928.00 10501444.89 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36192SYD6 2046-04-15 4.500000 0.00 651993.00 60621.80 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36196HXS4 2047-03-15 4.500000 0.00 3443816.00 90709.70 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36196UYW5 2047-03-15 4.500000 0.00 501318.00 55437.56 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36200HNQ3 2032-12-15 5.700000 0.00 2648760.00 19988.40 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36200HQ49 2033-01-15 5.700000 0.00 819168.00 14317.72 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36200RN40 2031-10-15 6.000000 0.00 231811.00 7133.95 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36200VX57 2032-01-15 6.000000 0.00 844000.00 3776.14 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36201ANV6 2031-12-15 6.000000 0.00 1270046.00 5240.04 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36201TQ26 2033-05-15 5.500000 0.00 22275232.00 32285.74 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36202CYW7 2027-12-20 8.000000 0.00 5128192.00 756.68 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36202D6X4 2034-07-20 6.500000 0.00 940000.00 7780.86 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36202DLV1 2031-02-20 7.000000 0.00 827392.00 531.88 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36202DQP9 2031-11-20 7.000000 0.00 1048000.00 1812.36 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36202E6Z7 2039-07-20 4.500000 0.00 510000.00 549.10 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36202E7L7 2039-07-20 6.500000 0.00 82000.00 2910.81 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36202EG37 2035-11-20 5.450000 0.00 258831.00 34157.74 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36202ELW7 2037-01-20 6.000000 0.00 2013748.00 18898.84 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36202ENA3 2037-05-20 5.500000 0.00 2000000.00 18869.92 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36202EXN4 2038-11-20 6.000000 0.00 39200000.00 53597.41 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36202FBH8 2039-09-20 4.500000 0.00 308091.00 9421.97 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36202FE69 2040-03-20 4.500000 0.00 40000.00 1200.39 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36202FGZ3 2040-06-20 5.500000 0.00 37768.00 1173.00 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36202FKH8 2040-09-20 4.500000 0.00 1545000.00 9467.48 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36202FLS3 2040-10-20 6.000000 0.00 2185396.00 35232.10 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36209SW31 2028-07-15 7.500000 0.00 1247592.00 5291.64 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3620A85V1 2039-08-15 6.500000 0.00 895000.00 13082.97 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3620A93X7 2040-01-15 5.500000 0.00 50000.00 2956.88 Agency Mortgage-Backed Securities Government National Mortgage 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S6XOOCT0IEG5ABCC6L87 3128QGLN0 2036-12-01 5.865000 0.00 2032732.00 51853.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128QJRA6 2036-12-01 6.266000 0.00 150000.00 1305.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128X74S0 2038-11-15 N/A 0.00 20000.00 10703.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31300MJK0 2043-08-01 6.088000 0.00 259000.00 13114.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131WHXK8 2036-08-01 7.000000 0.00 225588.00 7148.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131WWJ88 2032-01-01 7.000000 0.00 1611656.00 6991.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131Y6TY5 2042-12-01 3.500000 0.00 200000.00 7014.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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S6XOOCT0IEG5ABCC6L87 3132D6HC7 2039-09-01 5.000000 0.00 1000.00 569.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DPQW1 2052-01-01 3.000000 0.00 1000.00 670.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BEW25 2052-06-01 3.500000 0.00 1332.00 905.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KLTN7 2051-04-01 3.000000 0.00 2000.00 1137.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KN4P5 2052-04-01 3.000000 0.00 4429.00 2914.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31349UEJ3 2034-11-01 5.893000 0.00 93723.00 800.93 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FNU7 2040-08-01 6.000000 0.00 9000.00 4754.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FPG6 2055-09-01 5.500000 0.00 6000.00 5030.10 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418XEV6 2040-08-01 4.500000 0.00 160000.00 11711.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142BBR36 2056-04-01 4.816000 0.00 4918432.00 4211962.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GSFT0 2054-07-01 6.500000 0.00 1016.00 689.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GSVA3 2054-09-01 5.500000 0.00 1000.00 864.69 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36178GKJ2 2028-03-15 2.500000 0.00 45000.00 559.46 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179S7D3 2029-04-20 7.000000 0.00 178095.00 23941.86 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179T3S2 2030-10-20 8.000000 0.00 73412.00 6239.26 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179Y4H4 2039-10-20 5.500000 0.00 6357464.00 3920336.14 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N0RB8 2056-07-20 5.000000 0.00 1084208.00 1060244.02 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N3HJ6 2076-03-20 5.400000 0.00 14900784.00 16318602.60 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N3XY5 2056-04-20 6.500000 0.00 11883408.00 12521718.06 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N5KH1 2055-04-20 5.500000 0.00 828723.00 409284.78 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N6NP8 2056-06-20 4.500000 0.00 387730432.00 382169685.71 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618VJXA3 2056-06-20 6.000000 0.00 3566764.00 3689790.81 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618VWM81 2056-06-20 5.500000 0.00 7299150.00 7317145.84 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618VYDK0 2054-07-20 6.000000 0.00 2420392.00 2524827.59 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618W02K5 2056-08-20 6.500000 0.00 2792988.00 2955203.82 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618W0Z45 2056-07-20 7.000000 0.00 27781344.00 29732631.51 Agency Mortgage-Backed 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S6XOOCT0IEG5ABCC6L87 3133LPTQ0 2031-06-01 1.500000 0.00 60000.00 18723.60 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31374GRC3 2036-05-01 4.276000 0.00 6558640.00 10250.93 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31384TDY0 2030-03-01 5.652000 0.00 2200000.00 2580.16 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138E4YL9 2042-02-01 5.950000 0.00 900585.00 9953.59 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138ELYD9 2028-10-01 4.000000 0.00 113000.00 2360.09 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138EMVM0 2034-04-01 4.000000 0.00 25000.00 2664.69 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138LCQA6 2046-01-01 3.880000 0.00 12165696.00 8818651.60 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 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Association B1V7KEBTPIMZ 31418AFQ6 2032-05-01 4.000000 0.00 68000.00 2633.32 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418BK96 2034-12-01 3.000000 0.00 215557.00 13421.36 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418BPS9 2035-04-01 3.500000 0.00 97000.00 8316.35 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418CFM1 2032-01-01 3.000000 0.00 80000.00 6898.05 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418CWF7 2028-04-01 3.500000 0.00 160500.00 4386.13 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418CYZ1 2033-07-01 4.000000 0.00 221000.00 12621.38 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418DAR3 2049-03-01 4.000000 0.00 380471.00 23015.40 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418DCX8 2049-06-01 3.000000 0.00 13000.00 1150.69 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418DWX6 2036-02-01 2.000000 0.00 4000.00 1615.80 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418EDD9 2052-05-01 3.000000 0.00 2000.00 1301.35 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FHZ3 2055-03-01 6.000000 0.00 2000.00 1223.86 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418MHD7 2034-05-01 5.500000 0.00 160000.00 1348.72 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418PM51 2040-06-01 5.000000 0.00 214667.00 3732.96 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31419AP50 2039-10-01 6.500000 0.00 1454716.00 20253.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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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 0.0009 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 Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128S4DJ3 2036-09-01 6.243000 0.00 525000.00 2358.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131WMNG7 2039-01-01 7.000000 0.00 779473.00 10547.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131WQK97 2040-08-01 5.000000 0.00 275000.00 6558.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131WQWE3 2040-11-01 4.000000 0.00 205000.00 10206.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131X9X66 2028-09-01 3.000000 0.00 250000.00 5158.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131Y7SZ1 2048-11-01 5.000000 0.00 200000.00 19182.00 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFG 313384BZ1 2027-02-17 N/A 0.00 87750000.00 86126625.00 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFG 313385H90 2026-10-02 N/A 0.00 3385000.00 3372983.25 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6D 3133EPAY1 2038-02-17 4.940000 0.00 8000000.00 7699248.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3134HB2Z3 2028-11-03 3.865000 0.00 76360000.00 76707034.99 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3135G0Q22 2026-09-24 1.875000 0.00 124000.00 124835.40 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31371NQ40 2028-02-01 5.500000 0.00 747000.00 1229.96 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138E7TW4 2027-02-01 3.000000 0.00 2630596.00 7301.24 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138X5WB9 2028-09-01 3.500000 0.00 841298.00 10946.89 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138YAKY0 2044-11-01 5.000000 0.00 120372.00 6014.45 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140JS4K2 2049-05-01 5.000000 0.00 29000.00 9051.71 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140MFWM1 2052-06-01 3.000000 0.00 5000.00 3459.02 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140X63R0 2036-05-01 3.000000 0.00 31000.00 6298.24 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XHGE1 2037-05-01 3.500000 0.00 25000.00 8298.12 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31410QWM9 2036-09-01 6.570000 0.00 1000000.00 3724.43 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36176XUV9 2042-06-15 3.500000 0.00 1301000.00 56302.82 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36178GR97 2042-12-15 3.000000 0.00 536129.00 36263.61 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36178LYF4 2042-09-15 4.000000 0.00 730094.00 145754.24 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179QGM7 2030-09-20 8.000000 0.00 256935.00 7982.74 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179QRZ6 2044-10-20 4.000000 0.00 607401.00 35478.60 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179QT76 2044-11-20 5.000000 0.00 1410000.00 56004.69 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179RLT4 2045-08-20 5.500000 0.00 2723800.00 155194.71 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179X2M7 2053-05-20 6.000000 0.00 175050000.00 80646009.09 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179XBY1 2052-06-20 6.500000 0.00 126000.00 70469.14 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36180DSZ1 2043-04-15 3.500000 0.00 943000.00 26416.12 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36184KCF2 2045-05-15 3.500000 0.00 27478.00 4472.22 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618HTAT1 2064-01-20 7.500000 0.00 51058.00 52719.82 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36200NRJ2 2034-04-15 5.000000 0.00 4246352.00 34975.55 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36208WHB2 2028-07-15 6.750000 0.00 400000.00 1323.18 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3620ANGZ7 2040-04-15 4.500000 0.00 1510000.00 29021.89 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36211WA24 2029-10-15 5.470000 0.00 1427118.00 15533.94 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36213EQH2 2031-12-15 6.000000 0.00 475527.00 6745.83 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36225DL36 2035-02-20 5.000000 0.00 1000000.00 26968.28 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3622A3AG5 2047-12-20 4.000000 0.00 172336.00 30539.97 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36291SMW7 2034-10-15 6.000000 0.00 180000.00 5150.24 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36296JEM3 2039-02-15 5.000000 0.00 1553822.00 18685.68 Agency Mortgage-Backed Securities Tenn Valley Authority N/A 880591FD9 2035-05-15 4.875000 0.00 98000.00 99521.96 Agency Mortgage-Backed Securities Tenn Valley Authority N/A 880591FE7 2030-08-01 3.875000 0.00 93000.00 91219.90 Agency Mortgage-Backed Securities Y Moody's Investors Service, Inc. 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(including strips) U.S. Treasury Strip N/A 912803EY5 2047-05-15 N/A 0.00 1444600.00 481480.85 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803EZ2 2047-08-15 N/A 0.00 92871400.00 30509369.36 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803FD0 2048-05-15 N/A 0.00 100.00 31.52 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803FE8 2048-08-15 N/A 0.00 86315200.00 26832892.54 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803FS7 2040-08-15 N/A 0.00 4319300.00 2145370.39 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803GC1 2051-11-15 N/A 0.00 3078600.00 806226.85 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803GM9 2052-11-15 N/A 0.00 100.00 24.92 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803GP2 2053-02-15 N/A 0.00 32288200.00 7961721.22 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803GS6 2053-05-15 N/A 0.00 63698400.00 15519032.29 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803GU1 2053-08-15 N/A 0.00 1548000.00 373216.61 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803GW7 2053-11-15 N/A 0.00 242487200.00 57777425.14 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803HD8 2054-08-15 N/A 0.00 48347200.00 11153989.12 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810QV3 2042-02-15 0.750000 0.00 1818900.00 1999449.56 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SG4 2049-02-15 1.000000 0.00 3524600.00 3173554.23 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TD0 2052-02-15 2.250000 0.00 135597400.00 78290855.39 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 912828Z37 2030-01-15 0.125000 0.00 280019700.00 340435660.92 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CEJ6 2027-04-15 0.125000 0.00 83192000.00 96825481.04 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CHE4 2028-05-31 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103900149.20 52468640.23 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834K56 2054-02-15 N/A 0.00 44.78 10.26 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834KB3 2045-05-15 N/A 0.00 1119031.61 407148.46 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834KP2 2041-08-15 N/A 0.00 28.51 13.07 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834PH5 2045-02-15 N/A 0.00 14.14 5.23 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834PM4 2045-08-15 N/A 0.00 125.82 45.12 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834RK6 2047-05-15 N/A 0.00 433.55 141.48 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834TP3 2048-05-15 N/A 0.00 3.98 1.23 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834TV0 2048-08-15 N/A 0.00 54.71 16.66 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834UB2 2048-11-15 N/A 0.00 2.01 0.60 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 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P-1 Standard and Poor's Ratings Services A-1 2026-09-01 2026-09-08 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 0.0082 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 Federal Farm Credit Bank 254900C5LP6D 3133EMR95 2036-07-14 2.310000 0.00 8274000.00 6609559.41 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6D 3133ENB25 2037-07-20 5.060000 0.00 15190000.00 14738109.31 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6D 3133ENYJ3 2042-06-09 4.980000 0.00 13349000.00 12595800.48 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6D 3133ETQ59 2027-08-05 3.750000 0.00 2000000.00 2005712.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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S6XOOCT0IEG5ABCC6L87 3132AEFB7 2033-02-01 3.500000 0.00 14000.00 1757.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132AEPN0 2048-05-01 4.000000 0.00 27000.00 10334.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132CW6R0 2037-05-01 3.000000 0.00 40000.00 20069.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132D6AC4 2036-05-01 2.000000 0.00 31121.00 13880.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DSAX0 2052-06-01 3.500000 0.00 10000.00 7331.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DT3L2 2052-06-01 3.000000 0.00 5000.00 3770.47 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6D 3133EGNS0 2038-08-26 2.710000 0.00 3500000.00 2714797.36 Agency Mortgage-Backed Securities 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 3.670000% ARP1IAP37 KX1WK48MPD4Y 0001503859 ARP1IAP37_3.67_0902 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 3131XYGQ6 2047-11-01 3.500000 0.00 1660.00 332.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DMAT2 2049-06-01 3.000000 0.00 30304000.00 4764737.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132WRRU9 2052-04-01 4.000000 0.00 838630.00 661884.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KPDN5 2052-05-01 3.500000 0.00 1024.00 738.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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S6XOOCT0IEG5ABCC6L87 31426GFS9 2055-04-01 5.000000 0.00 7530424.00 6825361.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426QR70 2055-06-01 6.000000 0.00 1315.00 1022.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427DRA1 2055-10-01 5.500000 0.00 4582390.00 4465472.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427PX25 2055-09-01 5.500000 0.00 56122881.00 51060738.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427T4F0 2056-08-01 5.500000 0.00 2381900.00 2382841.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GXYX9 2056-07-01 5.000000 0.00 71404000.00 69112075.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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S6XOOCT0IEG5ABCC6L87 31288QFN5 2045-09-01 5.942000 0.00 1018000.00 75999.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128MJU24 2044-08-01 4.500000 0.00 20000.00 1055.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128MMSX2 2029-12-01 2.500000 0.00 12000.00 528.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128MMXN8 2033-04-01 3.000000 0.00 26000.00 2345.24 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFG 3130AJLR8 2027-06-11 0.875000 0.00 75000.00 73265.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131WE2C7 2034-08-01 7.000000 0.00 110348.00 2970.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131WH6U6 2036-11-01 6.000000 0.00 60248.00 873.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131WLJ58 2038-05-01 6.000000 0.00 734686.00 3353.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131WNEM2 2039-09-01 4.500000 0.00 110129.00 2817.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131X7TT5 2027-05-01 3.000000 0.00 182000.00 893.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131XJCN0 2042-03-01 3.500000 0.00 320000.00 19738.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131Y7GA9 2033-11-01 3.500000 0.00 59000.00 12302.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A5EB7 2045-09-01 3.500000 0.00 32000.00 2637.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132AAB37 2031-11-01 5.000000 0.00 445567.00 18240.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132CWC85 2034-07-01 3.500000 0.00 207832.00 3724.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132D9SM7 2040-07-01 4.500000 0.00 6000.00 4234.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DP3S5 2052-12-01 3.500000 0.00 32000.00 22320.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DSBZ4 2054-01-01 4.000000 0.00 6000.00 4503.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DV7C3 2050-09-01 2.500000 0.00 15000.00 5513.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWGY3 2053-04-01 5.000000 0.00 4000.00 2935.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWKY8 2054-03-01 7.000000 0.00 6237.00 1857.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132E0SK9 2053-10-01 3.000000 0.00 21000.00 15531.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31335YKJ4 2037-03-01 5.625000 0.00 1046808.00 11963.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133B8AL0 2052-04-01 2.500000 0.00 25000.00 14125.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BFXB1 2052-07-01 4.000000 0.00 13000.00 9301.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KGEJ3 2049-07-01 4.000000 0.00 16000.00 2600.20 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31371HT40 2029-07-01 7.500000 0.00 4000400.00 4542.60 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31371MPM3 2036-01-01 6.000000 0.00 333708.00 1808.33 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31371NHT5 2047-07-01 6.500000 0.00 1647726.00 9244.78 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31371NNJ0 2027-10-01 6.500000 0.00 7276560.00 20031.58 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31385WZX0 2033-01-01 5.527000 0.00 300000.00 3353.34 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138A2AX7 2040-12-01 4.000000 0.00 47000.00 1992.75 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138EGFB5 2041-04-01 4.000000 0.00 42000.00 1891.99 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138EKYG4 2043-03-01 5.722000 0.00 25258496.00 110209.04 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138ELHY2 2043-02-01 5.855000 0.00 5000000.00 87802.05 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138ENVZ9 2044-10-01 4.000000 0.00 4000.00 541.05 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138EPP73 2044-08-01 4.000000 0.00 14000.00 1503.09 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138ERRX0 2045-11-01 4.500000 0.00 56000.00 12127.90 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138ETGH3 2046-03-01 6.017000 0.00 15000000.00 350850.10 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138WVZS3 2042-11-01 2.500000 0.00 5000.00 877.30 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138XZKN0 2029-08-01 3.500000 0.00 37915.00 1252.59 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31390GXU6 2032-06-01 7.000000 0.00 500000.00 1382.23 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31402BS70 2033-07-01 5.500000 0.00 434319.00 1197.18 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140BQF71 2055-09-01 5.599000 0.00 1544726.00 1552811.53 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140F7QS1 2031-07-01 3.500000 0.00 67038.00 2250.93 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140FNYA6 2032-01-01 3.000000 0.00 73000.00 6200.39 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140H4Q72 2047-11-01 4.500000 0.00 33000.00 6804.40 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140HMYD0 2048-11-01 6.078000 0.00 223000.00 8640.54 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140HSDM0 2033-12-01 4.030000 0.00 4204000.00 4010810.78 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140HSWW7 2031-02-01 3.980000 0.00 10000000.00 9531530.98 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140J7N76 2034-04-01 4.500000 0.00 128042.00 8603.96 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140J7WY7 2044-01-01 4.500000 0.00 19000.00 3965.92 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140LXFK6 2052-08-01 3.901000 0.00 76000.00 50437.97 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Q0J94 2030-09-01 4.290000 0.00 45640000.00 45138827.16 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QLH66 2051-07-01 3.000000 0.00 12000.00 7633.57 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QLLM6 2036-07-01 3.500000 0.00 14911.00 4427.95 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618FMST9 2053-09-20 6.000000 0.00 1024206.00 405154.60 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618G0KF4 2054-01-20 7.000000 0.00 1129428.00 732639.84 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618G23P7 2054-01-20 7.000000 0.00 2375524.00 847984.92 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618G2B94 2053-12-20 7.000000 0.00 5653240.00 3459432.30 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618G2CF9 2053-12-20 7.000000 0.00 14198928.00 7874666.80 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618G2FY5 2054-04-20 6.500000 0.00 4984024.00 3293714.61 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618G2MN1 2053-11-20 7.000000 0.00 1247700.00 230471.91 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618G3AW2 2053-12-20 8.000000 0.00 1114910.00 340600.16 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618GBZC1 2054-01-20 7.000000 0.00 1106018.00 580321.53 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618KU4P9 2060-08-15 4.500000 0.00 50875.00 48175.96 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618KUSM0 2066-06-20 6.000000 0.00 696428.00 711305.44 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618L1YK0 2055-06-20 6.500000 0.00 56863.00 41814.68 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618L42H6 2055-07-20 6.500000 0.00 1280170.00 1321336.25 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618LCP75 2055-08-20 6.500000 0.00 83098.00 85629.56 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MGEC6 2056-07-20 5.000000 0.00 3452152.00 3241752.47 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MH2E3 2055-12-20 6.500000 0.00 1105814.00 1146461.22 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MJTY6 2055-12-20 6.500000 0.00 2135796.00 2222468.97 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MKC96 2056-01-20 6.500000 0.00 1384948.00 1436290.67 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MKTH0 2056-05-20 5.000000 0.00 3700460.00 3628842.93 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MLGV1 2056-08-20 5.500000 0.00 2650648.00 2661007.61 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MSD56 2066-02-20 6.500000 0.00 816180.00 845935.50 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MVWH2 2056-02-20 5.000000 0.00 2232920.00 2176250.68 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MW5B3 2056-04-20 8.000000 0.00 3377056.00 3657279.90 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MWHE4 2076-02-20 5.774000 0.00 287048.00 239408.87 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MYD20 2056-08-20 5.500000 0.00 15109440.00 15219713.72 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MYFF9 2056-08-20 6.000000 0.00 1505230.00 1547246.99 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N2LR5 2056-02-20 6.500000 0.00 1033280.00 1101436.34 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N3QK3 2056-05-20 6.500000 0.00 1050000.00 1085917.69 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N3ZQ0 2056-05-20 6.500000 0.00 29734080.00 31367738.15 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N5EV7 2055-01-20 5.500000 0.00 6475728.00 4467916.37 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N5H85 2045-12-20 3.000000 0.00 148667.00 111529.15 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N5KY4 2055-04-20 6.500000 0.00 100000.00 48527.72 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N6A49 2056-02-20 6.000000 0.00 1923378.00 1790750.11 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N6EL7 2056-03-20 4.500000 0.00 1621158.00 1588103.22 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618NLAN4 2055-05-20 6.500000 0.00 653954.00 672288.26 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618NLSW5 2065-02-20 7.000000 0.00 5936740.00 3079562.64 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618NMW99 2065-10-20 6.500000 0.00 276383.00 286780.06 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618NQ4V2 2055-04-20 6.500000 0.00 38663.00 36954.16 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618NTVD6 2055-05-20 6.500000 0.00 2078784.00 1699510.42 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618NVQL9 2055-12-20 6.500000 0.00 2066244.00 2145056.93 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618GC2T8 2063-12-20 7.500000 0.00 605846.00 49494.72 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618GHBE0 2054-01-20 6.500000 0.00 3133472.00 709055.81 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618GLXA5 2064-02-20 7.000000 0.00 3524284.00 1532519.11 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618GPRK1 2064-01-20 7.000000 0.00 210586.00 151910.84 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618GQDV0 2054-06-20 6.500000 0.00 1445082.00 755867.39 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618GRKU2 2054-03-20 6.000000 0.00 2253520.00 1243894.69 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618GRL31 2054-03-20 6.000000 0.00 2946364.00 1829822.69 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618GRVU0 2054-02-20 6.000000 0.00 33472.00 24513.15 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618GTNQ4 2064-01-20 7.000000 0.00 1293498.00 769494.55 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618GVXB1 2054-03-20 6.000000 0.00 1625074.00 1081022.31 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618GWBM9 2064-01-20 7.000000 0.00 280710.00 205178.36 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618GYQG2 2054-03-20 6.000000 0.00 21076.00 17840.73 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618HDCU1 2054-05-20 8.000000 0.00 2257744.00 1372203.13 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618HE3C9 2065-12-20 6.500000 0.00 1045424.00 584213.17 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618HFZP2 2054-05-20 7.000000 0.00 310984.00 76197.18 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618HHN22 2054-07-20 6.000000 0.00 1371736.00 1243991.51 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618HKG98 2054-06-20 7.500000 0.00 2284908.00 1763905.16 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618HKGJ6 2045-11-20 7.000000 0.00 1179392.00 834935.74 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618HKHB2 2054-06-20 7.500000 0.00 3327012.00 3342796.18 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618HKHD8 2054-05-20 7.500000 0.00 3755232.00 3487808.71 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618HNML8 2054-07-20 6.000000 0.00 1134444.00 675502.19 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618HSGJ9 2054-07-20 6.000000 0.00 27756.00 18548.69 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618HSUR5 2064-08-20 7.500000 0.00 282154.00 292848.83 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618HYG23 2054-08-20 8.000000 0.00 1028832.00 780559.25 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618J0EB7 2054-07-20 7.500000 0.00 1801124.00 1890986.58 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618J7V72 2056-01-20 6.500000 0.00 5109672.00 5395707.27 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618JE6L4 2054-10-20 6.500000 0.00 6399008.00 4947470.58 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618JJFV1 2064-09-20 7.000000 0.00 257018.00 265378.83 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618JWPT6 2055-02-20 7.000000 0.00 1084468.00 1019604.71 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618K8NT9 2055-02-20 7.000000 0.00 1184886.00 728811.56 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618KG4B1 2055-02-20 7.000000 0.00 10748880.00 9516044.74 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618KLNA1 2061-01-15 5.000000 0.00 379388.00 373428.89 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618KRHS6 2055-05-20 6.500000 0.00 773362.00 692762.34 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618KRJ21 2055-03-20 7.500000 0.00 1525894.00 1403816.86 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QLUN4 2036-08-01 3.500000 0.00 10220.00 3518.50 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QPZB6 2052-08-01 4.500000 0.00 13000.00 8705.12 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QVDZ4 2054-09-01 5.500000 0.00 28000.00 22779.11 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140UHFR6 2056-06-01 4.881000 0.00 6638544.00 6618838.64 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140W1AB9 2052-10-01 2.000000 0.00 4000.00 2825.67 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140W3M30 2054-03-01 4.000000 0.00 18310.00 16071.50 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140X6UC3 2048-11-01 3.500000 0.00 43000.00 7156.19 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140X8RX7 2050-04-01 3.500000 0.00 7000.00 1292.23 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140X9RP2 2050-08-01 5.000000 0.00 4000.00 1193.67 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XDBM7 2049-02-01 4.000000 0.00 10000.00 4062.02 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XHVX2 2034-09-01 3.500000 0.00 10000.00 4270.49 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XJ2X0 2037-01-01 2.000000 0.00 35000.00 19210.94 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31411XBG9 2037-01-01 5.490000 0.00 271151.00 22083.28 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31412S3C7 2038-05-01 5.500000 0.00 2850000.00 10971.67 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418AJE9 2042-08-01 3.000000 0.00 50000.00 2773.58 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418AN87 2033-01-01 2.500000 0.00 74000.00 6349.92 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418CDX9 2036-11-01 2.500000 0.00 145000.00 19040.93 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418CGM0 2032-02-01 3.000000 0.00 72000.00 6400.19 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418DQ88 2050-07-01 2.500000 0.00 6000.00 1918.33 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418E5V8 2039-05-01 5.000000 0.00 7000.00 3503.59 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418EUM0 2038-07-01 5.500000 0.00 25000.00 12272.88 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FBP1 2054-08-01 6.000000 0.00 4000.00 2214.98 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FUC9 2041-02-01 5.000000 0.00 4000.00 3652.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427NEK1 2053-01-01 3.000000 0.00 5000.00 3924.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427SAD0 2055-09-01 6.000000 0.00 7000.00 6330.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427SQU5 2055-09-01 6.000000 0.00 2001.00 1927.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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3651.68 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179DEM8 2042-12-15 3.500000 0.00 11252752.00 1620663.98 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179M2R0 2043-02-20 4.000000 0.00 3849000.00 299189.24 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179NBA5 2043-04-20 3.000000 0.00 6458000.00 618708.71 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179NJB5 2043-07-20 4.000000 0.00 228916.00 17898.05 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179NMM7 2028-09-20 2.500000 0.00 311842.00 5993.88 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179NQC5 2028-10-20 3.500000 0.00 10000000.00 162372.26 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179R3F4 2031-03-20 4.000000 0.00 1079916.00 55469.28 Agency Mortgage-Backed Securities Government 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Association B1V7KEBTPIMZ 31418DCS9 2029-06-01 3.500000 0.00 30000.00 1588.19 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418DMJ8 2050-03-01 3.000000 0.00 32000.00 5274.61 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418DPB2 2040-05-01 3.000000 0.00 56702.00 13597.58 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418DXP2 2031-03-01 2.000000 0.00 75000.00 19083.79 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418E3V0 2039-03-01 5.000000 0.00 18000.00 8720.07 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418ECB4 2052-03-01 3.500000 0.00 8000.00 4535.99 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418EVY3 2053-07-01 3.000000 0.00 6000.00 4775.81 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FJU2 2055-04-01 6.000000 0.00 15000.00 9450.38 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31419AH59 2039-01-01 5.979000 0.00 2878348.00 130533.66 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31419AJX6 2039-09-01 6.232000 0.00 879989.00 13793.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426LQB3 2055-04-01 6.500000 0.00 13038.00 6929.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142BNJM7 2052-08-01 3.910000 0.00 174000.00 121933.52 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36178EDG1 2043-05-15 3.000000 0.00 300000.00 38965.16 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179MS35 2042-11-20 5.500000 0.00 593869.00 15003.18 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179NE95 2028-06-20 3.000000 0.00 681000.00 11478.19 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179NVM7 2043-08-20 3.000000 0.00 50000.00 5142.31 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179RBY4 2045-04-20 4.000000 0.00 865504.00 67786.34 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179RQ28 2045-10-20 3.500000 0.00 26000.00 2160.49 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179RY37 2031-02-20 4.000000 0.00 817233.00 89734.81 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179TZ73 2048-06-20 5.000000 0.00 83841792.00 5601029.29 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179UKW1 2049-01-20 3.500000 0.00 18000.00 2115.07 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179VBJ8 2049-11-20 4.500000 0.00 435000.00 50472.74 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179VQU7 2050-07-20 3.500000 0.00 100000.00 22231.64 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179VSH4 2050-08-20 3.000000 0.00 14858240.00 3918012.01 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179WJU3 2051-07-20 4.000000 0.00 6640000.00 2726321.61 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179YFA7 2053-09-20 6.500000 0.00 779688.00 109557.29 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3617AEXN1 2047-04-15 4.500000 0.00 352836.00 28282.94 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3617AJM51 2047-05-15 5.000000 0.00 233214.00 13787.48 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3617BVRE9 2047-12-15 3.500000 0.00 46559.00 5946.03 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3617H5MX3 2048-08-15 5.500000 0.00 106057.00 14187.58 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3617WYJP4 2064-02-15 2.500000 0.00 250000.00 203594.38 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36180DVA2 2043-05-15 3.500000 0.00 200000.00 20906.28 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36181AYZ9 2043-06-15 3.500000 0.00 925000.00 62138.78 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36182ATD3 2043-10-15 4.250000 0.00 895733.00 113630.85 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36188KDT7 2045-10-15 3.000000 0.00 25109.00 3077.38 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618G3DJ8 2053-12-20 7.000000 0.00 1229036.00 533734.84 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618G94F3 2063-12-20 7.500000 0.00 14048352.00 1876883.53 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618GU2N1 2054-06-20 6.500000 0.00 5269176.00 5146960.16 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618GYNX8 2067-05-15 5.730000 0.00 986581.00 1014298.99 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618HLLC3 2055-07-20 6.500000 0.00 12424960.00 12466844.55 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618HXGQ2 2067-08-15 5.790000 0.00 23129152.00 23908257.49 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618JPWV8 2064-08-20 7.000000 0.00 901010.00 701742.01 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618JTUL4 2054-11-20 8.000000 0.00 1367672.00 1460035.64 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618K3MG9 2055-01-20 6.000000 0.00 2646760.00 2663968.57 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618KSUC4 2060-09-15 6.500000 0.00 489088.00 517134.70 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618KSUF7 2060-09-15 6.500000 0.00 230671.00 243898.80 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618L7NK9 2055-06-20 7.000000 0.00 4550472.00 4513079.39 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618LJMP3 2055-09-20 6.500000 0.00 2050808.00 2147556.80 Agency Mortgage-Backed Securities Government National Mortgage Association 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3627520.00 3691621.67 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N5AY5 2054-10-20 3.500000 0.00 201531136.00 167722684.06 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N6K63 2056-06-20 5.000000 0.00 115828224.00 112483593.73 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N6QE0 2056-08-20 3.500000 0.00 14857408.00 14109882.28 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618NLDC5 2065-03-20 7.000000 0.00 197694.00 204630.67 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618V3B53 2065-09-20 6.000000 0.00 558900.00 569340.64 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618V3RS6 2056-05-20 6.500000 0.00 8167952.00 8516691.79 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618V4K85 2065-12-20 6.500000 0.00 19400000.00 18595061.88 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618V8P65 2076-03-20 5.497000 0.00 1199534.00 1228564.85 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618V8P99 2076-04-20 5.207000 0.00 776390.00 807641.01 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618V9LN0 2066-03-20 6.000000 0.00 177387.00 181096.02 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618VBYX9 2066-01-20 6.500000 0.00 218576.00 226937.41 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618VCGV1 2056-04-20 5.500000 0.00 4548056.00 4568327.37 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618VHHG2 2056-06-20 6.500000 0.00 2140508.00 2235230.67 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618VJWL0 2056-06-20 5.500000 0.00 2167476.00 2177872.87 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618VNZZ7 2056-06-20 6.500000 0.00 1254654.00 1313665.11 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618VPU61 2066-06-20 6.500000 0.00 3100816.00 3221609.35 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618VRNE8 2056-08-20 6.500000 0.00 3878652.00 4057890.98 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618VWCX7 2056-06-20 6.000000 0.00 2178252.00 2248726.79 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618W0ZX1 2056-07-20 7.000000 0.00 4477360.00 4792787.02 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36201XW53 2033-04-15 5.500000 0.00 340000.00 5843.56 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36202CW82 2027-08-20 7.000000 0.00 4702208.00 989.13 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36202D5D9 2034-04-20 5.500000 0.00 160239.00 1766.24 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36202DYL9 2033-07-20 5.500000 0.00 95000.00 769.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31288QAS9 2048-12-01 6.242000 0.00 2700000.00 300698.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128MJY61 2046-11-01 3.000000 0.00 10000.00 1491.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128QFEW0 2036-10-01 5.733000 0.00 6027976.00 174704.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128QFFY5 2037-10-01 6.053000 0.00 4000000.00 72923.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128QH7B0 2037-08-01 5.220000 0.00 4881328.00 78643.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128QKD26 2037-09-01 5.730000 0.00 408000.00 819.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128YSBJ5 2037-06-01 5.605000 0.00 1238578.00 20724.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31300L5P6 2043-02-01 5.973000 0.00 482000.00 12912.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31300LQS7 2037-12-01 6.187000 0.00 380000.00 800.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31300MSZ7 2044-11-01 6.193000 0.00 20914592.00 767490.48 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFG 3130BB5N1 2028-06-15 3.740000 0.00 40045000.00 40363909.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131WFV57 2035-07-01 5.000000 0.00 325559.00 8266.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131WFXW6 2035-08-01 5.000000 0.00 286000.00 4458.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131WJAB9 2036-11-01 6.000000 0.00 165224.00 530.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131WKA75 2037-08-01 6.000000 0.00 481921.00 1684.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131WKFV7 2037-09-01 6.500000 0.00 675831.00 2057.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131WLJA7 2038-05-01 6.000000 0.00 87227.00 2159.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131WLXA1 2038-08-01 5.500000 0.00 445000.00 1579.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131WQXM4 2040-11-01 4.000000 0.00 385310.00 14064.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131WRBN4 2040-10-01 4.000000 0.00 144615.00 12699.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131WRUY9 2041-04-01 4.500000 0.00 125243.00 5600.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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2054-04-20 6.500000 0.00 1043986.00 732888.23 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618HAP33 2054-07-20 6.500000 0.00 4316104.00 2343760.15 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618HFX82 2054-05-20 7.000000 0.00 1004920.00 855752.56 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618HTN67 2054-07-20 6.500000 0.00 1840590.00 816016.90 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618HU4V0 2054-08-20 7.000000 0.00 3703780.00 3088280.75 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618JGAA8 2060-09-15 6.050000 0.00 132113.00 137291.83 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618JKAP6 2054-11-20 5.000000 0.00 1530520.00 1376251.49 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618JUCN7 2066-06-15 6.190000 0.00 278161.00 291000.77 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618JW5K7 2055-02-20 7.000000 0.00 1023788.00 580366.74 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618K6VF4 2066-04-20 6.000000 0.00 1547842.00 1578648.12 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618K8F50 2055-01-20 7.000000 0.00 1409432.00 1108293.90 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618KB3F4 2055-04-20 6.500000 0.00 107443.00 79774.60 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618KL6W2 2055-05-20 7.000000 0.00 1159824.00 584372.06 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618KSYV8 2055-06-20 6.500000 0.00 1950552.00 2061135.64 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618KW6G3 2055-07-20 6.500000 0.00 95542272.00 98955389.35 Agency Mortgage-Backed Securities Government National 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Securities Government National Mortgage Association N/A 3618LWAF9 2055-10-20 6.500000 0.00 2276968.00 2404266.67 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618LYUS5 2055-10-20 6.000000 0.00 1503796.00 1530550.90 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618M0JJ1 2066-02-20 6.500000 0.00 227211.00 234950.85 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618M0NL1 2055-10-20 7.500000 0.00 1505588.00 1620337.50 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618M3AD7 2055-09-20 7.000000 0.00 91931.00 97043.55 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618M9RJ3 2065-12-20 6.500000 0.00 3841484.00 3976671.28 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618M9ZM7 2055-11-20 6.500000 0.00 2477600.00 2238513.38 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MANT2 2055-10-20 7.000000 0.00 1048028.00 831278.77 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MCPE9 2055-12-20 6.500000 0.00 4042680.00 4290430.73 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MCZ81 2055-11-20 6.000000 0.00 2416384.00 2053265.48 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MF5G9 2056-05-20 5.500000 0.00 1717672.00 1736636.82 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MFN61 2056-03-20 6.000000 0.00 1511626.00 1593277.29 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MGBZ8 2076-01-20 5.453000 0.00 2480740.00 2537934.67 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MH7L2 2075-12-20 5.911000 0.00 940065.00 739078.06 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MJA59 2076-01-20 6.758000 0.00 775444.00 795580.25 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MJTT7 2055-12-20 6.500000 0.00 1695554.00 1787684.50 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MJXW5 2055-12-20 7.000000 0.00 2583756.00 2796818.53 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MSMJ6 2065-12-20 7.000000 0.00 409158.00 425416.65 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MTDQ8 2066-03-20 6.500000 0.00 972770.00 1002960.97 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MTDU9 2066-03-20 6.000000 0.00 4294360.00 4380378.73 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MTKS6 2056-03-20 6.500000 0.00 1631250.00 1711596.27 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MU5S0 2056-05-20 6.500000 0.00 1808136.00 1903526.31 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618NYW69 2055-11-20 5.000000 0.00 5068568.00 4642970.29 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618V1ER6 2055-12-20 7.500000 0.00 1188668.00 1282112.50 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618V1EU9 2055-12-20 7.500000 0.00 4497792.00 3869737.42 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618V3B79 2065-08-20 7.000000 0.00 301966.00 313778.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131WEUC6 2034-09-01 5.500000 0.00 26000.00 816.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131WFVZ1 2035-07-01 5.000000 0.00 108520.00 3867.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131WGNT2 2035-12-01 5.500000 0.00 4264576.00 10838.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131WM6S0 2039-07-01 4.000000 0.00 220000.00 15887.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131WNMF8 2039-10-01 4.500000 0.00 258000.00 5014.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131WRLW3 2041-02-01 4.000000 0.00 219000.00 8316.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131WRSA4 2041-03-01 4.500000 0.00 35000.00 995.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131WV7L4 2031-10-01 7.000000 0.00 1350000.00 10639.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131WVRK4 2031-05-01 7.500000 0.00 3499650.00 10239.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131X75L8 2027-09-01 2.500000 0.00 1266590.00 11535.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131XJY30 2042-08-01 3.000000 0.00 54610.00 5879.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131XRND2 2045-04-01 3.000000 0.00 70000.00 11343.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131XUPY7 2046-07-01 3.000000 0.00 59261.00 9161.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131XXX55 2047-09-01 4.500000 0.00 35000.00 7612.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131Y04A7 2048-04-01 4.000000 0.00 53763.00 8412.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131Y4A61 2037-08-01 5.620000 0.00 150000.00 14936.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31326GAT3 2043-10-01 6.140000 0.00 20442432.00 177915.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31326HWV2 2044-11-01 6.167000 0.00 30000.00 1761.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31329JFQ5 2040-08-01 5.000000 0.00 332000.00 6433.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31329LM82 2030-08-01 3.000000 0.00 259000.00 6858.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31329LTB8 2047-10-01 3.000000 0.00 258644.00 23212.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31329MDE7 2029-02-01 3.000000 0.00 550000.00 23135.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31329MZC7 2043-10-01 4.500000 0.00 1253280.00 20490.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31329QWF4 2049-05-01 4.000000 0.00 63000.00 4473.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A07A8 2035-07-01 5.000000 0.00 162156.00 1224.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A1CJ1 2033-12-01 6.000000 0.00 745000.00 8810.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A2BZ4 2038-01-01 6.000000 0.00 259844.00 1600.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A2MF6 2038-06-01 6.000000 0.00 123169.00 1586.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A2ZZ8 2039-01-01 5.000000 0.00 2185000.00 15837.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A3CT5 2039-10-01 4.500000 0.00 67000.00 1276.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A3J43 2040-09-01 5.000000 0.00 350000.00 9556.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A3UL2 2039-09-01 6.500000 0.00 800000.00 20981.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A4DC9 2043-02-01 3.000000 0.00 60902.00 10150.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A4JQ2 2040-05-01 6.000000 0.00 171330.00 8444.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A5CP8 2044-08-01 4.500000 0.00 55000.00 2898.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A5EC5 2045-09-01 4.000000 0.00 33000.00 2439.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A5F67 2046-11-01 3.500000 0.00 59000.00 7159.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A5HN8 2047-09-01 4.500000 0.00 119327.00 11810.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A72B6 2027-11-01 3.000000 0.00 1000000.00 8054.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A7MZ1 2028-04-01 3.000000 0.00 328000.00 4747.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A86E4 2033-05-01 3.000000 0.00 10000.00 1006.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A8BD0 2030-08-01 4.000000 0.00 98000.00 5167.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A94V6 2029-08-01 5.000000 0.00 6556544.00 14993.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A9AC1 2033-08-01 3.500000 0.00 28000.00 2297.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A9R41 2031-04-01 3.500000 0.00 77000.00 5870.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A9TH0 2032-04-01 3.500000 0.00 211167.00 16972.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132ACSL5 2048-09-01 4.500000 0.00 19998.00 4310.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132ACVN7 2038-06-01 6.000000 0.00 526000.00 959.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132AD7J1 2029-02-01 4.000000 0.00 12000.00 603.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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S6XOOCT0IEG5ABCC6L87 3128S6DF6 2037-01-01 5.825000 0.00 1757056.00 568837.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31292HVC5 2033-03-01 6.000000 0.00 899000.00 3439.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31297DCJ5 2034-08-01 6.000000 0.00 557000.00 3609.24 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFG 3130AD7C0 2027-12-10 2.750000 0.00 50000.00 49299.88 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFG 3130AFFX0 2028-11-16 3.250000 0.00 1980000.00 1953050.55 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFG 3130AQMZ3 2042-01-27 2.840000 0.00 19045000.00 13843281.47 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFG 3130AWMP2 2030-06-14 4.375000 0.00 20000000.00 20112752.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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Federal National Mortgage Association B1V7KEBTPIMZ 3140JBUV6 2045-12-01 5.881000 0.00 100000.00 42114.99 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140JMKZ4 2034-02-01 3.500000 0.00 295000.00 20409.40 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140K0QJ0 2049-11-01 2.857000 0.00 60000.00 15232.18 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140METQ9 2055-04-01 5.000000 0.00 3993.00 3787.19 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140MNWY8 2037-04-01 2.000000 0.00 25176.00 13898.64 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140NXHW6 2032-01-01 5.205000 0.00 1439000.00 1436387.17 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140NXVP5 2032-03-01 4.795000 0.00 9620000.00 9611003.69 Agency Mortgage-Backed Securities Federal National Mortgage 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Federal National Mortgage Association B1V7KEBTPIMZ 31412PNV9 2039-05-01 5.000000 0.00 20000.00 623.57 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31412W6C5 2037-06-01 5.500000 0.00 1000000.00 12680.56 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31413TKM3 2037-11-01 6.500000 0.00 7849170.00 24712.75 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31413TUG5 2037-11-01 7.000000 0.00 100000.00 2802.35 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31416B3N6 2038-01-01 8.000000 0.00 348660.00 3255.74 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31416BMV7 2038-08-01 5.500000 0.00 1310376.00 19463.40 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31416CLK0 2039-04-01 5.000000 0.00 159000.00 1065.94 Agency Mortgage-Backed Securities Federal National Mortgage 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Government National Mortgage Association N/A 3618VJVV9 2056-05-20 6.500000 0.00 1655928.00 1728900.58 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618VJWZ9 2056-06-20 6.500000 0.00 1885664.00 1969092.25 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618VL5T8 2056-07-20 6.000000 0.00 2058484.00 2149951.11 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618VLCL7 2056-08-20 6.000000 0.00 1845972.00 1909728.18 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618VLD36 2056-08-20 6.000000 0.00 1418684.00 1490181.42 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618VLX67 2056-08-20 6.000000 0.00 1528424.00 1569329.21 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618VMP49 2056-06-20 6.000000 0.00 3541104.00 3676325.47 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 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P-1 Standard and Poor's Ratings Services A-1 2026-09-08 2026-09-08 2026-09-17 Y CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 1.0000 7 N Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0366 840000000.00 840000000.00 0.0039 N N Y N Bank of America Securities, Inc. Bank of America Securities, Inc. 3.790000% ARP1KEAY4 549300HN4UKV 0001102113 ARP1KEAY4_3.79_1005 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y Y N Y Government National Mortgage Association N/A 38375U6K1 2068-02-20 2.010290 0.00 2012000.00 10991.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375U7J3 2068-01-20 2.593100 0.00 11009000.00 69030.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UB82 2067-06-20 1.814470 0.00 42006272.00 214094.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UC24 2067-05-20 1.521420 0.00 34473408.00 67233.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UD23 2067-08-20 1.742330 0.00 12932000.00 54741.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UEZ9 2064-03-20 0.528180 0.00 20414464.00 2265.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UFC9 2064-04-20 1.471860 0.00 19560000.00 85045.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UFE5 2064-03-20 1.523510 0.00 7959000.00 9169.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UFY1 2064-03-20 2.116730 0.00 18930752.00 134611.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UG61 2067-08-20 1.458370 0.00 31903264.00 124795.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UJA9 2064-05-20 1.496850 0.00 12500000.00 15279.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UJB7 2064-05-20 1.496890 0.00 12500000.00 15279.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UJE1 2064-05-20 1.532500 0.00 3281000.00 13094.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UK82 2067-09-20 1.827360 0.00 45196992.00 277082.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UKB5 2064-06-20 1.544360 0.00 11993000.00 37216.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UKW9 2064-06-20 1.639920 0.00 25000000.00 28955.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UL32 2067-08-20 1.460000 0.00 22360360.00 32740.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375ULU2 2064-07-20 1.451850 0.00 7032832.00 5765.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UNV8 2064-07-20 1.651350 0.00 46022656.00 20156.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UNW6 2064-09-20 1.616740 0.00 1154000.00 3901.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UQL7 2064-09-20 1.495990 0.00 3500000.00 3897.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UQN3 2058-04-20 0.493550 0.00 14942208.00 3283.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UQW3 2064-10-20 1.379080 0.00 8625000.00 18133.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UQZ6 2064-11-20 1.726060 0.00 51705152.00 204863.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375URQ5 2064-11-20 1.688200 0.00 21818920.00 67096.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UT59 2067-11-20 1.899050 0.00 1722000.00 13954.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375B2R2 2063-06-20 1.302220 0.00 3500000.00 20306.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375B3D2 2063-03-20 1.375190 0.00 9998336.00 5939.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375B6C1 2063-08-20 1.674280 0.00 22999040.00 15778.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375B7U0 2063-04-20 0.377670 0.00 62849024.00 3114.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375B7X4 2063-08-20 0.714010 0.00 13172736.00 2638.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375B7Z9 2063-08-20 1.489560 0.00 10997760.00 6397.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375BB27 2062-12-20 2.192960 0.00 18252992.00 104077.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375BCR1 2060-07-20 1.552580 0.00 50003968.00 2555.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375BEF5 2060-03-20 2.321530 0.00 5499656.00 67897.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375BGG1 2060-10-20 1.439060 0.00 28603000.00 33898.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375BJU7 2061-01-20 1.698900 0.00 3997696.00 728.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375BMA7 2061-05-20 1.236640 0.00 13123584.00 8092.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375BMD1 2061-06-20 1.561890 0.00 1784000.00 2265.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375BPP1 2062-01-20 1.334720 0.00 49487872.00 43050.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375BRP9 2062-05-20 0.442100 0.00 23134208.00 1726.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375BS60 2063-04-20 1.771760 0.00 13080608.00 37975.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375BSD5 2062-05-20 2.200880 0.00 85532672.00 33436.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375BU34 2063-04-20 0.461990 0.00 21397504.00 2213.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375BVM1 2061-04-20 0.674330 0.00 7471104.00 130.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375BWM0 2062-10-20 1.768640 0.00 30784192.00 99785.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375BWQ1 2060-03-20 1.649640 0.00 52097024.00 42592.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375BXW7 2062-10-20 1.467030 0.00 35786752.00 33074.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375BXZ0 2061-12-20 0.621640 0.00 5193728.00 2611.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375BYH9 2061-11-20 0.860820 0.00 5193728.00 776.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375BZC9 2062-10-20 1.686870 0.00 12099584.00 8945.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375CPL8 2039-11-16 5.500000 0.00 37535744.00 29417.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375U2S8 2067-11-20 2.455210 0.00 6315000.00 69221.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375U3T5 2068-01-20 1.980680 0.00 25220256.00 136811.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375U4Z0 2067-12-20 2.437130 0.00 75000000.00 802624.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375U5Q9 2068-01-20 2.757410 0.00 813000.00 7124.14 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HHGR6 2054-11-25 0.00 249856.00 241.00 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HHHS3 2054-11-25 2.206810 0.00 50000000.00 1308432.90 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HHKY6 2054-12-25 2.156810 0.00 85000000.00 2037382.26 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HHL33 2054-12-25 2.206810 0.00 65857280.00 1952848.15 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJGX9 2055-02-25 0.00 10416544.00 3986853.84 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJLY1 2055-02-25 1.000000 0.00 4350000.00 55062.07 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJYW1 2055-02-25 2.177708 0.00 438898688.00 10467084.49 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJYZ4 2055-02-25 1.856810 0.00 72051712.00 1359252.47 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJZ83 2055-02-25 1.000000 0.00 4023250.00 48810.26 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJZQ3 2055-02-25 1.000000 0.00 3850000.00 47815.49 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HCZE5 2054-06-25 2.156810 0.00 78348672.00 2014614.13 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HCZX3 2054-06-25 1.506810 0.00 170226688.00 2469961.73 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDXP0 2054-08-25 3.406810 0.00 50000000.00 1194254.03 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFE35 2054-08-25 2.106810 0.00 150000000.00 2627666.80 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFE50 2054-08-25 1.000000 0.00 15000000.00 154633.11 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFGA7 2054-09-25 2.256810 0.00 100000000.00 3017863.64 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFJK2 2054-07-25 2.256810 0.00 108000000.00 2278196.79 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HHGL9 2054-11-25 0.862554 0.00 261135040.00 3113472.70 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HHGP0 2054-11-25 1.606810 0.00 72974592.00 1107292.62 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HHGQ8 2054-11-25 1.476810 0.00 88842880.00 1159227.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385R2R5 2056-05-20 0.00 250000.00 4102.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385F6E6 2055-02-20 2.261160 0.00 47178624.00 1986543.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385F6K2 2054-06-20 1.000000 0.00 7228904.00 128009.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385F6N6 2054-11-20 1.000000 0.00 8715536.00 157140.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385GEW5 2055-05-20 1.361160 0.00 400000000.00 6248941.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385GFT1 2055-05-20 0.611160 0.00 722500000.00 5168289.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385GJ75 2055-06-20 1.511160 0.00 168521728.00 5203067.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385GRG6 2055-05-20 2.111160 0.00 96532096.00 4874350.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385H6M4 2055-11-20 1.161160 0.00 70000000.00 1670305.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385HK48 2055-10-20 1.061160 0.00 25000000.00 588363.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385HN60 2055-03-20 2.361160 0.00 275846144.00 8414955.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385HP50 2055-06-20 1.000000 0.00 3292644.00 48966.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385HU21 2055-10-20 6.000000 0.00 625000.00 130351.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385HU88 2055-07-20 6.000000 0.00 4458328.00 871946.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385JAY9 2055-11-20 2.461160 0.00 31000000.00 2407173.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385KBB5 2055-04-20 6.000000 0.00 833333.00 135188.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385KBH2 2055-12-20 1.211160 0.00 47919680.00 1582646.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385KCZ1 2055-12-20 5.500000 0.00 1352272.00 240280.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385KYB0 2055-12-20 2.411160 0.00 39589120.00 2695399.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385L4K1 2056-02-20 0.861160 0.00 200000000.00 3262695.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385LMF2 2056-01-20 2.111160 0.00 21008288.00 1347985.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385LRQ3 2056-01-20 5.500000 0.00 7400000.00 1363144.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385MMX1 2056-02-20 1.461160 0.00 58244800.00 2387509.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385MVZ6 2056-02-20 2.061160 0.00 72348000.00 4560724.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385MWB8 2054-07-20 5.500000 0.00 1364318.00 235034.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385MWS1 2056-02-20 0.759260 0.00 395000000.00 7827407.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385MWT9 2056-02-20 0.00 250000.00 2679.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385MXB7 2056-02-20 1.411160 0.00 25000000.00 850293.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385MXJ0 2055-07-20 1.000000 0.00 3549280.00 87950.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385MXK7 2055-08-20 2.861160 0.00 131971328.00 7940368.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385MXM3 2055-08-20 3.461160 0.00 86065920.00 6849674.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385BZV5 2055-01-20 2.286160 0.00 100000000.00 1750590.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385DSL1 2055-02-20 0.691160 0.00 250000000.00 1749348.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385DU20 2055-03-20 1.711160 0.00 114794112.00 3841099.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385DYB6 2054-07-20 0.611160 0.00 30000000.00 186953.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385EU85 2055-04-20 2.211160 0.00 100000000.00 4055354.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385EZS6 2055-03-20 0.061160 0.00 320000000.00 1368783.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385F4S7 2055-05-20 0.632590 0.00 350000000.00 2654264.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385F6B2 2052-05-20 1.000000 0.00 4693952.00 114343.19 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 30297NAG3 2028-10-25 0.00 6497000.00 4703418.69 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 30300YAW9 2049-09-25 0.00 14574896.00 12381301.28 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136A1TN5 2041-10-25 2.842330 0.00 162365440.00 88500.42 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136A5AU0 2042-04-25 2.742330 0.00 36642816.00 408435.99 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136A7U91 2042-08-25 1.792330 0.00 79393536.00 210183.61 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136A9T73 2042-07-25 4.000000 0.00 8095312.00 65116.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385MXR2 2056-02-20 0.811160 0.00 100000000.00 1558152.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385MXX9 2056-02-20 2.061160 0.00 25000000.00 1086251.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385MYE0 2055-05-20 0.861740 0.00 63945280.00 1201755.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385MYG5 2055-04-20 6.500000 0.00 2946840.00 393821.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385MZS8 2049-08-20 0.831120 0.00 28035552.00 960366.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385PA66 2056-04-20 1.461160 0.00 50000000.00 1195984.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385PB24 2056-04-20 0.631160 0.00 200000000.00 3269023.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385PC72 2056-04-20 7.000000 0.00 12189728.00 2038566.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385PEZ8 2056-03-20 1.961160 0.00 75948544.00 4246831.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385PPD5 2056-03-20 0.00 250000.00 525.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385PPR4 2056-03-20 0.00 250000.00 663.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385PPU7 2056-03-20 5.500000 0.00 7376560.00 1055944.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385PPZ6 2056-03-20 5.000000 0.00 500000.00 92759.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385PZR3 2056-04-20 1.861160 0.00 200000000.00 7203239.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385R2A2 2056-05-20 1.341160 0.00 315000000.00 9112688.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385R2B0 2056-05-20 1.000000 0.00 2150000.00 50684.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385R2C8 2056-05-20 1.000000 0.00 1100000.00 25934.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385R2D6 2056-05-20 1.000000 0.00 8600000.00 202172.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385R2E4 2056-05-20 1.000000 0.00 1000000.00 23585.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385R2Q7 2056-05-20 0.434490 0.00 150000000.00 1776387.25 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKBY9 2055-03-25 1.461572 0.00 420000000.00 7850850.42 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKBZ6 2055-03-25 1.506810 0.00 123076864.00 1739958.56 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKCT9 2055-03-25 1.456810 0.00 67000000.00 1166825.28 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKEQ3 2054-11-25 3.506810 0.00 58524800.00 3346872.61 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKT95 2054-12-25 10.993190 0.00 4384360.00 3897313.65 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HL4F6 2055-05-25 3.456810 0.00 60810112.00 2937491.98 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HL6Z0 2055-05-25 0.656810 0.00 307000000.00 2437564.08 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HL7D8 2055-05-25 1.456810 0.00 110000000.00 1662372.89 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLFX5 2055-05-25 0.256810 0.00 185000000.00 535966.35 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLP97 2055-06-25 3.356810 0.00 20000000.00 1115753.15 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HMF39 2051-06-25 7.000000 0.00 758640.00 16260.30 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HMFB1 2055-08-25 0.606810 0.00 135000000.00 918171.60 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HP3D3 2055-12-25 2.956810 0.00 138203400.00 7029346.28 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HPPE7 2050-01-25 5.500000 0.00 12853712.00 1632307.80 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HPQT3 2054-11-25 1.206810 0.00 30000000.00 720524.12 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HPWP4 2049-10-25 5.000000 0.00 2687500.00 453704.29 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HPXE8 2055-06-25 6.000000 0.00 7333328.00 1268064.60 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HPXJ7 2055-05-25 0.656810 0.00 180905920.00 1540975.86 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HPXK4 2054-12-25 1.556810 0.00 165721088.00 4815472.50 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HPXL2 2055-02-25 1.356810 0.00 154056160.00 2991104.07 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HPXP3 2054-11-25 1.000000 0.00 1592798.00 34121.15 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HPXQ1 2055-02-25 1.000000 0.00 2556272.00 48647.61 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HPXR9 2055-02-25 1.000000 0.00 1891518.00 31286.31 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HQLV1 2056-03-25 1.456810 0.00 96796672.00 2829057.97 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HQLW9 2056-03-25 1.456810 0.00 117766528.00 3290428.97 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HQSA0 2056-03-25 1.456810 0.00 45806592.00 1862905.85 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HRBN8 2055-06-25 5.500000 0.00 628636.00 126156.40 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HRFS3 2056-03-25 1.356810 0.00 50000000.00 1475689.54 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HRFT1 2055-06-25 1.356810 0.00 333083648.00 9190304.50 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HRFU8 2056-04-25 0.656810 0.00 50000000.00 686274.71 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HRFW4 2055-06-25 1.207858 0.00 352607232.00 8306911.33 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HRFX2 2056-04-25 0.286810 0.00 100000000.00 699853.72 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HRG45 2053-10-25 1.000000 0.00 13878060.00 420581.69 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HRJY6 2056-04-25 1.056810 0.00 100000000.00 1722455.41 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HRQQ5 2055-12-25 6.693190 0.00 10837072.00 9954850.59 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HRSJ9 2055-07-25 6.000000 0.00 1083332.00 229256.69 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HRTH2 2046-04-25 5.500000 0.00 13245808.00 1639476.06 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HRUR8 2056-05-25 1.101971 0.00 155000000.00 2830629.81 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 31394B2C7 2044-08-25 2.191240 0.00 56098816.00 17441.30 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 31394B2J2 2034-12-25 1.472330 0.00 238120960.00 165165.63 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 31396LU73 2036-12-25 2.622330 0.00 59910000.00 94166.67 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 31396PHP9 2037-02-25 2.742330 0.00 257335296.00 77533.65 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31397FFX5 2036-08-15 0.00 139984896.00 843.92 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31398WLP7 2040-02-15 2.489020 0.00 76754688.00 112110.64 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142G5X60 2053-10-25 2.556810 0.00 90000000.00 2586700.57 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142G9J50 2054-05-25 2.256810 0.00 100000000.00 1445524.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38373M5W6 2051-03-16 1.449990 0.00 161480704.00 241.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38373M8H6 2051-03-16 0.107370 0.00 263323648.00 14938.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38373MVE7 2045-11-16 0.144470 0.00 411041777.00 216.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38374L3V1 2035-09-20 2.533070 0.00 326799360.00 246675.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385SLT8 2066-05-20 1.361160 0.00 180000000.00 3694342.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385SV42 2056-06-20 1.881160 0.00 100000000.00 5295647.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385T6C0 2056-07-20 1.911160 0.00 80000000.00 4638905.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385T6D8 2056-07-20 0.761160 0.00 50065024.00 1120386.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385T6E6 2056-07-20 0.00 250000.00 4732.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385T6M8 2056-07-20 1.911160 0.00 20000000.00 1127317.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385T7A3 2056-07-20 11.101100 0.00 65911936.00 69390614.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385TAH4 2056-06-20 1.161160 0.00 30000000.00 992322.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385TAM3 2056-06-20 1.911160 0.00 260000000.00 10900205.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385TAR2 2056-06-20 1.611160 0.00 50000000.00 1675494.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385TAV3 2056-06-20 1.311160 0.00 80000000.00 2170137.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385TBA8 2056-06-20 1.000000 0.00 2250000.00 61156.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385TBG5 2056-06-20 1.611160 0.00 66083328.00 2057119.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385TBU4 2056-06-20 1.411160 0.00 22622400.00 687677.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385TCA7 2052-11-20 5.500000 0.00 1017764.00 167110.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385W2B9 2056-08-20 0.00 250000.00 2499.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385WX66 2056-08-20 0.00 250000.00 2497.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385WZ23 2056-08-20 0.00 250000.00 2498.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385B6R6 2054-08-20 1.611160 0.00 109033600.00 1760214.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385BZQ6 2055-01-20 0.00 249856.00 244.34 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GCK36 2055-07-25 6.500000 0.00 4504624.00 992871.69 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H44J6 2051-11-25 3.000000 0.00 97401500.00 9016687.47 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H4C81 2034-10-25 2.829437 0.00 8045000.00 918641.37 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H7LD3 2045-03-25 1.842330 0.00 34469888.00 1173839.46 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H8JQ5 2052-08-25 1.556810 0.00 80000000.00 2594593.32 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H8Y62 2052-09-25 1.706810 0.00 61500000.00 3100768.17 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H9A33 2052-10-25 1.536810 0.00 82672000.00 1840403.39 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H9ND7 2053-01-25 2.156810 0.00 150000000.00 4314784.23 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HAPW0 2053-10-25 0.00 4188120.00 1970305.68 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HARE8 2053-10-25 2.856810 0.00 150000000.00 3862347.33 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HATU0 2053-11-25 2.326810 0.00 125000000.00 2495642.42 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HAVN3 2053-11-25 0.00 7677896.00 3154629.69 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HAVX1 2053-11-25 0.00 9457776.00 4165347.95 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HAXZ4 2053-11-25 2.406810 0.00 100000000.00 1797916.72 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HBAV6 2053-12-25 1.856810 0.00 62667776.00 1155002.69 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HBHX5 2054-02-25 2.706810 0.00 39072448.00 1034286.66 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HC3C4 2051-06-25 4.000000 0.00 70282752.00 11296048.97 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HCND0 2054-05-25 3.456810 0.00 150312448.00 7461639.46 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HCRZ7 2054-05-25 2.906810 0.00 100000000.00 1765901.76 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HCS29 2054-05-25 2.956810 0.00 179168256.00 3178480.80 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GBUD5 2056-08-25 1.906810 0.00 25000000.00 994838.45 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GBUF0 2056-08-25 0.956810 0.00 35000000.00 574420.52 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GBUG8 2056-08-25 2.456810 0.00 19632896.00 1098086.35 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GC4L4 2056-06-25 6.000000 0.00 8146944.00 1748226.36 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GC6K4 2055-07-25 1.356810 0.00 100000000.00 2393594.64 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GC6L2 2055-07-25 2.564313 0.00 117655424.00 6880984.36 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GC6P3 2056-06-25 1.806810 0.00 325000000.00 12220928.98 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GC6T5 2056-06-25 1.000000 0.00 1250000.00 37153.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385SKZ5 2066-05-20 2.611160 0.00 42744256.00 2093592.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385SLB7 2066-05-20 2.611160 0.00 18642944.00 1037486.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384BJ77 2053-07-20 0.00 4293224.00 1110958.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384C7D5 2053-10-20 3.511160 0.00 39375000.00 660265.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384CX79 2053-08-20 2.061160 0.00 80558208.00 1485293.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384D5X1 2053-11-20 1.561160 0.00 25000000.00 176198.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384DCR6 2053-10-20 2.061160 0.00 50000000.00 461374.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384DQW0 2053-10-20 2.861160 0.00 100000000.00 1330598.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384DSY4 2053-10-20 1.961160 0.00 185000000.00 1616656.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384DVM6 2053-10-20 1.661160 0.00 20000000.00 649496.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384E5L5 2053-10-20 2.061160 0.00 100000000.00 1531892.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384EEL5 2053-08-20 2.161160 0.00 138461440.00 2122247.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384EH40 2053-09-20 2.861160 0.00 125000000.00 2676042.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384EHZ1 2053-09-20 1.961160 0.00 134019072.00 1190727.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384EML6 2053-09-20 1.961160 0.00 100000000.00 881967.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384EVP7 2051-03-20 2.611160 0.00 28556864.00 2477310.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384FAD4 2053-11-20 3.711160 0.00 33333312.00 609260.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384GL32 2054-01-20 1.761160 0.00 100000000.00 996375.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384GW55 2053-09-20 1.000000 0.00 5177616.00 35753.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384HCU0 2053-12-20 2.161160 0.00 150000000.00 2038885.40 Agency Collateralized 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Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136B7S28 2050-01-25 2.292330 0.00 108445952.00 1477166.42 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136B9J32 2035-03-25 1.595510 0.00 2000000.00 93063.23 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BBGH9 2050-08-25 2.392330 0.00 25000000.00 905985.25 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BBVP4 2050-09-25 2.000000 0.00 50000000.00 3423729.17 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BDN46 2051-02-25 3.500000 0.00 40566528.00 3431543.02 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BH6V6 2051-07-25 0.00 99856384.00 72019.99 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BHT90 2051-07-25 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0.00 249856.00 166.83 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BTEA7 2054-11-25 0.956810 0.00 179000000.00 2133067.51 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BTED1 2054-11-25 0.806810 0.00 200000000.00 1253143.59 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BTEQ2 2054-11-25 0.00 249995.00 255.64 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BTEW9 2054-11-25 2.417856 0.00 113165696.00 3091330.62 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. 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S6XOOCT0IEG5ABCC6L87 3137BXR20 2027-03-25 0.717681 0.00 1200000.00 2062.56 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F1G77 2045-07-25 2.263725 0.00 9759520.00 171947.49 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F72D6 2027-09-25 0.802535 0.00 21270000.00 119132.92 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F7Q57 2050-09-25 3.500000 0.00 21000000.00 1162903.83 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FBC20 2044-10-25 2.127201 0.00 8733984.00 186982.96 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FKUS3 2046-01-25 2.348103 0.00 4175000.00 201335.29 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FNR44 2049-09-25 2.342330 0.00 44937536.00 794398.93 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FQ3M3 2028-06-27 1.534000 0.00 10000000.00 215433.33 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FQKF9 2046-12-25 1.956339 0.00 10500000.00 608950.47 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FQXW8 2028-08-27 1.665800 0.00 4000000.00 117448.67 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FRUW9 2048-03-25 1.974464 0.00 3370000.00 194025.68 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FWCG3 2050-06-25 2.392330 0.00 41463168.00 1509177.94 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. 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Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BUVM9 2055-02-25 1.456810 0.00 101000000.00 1188147.39 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BUVZ0 2054-06-25 2.256810 0.00 93671040.00 1957238.26 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BUZF0 2055-02-25 1.000000 0.00 7575750.00 92251.38 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BUZU7 2055-02-25 0.431060 0.00 100000000.00 600122.40 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BVRX8 2055-04-25 3.456810 0.00 53399104.00 3298544.98 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BWQU3 2055-07-25 0.00 250000.00 871.43 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BWS98 2052-02-25 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Association N/A 38383PJF9 2052-03-20 0.00 250000000.00 400804.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383RBF3 2050-04-20 0.061160 0.00 123290368.00 352380.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383T3R2 2052-07-20 0.261160 0.00 350000000.00 1984328.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383TFJ7 2050-05-20 5.425110 0.00 37900416.00 21294921.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383U6T2 2052-10-20 1.961160 0.00 11000000.00 326813.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383UAT7 2052-07-20 0.261160 0.00 100000000.00 560178.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383UWE6 2052-08-20 2.361160 0.00 68200000.00 2219619.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383UX96 2052-08-20 1.111160 0.00 50000000.00 591689.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383WRG3 2053-03-20 1.861160 0.00 140000000.00 1636681.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383X5A8 2053-05-20 1.861160 0.00 80000000.00 902807.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382XBX2 2051-08-20 2.533070 0.00 33710528.00 2278233.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382XKS3 2051-08-20 0.00 155385856.00 68833.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382Y5L3 2073-05-20 0.933910 0.00 25000000.00 1315684.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382YCZ4 2065-09-20 2.115900 0.00 63356544.00 140696.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382YKW2 2072-01-20 2.639200 0.00 7193000.00 122950.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382YLN1 2067-11-20 0.575750 0.00 44989888.00 135484.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382YLS0 2067-05-20 0.664420 0.00 47214592.00 104203.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382YRN5 2072-04-20 2.637960 0.00 6339000.00 118439.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382YSB0 2072-04-20 1.231850 0.00 20316288.00 1333972.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382YSR5 2071-12-20 1.881180 0.00 145020672.00 5876368.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382YYM9 2072-09-20 1.092280 0.00 27345720.00 1154240.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383AJE5 2051-09-20 2.533070 0.00 25000000.00 1802272.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383BXW7 2055-10-20 3.561160 0.00 65510656.00 6331719.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383C3F5 2051-11-20 0.00 204000000.00 514204.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383CCD0 2051-09-20 0.00 125616128.00 35944.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383GRL7 2052-01-20 0.00 168729600.00 324223.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383GSJ1 2052-01-20 0.00 143037952.00 180204.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383GTG6 2052-01-20 0.061160 0.00 59837376.00 522226.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383K6N7 2073-02-20 1.334030 0.00 107475328.00 4517960.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383KC67 2074-07-20 1.302050 0.00 49780160.00 3509564.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383KDL3 2073-08-20 0.900820 0.00 48802176.00 2920482.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383KUJ9 2054-04-20 1.731160 0.00 130000000.00 2592205.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383LNW6 2052-11-20 2.511160 0.00 9248816.00 79544.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383MA73 2052-03-20 0.00 234000000.00 331322.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383MN95 2050-07-20 0.00 213054464.00 559665.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383MPH5 2052-02-20 0.00 199999488.00 44437.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383MQS0 2050-05-20 0.00 107470208.00 332822.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383PAC5 2052-03-20 4.000000 0.00 24657536.00 4210610.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383PGY1 2052-03-20 0.00 250000000.00 368552.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383PHB0 2052-03-20 0.00 109150000.00 632624.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382UU66 2051-07-20 2.533070 0.00 36622016.00 1840344.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LXW8 2069-08-20 0.646500 0.00 70066176.00 30797.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LY98 2070-02-20 2.508380 0.00 15010816.00 160333.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380NFK0 2061-02-16 0.944660 0.00 82710272.00 416029.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380NKY4 2061-07-16 0.697770 0.00 49000000.00 895302.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380Q2G6 2071-01-20 1.345220 0.00 18556000.00 367624.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380Q2Z4 2071-02-20 0.896880 0.00 48273040.00 51763.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380QBP6 2070-04-20 0.929000 0.00 37801344.00 157820.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379VKK9 2046-02-20 2.353070 0.00 25989728.00 491739.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379WSK9 2046-04-16 3.500000 0.00 18900992.00 450489.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379YFF0 2040-01-20 6.000000 0.00 5708000.00 92508.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380CH48 2047-02-20 2.333070 0.00 24630080.00 347592.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380HEC2 2047-09-20 4.500000 0.00 9809648.00 366971.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380JNM6 2059-05-16 0.601300 0.00 118544768.00 1070093.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380JS25 2058-04-16 0.459900 0.00 135879040.00 1344712.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380L2Q5 2070-02-20 1.291930 0.00 53984960.00 1738287.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380L4G5 2068-07-20 1.394390 0.00 46070336.00 1097729.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380L4K6 2069-03-20 1.222920 0.00 32639360.00 651059.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379UNF9 2058-02-16 0.556460 0.00 168043008.00 495332.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378A5Q0 2041-05-20 4.000000 0.00 10502000.00 11291.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378BT58 2053-01-16 0.349570 0.00 23860000.00 66454.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378BYS2 2052-08-16 0.063060 0.00 9961471.00 302.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378FDH0 2043-01-20 3.500000 0.00 24812768.00 63786.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378FVC1 2042-12-20 3.500000 0.00 22012512.00 108339.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378KBK4 2053-09-16 0.533880 0.00 1903142.00 3086.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378KEJ4 2053-01-16 0.350280 0.00 391920000.00 728503.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378KND7 2045-07-16 1.008380 0.00 12000000.00 15125.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378KWZ8 2054-10-16 0.050850 0.00 14073856.00 3323.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378PGF9 2043-12-16 4.500000 0.00 3775000.00 52542.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LBT9 2068-02-20 1.743590 0.00 205000.00 400.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LD83 2069-05-20 1.578220 0.00 41567296.00 877664.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LGA5 2068-06-20 1.730310 0.00 64904576.00 198326.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LGF4 2068-07-20 0.830560 0.00 9175040.00 3621.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LGQ0 2068-08-20 1.243730 0.00 5872000.00 91327.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LGS6 2068-08-20 1.422830 0.00 47852992.00 141822.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LHX4 2068-07-20 2.176030 0.00 1858000.00 15156.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LJL8 2068-09-20 1.298190 0.00 30050784.00 675628.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LJS3 2068-08-20 1.225950 0.00 15092608.00 331527.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LJW4 2068-09-20 1.910280 0.00 517993.00 2975.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LLA9 2068-10-20 1.806160 0.00 30909696.00 954773.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LLB7 2068-10-20 1.969390 0.00 10483000.00 62744.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LLJ0 2068-10-20 2.118160 0.00 10914000.00 81719.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LLR2 2068-10-20 1.373250 0.00 42231040.00 1009621.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LLZ4 2068-11-20 1.904120 0.00 19818784.00 617204.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LM42 2069-11-20 1.842040 0.00 5322000.00 134390.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LMJ9 2068-10-20 2.195030 0.00 6513000.00 41850.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LML4 2068-11-20 2.160620 0.00 5286000.00 37307.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LND1 2068-12-20 1.563310 0.00 150000000.00 3341522.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LNF6 2068-06-20 2.377940 0.00 11327000.00 82637.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LNK5 2068-12-20 2.532490 0.00 7448000.00 57687.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LNR0 2068-10-20 0.808290 0.00 145694720.00 62231.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LNT6 2068-10-20 0.752750 0.00 98615296.00 35484.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LQY2 2069-03-20 1.528420 0.00 37200000.00 901187.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LRY1 2069-04-20 1.412530 0.00 49909312.00 1034237.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LSB0 2069-01-20 0.853060 0.00 22773984.00 339162.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LSY0 2069-04-20 0.710900 0.00 153124864.00 60194.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LVK6 2069-06-20 1.423200 0.00 138255104.00 3801773.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LVY6 2069-05-20 1.342390 0.00 35329920.00 664267.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LX57 2070-01-20 0.577710 0.00 31522816.00 10790.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376R7E0 2067-09-20 2.170350 0.00 13339000.00 170381.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RAY2 2065-05-20 2.153170 0.00 10094000.00 29917.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RC79 2066-10-20 1.867720 0.00 11704000.00 38077.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RCR5 2064-08-20 2.213040 0.00 132907008.00 2001.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RF35 2066-10-20 1.656950 0.00 9926000.00 25220.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RHK5 2065-09-20 1.920750 0.00 17931000.00 71285.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RJ80 2066-09-20 2.000350 0.00 3732000.00 40536.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RJK3 2065-10-20 1.808410 0.00 1670000.00 3636.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RJU1 2065-08-20 0.612100 0.00 4456448.00 393.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RKK1 2065-10-20 2.001240 0.00 12000000.00 59281.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RMY9 2065-11-20 0.445120 0.00 150142976.00 26688.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RN93 2066-12-20 2.378620 0.00 7914000.00 44004.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RR57 2067-01-20 1.531610 0.00 4832000.00 12840.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RRT5 2066-03-20 2.221350 0.00 5950000.00 30966.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RSL1 2066-02-20 2.050890 0.00 1425000.00 2876.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RTR7 2066-04-20 1.425520 0.00 1416000.00 2596.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RTX4 2066-02-20 0.233330 0.00 67076096.00 12663.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RUD6 2065-01-20 1.638740 0.00 97037760.00 188075.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RWA0 2066-06-20 1.690060 0.00 8296000.00 21666.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RWP7 2066-06-20 2.018280 0.00 12074000.00 38871.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RYX8 2066-09-20 4.581860 0.00 400000.00 42979.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RYY6 2066-09-20 2.672160 0.00 4951000.00 28928.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376UEL9 2038-03-20 2.703070 0.00 33615872.00 31136.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376UEY1 2039-12-20 2.633070 0.00 7062864.00 33387.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38377GWS4 2040-06-20 2.813070 0.00 170503936.00 355915.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38377LBA5 2040-09-20 2.843070 0.00 43058496.00 471335.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38377YEZ9 2041-09-20 2.383070 0.00 85356544.00 920290.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38377YH86 2041-10-16 2.346320 0.00 15000000.00 141018.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378TXG0 2039-10-20 3.500000 0.00 33112064.00 9180.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378YZ28 2044-02-16 1.796320 0.00 124834176.00 621881.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379EWA6 2044-08-20 1.833070 0.00 121075000.00 734331.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379HWT8 2044-12-16 1.779920 0.00 32907456.00 167045.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379LNE2 2045-04-20 1.833070 0.00 31361664.00 354062.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379NYV8 2039-08-20 5.500000 0.00 12309904.00 73893.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379QJ55 2045-10-20 1.913070 0.00 33333312.00 404751.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379RJC8 2058-09-16 0.963170 0.00 160000000.00 1216693.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379U7F7 2058-08-16 0.567080 0.00 1765000.00 11376.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380L4L4 2069-03-20 1.156500 0.00 32717320.00 487647.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380L4S9 2070-02-20 1.658780 0.00 6633304.00 188792.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380L4Z3 2070-03-20 2.581660 0.00 8880320.00 87889.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380L5X7 2068-02-20 1.940210 0.00 9147088.00 235661.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380L5Y5 2068-02-20 1.940210 0.00 9147088.00 235661.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380L5Z2 2068-02-20 1.940210 0.00 9147088.00 235661.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380L7Q0 2070-03-20 1.658990 0.00 62193024.00 1290625.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380L7T4 2070-04-20 0.431890 0.00 17006591.00 6117.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380L7V9 2070-04-20 1.530930 0.00 25974208.00 102736.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LAX1 2068-03-20 2.458780 0.00 854000.00 7952.01 Agency Collateralized Mortgage Obligation Y Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2026-09-01 2026-10-05 2026-10-05 Y BOFA SECURITIES INC 1.0000 35 N Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 N N 0.0379 900000000.00 900000000.00 0.0042 N N N Y BMO Capital Markets Corp. BMO Capital Markets Corp. 3.710000% ARP1KEC30 RUC0QBLBRPRC 0000009622 ARP1KEC30_3.71_0908 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 38378BJ42 2053-10-16 N/A 0.00 225456174.00 273.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378BBB4 2046-01-16 N/A 0.00 16751815.00 1550.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378BB57 2052-08-16 0.257570 0.00 31600000.00 16172.53 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 Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLGB2 2055-05-25 0.250000 0.00 1000000.00 5647.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378BQJ1 2053-04-16 0.185620 0.00 90888774.00 39009.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378BQ77 2051-12-16 0.597200 0.00 41095000.00 80748.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378BN62 2053-02-16 0.159560 0.00 7233000.00 9782.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378BE47 2053-01-16 0.640550 0.00 132320000.00 295769.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378BF61 2053-02-16 0.103200 0.00 176495000.00 46372.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385FEC1 2055-04-20 0.350000 0.00 80000000.00 511344.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385FGF2 2065-04-20 0.100000 0.00 360000000.00 502622.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385FGH8 2065-04-20 0.100000 0.00 360000000.00 502424.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385FGL9 2065-04-20 0.611160 0.00 360000000.00 1346042.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385FJT9 2054-01-20 5.500000 0.00 2266564.00 424509.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385FLH2 2055-01-20 6.000000 0.00 286786.00 18832.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385FLR0 2055-04-20 6.000000 0.00 1587500.00 107459.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385FQG9 2065-04-20 2.161160 0.00 75000000.00 1273826.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385GAL3 2055-05-20 0.661160 0.00 100000000.00 773587.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385GEQ8 2055-05-20 0.050000 0.00 40000000.00 35064.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385GES4 2055-05-20 0.050000 0.00 4000000.00 3764.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385GF53 2055-06-20 0.811160 0.00 100000000.00 967080.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385GFE4 2055-05-20 0.050000 0.00 199356000.00 117019.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385GFG9 2055-05-20 0.050000 0.00 30000000.00 17383.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385GFH7 2055-05-20 0.050000 0.00 175000000.00 101197.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385GFJ3 2055-05-20 0.050000 0.00 350000000.00 201785.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385GFU8 2055-05-20 0.030000 0.00 200000000.00 56029.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385GFV6 2055-05-20 0.050000 0.00 122500000.00 57457.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385GGG8 2055-05-20 6.000000 0.00 321274.00 44721.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385GLM9 2055-01-20 6.000000 0.00 208333.00 13568.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385H7W1 2055-11-20 0.361160 0.00 120000000.00 1218382.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385H8M2 2055-11-20 3.561160 0.00 16200000.00 1370397.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385HE86 2051-01-20 6.000000 0.00 2760625.00 215891.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385HSX6 2049-08-20 5.500000 0.00 2272727.00 195979.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385HUV7 2065-10-20 4.488840 0.00 10000.00 9599.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385HVQ7 2049-10-20 N/A 0.00 24496666.00 72027.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385HVS3 2053-06-20 2.361160 0.00 18781751.00 792381.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385HVT1 2053-03-20 0.100000 0.00 9921161.00 24439.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385HVU8 2054-06-20 6.000000 0.00 423962.00 59986.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385HX36 2055-10-20 2.311160 0.00 45250681.00 879772.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385HYC5 2055-10-20 6.000000 0.00 4138855.00 730930.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385JA94 2051-06-20 5.500000 0.00 869757.00 100432.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385JB85 2052-10-20 5.500000 0.00 3936531.00 524112.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385JG80 2055-11-20 6.500000 0.00 1899693.00 314041.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385JK77 2055-11-20 6.000000 0.00 5633013.00 1201083.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385JN90 2055-11-20 6.000000 0.00 6218317.00 861923.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385JWL3 2055-11-20 1.811160 0.00 30000000.00 1241837.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385JXN8 2051-09-20 5.500000 0.00 4545454.00 497014.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385JZZ9 2049-10-20 5.500000 0.00 727272.00 70193.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385KJK7 2055-12-20 0.511160 0.00 100000000.00 1356292.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385KLV0 2065-12-20 1.861160 0.00 25960000.00 591256.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385KPU8 2052-12-20 5.500000 0.00 2272727.00 346852.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385KPY0 2055-12-20 0.050000 0.00 33360446.00 44547.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385KPZ7 2055-12-20 0.020000 0.00 20000000.00 10481.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385KQF0 2043-07-20 0.838740 0.00 8369515.00 271341.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385KQL7 2065-12-20 0.050000 0.00 100000000.00 128125.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385KQR4 2055-12-20 0.561160 0.00 5000000.00 76865.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385KUJ7 2055-12-20 5.500000 0.00 3524522.00 624310.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385KYJ3 2036-07-20 6.000000 0.00 4724937.00 713947.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385L3T3 2056-02-20 2.011160 0.00 36521096.00 1391766.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385LA73 2055-03-20 0.150000 0.00 47642451.00 117425.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385LA81 2055-04-20 0.050000 0.00 46487681.00 37782.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385MH58 2056-02-20 0.050000 0.00 70000000.00 71171.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385MK47 2055-02-20 6.000000 0.00 5907500.00 1099697.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385MM37 2066-02-20 0.125000 0.00 253958.00 1065.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385MM45 2066-02-20 0.050000 0.00 25000000.00 33224.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385MP83 2056-02-20 0.050000 0.00 30000000.00 40584.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385MQ74 2056-02-20 0.050000 0.00 50000000.00 67641.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378BH28 2053-10-16 0.000280 0.00 17200000.00 21.00 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FFHC4 2051-03-25 2.500000 0.00 200000.00 20756.20 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FBUA2 2044-10-25 2.064333 0.00 224832.00 5105.77 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FDK68 2045-09-15 4.000000 0.00 13582636.00 10945.06 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137AUXL8 2027-10-15 3.000000 0.00 4594014.00 436.06 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F83S0 2030-10-25 1.103747 0.00 1587000.00 51852.62 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F8ZX4 2030-12-25 0.846743 0.00 2000000.00 53390.16 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FA6H6 2047-06-15 4.000000 0.00 2724812.00 42955.03 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137ATSK9 2027-09-15 3.500000 0.00 13542857.00 955.62 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137ATHP0 2027-08-15 3.000000 0.00 1883562.00 135.08 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137ATCE0 2027-08-15 2.500000 0.00 14590983.00 1103.25 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137ATCB6 2027-08-15 4.000000 0.00 41266071.00 38.96 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137AUUN7 2032-10-15 3.500000 0.00 1000000.00 4092.20 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137AULL1 2027-09-15 4.000000 0.00 25304885.00 224.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378BTK5 2047-03-16 0.878540 0.00 35100000.00 1437.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378BYJ2 2053-12-16 0.000170 0.00 24000000.00 4.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378BWM7 2053-03-16 0.419630 0.00 8648000.00 7094.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378BVA4 2053-02-16 0.128150 0.00 17467174.00 6052.46 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 30298WAK3 2039-08-25 N/A 0.00 102000000.00 971686.26 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 30318CAJ6 2040-10-25 0.816990 0.00 100000000.00 1023421.90 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 30320MAH4 2041-03-25 0.226111 0.00 78665828.00 1217920.14 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 30320WAR0 2041-01-25 0.284424 0.00 156350000.00 2235588.27 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31325UPY6 2027-10-15 4.000000 0.00 18647509.00 47.76 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 31358S6T3 2031-02-25 1.350001 0.00 115413355.00 553.12 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 31359XDW6 2039-08-17 0.030000 0.00 113514972.00 3.00 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136A4AV1 2042-03-25 2.742330 0.00 18594286.00 78943.17 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136AATJ4 2042-12-25 2.392330 0.00 14970686.00 111742.74 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136ACWG2 2042-11-25 3.500000 0.00 14062714.00 32639.75 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136AD6Y0 2028-05-25 3.500000 0.00 7819714.00 219.72 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136ADWW5 2033-04-25 0.977712 0.00 2181819.00 536434.31 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136ADXZ7 2042-12-25 N/A 0.00 680000.00 278469.02 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136AGEJ7 2043-09-25 2.192330 0.00 69648558.00 638128.02 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136AGXS6 2043-05-25 5.000000 0.00 30105600.00 2281.97 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136AHQY9 2033-12-25 3.500000 0.00 5700000.00 5530783.54 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136AJ3A2 2029-05-25 2.500000 0.00 10227310.00 1618.16 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136ALMY4 2043-12-25 4.500000 0.00 8456959.00 10048.30 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136AM4C0 2045-04-25 3.500000 0.00 6806134.00 8243033.21 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136AMC64 2044-01-25 3.500000 0.00 7142857.00 2217.04 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136APTN2 2045-08-25 2.392330 0.00 200000.00 3105.13 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136AQXH8 2045-04-25 2.392330 0.00 25931200.00 12084.79 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136ARP44 2039-01-25 2.712653 0.00 277000000.00 1076169.04 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136AT5H3 2039-07-25 3.017500 0.00 83532611.00 86481.03 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136AUF22 2047-01-25 3.500000 0.00 4699000.00 5728998.44 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136AV7H6 2027-02-25 0.173722 0.00 710330958.00 65818.41 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FKSV9 2049-02-15 3.250000 0.00 1854386.00 1978897.31 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BLJB7 2051-06-25 3.000000 0.00 11206499.00 786924.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378BYS2 2052-08-16 0.063060 0.00 182710000.00 5543.72 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJ3T2 2055-01-25 1.156810 0.00 82000000.00 1098204.77 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FTEC7 2042-08-25 0.370869 0.00 9719789.00 48727.15 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BM4D7 2052-06-25 N/A 0.00 10000000.00 333.08 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FWHV5 2030-07-25 1.504733 0.00 1411000.00 60862.78 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FTG27 2030-04-25 1.677760 0.00 3025000.00 140553.85 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 31398GXG9 2038-02-25 1.481406 0.00 86271611.00 23997.03 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137AQA40 2041-08-15 2.899020 0.00 34114911.00 35909.46 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137ARF27 2027-06-15 3.500000 0.00 17193615.00 235.17 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137AQG85 2027-05-15 3.500000 0.00 35038180.00 772.49 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31398QY92 2040-10-15 2.498040 0.00 25531180.00 173805.20 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 31398SAU7 2040-11-25 4.500000 0.00 85388316.00 103446.81 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 31398TCV1 2040-07-25 2.676990 0.00 11678000.00 494036.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38373MKM1 2043-11-16 N/A 0.00 66163444.00 5091.58 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137AHVF2 2040-02-15 3.358040 0.00 300000.00 31004.49 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HQX97 2056-04-25 1.406810 0.00 41000000.00 1154640.57 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HR5J4 2056-04-25 0.050000 0.00 9000000.00 18596.24 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 313920HM5 2031-06-25 6.300000 0.00 3000000.00 35232.20 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31393RTL4 2033-06-15 5.500000 0.00 2588780.00 1152.03 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 31393T7J9 2034-03-25 1.387365 0.00 250997935.00 2766.89 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 31394AZW9 2034-09-25 2.742330 0.00 21244584.00 1309.18 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 31395DS42 2036-03-25 2.892330 0.00 3050000.00 128.49 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BVKJ6 2054-09-25 3.456810 0.00 115000000.00 6244163.65 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BVK80 2055-05-25 6.500000 0.00 23502923.00 4157518.19 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKBB9 2050-02-25 6.000000 0.00 5402375.00 108627.98 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKG65 2055-03-25 2.000000 0.00 25000000.00 553544.36 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKG81 2055-03-25 1.656810 0.00 50666667.00 835601.89 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKHR8 2055-03-25 1.506810 0.00 98716908.00 2038214.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376MAW7 2043-06-16 2.396320 0.00 19801000.00 9955.94 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLTQ5 2055-06-25 0.150000 0.00 15000000.00 41170.13 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BQB73 2054-01-25 7.500000 0.00 1499999.00 171935.88 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLTR3 2055-06-25 0.100000 0.00 100000000.00 79008.59 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLG48 2055-05-25 0.050000 0.00 75000000.00 85827.50 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLG71 2055-05-25 0.050000 0.00 55000000.00 44146.39 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLG97 2055-05-25 0.100000 0.00 17000000.00 19204.01 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLGA4 2055-05-25 0.050000 0.00 126000000.00 135266.96 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FKKQ8 2033-11-25 0.272457 0.00 44717000.00 295225.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383ABW3 2051-09-20 3.000000 0.00 8800974.00 778379.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383AJT2 2051-09-20 N/A 0.00 3872000.00 21180.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383BBB7 2055-09-20 0.070000 0.00 100000000.00 147224.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383BBC5 2055-09-20 0.020000 0.00 50000000.00 18655.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383BBD3 2055-09-20 0.020000 0.00 30000000.00 12623.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383BBL5 2055-09-20 0.100000 0.00 125000000.00 227412.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383BBM3 2055-09-20 0.200000 0.00 30000000.00 109844.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383BCP5 2055-09-20 0.050000 0.00 75000000.00 81237.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383BCQ3 2055-09-20 0.100000 0.00 50000000.00 98510.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383BCR1 2055-09-20 0.050000 0.00 100000000.00 109183.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383BCU4 2055-09-20 0.100000 0.00 50000000.00 106550.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383BF80 2055-10-20 0.311160 0.00 50000000.00 451781.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383BGU0 2054-02-20 6.500000 0.00 1424945.00 121737.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383BHK1 2055-09-20 6.500000 0.00 384615.00 55413.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383BLL4 2054-03-20 6.000000 0.00 1125000.00 186022.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383BLT7 2054-10-20 6.000000 0.00 2145371.00 365714.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383BMK5 2052-05-20 6.000000 0.00 5725000.00 527966.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383BMW9 2051-07-20 6.000000 0.00 2916667.00 237770.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383CED8 2051-10-20 2.500000 0.00 900000.00 88267.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383CFL9 2051-10-20 N/A 0.00 63000000.00 298436.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383D6E3 2049-04-20 3.000000 0.00 2194063.00 181651.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383D6F0 2051-10-20 N/A 0.00 1139270.00 384877.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383DFC7 2051-11-20 2.500000 0.00 3234585.00 390005.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383DU30 2051-11-20 2.000000 0.00 18539500.00 489482.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383DU55 2051-11-20 2.000000 0.00 15052750.00 361659.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383F6G3 2052-06-20 N/A 0.00 370000.00 1157.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383FAC7 2051-12-20 N/A 0.00 485000.00 386.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383FBU6 2051-12-20 N/A 0.00 28701143.00 173287.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383FLN1 2051-12-20 N/A 0.00 18500000.00 116644.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383FVH3 2051-12-20 0.161160 0.00 96000000.00 775060.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383FXU2 2051-12-20 2.000000 0.00 16896000.00 1074405.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383FYQ0 2051-12-20 1.500000 0.00 17972333.00 428021.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383FZP1 2051-12-20 2.500000 0.00 14432200.00 846168.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383G3U3 2052-02-20 N/A 0.00 30000000.00 2831.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383GCJ8 2052-01-20 N/A 0.00 118564246.00 540900.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383GE31 2052-01-20 2.500000 0.00 350000.00 18427.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383GG47 2052-01-20 3.000000 0.00 8083332.00 389602.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383GGZ8 2052-01-20 3.000000 0.00 1904166.00 159047.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383GJ69 2052-01-20 N/A 0.00 25000000.00 19675.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383GK26 2052-01-20 N/A 0.00 30000000.00 12901.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383GRM5 2052-01-20 N/A 0.00 100000000.00 219451.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383GYF2 2052-01-20 4.000000 0.00 364517.00 288034.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383HRQ4 2053-01-20 2.611160 0.00 50000000.00 544913.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383K3U4 2074-11-20 1.057010 0.00 4863186.00 189104.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383K4A7 2074-11-20 1.190560 0.00 90530000.00 7082229.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383K5P3 2074-12-20 1.151890 0.00 15460000.00 1082269.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383K7U0 2075-01-20 0.990050 0.00 16970000.00 1012640.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383KB50 2074-06-20 1.088710 0.00 32560000.00 2175101.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383KFM9 2073-09-20 0.008230 0.00 77663932.00 314039.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383KG22 2074-08-20 1.175680 0.00 74750000.00 4742349.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383KQP0 2074-01-20 1.276430 0.00 6500000.00 548302.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383KU26 2065-12-20 2.151590 0.00 55107567.00 760283.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383KZH8 2074-07-20 1.117770 0.00 1000000.00 66821.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383LBB5 2050-02-20 2.283070 0.00 850000.00 48899.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383LFQ8 2052-11-20 3.161160 0.00 32000000.00 1039268.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383LKZ2 2052-11-20 0.461160 0.00 25000000.00 87528.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383M3B2 2050-05-20 0.661160 0.00 36390000.00 294140.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383MB98 2052-03-20 N/A 0.00 60000000.00 58792.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383MBM9 2052-02-20 N/A 0.00 10000000.00 26820.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383P7D7 2052-04-20 N/A 0.00 4000000.00 1364029.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383P7U9 2052-04-20 1.004400 0.00 277777.00 5222.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383PBR1 2052-03-20 0.091160 0.00 40315110.00 128887.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383PBY6 2052-03-20 5.500000 0.00 4206831.00 292003.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383PCH2 2052-03-20 5.500000 0.00 2144825.00 72273.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383PCL3 2052-03-20 6.000000 0.00 3691254.00 244320.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383PNJ6 2052-03-20 N/A 0.00 57915422.00 237971.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383PNQ0 2050-12-20 N/A 0.00 10000000.00 148.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383PSD4 2052-03-20 N/A 0.00 35701084.00 66260.12 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F6MR5 2050-11-25 2.000000 0.00 8000000.00 755505.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UU73 2067-10-20 2.181480 0.00 19428364.00 59900.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379Y6T0 2057-12-16 0.815550 0.00 1566000.00 10569.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379YVM7 2046-08-20 2.079920 0.00 14348938.00 81778.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380BNQ4 2046-06-20 4.500000 0.00 2647444.00 87334.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380CFC2 2046-12-20 6.500000 0.00 34438384.00 345684.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380JAH1 2059-06-16 0.399880 0.00 39388000.00 205298.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380JBV9 2059-12-16 0.520730 0.00 10270000.00 60062.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380JG93 2057-12-16 0.439920 0.00 839000.00 4133.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380JGF9 2059-09-16 0.591810 0.00 42920000.00 356820.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380JKP2 2060-03-16 0.607710 0.00 63505104.00 391270.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380JNU8 2059-03-16 0.585500 0.00 20000000.00 357975.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380JQL5 2060-03-16 0.591220 0.00 50067180.00 612559.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380KP74 2048-02-20 N/A 0.00 134494000.00 242365.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380L4Z3 2070-03-20 2.581660 0.00 4928000.00 48772.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380L7J6 2070-02-20 1.452460 0.00 55270998.00 179501.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LB85 2069-09-20 1.718350 0.00 18261779.00 330278.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LD75 2069-09-20 2.427700 0.00 21965444.00 915154.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LDA8 2068-04-20 2.816900 0.00 50590001.00 742132.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LHZ9 2068-08-20 1.462860 0.00 26187556.00 603061.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LMA8 2068-10-20 1.877190 0.00 20136422.00 128419.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LNF6 2068-06-20 2.377940 0.00 24543000.00 179055.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LNK5 2068-12-20 2.532490 0.00 8990000.00 69631.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LRJ4 2069-03-20 0.820970 0.00 48280052.00 329249.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LWP4 2069-07-20 1.355200 0.00 31851405.00 929181.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380M2H3 2058-09-16 0.634300 0.00 138465286.00 473693.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380M5L1 2060-11-16 0.981690 0.00 150000000.00 733025.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380MGP0 2058-06-16 0.426880 0.00 96712448.00 286104.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380MKQ3 2060-08-16 0.726580 0.00 120000000.00 550242.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380ML74 2060-02-16 0.749130 0.00 60771193.00 870970.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380MUV1 2061-05-16 0.802260 0.00 20953405.00 497487.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380MXB2 2060-08-16 0.487630 0.00 98884949.00 233369.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380NGA1 2060-08-16 0.500000 0.00 40000000.00 45274.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380NPW3 2061-07-16 0.803350 0.00 20375000.00 595965.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380NZW2 2062-01-16 0.400000 0.00 120483604.00 288892.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380NZX0 2062-01-16 0.789460 0.00 87000000.00 654853.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380P2F0 2062-06-16 0.885230 0.00 42405000.00 1430730.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380P5D2 2062-03-16 1.134090 0.00 7500000.00 372352.46 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BMH84 2054-07-25 2.000000 0.00 23485876.00 1052396.88 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BNTG1 2052-07-25 N/A 0.00 15000000.00 3310.63 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BNTJ5 2052-07-25 0.506810 0.00 15000000.00 150731.59 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BPFK2 2051-05-25 N/A 0.00 19104644.00 7018299.24 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BPXC0 2053-03-25 2.606810 0.00 100000000.00 3490020.36 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F6GV3 2030-09-25 1.005401 0.00 2368000.00 72253.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376GUU2 2053-04-16 N/A 0.00 25000000.00 5.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376GY87 2051-04-16 N/A 0.00 210603879.00 178.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376GZQ6 2052-11-16 N/A 0.00 50000000.00 9291.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376MET0 2047-02-16 2.346320 0.00 885000.00 21475.94 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BUUC2 2055-02-25 0.150000 0.00 1000000.00 1672.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385FCL3 2055-04-20 0.511160 0.00 40000000.00 226650.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385FCP4 2055-04-20 0.750000 0.00 27111106.00 213416.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385FCR0 2055-04-20 0.150000 0.00 20000000.00 26865.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385FDM0 2055-04-20 0.841160 0.00 40000000.00 581297.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385FDP3 2055-04-20 0.050000 0.00 21000000.00 27487.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385FDW8 2055-04-20 0.100000 0.00 20000000.00 64564.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385FEB3 2055-04-20 0.090000 0.00 100000000.00 154240.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385LB31 2056-01-20 5.500000 0.00 2761428.00 402378.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385LC22 2056-01-20 0.200000 0.00 35965002.00 172706.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385LW38 2053-04-20 5.500000 0.00 5454545.00 794890.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385LZA9 2056-01-20 0.030000 0.00 15000000.00 7910.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385LZB7 2056-01-20 0.230000 0.00 30000000.00 134381.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385LZE1 2066-01-20 0.661160 0.00 30000000.00 357798.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385LZL5 2066-01-20 1.361160 0.00 25000000.00 464574.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385LZM3 2066-01-20 6.000000 0.00 900573.00 874152.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385M4J2 2056-02-20 5.500000 0.00 582727.00 124117.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385M4Z6 2051-12-20 5.500000 0.00 181818.00 24131.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385MB54 2056-02-20 0.661160 0.00 30000000.00 370469.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385MG59 2056-02-20 0.050000 0.00 130000000.00 150689.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385MH41 2056-02-20 0.030000 0.00 80000000.00 48613.33 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJ3U9 2055-01-25 0.656810 0.00 58746045.00 359053.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UYV6 2067-04-20 2.090150 0.00 13312000.00 58746.97 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BUUD0 2055-02-25 0.250000 0.00 12500000.00 29742.79 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BVG28 2055-05-25 0.150000 0.00 25000000.00 81267.08 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BV5Q7 2055-06-25 0.506810 0.00 50000000.00 338797.77 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BV2W7 2055-05-25 0.456810 0.00 10000000.00 59781.44 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BVG77 2055-05-25 1.956810 0.00 25050000.00 643251.74 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HCUT7 2054-05-25 0.200000 0.00 10000000.00 29841.13 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HCUU4 2054-05-25 0.100000 0.00 10000000.00 13330.20 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HCUV2 2054-05-25 0.050000 0.00 15000000.00 20307.77 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HCVC3 2054-05-25 0.050000 0.00 1000000.00 653.98 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HD7M6 2054-05-25 6.500000 0.00 2599846.00 358937.38 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDB74 2054-06-25 N/A 0.00 50000000.00 250.18 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDB82 2054-06-25 0.150000 0.00 81760575.00 66685.60 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDBG4 2048-12-25 6.000000 0.00 1639442.00 25002.66 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDCX6 2054-06-25 0.050000 0.00 20000000.00 13400.40 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BJW68 2053-04-25 2.000000 0.00 8495500.00 554508.36 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BK2P6 2052-01-25 2.000000 0.00 2562500.00 120945.10 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BK2Y7 2052-01-25 2.000000 0.00 437500.00 19591.55 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BKBW1 2031-11-25 0.590050 0.00 37399231.00 501722.55 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BKK84 2049-08-25 2.500000 0.00 102000.00 10810.21 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BKNV0 2051-11-25 2.000000 0.00 6818750.00 249657.88 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BKPF3 2051-11-25 2.000000 0.00 4153750.00 150635.89 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDD49 2054-06-25 0.050000 0.00 44000000.00 28763.34 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BLB82 2052-02-25 2.000000 0.00 5514000.00 294400.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378B3G2 2054-04-16 0.500300 0.00 14686909.00 19526.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378BR92 2054-04-16 0.145830 0.00 45683000.00 23822.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378BQY8 2052-06-16 N/A 0.00 45000000.00 18.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378B5H8 2054-02-16 0.575590 0.00 151310000.00 230492.35 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FFXM4 2031-01-25 0.394783 0.00 8790000.00 99531.39 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137AWVF9 2027-12-15 2.500000 0.00 12000000.00 1275.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376MEW3 2044-01-20 3.500000 0.00 30406879.00 144895.58 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HBLE2 2053-09-25 5.000000 0.00 1000000.00 1055221.63 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H1LH7 2051-06-25 1.500000 0.00 3582500.00 83903.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384GPA2 2053-12-20 2.761160 0.00 48888889.00 697452.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384H4C9 2054-01-20 0.050000 0.00 80448538.00 27530.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384H4D7 2054-01-20 0.050000 0.00 80448538.00 27530.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384H4E5 2054-01-20 0.050000 0.00 80448538.00 27530.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384H4F2 2054-01-20 0.050000 0.00 80448538.00 27498.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384H5D6 2054-01-20 0.050000 0.00 9821002.00 25026.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384H5H7 2054-01-20 0.050000 0.00 9821002.00 25026.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384HYN2 2054-01-20 1.911160 0.00 10000000.00 241953.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384HYQ5 2054-01-20 2.111160 0.00 35000000.00 1032103.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384HYT9 2054-01-20 1.561160 0.00 10000000.00 187724.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384HYU6 2054-01-20 6.500000 0.00 323076.00 42539.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384HYY8 2054-01-20 6.000000 0.00 2500000.00 299929.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384HZE1 2054-01-20 3.361160 0.00 50000000.00 1014990.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384HZS0 2054-01-20 6.000000 0.00 1666666.00 20754.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384JC44 2054-02-20 7.500000 0.00 38021202.00 1305858.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384JJH8 2064-02-20 3.211160 0.00 90000000.00 1103053.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384JJK1 2054-02-20 6.500000 0.00 576923.00 91732.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384JKH6 2054-02-20 6.500000 0.00 1538461.00 158478.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384JKK9 2054-02-20 6.500000 0.00 576922.00 58301.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384JKV5 2054-02-20 6.500000 0.00 461538.00 59099.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384JLA0 2054-02-20 6.500000 0.00 1461536.00 147162.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384JLP7 2054-02-20 1.561160 0.00 30000000.00 791915.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384JLX0 2054-02-20 2.211160 0.00 19000000.00 726080.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384JME1 2064-02-20 3.211160 0.00 35000000.00 338757.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384JMF8 2054-02-20 6.000000 0.00 2291666.00 60301.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384JNC4 2054-02-20 0.050000 0.00 20000000.00 16026.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384JPH1 2054-02-20 3.361160 0.00 30000000.00 500507.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384JPS7 2054-02-20 1.511160 0.00 15000000.00 446222.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384JPT5 2054-02-20 1.461160 0.00 10000000.00 285616.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384JPY4 2054-02-20 6.000000 0.00 625000.00 84650.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384JSE5 2054-02-20 N/A 0.00 804001.00 307888.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384KNG2 2054-03-20 1.681160 0.00 75000000.00 1328714.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384KRV5 2054-03-20 6.500000 0.00 1615384.00 50137.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384KSH5 2064-03-20 0.090000 0.00 5000000.00 3138.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384KSP7 2064-03-20 1.561160 0.00 25000000.00 127223.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384KSU6 2064-03-20 3.411160 0.00 15000000.00 272523.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384KSV4 2064-03-20 0.050000 0.00 20000000.00 16807.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384KSY8 2054-03-20 0.050000 0.00 70000000.00 42334.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384KTA9 2054-03-20 0.100000 0.00 50000000.00 82829.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384KTE1 2054-03-20 2.211160 0.00 24679500.00 802018.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384KTF8 2054-03-20 0.080000 0.00 20000000.00 26725.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384KTJ0 2054-03-20 0.150000 0.00 24679500.00 61926.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384KUB5 2054-03-20 0.350000 0.00 10000000.00 86765.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384KUD1 2054-03-20 0.100000 0.00 25000000.00 41266.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384KUF6 2054-03-20 0.150000 0.00 25000000.00 61927.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384KUL3 2054-03-20 1.911160 0.00 10000000.00 326313.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384KVA6 2054-03-20 0.100000 0.00 149425000.00 163486.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384KVB4 2054-03-20 0.100000 0.00 150000000.00 162089.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384KVW8 2054-03-20 0.100000 0.00 50000000.00 67507.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384KWC1 2054-03-20 0.100000 0.00 50000000.00 66809.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384KWQ0 2054-03-20 3.541160 0.00 50000000.00 1298397.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384LNW5 2075-06-20 1.177430 0.00 1144219.00 100819.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384LSE0 2067-12-20 2.572330 0.00 64674849.00 1388799.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384LSK6 2075-07-20 1.173610 0.00 13230000.00 900922.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384LVJ5 2075-08-20 1.247140 0.00 39760000.00 3031739.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384MDH7 2054-04-20 6.000000 0.00 833333.00 56752.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384MKC0 2054-04-20 0.050000 0.00 40000000.00 41116.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384MKM8 2054-04-20 0.100000 0.00 50000000.00 88719.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384MKW6 2054-04-20 2.261160 0.00 25000000.00 897006.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384MLN5 2064-04-20 3.461160 0.00 45000000.00 918424.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384MLP0 2064-04-20 6.500000 0.00 14548768.00 725136.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384MLU9 2054-04-20 0.100000 0.00 25000000.00 53284.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384MMG9 2054-04-20 0.200000 0.00 50000000.00 226162.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384MMJ3 2054-04-20 0.150000 0.00 50000000.00 174424.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384MNG8 2054-04-20 0.100000 0.00 57564189.00 67527.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384MPW1 2054-04-20 2.261160 0.00 30000000.00 1097460.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384MQA8 2054-04-20 1.561160 0.00 50000000.00 1463246.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384MRE9 2054-04-20 3.511160 0.00 21605608.00 1418869.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384MRH2 2053-04-20 6.000000 0.00 1250000.00 154390.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384MXK8 2052-04-20 5.000000 0.00 325000.00 28785.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384MXS1 2050-11-20 5.000000 0.00 1881711.00 117997.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384NB87 2054-05-20 1.961160 0.00 50000000.00 1081626.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384PBA7 2054-05-20 2.361160 0.00 50000000.00 1478961.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384PBE9 2054-05-20 3.611160 0.00 50000000.00 1211890.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384PBG4 2054-05-20 2.211160 0.00 10000000.00 150842.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384PBL3 2064-05-20 0.130000 0.00 7218915.00 4073.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384PCP3 2054-05-20 0.100000 0.00 50000000.00 86616.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384PCQ1 2054-05-20 0.100000 0.00 30000000.00 57556.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384PDB3 2064-05-20 2.841160 0.00 20000000.00 307649.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384PEE6 2049-06-20 0.050000 0.00 5460253.00 7790.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384PEG1 2048-10-20 0.050000 0.00 14949417.00 20996.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384PEM8 2054-05-20 0.100000 0.00 65000000.00 71317.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384PEZ9 2064-05-20 0.100000 0.00 10000000.00 6399.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384PFY1 2053-07-20 7.000000 0.00 1107143.00 72226.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384PHA1 2049-10-20 6.500000 0.00 1892021.00 65242.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384PLC2 2064-05-20 3.011160 0.00 82236891.00 1391637.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384PPV6 2054-03-20 0.200000 0.00 31309956.00 127507.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384PRE2 2054-06-20 0.050000 0.00 50000000.00 50742.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384PRY8 2054-06-20 0.100000 0.00 200000000.00 235930.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384PSY7 2064-06-20 0.030000 0.00 10000000.00 2145.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384PTF7 2064-06-20 3.591160 0.00 50000000.00 823251.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384PTG5 2064-06-20 0.060000 0.00 25000000.00 10735.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384PTP5 2054-06-20 0.100000 0.00 150000000.00 168445.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384PUA6 2064-06-20 0.020000 0.00 50000000.00 6267.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384PZL7 2049-10-20 6.500000 0.00 3846154.00 122648.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384QC71 2064-07-20 2.411160 0.00 50000000.00 567550.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384QVZ8 2054-07-20 3.011160 0.00 21555943.00 1092811.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384QWY0 2054-07-20 5.500000 0.00 909090.00 141465.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384QXC7 2054-07-20 3.061160 0.00 50000000.00 718307.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384QXY9 2054-07-20 1.661160 0.00 67000000.00 1128243.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384TWL2 2068-11-16 0.263500 0.00 50000000.00 979142.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384UVS5 2054-08-20 0.100000 0.00 120500000.00 224866.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384UXR5 2064-08-20 0.050000 0.00 20000000.00 11110.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384UXX2 2064-08-20 0.080000 0.00 65000000.00 37861.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384UZ77 2054-03-20 6.000000 0.00 689583.00 13143.93 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BWFU5 2052-06-25 6.500000 0.00 204353.00 22524.24 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BXHH0 2055-09-25 2.306810 0.00 54677680.00 1134114.47 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BQRH4 2053-11-25 3.256810 0.00 50000000.00 1826203.92 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BQSE0 2053-11-25 3.256810 0.00 1841091.00 40244.80 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BXC93 2055-10-25 1.026810 0.00 96000000.00 1648136.75 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BWTC0 2053-04-25 6.500000 0.00 1867308.00 353766.10 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BWSJ6 2055-07-25 0.080000 0.00 5000000.00 9324.39 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFHB4 2054-09-25 0.050000 0.00 25000000.00 8967.99 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FWJ92 2030-06-25 1.219706 0.00 88898767.00 3090202.67 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FWMZ0 2050-10-25 N/A 0.00 350000.00 2003.79 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GCCH4 2055-07-25 0.863953 0.00 245000000.00 3252894.31 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H0BU1 2051-05-25 1.500000 0.00 1433333.00 31837.72 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H0DK1 2050-01-25 2.000000 0.00 8669750.00 228047.38 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H0EP9 2050-03-25 1.500000 0.00 3386667.00 90708.39 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H0H76 2031-01-25 2.057242 0.00 70000000.00 3899434.26 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H1FN1 2051-07-25 N/A 0.00 4000000.00 328.41 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFAR6 2054-08-25 6.000000 0.00 12355603.00 2425615.04 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFGY5 2054-09-25 0.200000 0.00 35000000.00 62296.33 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFH24 2054-09-25 1.556810 0.00 68734103.00 1447563.65 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HCE40 2054-04-25 2.856810 0.00 75000000.00 1037272.48 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HBWG5 2054-03-25 6.500000 0.00 184615.00 15593.94 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HBWF7 2054-03-25 2.706810 0.00 30254955.00 666264.68 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HBWD2 2054-03-25 1.506810 0.00 25000000.00 331370.23 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HBWC4 2054-03-25 2.056810 0.00 59474698.00 1301608.95 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HBW91 2054-03-25 6.500000 0.00 28277076.00 3677584.53 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HBW75 2054-03-25 6.500000 0.00 7301500.00 749755.63 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HBP99 2033-12-25 0.569393 0.00 122750000.00 3238849.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376GTH3 2050-05-16 0.300000 0.00 49244404.00 1321.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376GTT7 2052-06-16 0.010200 0.00 24000000.00 47.15 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BQET2 2054-07-25 3.886405 0.00 4152591.00 2288249.66 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BQJN0 2053-10-25 1.956810 0.00 50043784.00 833464.19 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFUE3 2054-10-25 0.956810 0.00 26136191.00 204811.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376GRU6 2050-03-16 N/A 0.00 290558680.00 0.28 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDWV8 2054-08-25 0.050000 0.00 20500308.00 5600.94 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDWY2 2054-08-25 0.050000 0.00 22000308.00 5997.85 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HF5U5 2054-08-25 3.456810 0.00 53931766.00 2707017.33 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFVE2 2035-03-25 6.000000 0.00 5014375.00 546892.30 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFUL7 2054-10-25 1.876810 0.00 28433000.00 266498.39 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BQM48 2050-03-25 1.463895 0.00 39412051.00 984020.22 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BQND7 2053-11-25 2.356810 0.00 100000000.00 1474331.82 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFHE8 2049-03-15 4.500034 0.00 549928.00 72355.45 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFLC7 2048-10-25 6.000000 0.00 8307078.00 90254.75 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFSR7 2054-09-25 6.000000 0.00 1888374.00 363790.29 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFLD5 2054-09-25 6.000000 0.00 5525000.00 594612.59 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31396ATM6 2029-05-15 N/A 0.00 1000000.00 2382.60 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HBJK1 2054-02-25 2.716810 0.00 34548839.00 718983.59 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFUD5 2054-10-25 2.306810 0.00 92208232.00 2342472.09 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJ3W5 2055-01-25 1.506810 0.00 40000000.00 638639.70 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJ3Y1 2055-01-25 0.050000 0.00 25000000.00 47594.64 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJ3X3 2055-01-25 0.100000 0.00 10000000.00 11832.59 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFSG1 2054-10-25 6.000000 0.00 3208976.00 553164.80 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HBKK9 2054-02-25 6.000000 0.00 1997638.00 159854.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376G5V8 2046-09-16 N/A 0.00 194494000.00 143.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376GDW7 2052-03-16 N/A 0.00 200000000.00 40323.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376GFJ4 2051-11-16 N/A 0.00 252124239.00 46.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376GHA1 2051-11-16 N/A 0.00 41268846.00 5.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376GL32 2053-04-16 0.530130 0.00 41255000.00 5726.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376GQL7 2052-06-16 0.398540 0.00 303515873.00 17857.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376GRM4 2052-03-16 N/A 0.00 200000000.00 4.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38373MMW7 2044-07-16 N/A 0.00 91000000.00 960.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38373MVE7 2045-11-16 0.144470 0.00 3913000.00 2.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38373MVL1 2046-05-16 2.789120 0.00 9000000.00 80.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38373MYV6 2047-03-16 1.597800 0.00 6000000.00 168.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38373SB97 2043-03-16 N/A 0.00 177706745.00 0.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38374B6S7 2043-08-16 N/A 0.00 73356939.00 6.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375BAW2 2060-04-20 0.629680 0.00 34242459.00 11263.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375BCB6 2060-05-20 1.469800 0.00 17039817.00 5252.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375BH47 2062-12-20 0.732260 0.00 12068141.00 55.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375BMK5 2061-06-20 1.577420 0.00 58505000.00 42836.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RQY5 2065-07-20 2.437760 0.00 947000.00 927.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RQ41 2066-12-20 2.508820 0.00 62614494.00 347354.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RNT9 2065-12-20 1.719230 0.00 3636000.00 1186.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RLY0 2065-09-20 2.090430 0.00 19007000.00 5186.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RS31 2067-01-20 2.571700 0.00 1497000.00 21401.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RRK4 2066-02-20 0.188550 0.00 58002227.00 262.60 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HAHA7 2053-09-25 2.096810 0.00 51704846.00 1787765.81 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HCGA4 2054-04-25 0.050000 0.00 87654791.00 45842.22 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BXWV2 2055-10-25 0.050000 0.00 10000000.00 12829.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RKB1 2065-10-20 1.834600 0.00 22838000.00 80499.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RJY3 2065-10-20 1.705750 0.00 9850000.00 39117.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RJH0 2065-10-20 2.342000 0.00 1157000.00 4228.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RJ80 2066-09-20 2.000350 0.00 208000.00 2259.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383XM68 2053-04-20 1.811160 0.00 15000000.00 270666.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383XQ23 2051-04-20 3.500000 0.00 568005.00 57699.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383XR97 2053-04-20 6.500000 0.00 307692.00 24806.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383Y4R0 2052-10-20 2.561160 0.00 29166665.00 1262091.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383YQV7 2052-09-20 5.500000 0.00 9234390.00 435081.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383YR87 2052-10-20 0.511160 0.00 100000000.00 1437654.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383YYT3 2052-09-20 0.111160 0.00 15000000.00 158243.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383YZB1 2052-09-20 2.361160 0.00 5190000.00 280355.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384A3B7 2050-09-20 3.011160 0.00 215000.00 20248.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384AQU0 2053-05-20 6.500000 0.00 1538461.00 133501.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384AQV8 2053-05-20 6.500000 0.00 115384.00 10248.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384ASG9 2049-01-20 4.000000 0.00 63366.00 7393.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384AW41 2073-06-20 1.120290 0.00 18500000.00 1130462.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384B4M0 2049-09-20 4.999910 0.00 363189.00 41618.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384BQV6 2053-06-20 6.000000 0.00 149997.00 14985.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384BQW4 2053-06-20 6.000000 0.00 22938.00 1518.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384BRM5 2063-06-20 2.211160 0.00 50000000.00 760371.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384BRY9 2053-06-20 5.000000 0.00 1000.00 786.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384BSG7 2053-06-20 1.561160 0.00 25000000.00 237873.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384BSM4 2053-06-20 6.500000 0.00 4923076.00 480107.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384BST9 2053-06-20 6.500000 0.00 30769.00 2298.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384BSY8 2053-06-20 1.561160 0.00 20000000.00 319291.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384BTF8 2063-06-20 2.211160 0.00 20000000.00 342141.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384CE88 2053-08-20 2.181160 0.00 30000000.00 559826.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384CPR4 2053-08-20 2.261160 0.00 46526598.00 1475229.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384CTS8 2063-08-20 1.961160 0.00 33695566.00 367477.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384CUC1 2053-08-20 6.500000 0.00 615384.00 58962.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384CUL1 2053-08-20 6.500000 0.00 153846.00 19801.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384CUP2 2053-08-20 6.500000 0.00 782691.00 68020.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384CVX4 2049-06-20 4.500000 0.00 412595.00 66289.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384CVY2 2049-09-20 4.500000 0.00 509186.00 79185.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384CWD7 2053-08-20 2.161160 0.00 113819457.00 1222002.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384CZK8 2053-08-20 1.061160 0.00 50000000.00 312431.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384D2K2 2053-11-20 1.511160 0.00 100000000.00 679641.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384DUV7 2053-10-20 1.961160 0.00 10000000.00 122068.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384DWF0 2053-10-20 7.500000 0.00 333333.00 4933.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384DXN2 2051-04-20 6.500000 0.00 1998594.00 77078.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384E8B4 2053-09-20 6.500000 0.00 13326684.00 797996.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384EU86 2063-09-20 1.911160 0.00 30000000.00 207305.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384EX59 2053-09-20 6.500000 0.00 1269230.00 118038.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384EX67 2053-09-20 6.500420 0.00 192307.00 15422.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384EX75 2053-09-20 2.061160 0.00 14918139.00 197811.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384G3V0 2054-01-20 2.761160 0.00 18126000.00 349597.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384GCQ1 2053-11-20 2.561160 0.00 20000000.00 407708.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384GDA5 2053-11-20 3.241160 0.00 25000000.00 583184.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384GDH0 2053-11-20 2.611160 0.00 30000000.00 1345077.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384GFP0 2049-12-20 6.500000 0.00 3822995.00 4765.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384GFV7 2053-11-20 6.500000 0.00 1346154.00 77735.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384GGJ3 2051-05-20 6.500000 0.00 1615385.00 19162.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384GJH4 2052-02-20 7.000000 0.00 5853856.00 77202.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378BRQ4 2052-04-16 N/A 0.00 51507067.00 25.96 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJ4A2 2055-01-25 0.150000 0.00 15000000.00 47442.15 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJ3Z8 2055-01-25 0.050000 0.00 10000000.00 10226.82 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJHA8 2055-02-25 1.356810 0.00 25000000.00 321660.19 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJHC4 2055-02-25 0.100000 0.00 73288348.00 108507.89 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJG76 2055-02-25 2.106810 0.00 123288348.00 3188206.60 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJ4J3 2035-11-25 6.000000 0.00 872750.00 139498.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381NAJ7 2055-06-20 0.050000 0.00 100000000.00 61373.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381NBE7 2055-06-20 0.050000 0.00 250000000.00 254689.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381NBM9 2055-06-20 0.100000 0.00 80000000.00 151364.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381NBY3 2055-06-20 0.050000 0.00 320000000.00 319657.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381NBZ0 2055-06-20 0.100000 0.00 30000000.00 59628.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381NCC0 2055-06-20 0.050000 0.00 100000000.00 100050.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381NCD8 2055-06-20 0.050000 0.00 335000000.00 331475.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381NCF3 2055-06-20 1.461160 0.00 170000000.00 655690.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381NCK2 2055-06-20 5.500000 0.00 422832.00 77351.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381NCT3 2055-06-20 0.661160 0.00 25000000.00 395909.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381NCY2 2055-06-20 5.500000 0.00 1268498.00 257010.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381NDK1 2055-06-20 0.050000 0.00 160000000.00 140798.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381NDP0 2049-08-20 0.050000 0.00 23507789.00 40001.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381NDQ8 2048-05-20 0.200000 0.00 13410737.00 87983.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381NDS4 2049-08-20 0.050000 0.00 10838778.00 18918.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381NDT2 2048-10-20 0.100000 0.00 6490513.00 27288.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381NDU9 2048-09-20 0.150000 0.00 2469413.00 13299.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381NKF4 2036-02-20 6.500000 0.00 615301.00 94400.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381PEJ8 2055-07-20 0.861160 0.00 10000000.00 102986.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381PES8 2055-07-20 6.000000 0.00 833333.00 28978.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381PFP3 2055-07-20 0.050000 0.00 20000000.00 20955.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381PFQ1 2055-07-20 0.050000 0.00 58494493.00 65375.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381PGB3 2055-07-20 N/A 0.00 933333.00 190784.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381PGC1 2055-07-20 3.461160 0.00 15000000.00 1012531.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381PYT4 2065-07-20 1.561160 0.00 34138395.00 622201.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381Q2S9 2053-06-20 6.500000 0.00 3450577.00 438470.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381QC58 2065-08-20 0.050000 0.00 205215842.00 164511.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381QE31 2050-08-20 5.500000 0.00 1681818.00 142299.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381QF22 2052-01-20 5.500000 0.00 432640.00 42927.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381QFL0 2052-04-20 6.000000 0.00 9375000.00 149897.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381QG88 2065-03-20 6.500000 0.00 8414430.00 713885.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381QKL4 2055-06-20 6.000000 0.00 15373729.00 537864.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381QMQ1 2049-04-20 5.500000 0.00 2869870.00 253518.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381QN31 2055-08-20 6.500000 0.00 1455884.00 280088.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381QQ95 2055-08-20 7.000000 0.00 737795.00 9621.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381QS85 2055-08-20 6.000000 0.00 1083333.00 149021.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381QU58 2055-01-20 6.000000 0.00 3775039.00 503857.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381QWQ0 2055-08-20 5.500000 0.00 1272727.00 847539.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381QWT4 2065-08-20 0.050000 0.00 175000000.00 192984.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381QWU1 2065-08-20 0.050000 0.00 25000000.00 27588.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381QXG1 2055-08-20 0.050000 0.00 80000000.00 84962.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381QXQ9 2052-04-20 6.000000 0.00 4687500.00 423812.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381QXV8 2055-08-20 0.050000 0.00 20000000.00 22148.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381QXZ9 2055-08-20 0.110000 0.00 21147941.00 45841.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381QYB1 2055-08-20 0.060000 0.00 100000000.00 197474.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381QYF2 2065-08-20 0.050000 0.00 75000000.00 98495.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381RGP8 2049-02-20 2.283070 0.00 48182959.00 1272660.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381UA93 2055-09-20 3.561160 0.00 4259390.00 303693.30 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HAA71 2055-01-25 2.397037 0.00 974273.00 460421.52 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJHE0 2055-02-25 0.400000 0.00 100000000.00 484038.32 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJHG5 2055-02-25 0.050000 0.00 1000000.00 476.80 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJP43 2055-02-25 5.500000 0.00 1025000.00 1085602.50 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJYQ4 2049-09-25 6.000000 0.00 4692010.00 76192.96 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJYY7 2055-02-25 1.306810 0.00 50000000.00 773448.23 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H94U0 2052-10-25 5.500000 0.00 10000000.00 3725434.12 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H8VL2 2052-09-25 5.500000 0.00 29310470.00 7194417.24 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKAP9 2055-03-25 1.556810 0.00 55000000.00 1134344.66 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BU6G0 2036-02-25 6.000000 0.00 5003750.00 651081.33 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H8SB8 2052-08-25 4.000000 0.00 2180131.00 1455611.96 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H6KD6 2052-02-25 N/A 0.00 240000.00 1144.32 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H74E0 2032-04-25 0.497332 0.00 180000000.00 3762439.74 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H7ZE6 2049-06-25 3.686626 0.00 1250000.00 214672.74 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 National Mortgage Association B1V7KEBTPIMZ 3136G5QG8 2056-04-25 1.356810 0.00 102529462.00 2279235.97 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G5FF2 2055-07-25 1.356810 0.00 39000000.00 799344.57 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BYCA8 2055-12-25 1.256810 0.00 104372465.00 2007122.22 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BXXT6 2055-10-25 1.056810 0.00 63000000.00 1084530.20 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKHS6 2055-03-25 0.756810 0.00 38000000.00 354264.95 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6LW6 2056-06-25 1.356810 0.00 65773288.00 1444631.75 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G5TK6 2056-05-25 3.156810 0.00 20000000.00 1731447.54 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H1VQ6 2049-04-25 1.500000 0.00 6312704.00 102131.90 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BRWU7 2054-05-25 0.100000 0.00 47618946.00 44030.63 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H1TW6 2049-04-25 1.500000 0.00 7208741.00 116675.95 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H1NH5 2051-08-25 N/A 0.00 35000000.00 39027.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375BSB9 2062-05-20 1.114510 0.00 128064500.00 65631.07 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136AWD53 2057-06-25 3.500000 0.00 1213594.00 1421619.24 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136B32V1 2049-03-25 2.192330 0.00 67238023.00 299940.71 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136B3YT1 2036-01-25 0.747054 0.00 20000000.00 173882.48 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136B4TD0 2029-05-25 0.441752 0.00 238530000.00 1215178.01 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136B5PC3 2034-06-25 0.933986 0.00 100000000.00 1156893.44 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136B6XE8 2034-06-25 1.247960 0.00 4059992.00 194114.62 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136B75H0 2030-01-25 0.388740 0.00 345000.00 1534.38 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136B7F97 2028-11-25 0.333370 0.00 25000000.00 39159.53 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136B7FE6 2029-11-25 0.201960 0.00 163467055.00 476051.69 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136B7FY2 2029-03-25 1.363630 0.00 10000000.00 161546.00 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136B7FZ9 2031-03-25 1.275720 0.00 100500000.00 3072638.38 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136B7Y54 2050-01-25 1.822098 0.00 23972632.00 143849.79 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136B86Y0 2028-12-25 1.890070 0.00 29300000.00 731475.01 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136B9EN3 2027-12-25 0.891440 0.00 86641645.00 142923.46 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136B9J99 2037-01-25 1.702020 0.00 13400000.00 641762.19 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136B9NC7 2028-01-25 1.522670 0.00 19000000.00 86068.57 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136B9TN7 2050-05-25 1.638991 0.00 129352688.00 887548.26 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BA3H5 2043-06-25 0.193864 0.00 10000000.00 708358.00 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BA3J1 2043-06-25 0.523257 0.00 10617723.00 92417.86 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BARQ9 2027-08-25 1.461330 0.00 105056777.00 47543.67 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BASJ4 2032-12-25 1.313010 0.00 95500000.00 2905640.64 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BB5H1 2050-10-25 2.000000 0.00 9900000.00 904173.59 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BBBW1 2034-09-25 1.399790 0.00 5600000.00 213612.83 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BBQW5 2050-08-25 1.925592 0.00 19404255.00 235093.67 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BBTG7 2031-08-25 1.501100 0.00 10000000.00 334535.10 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BBTJ1 2030-07-25 0.519820 0.00 28871368.00 185404.58 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BCGK0 2030-10-25 0.668814 0.00 55100000.00 44888.10 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BCU57 2050-12-25 3.000000 0.00 1900000.00 159928.82 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BCUR9 2050-11-25 0.456810 0.00 44000000.00 712469.01 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BDXR4 2033-11-25 1.958101 0.00 4075000.00 123383.18 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BDXU7 2033-08-25 0.961211 0.00 12500000.00 249233.38 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BFJR5 2051-01-25 3.000000 0.00 574833.00 48876.54 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BFU50 2051-04-25 4.000000 0.00 6950958.00 342257.44 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BGFS5 2031-07-25 0.113480 0.00 130547117.00 330991.81 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BGHR5 2051-08-25 0.006810 0.00 48224639.00 353735.82 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BHG37 2031-11-25 N/A 0.00 239678944.00 50271.50 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BHKD0 2051-04-25 1.500000 0.00 9875259.00 277368.44 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BHMM8 2051-05-25 4.000000 0.00 1600000.00 704528.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BHWA3 2049-12-25 5.347437 0.00 156262.00 11147.86 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137B1C83 2028-04-15 2.500000 0.00 3899999.00 706.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375BX72 2063-04-20 2.507910 0.00 120000000.00 15695.99 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137AXN33 2028-01-15 2.500000 0.00 19400000.00 3775.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UUY4 2065-03-20 1.997970 0.00 80000000.00 191635.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UVN7 2065-03-20 2.000550 0.00 46268225.00 194611.20 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BQSQ3 2053-11-25 3.256810 0.00 2504910.00 72855.02 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BR5X1 2054-06-25 2.256810 0.00 68397376.00 2071762.21 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BRBA4 2054-03-25 4.456810 0.00 26901946.00 1076845.81 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BRDE4 2054-03-25 6.500000 0.00 2307692.00 202237.59 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BTW90 2054-12-25 6.000000 0.00 1325000.00 186077.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380P8N7 2060-09-16 1.271190 0.00 15500000.00 1154924.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380PAD6 2061-11-16 1.239140 0.00 10555000.00 320870.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380PBP8 2062-03-16 0.939570 0.00 1478000.00 54335.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380PHG2 2062-01-16 1.055750 0.00 661000.00 21384.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380PLB8 2062-02-16 0.877100 0.00 1304000.00 37716.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380PLS1 2062-04-16 0.764340 0.00 1288696.00 48175.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380PTL8 2062-04-16 1.163460 0.00 7400000.00 454324.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380PWC4 2060-05-16 0.902860 0.00 2500000.00 98624.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380PXL3 2062-05-16 0.787990 0.00 17393308.00 744279.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380PY57 2062-08-16 0.607120 0.00 19129000.00 576812.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380Q7X4 2071-07-20 0.580670 0.00 7020246.00 206892.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380QAV4 2070-05-20 1.980240 0.00 23262877.00 267488.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380QBW1 2070-05-20 0.670330 0.00 30602794.00 26539.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380QCY6 2069-05-20 2.239920 0.00 28607880.00 1241925.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380QE57 2071-03-20 0.740420 0.00 4669000.00 111657.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380QEJ7 2069-08-20 2.280140 0.00 14635149.00 629079.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380QEW8 2070-07-20 1.767600 0.00 16000000.00 503299.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380QEY4 2070-07-20 1.907440 0.00 11700000.00 97044.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380QF80 2071-01-20 1.129480 0.00 17157604.00 767067.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380QGT3 2070-07-20 1.879730 0.00 23205000.00 618280.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380QQA3 2070-10-20 1.419020 0.00 8700000.00 49672.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380QQR6 2070-09-20 0.838520 0.00 15293749.00 320335.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380QS45 2071-04-20 0.671830 0.00 59147673.00 1419511.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380QWH1 2071-01-20 0.581920 0.00 12977576.00 401639.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380QWL2 2070-05-20 2.152750 0.00 5049054.00 25763.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380R4W7 2062-10-16 0.877650 0.00 3200000.00 164464.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380RA75 2061-03-16 0.992400 0.00 855000.00 49910.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380RBL3 2062-12-16 0.971150 0.00 21420000.00 1033454.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380RDK3 2062-06-16 0.934400 0.00 3330000.00 173779.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380RE71 2063-02-16 0.822730 0.00 10295000.00 515815.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380RFZ8 2060-10-16 1.422100 0.00 540000.00 43796.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380RJ84 2063-04-16 0.720250 0.00 17393000.00 695065.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380RK41 2063-09-16 1.603200 0.00 4500000.00 375841.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380RLQ1 2063-06-16 0.700000 0.00 8300000.00 164681.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380RNM8 2063-06-16 0.886540 0.00 9148000.00 450132.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380RP61 2063-02-16 0.013500 0.00 20819882.00 120.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380RSG6 2061-01-16 1.111180 0.00 1700000.00 90446.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380RWA4 2062-12-16 1.035260 0.00 5212000.00 286660.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380RYD6 2062-08-16 1.142730 0.00 1223000.00 67732.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381UBG6 2054-01-20 6.000000 0.00 1666666.00 240280.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381UCJ9 2065-08-20 2.311160 0.00 47438278.00 980406.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381UW32 2055-09-20 1.061160 0.00 42314319.00 1022627.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381VKT6 2049-05-20 0.083070 0.00 45000000.00 71985.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381VKZ2 2049-05-20 2.333070 0.00 1698000.00 33128.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381VTF7 2049-05-20 N/A 0.00 30000000.00 7223.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381WAJ7 2049-06-20 2.333070 0.00 18715770.00 361822.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381WQ84 2049-07-20 4.500000 0.00 5371079.00 257428.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381YD84 2043-10-16 4.000000 0.00 4155500.00 135750.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382AAJ4 2049-10-20 2.233070 0.00 1704000.00 75189.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382AKA2 2048-02-20 1.129680 0.00 2521085.00 6026.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382AU94 2049-11-20 5.500000 0.00 26119212.00 966734.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382BCB7 2049-12-20 4.500000 0.00 28907790.00 1239019.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382C2M2 2050-03-20 3.000000 0.00 8333333.00 131965.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382C4E8 2050-04-20 0.183070 0.00 75000000.00 183799.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382DMQ9 2045-08-20 1.933070 0.00 15486249.00 268025.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382EDT1 2050-04-20 3.500000 0.00 200000.00 20352.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382FFA7 2050-05-20 4.500000 0.00 4569062.00 181415.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382FJH8 2050-05-20 N/A 0.00 65373689.00 121422.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382HA34 2050-08-20 0.433070 0.00 5500000.00 80418.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382HPN4 2044-01-20 1.224190 0.00 58785697.00 821947.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382K2M4 2050-01-20 4.500000 0.00 21421581.00 1072709.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382KCC5 2050-10-20 N/A 0.00 1599000.00 12862.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382KV75 2050-11-20 N/A 0.00 22752607.00 71945.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382KVG5 2050-10-20 N/A 0.00 5197000.00 26871.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382KVK6 2050-10-20 N/A 0.00 7900000.00 61621.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382LS51 2050-12-20 2.000000 0.00 220000.00 14905.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382LVA6 2037-01-20 6.000000 0.00 9536654.00 414048.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382MGE3 2050-12-20 2.533070 0.00 100000.00 6543.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382MRL5 2050-06-20 2.500000 0.00 5373900.00 369598.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382NAB3 2051-01-20 N/A 0.00 835000.00 2393.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382PNF5 2051-03-20 2.000000 0.00 150000.00 11908.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382PU75 2051-03-20 2.000000 0.00 1750000.00 111774.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382QCY4 2051-03-20 3.000000 0.00 1500000.00 135839.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382QVV9 2051-05-20 1.500000 0.00 583333.00 25944.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382QWF3 2051-05-20 N/A 0.00 600000.00 1125.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382QXL9 2051-05-20 N/A 0.00 52650000.00 488995.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382QXM7 2051-05-20 N/A 0.00 3406000.00 27354.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382QXS4 2051-03-20 2.019640 0.00 15866343.00 454416.89 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HALE4 2053-09-25 2.056810 0.00 30769235.00 698620.61 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HAXL5 2053-11-25 7.000000 0.00 357141.00 22047.07 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HBE67 2054-01-25 7.500000 0.00 898802.00 30190.26 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F62P1 2030-09-25 1.033131 0.00 45392838.00 1430874.37 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F1QD3 2047-07-15 0.199020 0.00 87729140.00 321176.58 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLU75 2055-06-25 0.100000 0.00 178313000.00 237419.63 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BRFR3 2054-03-25 2.006810 0.00 50000000.00 1726826.53 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BRQE0 2051-03-25 N/A 0.00 1210000.00 665602.94 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BRTK3 2054-05-25 1.756810 0.00 54747000.00 1266913.36 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BRWJ2 2054-05-25 0.100000 0.00 60034424.00 82917.34 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BRWT0 2054-05-25 1.306810 0.00 47618946.00 546227.11 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BTX24 2053-03-25 6.000000 0.00 886250.00 49489.06 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BTY23 2052-02-25 6.000000 0.00 3149613.00 141554.09 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BTYC1 2054-10-25 7.604982 0.00 10000000.00 9133264.57 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BU2J8 2055-02-25 0.400000 0.00 3500000.00 17217.49 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137B1CL4 2028-04-15 3.000000 0.00 16703515.00 4075.67 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BU2Z2 2051-09-25 6.000000 0.00 11573710.00 347443.50 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BBCC2 2027-06-15 3.000000 0.00 13180042.00 337.13 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BLR59 2044-06-15 5.000000 0.00 3700300.00 1792.24 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BPHQ5 2052-06-15 3.500000 0.00 5000000.00 6078572.12 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BQUW5 2045-12-15 4.500000 0.00 43363802.00 357623.04 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BSCW3 2054-06-25 1.756810 0.00 104766702.00 1872937.89 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BS2Y0 2054-10-25 2.356810 0.00 100000000.00 3626143.83 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BS2E4 2054-07-25 0.100000 0.00 5500000.00 5287.24 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BS2A2 2054-07-25 2.256810 0.00 90200000.00 2173906.66 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDTV2 2054-07-25 0.100000 0.00 25000000.00 32331.61 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HHE23 2054-11-25 0.756810 0.00 74139548.00 571979.57 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HHA50 2054-11-25 1.056810 0.00 481710750.00 6835488.31 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFVP7 2054-10-25 2.386810 0.00 80095276.00 2823198.14 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HHE64 2054-11-25 0.050000 0.00 30000000.00 31145.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375BZC9 2062-10-20 1.686870 0.00 1100000.00 813.22 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFVF9 2054-10-25 6.500000 0.00 465568.00 50584.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375G2K6 2027-08-20 2.500000 0.00 25011927.00 573.25 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKNT7 2055-03-25 0.100000 0.00 34440000.00 46566.67 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKNU4 2055-03-25 0.100000 0.00 250000000.00 334202.12 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKNV2 2055-03-25 0.050000 0.00 140560000.00 100808.82 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKNX8 2055-03-25 0.100000 0.00 20958000.00 26940.46 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKNY6 2055-03-25 0.100000 0.00 13758000.00 18464.97 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKNZ3 2055-03-25 0.100000 0.00 28158000.00 34599.81 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKPT5 2055-04-25 0.200000 0.00 94600000.00 217529.64 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HHE31 2054-11-25 1.606810 0.00 70118899.00 647815.16 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137B1X49 2028-05-15 3.000000 0.00 14987288.00 2978.29 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HL6T4 2052-01-25 6.000000 0.00 9714500.00 541243.22 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKSD7 2055-04-25 2.256810 0.00 75000000.00 3269653.15 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKVQ4 2055-04-25 0.050000 0.00 51000000.00 58822.94 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKWA8 2055-04-25 0.150000 0.00 14500000.00 50828.01 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKWB6 2055-04-25 0.050000 0.00 40000000.00 31685.20 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HCGF3 2054-04-25 3.506810 0.00 43000000.00 1857357.51 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HCGB2 2054-04-25 0.050000 0.00 5000000.00 2614.92 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137B9FH3 2029-03-15 3.500000 0.00 12471428.00 12037.01 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137B7QQ5 2043-04-15 4.000000 0.00 100000.00 0.17 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137B7UW7 2043-10-15 5.500000 0.00 7974587.00 65546.04 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137B23M0 2028-05-15 3.500000 0.00 11077125.00 1250.51 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137B25R7 2028-05-15 2.500000 0.00 8000000.00 1995.25 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137B2KM1 2028-06-15 2.500000 0.00 6600000.00 1253.26 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137B4A30 2027-06-15 3.500000 0.00 2300000.00 24.68 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFHD0 2054-09-25 0.050000 0.00 39000000.00 40458.35 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BJ4T9 2051-11-25 2.000000 0.00 253750.00 14857.72 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDU32 2054-07-25 2.906810 0.00 10000000.00 341746.95 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H3J94 2051-09-25 2.000000 0.00 1069375.00 31894.09 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HBFT6 2054-01-25 2.756810 0.00 15000000.00 330220.36 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HBFU3 2054-01-25 2.006559 0.00 29850000.00 450834.17 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H3JL7 2050-10-25 2.000000 0.00 2067500.00 74002.60 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H4B25 2051-08-25 0.660923 0.00 400000.00 104020.62 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H4FP0 2045-10-25 0.129240 0.00 7240773.00 130121.97 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H4K41 2051-12-25 2.000000 0.00 4544250.00 273832.47 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H6GL3 2049-11-25 3.500000 0.00 135714.00 8187.62 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H54U8 2051-11-25 2.000000 0.00 3756000.00 155500.14 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H53N5 2051-12-25 4.000000 0.00 1000000.00 555467.04 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H4RP7 2051-12-25 0.056810 0.00 22038475.00 103518.67 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDNT3 2054-07-25 1.556810 0.00 50000000.00 1370281.75 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDTD2 2054-07-25 0.300000 0.00 1000000.00 3424.88 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDTU4 2054-07-25 0.080000 0.00 25000000.00 22664.77 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJ3N5 2035-11-25 5.500000 0.00 1109363.00 145737.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378GTS7 2027-12-20 3.500000 0.00 11074030.00 289.45 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLCC4 2055-05-25 1.256810 0.00 175000000.00 2368806.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378ETA1 2042-05-20 1.733070 0.00 5224358.00 30888.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378D3F0 2042-03-16 2.296320 0.00 23542857.00 164009.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378D2U8 2042-03-20 2.283070 0.00 22927823.00 190642.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378BYY9 2052-09-16 0.578040 0.00 32233402.00 21869.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378KTM1 2047-04-16 0.304770 0.00 8350000.00 10016.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376R5F9 2067-05-20 0.844490 0.00 41106136.00 15352.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UPZ7 2064-10-20 1.527610 0.00 1183000.00 2951.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UQL7 2064-09-20 1.495990 0.00 1500000.00 1670.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RTD8 2066-03-20 4.631860 0.00 5000000.00 373516.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RWN2 2066-07-20 2.516340 0.00 18947000.00 54531.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RV78 2067-02-20 2.380030 0.00 47207427.00 200597.52 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLDK5 2055-05-25 5.000000 0.00 3200000.00 3129651.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378KUV9 2047-03-16 0.501240 0.00 69800000.00 21794.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378KW96 2054-11-16 N/A 0.00 38345000.00 100.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378KWZ8 2054-10-16 0.050850 0.00 14480000.00 3419.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378KYB9 2054-06-16 0.087370 0.00 20110000.00 2655.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378KYU7 2047-11-16 0.117790 0.00 20130000.00 6397.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378KZQ5 2054-10-16 0.232930 0.00 2550000.00 8996.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378N5W9 2047-12-16 0.438500 0.00 974000.00 387.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378N6R9 2055-11-16 0.681750 0.00 31620000.00 84027.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378NAJ2 2053-10-16 N/A 0.00 248116522.00 263.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378NE74 2049-05-16 N/A 0.00 100000000.00 122.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378NEU3 2046-02-16 1.007840 0.00 1840000.00 1194.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378NF99 2055-09-16 0.585660 0.00 7250000.00 33867.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378NHY2 2055-01-16 0.010660 0.00 160000000.00 3093.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378NJF1 2055-06-16 N/A 0.00 174273490.00 208.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378NJT1 2053-09-16 0.579180 0.00 70404789.00 151812.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378NK51 2048-02-16 0.170520 0.00 32327393.00 3511.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378NTF0 2046-10-16 0.027270 0.00 186970000.00 1624.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378NXK4 2048-06-16 0.059600 0.00 150896202.00 11933.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378PMK1 2043-12-20 2.283070 0.00 24000000.00 103339.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378U6A0 2043-11-20 2.383070 0.00 13861142.00 12093.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378U8K6 2064-12-20 1.973860 0.00 3154000.00 10240.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378UGA9 2042-11-20 0.907740 0.00 32519064.00 52324.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378VHU2 2043-02-20 2.433070 0.00 43933666.00 50276.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378WSM6 2043-01-20 4.500000 0.00 4444444.00 8044.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378X2M2 2057-01-16 0.487890 0.00 244000.00 559.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378X6G1 2054-11-16 0.192690 0.00 15280000.00 13128.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378XAQ4 2054-05-16 0.104750 0.00 44160000.00 19123.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378XCY5 2054-06-16 0.138860 0.00 10110000.00 6.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378XD32 2055-11-16 0.236690 0.00 40670000.00 52807.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378XJ85 2056-04-16 0.484980 0.00 4500000.00 7484.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378XLU3 2054-11-16 0.879650 0.00 1315000.00 3476.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378XR94 2056-05-16 0.547470 0.00 5915000.00 23142.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378XRQ6 2055-02-16 N/A 0.00 89505099.00 95.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378XSQ5 2055-01-16 0.119170 0.00 67275564.00 31183.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378XUN9 2055-05-16 0.174320 0.00 2369000.00 1111.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378XW72 2054-08-16 0.355180 0.00 53026847.00 13427.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378XW80 2046-04-16 0.849990 0.00 271506813.00 45361.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378YD89 2044-01-16 2.446320 0.00 81620726.00 331941.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378YT25 2053-09-16 0.715970 0.00 212570560.00 91772.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379AQG8 2029-02-20 4.000000 0.00 26831725.00 268.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379B3Q9 2029-07-20 1.187160 0.00 73086544.00 733.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379BRW0 2043-09-20 2.333070 0.00 72207000.00 66962.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379BT65 2029-05-20 4.000000 0.00 11049609.00 11178.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379BTX6 2043-09-20 4.500000 0.00 25616000.00 55935.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379FE47 2041-07-16 3.500000 0.00 25579804.00 1058.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379FFB0 2045-04-16 4.000000 0.00 1000000.00 28308.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379FY52 2034-10-16 2.346320 0.00 11167583.00 2026.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379G7D3 2044-11-20 3.500000 0.00 17360904.00 63378.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379GUD7 2029-10-20 3.500000 0.00 738000.00 842.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379H3J2 2045-01-20 1.833070 0.00 59403599.00 314596.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379K3S5 2057-07-16 0.243640 0.00 2689000.00 4090.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379KAJ7 2056-07-16 0.746750 0.00 125239007.00 956057.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379KAT5 2057-01-16 0.291500 0.00 5831000.00 10991.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379KEL8 2056-09-16 0.160460 0.00 18723000.00 2328.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379KG44 2057-06-16 0.493640 0.00 23000000.00 94833.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379KHJ0 2050-02-16 0.716910 0.00 288270000.00 118007.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379KJU3 2056-10-16 0.353570 0.00 276832000.00 734873.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379KLF3 2055-02-16 0.013020 0.00 155389291.00 5146.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379KLQ9 2055-05-16 N/A 0.00 85000000.00 61.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379KUR7 2054-11-16 0.150930 0.00 65000000.00 30534.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379KV54 2057-09-16 0.366930 0.00 2873000.00 561.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379KYD4 2056-10-16 0.341360 0.00 657000.00 30.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379KZT8 2055-04-16 0.137490 0.00 15248565.00 15507.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379LAR7 2040-06-20 2.503960 0.00 17909885.00 75510.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379R2G7 2059-02-16 0.543980 0.00 125765018.00 1274697.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379R4C4 2058-10-16 0.701720 0.00 50699000.00 570178.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379R4P5 2059-02-16 0.485260 0.00 21567000.00 128864.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379R5L3 2059-01-16 0.478920 0.00 10000000.00 86903.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379R5W9 2057-04-16 0.493510 0.00 7837000.00 29262.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379RAJ2 2057-09-16 0.433750 0.00 3360000.00 12688.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379RG31 2058-08-16 0.591600 0.00 42490345.00 524393.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379RG98 2057-04-16 0.175110 0.00 39705000.00 41926.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379RJU8 2056-11-16 0.722320 0.00 33180300.00 222676.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379RN82 2059-05-16 0.478800 0.00 98900000.00 730346.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379RNC3 2058-08-16 0.735860 0.00 11295000.00 79070.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379RPH0 2058-07-16 0.487650 0.00 42818289.00 159143.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379RQ22 2056-12-16 0.655420 0.00 124450000.00 419583.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379RSQ7 2059-05-16 0.687180 0.00 35563000.00 251840.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379RSY0 2058-12-16 0.558330 0.00 10000000.00 120069.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379RUE1 2059-05-16 0.634340 0.00 27650000.00 217566.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379RV34 2059-02-16 0.527450 0.00 45071000.00 371209.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379RVF7 2057-01-16 0.510050 0.00 67000000.00 475677.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379RW58 2059-01-16 0.633010 0.00 61380000.00 241323.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379RWL3 2056-12-16 0.743220 0.00 62391760.00 667432.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379RX57 2059-08-16 0.562280 0.00 35000000.00 282046.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379RXA6 2057-04-16 0.650970 0.00 70000000.00 770363.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379U3D6 2058-08-16 0.830690 0.00 66000000.00 586928.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379U4A1 2058-12-16 0.539960 0.00 18000000.00 171423.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379U5F9 2058-10-16 0.589250 0.00 18080000.00 225439.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379U6A9 2058-12-16 0.467830 0.00 22343000.00 109982.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379UD37 2058-09-16 0.969420 0.00 2898000.00 37950.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379UDK9 2057-12-16 0.622360 0.00 160000000.00 879773.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379UHW9 2057-03-16 0.560860 0.00 194098741.00 689370.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379UN36 2056-09-16 0.806270 0.00 31250000.00 160038.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379UPJ9 2057-08-16 0.668930 0.00 153600000.00 539851.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379UQY5 2058-01-16 0.458840 0.00 2566000.00 5463.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379UR65 2057-12-16 0.649660 0.00 13700000.00 89118.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379UZ58 2058-09-16 0.757860 0.00 34581000.00 238382.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379UZL3 2057-12-16 0.730720 0.00 15000000.00 63172.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379VHX5 2046-02-20 2.383070 0.00 100000.00 1663.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379WWN8 2046-04-20 2.283070 0.00 200000.00 2943.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379XCM0 2046-05-20 4.000000 0.00 9625875.00 116917.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379XFQ8 2046-06-20 2.333070 0.00 3145000.00 62551.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378KU64 2051-10-16 1.324550 0.00 4700000.00 30777.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375U3K4 2068-01-20 2.360320 0.00 2659000.00 28453.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375U5K2 2068-01-20 2.636500 0.00 21066040.00 413801.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UM72 2067-10-20 2.198180 0.00 500000.00 2850.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UMW7 2064-07-20 1.566180 0.00 67120667.00 68592.98 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HHRT0 2054-12-25 0.150000 0.00 25000000.00 39635.26 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HHRJ2 2054-12-25 1.406810 0.00 50000000.00 252619.08 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HHQQ7 2054-12-25 0.050000 0.00 60000000.00 24881.24 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HHPY1 2054-12-25 6.000000 0.00 3333333.00 585817.97 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31396UFA3 2036-07-15 N/A 0.00 600000.00 4647.70 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 31396YSL7 2038-02-25 6.500000 0.00 7100000.00 78.71 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 31397L3N7 2038-07-25 2.242330 0.00 3918472.00 1353.50 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 31397NLW3 2049-03-25 5.500000 0.00 56842171.00 2468354.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380RZB9 2062-12-16 0.013500 0.00 197271706.00 1032.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380VQH7 2048-03-20 N/A 0.00 50000000.00 22909.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380WP86 2048-05-20 7.000000 0.00 6255189.00 83415.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380YK20 2048-09-20 2.433070 0.00 48400735.00 92830.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381A4A1 2048-12-20 0.033070 0.00 100000000.00 113567.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381BVR2 2049-01-20 0.003070 0.00 50000000.00 18949.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381BZX5 2049-01-16 3.250000 0.00 1309077.00 1371153.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381D2H2 2064-03-16 0.803460 0.00 355551.00 16070.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381D5B2 2061-10-16 0.013500 0.00 87415019.00 1070.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381D7S3 2061-06-16 0.881940 0.00 7164000.00 362814.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381DA83 2063-06-16 0.013500 0.00 98260632.00 591.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381DBP4 2063-08-16 0.867590 0.00 1371000.00 68320.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381DCG3 2061-04-16 0.250000 0.00 20000000.00 178626.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381DCM0 2063-09-16 0.797020 0.00 10000000.00 471225.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381DKY5 2063-03-16 0.904100 0.00 10570000.00 569398.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381DQ86 2063-10-16 1.069280 0.00 19000000.00 1431015.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381DQY9 2063-10-16 0.993730 0.00 10000000.00 529703.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381DUJ7 2062-10-16 0.989010 0.00 10700000.00 536379.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381DWC0 2061-06-16 1.428480 0.00 10500000.00 717060.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381DYC8 2063-10-16 0.700770 0.00 10000000.00 445380.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381DZE3 2063-04-16 0.907040 0.00 6270000.00 329884.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381DZY9 2063-10-16 0.966830 0.00 1382000.00 81592.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381E2N7 2064-01-16 0.710730 0.00 18858000.00 985182.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381EBB3 2063-07-16 0.981420 0.00 3600000.00 189194.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381ECE6 2063-08-16 0.997660 0.00 11000000.00 655792.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381EPC6 2064-02-16 0.013500 0.00 92000000.00 1047.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381ERF7 2063-10-16 0.800780 0.00 11717000.00 606995.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381EVR6 2064-06-16 0.801790 0.00 374000.00 18178.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381EX45 2062-02-16 0.569870 0.00 7000000.00 262974.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381H8D6 2064-06-16 0.611120 0.00 22000000.00 1061713.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381HL25 2064-07-16 0.704770 0.00 17300000.00 840461.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381HPE5 2064-06-16 0.822930 0.00 14918000.00 882125.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381HVY4 2065-10-16 1.021960 0.00 330000.00 20767.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381J2J5 2063-06-16 0.699490 0.00 5100000.00 247223.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381JA72 2066-02-16 1.332580 0.00 535000.00 45136.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381JN94 2065-10-16 0.844400 0.00 580000.00 31751.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381JUW5 2065-05-16 0.614020 0.00 10000000.00 424869.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381JZC4 2065-07-16 0.955990 0.00 770000.00 50127.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381JZQ3 2063-09-16 0.610150 0.00 6200000.00 252232.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381LS86 2066-03-16 0.557970 0.00 15000000.00 651153.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381LVU3 2065-10-16 0.762200 0.00 5347000.00 307634.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381NAH1 2055-06-20 0.050000 0.00 350000000.00 172647.25 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HCJZ6 2054-04-25 0.100000 0.00 52441115.00 30578.61 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLF56 2055-05-25 0.150000 0.00 30000000.00 97572.59 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLWZ1 2055-06-25 0.200000 0.00 195000000.00 631026.62 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDU40 2054-07-25 0.050000 0.00 2000000.00 2058.78 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDU65 2054-07-25 6.000000 0.00 2000000.00 188122.63 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDUD0 2054-07-25 0.050000 0.00 18000000.00 10462.83 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BU5S5 2055-03-25 2.206810 0.00 126360054.00 5542253.11 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BJ5A9 2051-11-25 2.000000 0.00 378125.00 22612.88 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HN5T1 2055-09-25 6.000000 0.00 3119614.00 802617.41 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HP3S0 2049-08-25 5.500000 0.00 38687908.00 4723661.42 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HNSZ2 2055-11-25 1.706810 0.00 65027690.00 2317048.37 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HM2R0 2051-12-25 6.000000 0.00 1881026.00 205106.24 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HM2U3 2055-07-25 1.356810 0.00 102718523.00 758486.26 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HME63 2055-08-25 1.456810 0.00 34000000.00 786083.59 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HMLP3 2055-06-25 8.250000 0.00 20000000.00 14255977.35 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HMP95 2055-08-25 6.000000 0.00 3333333.00 444907.58 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HMS27 2055-09-25 3.506810 0.00 21088668.00 1263081.75 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HN3P1 2055-09-25 8.250000 0.00 12000000.00 8915169.90 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HN4N5 2032-06-25 0.405245 0.00 125686000.00 1786587.58 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDWC0 2054-08-25 2.306810 0.00 58934737.00 2518553.55 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDWD8 2054-08-25 2.156810 0.00 10625546.00 267988.35 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDWF3 2054-05-25 6.500000 0.00 6640923.00 966387.31 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDWR7 2054-08-25 1.456810 0.00 47400308.00 261108.81 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDWU0 2054-08-25 0.100000 0.00 25000000.00 13543.29 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLGC0 2055-05-25 0.050000 0.00 25000000.00 27177.05 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLGD8 2055-05-25 0.150000 0.00 15000000.00 35413.53 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLGE6 2055-05-25 0.200000 0.00 40000000.00 173250.52 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FLMX9 2029-02-25 0.851879 0.00 14000000.00 223255.38 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FP2H7 2049-10-25 3.500000 0.00 8567142.00 261666.27 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FQKX0 2033-07-25 1.137533 0.00 5930000.00 300632.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLGG1 2055-05-25 0.050000 0.00 42000000.00 48073.75 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FTBP1 2030-03-25 1.807772 0.00 3925000.00 198037.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376WR56 2040-03-20 4.500000 0.00 9820000.00 63189.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376T5F5 2060-01-20 1.661170 0.00 35000000.00 36351.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RZM1 2066-09-20 2.559190 0.00 4585000.00 15877.56 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BWET9 2055-06-25 0.100000 0.00 15000000.00 33417.05 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BWDC7 2055-06-25 1.456810 0.00 93090980.00 2129005.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RZE9 2066-08-20 1.671760 0.00 96882694.00 148069.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378KSP5 2053-12-16 0.448170 0.00 6230000.00 1276.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378KPD5 2051-09-16 0.706090 0.00 83000000.00 226442.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RFK7 2065-08-20 2.505450 0.00 1036000.00 5308.33 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HHRU7 2054-12-25 0.050000 0.00 14000000.00 5624.83 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BVXN3 2055-04-25 0.070000 0.00 3500000.00 8137.25 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BVYL6 2054-06-25 2.206810 0.00 100000000.00 3052640.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378JL26 2043-03-20 4.500000 0.00 39450000.00 447591.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378KMT3 2045-11-16 0.195480 0.00 7787000.00 2513.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378KJP5 2048-10-16 0.064780 0.00 50000000.00 12975.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378KGE3 2053-05-16 0.449920 0.00 187842399.00 2055.90 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BTBF9 2054-09-25 6.000000 0.00 416666.00 85546.53 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BT2Q5 2054-12-25 0.050000 0.00 9650000.00 4534.64 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BT2S1 2054-12-25 0.050000 0.00 20000000.00 9398.22 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BSM69 2054-09-25 2.256810 0.00 96700182.00 4077166.11 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BSUH6 2051-02-25 6.500000 0.00 192308.00 2275.11 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BSTQ8 2054-08-25 3.386810 0.00 50000000.00 1657800.67 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BSTN5 2054-08-25 0.100000 0.00 26000000.00 30692.60 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BSDT9 2054-03-25 3.356810 0.00 84322400.00 1853589.79 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BSP33 2054-09-25 0.050000 0.00 32358563.00 16703.40 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BSN84 2049-08-25 4.500000 0.00 887397.00 89577.29 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BTBK8 2054-10-25 0.050000 0.00 55425000.00 55958.19 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H3J86 2051-04-25 1.500000 0.00 5582999.00 164060.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UWS5 2066-04-20 2.058300 0.00 9000000.00 44556.90 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H3G22 2050-10-25 2.000000 0.00 9368625.00 305453.69 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H3G48 2051-04-25 1.500000 0.00 1941667.00 57057.22 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BTU50 2054-12-25 1.156810 0.00 25000000.00 305353.22 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BTUF8 2054-11-25 1.386810 0.00 71726826.00 506681.01 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H2JH8 2051-07-25 2.000000 0.00 23225500.00 1363680.82 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H2NR1 2045-09-25 1.736157 0.00 6389030.00 562410.03 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3136BUCP3 2055-01-25 0.050000 0.00 98000000.00 70725.75 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BUSJ0 2055-03-25 2.246810 0.00 57142857.00 2323965.88 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BUSQ4 2055-01-25 0.100000 0.00 20000000.00 21385.77 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BUUB4 2055-02-25 0.200000 0.00 105000000.00 192713.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382QYR5 2051-03-20 2.500000 0.00 391758.00 88055.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382RC30 2051-04-20 2.000000 0.00 12984250.00 446773.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382RF52 2051-04-20 2.000000 0.00 15440000.00 502345.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382T4P6 2051-05-20 2.500000 0.00 800000.00 47633.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382TD43 2051-06-20 N/A 0.00 18337137.00 1566.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382UCS8 2050-02-20 3.000000 0.00 63937.00 16411.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382UP21 2050-06-20 0.821770 0.00 4283780.00 113195.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382UQ95 2049-09-20 1.673950 0.00 6994179.00 58484.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382UR86 2051-06-20 2.500000 0.00 376108.00 81442.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382URD5 2051-06-20 N/A 0.00 6235000.00 1654.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382UVZ1 2051-06-20 0.161160 0.00 47979314.00 468140.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382VBP3 2051-06-20 N/A 0.00 2250000.00 16565.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382VET2 2051-06-20 N/A 0.00 27000000.00 52432.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382VEU9 2051-06-20 N/A 0.00 39355586.00 20199.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382VKV0 2049-08-20 2.500000 0.00 215000.00 12898.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382WSC2 2050-09-20 3.500000 0.00 581646.00 45015.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382WTB3 2051-07-20 3.500000 0.00 683357.00 42154.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382WTM9 2051-07-20 3.500000 0.00 2119357.00 128074.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382WUC9 2051-07-20 3.500000 0.00 4995428.00 360938.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382XET8 2051-08-20 2.500000 0.00 9000131.00 675991.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382XGF6 2050-06-20 1.084960 0.00 4983354.00 163105.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382XGH2 2049-02-20 4.910040 0.00 51721.00 1359.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382XY58 2051-09-20 0.061160 0.00 340000.00 3537.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382YAC7 2071-07-20 0.498140 0.00 43949705.00 820444.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382YCJ0 2071-08-20 0.326530 0.00 15700000.00 315957.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382YGC1 2071-08-20 0.802260 0.00 15000000.00 596659.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382YKW2 2072-01-20 2.639200 0.00 8476000.00 144881.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382YM67 2072-12-20 1.189800 0.00 17350000.00 1293988.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382YMS9 2072-02-20 1.055380 0.00 5733000.00 214897.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382YQL0 2072-02-20 1.855440 0.00 10924364.00 91449.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382YSZ7 2072-05-20 0.921180 0.00 1540000.00 75453.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382YU84 2068-02-20 N/A 0.00 53010043.00 37412.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382YUM3 2072-06-20 1.910870 0.00 11564324.00 130240.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382YVK6 2072-04-20 0.875890 0.00 24270227.00 1158449.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382YYS6 2071-08-20 0.168100 0.00 86443221.00 117031.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383A5C4 2051-09-20 2.500000 0.00 1000000.00 50307.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383A5X8 2051-09-20 2.000000 0.00 5630000.00 309971.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UWV8 2066-04-20 1.990940 0.00 50000000.00 224064.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UY79 2067-11-20 2.358480 0.00 9100000.00 45293.78 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BU6U9 2055-03-25 1.456810 0.00 87000000.00 1593278.95 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BUBP4 2055-01-25 0.050000 0.00 15000000.00 10998.02 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BTQ71 2054-12-25 2.356810 0.00 31339944.00 489723.65 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BTTL7 2054-11-25 0.050000 0.00 47000000.00 44179.76 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BTU35 2054-12-25 0.150000 0.00 50000000.00 144899.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384UZM4 2054-08-20 6.000000 0.00 250000.00 33964.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384UZS1 2038-12-20 5.500000 0.00 2581364.00 1134.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384WCU7 2054-09-20 2.711160 0.00 10000000.00 214922.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384WDY8 2054-09-20 0.050000 0.00 61000000.00 60239.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384WJK2 2054-07-20 6.500000 0.00 649436.00 99088.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384WRZ0 2054-09-20 5.500000 0.00 794909.00 269494.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384WSQ9 2052-05-20 5.500000 0.00 3750545.00 337097.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384XD42 2054-11-20 0.050000 0.00 120000000.00 148428.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384XYJ6 2054-11-20 2.261160 0.00 60000000.00 1225163.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384XYU1 2054-11-20 0.100000 0.00 200000000.00 184772.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384XZD8 2054-11-20 1.561160 0.00 25000000.00 262788.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384YBD2 2054-10-20 0.050000 0.00 9447191.00 9552.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384YBK6 2054-10-20 6.000000 0.00 3750000.00 55208.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384YBP5 2064-10-20 0.150000 0.00 25000000.00 40763.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384YBQ3 2064-10-20 0.050000 0.00 124056268.00 65891.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384YBS9 2064-10-20 0.050000 0.00 124800000.00 65734.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384YBY6 2064-10-20 0.050000 0.00 25000000.00 11539.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384YCE9 2054-10-20 0.030000 0.00 150000000.00 65288.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384YDV0 2054-10-20 1.791160 0.00 10000000.00 323669.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384YPN5 2054-10-20 2.411160 0.00 43658507.00 1454604.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384YW56 2053-05-20 6.000000 0.00 10937784.00 916969.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385BAK6 2054-12-20 1.661160 0.00 25000000.00 578287.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385BBC3 2064-12-20 0.911160 0.00 45000000.00 285681.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385BBD1 2064-12-20 0.100000 0.00 20000000.00 22059.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385BBJ8 2064-12-20 0.050000 0.00 75000000.00 42483.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385BCD0 2064-12-20 0.150000 0.00 25000000.00 24754.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385BCH1 2064-12-20 0.140000 0.00 55000000.00 60750.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385BCJ7 2064-12-20 0.050000 0.00 50000000.00 24330.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385BLW8 2035-11-20 5.500000 0.00 1485455.00 231954.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385CDA3 2054-11-20 2.211160 0.00 39024835.00 1224754.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385CDT2 2055-01-20 0.050000 0.00 100000000.00 67777.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385CEE4 2055-01-20 0.050000 0.00 40000000.00 46834.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385CEU8 2055-01-20 1.561160 0.00 45000000.00 773373.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385CFA1 2055-01-20 1.561160 0.00 50000000.00 969892.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385CFJ2 2055-01-20 2.311160 0.00 22500000.00 1051782.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385CFM5 2054-11-20 2.211160 0.00 20552847.00 689942.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385CKA5 2054-09-20 6.500000 0.00 826923.00 52435.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385CMH8 2051-03-20 5.500000 0.00 1818182.00 201411.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385CQQ4 2053-09-20 6.500000 0.00 1780935.00 60032.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385CRS9 2055-01-20 6.500000 0.00 1353846.00 76578.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385CRZ3 2052-11-20 6.500000 0.00 1534615.00 24206.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385DAQ9 2054-02-20 0.911160 0.00 50000000.00 395405.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385DAR7 2055-02-20 0.130000 0.00 250000000.00 213154.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385DAS5 2055-02-20 0.100000 0.00 30000000.00 19664.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385DAT3 2055-02-20 0.020000 0.00 100000000.00 12347.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385DAU0 2055-02-20 0.040000 0.00 25000000.00 6211.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385DCQ7 2055-02-20 0.050000 0.00 50000000.00 22506.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385DDQ6 2055-02-20 6.000000 0.00 1250000.00 886177.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385DFQ4 2065-02-20 0.050000 0.00 200000000.00 121413.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385DJK3 2055-02-20 6.000000 0.00 2500000.00 374188.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385ENW0 2065-03-20 1.661160 0.00 110666666.00 1142354.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385EQY3 2036-02-20 6.000000 0.00 1383375.00 266883.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385ESY1 2053-06-20 6.500000 0.00 1611586.00 230306.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385ETF1 2035-12-20 5.500000 0.00 1180189.00 206027.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385EXB5 2055-02-20 6.000000 0.00 293750.00 18479.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385FAW1 2055-04-20 0.120000 0.00 21330000.00 45790.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385FAY7 2055-04-20 0.020000 0.00 20000000.00 7414.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385FBD2 2055-04-20 1.661160 0.00 30000000.00 897931.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385FBN0 2055-04-20 1.561160 0.00 50000000.00 1401392.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385FBP5 2055-04-20 1.761160 0.00 30000000.00 955215.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385FBQ3 2055-04-20 0.100000 0.00 30000000.00 82930.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385FBV2 2065-04-20 1.261160 0.00 50000000.00 856706.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385FBX8 2065-04-20 2.311160 0.00 100000000.00 1433348.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RY34 2067-02-20 1.432610 0.00 121565875.00 213364.31 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HCK43 2054-04-25 0.100000 0.00 1000000.00 1312.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RY42 2067-03-20 1.955010 0.00 22783581.00 97325.26 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HCK35 2054-04-25 0.200000 0.00 15000000.00 45072.63 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HCTR3 2054-05-25 2.106810 0.00 50000000.00 1198124.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378B2G3 2053-01-16 0.346210 0.00 50710000.00 71143.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38377RVE2 2040-12-20 2.253070 0.00 5970310.00 46340.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38377JPL1 2039-03-20 5.000050 0.00 3000000.00 54.02 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137B9PA7 2043-11-15 4.500000 0.00 19622220.00 5326.56 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HCQS4 2054-05-25 1.706810 0.00 25000000.00 371272.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378B2X6 2052-11-16 0.427490 0.00 60000000.00 56978.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378B2Q1 2054-01-16 0.693740 0.00 10010000.00 39044.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385MQE9 2066-02-20 1.411160 0.00 35200000.00 629204.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385MS64 2053-05-20 5.500000 0.00 682727.00 208144.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385MV45 2056-02-20 4.500000 0.00 53897.00 17647.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385MW93 2056-02-20 5.500000 0.00 418182.00 92515.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385MX43 2056-01-20 6.000000 0.00 834625.00 152653.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385NA46 2056-03-20 0.020000 0.00 20000000.00 15006.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385NB29 2056-03-20 0.050000 0.00 30000000.00 56302.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385NB45 2056-03-20 0.030000 0.00 40000000.00 45057.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385NE34 2056-03-20 N/A 0.00 20000000.00 5612.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385NH56 2056-03-20 0.661160 0.00 110000000.00 1417329.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385NJ70 2056-03-20 4.750000 0.00 51000.00 42901.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385NK29 2056-03-20 0.631160 0.00 50000000.00 605608.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385NL28 2056-02-20 4.500000 0.00 954000.00 691574.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385NX41 2055-05-20 6.000000 0.00 6972700.00 871895.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385NYC2 2056-03-20 2.061160 0.00 9200000.00 365866.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385RGG4 2056-04-20 0.060000 0.00 50000000.00 59169.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385RGZ2 2053-03-20 6.000000 0.00 2697083.00 320138.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385RHJ7 2056-04-20 0.110000 0.00 50000000.00 139871.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385RJC0 2051-12-20 5.500000 0.00 1136363.00 181299.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385RJL0 2066-04-20 0.150000 0.00 20000000.00 99130.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385RLK9 2054-06-20 6.000000 0.00 2083333.00 261896.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385RVM4 2056-04-20 1.191160 0.00 52000000.00 1343157.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385SLE1 2056-05-20 0.050000 0.00 20000000.00 25689.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385SLX9 2052-11-20 5.500000 0.00 2272727.00 392545.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385SLY7 2056-05-20 1.311160 0.00 15000000.00 560897.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385SMH3 2056-05-20 5.500000 0.00 1579160.00 1361469.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385SMR1 2052-01-20 5.500000 0.00 1136363.00 178106.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385SMV2 2056-05-20 0.020000 0.00 50000000.00 16901.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385SPG2 2056-05-20 5.500000 0.00 4545454.00 791762.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385THA2 2056-06-20 0.050000 0.00 33819959.00 46136.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385THG9 2051-03-20 5.500000 0.00 1136363.00 143365.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385THU8 2056-06-20 0.050000 0.00 80000000.00 117690.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385TJB8 2056-06-20 6.000000 0.00 5030166.00 950865.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385TJC6 2056-06-20 5.000000 0.00 181000.00 163952.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385TJT9 2055-04-20 6.500010 0.00 5173185.00 783583.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385TMV0 2052-09-20 5.500000 0.00 2508727.00 468240.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385WAE4 2051-04-20 5.500000 0.00 1704545.00 225582.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385WAN4 2056-07-20 0.261160 0.00 16666667.00 135234.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385WAS3 2056-07-20 N/A 0.00 200000.00 37.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385WBU7 2056-07-20 N/A 0.00 258825.00 48.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385WHQ0 2055-10-20 6.000000 0.00 437500.00 91396.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385WJK1 2066-07-20 1.911160 0.00 42000000.00 1145675.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385WTE4 2056-08-20 N/A 0.00 100000.00 19.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385WTK0 2066-08-20 6.500000 0.00 65672.00 63685.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385WUS1 2056-08-20 N/A 0.00 100000.00 19.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385WVQ4 2056-04-20 5.500000 0.00 227272.00 52022.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385WVT8 2066-08-20 6.000000 0.00 824492.00 659937.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385WWN0 2056-08-20 0.050000 0.00 46500001.00 93570.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RAQ9 2065-04-20 1.999270 0.00 2643000.00 12224.18 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLTL6 2055-06-25 3.356810 0.00 16050000.00 826943.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RCL8 2065-06-20 2.197490 0.00 6434000.00 37746.57 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31397PFH8 2037-11-15 N/A 0.00 2715000.00 86854.47 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31397TP97 2038-05-15 2.279020 0.00 18300000.00 968.28 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 31397UWZ8 2041-07-25 4.500000 0.00 600000.00 148577.57 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31397YXB2 2039-02-15 1.999020 0.00 100000000.00 8727.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376R7A8 2067-09-20 1.996070 0.00 1890000.00 32158.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RA63 2066-10-20 2.725530 0.00 2828000.00 16022.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383PYP0 2051-01-20 3.000000 0.00 8333333.00 521430.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383RA56 2052-05-20 N/A 0.00 20000000.00 43909.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383RD87 2051-12-20 2.000000 0.00 361925.00 69408.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383RNZ6 2051-09-20 N/A 0.00 20000000.00 2221.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383RSH1 2051-12-20 4.500000 0.00 1523506.00 109489.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383RWA1 2052-04-20 N/A 0.00 101829622.00 543997.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383TTH6 2052-06-20 N/A 0.00 65000000.00 163593.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383UWV8 2052-08-20 0.281160 0.00 12000000.00 105156.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383WC46 2053-03-20 2.461160 0.00 25000000.00 412657.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383WFT8 2052-07-20 3.000000 0.00 5000000.00 167288.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383WN69 2053-03-20 6.000000 0.00 3333333.00 245452.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383WRY4 2053-03-20 2.661160 0.00 54572337.00 908820.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383XM27 2053-04-20 6.500000 0.00 461538.00 40371.31 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HCU67 2054-05-25 1.656810 0.00 60000000.00 987455.68 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HCUK6 2054-05-25 1.256810 0.00 20000000.00 346011.42 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJ3M7 2055-01-25 0.606810 0.00 3000000.00 21992.03 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HHRY9 2054-12-25 0.050000 0.00 65193744.00 60391.13 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HHRX1 2054-12-25 0.100000 0.00 4000000.00 4047.22 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HHRV5 2054-12-25 0.050000 0.00 100000000.00 45646.87 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLHE5 2053-03-25 6.000000 0.00 187500.00 15444.14 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLHN5 2052-08-25 6.000000 0.00 1041667.00 75626.74 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLKW1 2055-06-25 3.356810 0.00 35000000.00 1713244.59 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLT77 2055-06-25 0.100000 0.00 80000000.00 74177.92 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BAJ86 2029-05-15 3.500000 0.00 12514215.00 1747.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38377EX90 2060-04-20 2.643170 0.00 12830316.00 116.04 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BTGK3 2054-11-25 1.506810 0.00 150000000.00 2911195.94 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BTBM4 2054-10-25 1.806810 0.00 35000000.00 1416717.10 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BTC27 2054-12-25 2.256810 0.00 177633466.00 5505349.43 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H1VZ6 2050-08-25 1.500000 0.00 1355833.00 25505.15 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H1W93 2050-08-25 1.500000 0.00 1000000.00 18774.61 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLGH9 2055-05-25 0.050000 0.00 78195000.00 89012.95 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLGM8 2055-05-25 0.050000 0.00 150000000.00 41530.09 Agency Collateralized Mortgage Obligation Y Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2026-09-08 2026-09-08 2026-09-17 Y BMO CAPITAL MARKETS CORP 1.0000 7 N Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 N N 0.0371 550000000.00 550000000.00 0.0026 N N Y N BMO Capital Markets Corp. 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NR Standard and Poor's Ratings Services A-1 2026-09-08 2026-09-08 2026-09-17 Y BMO CAPITAL MARKETS CORP 1.0000 7 N Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 N N 0.0370 600000000.00 600000000.00 0.0028 N N Y N Bank of Montreal Bank of Montreal 3.710000% ARP1KEC55 NQQ6HPCNCCU6 0000009622 ARP1KEC55_3.71_0908 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 3137GCJV6 2056-09-25 N/A 0.00 160000000.00 2961280.00 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GCK28 2056-09-25 N/A 0.00 100000.00 20.00 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GCQ22 2055-05-25 6.000000 0.00 437500.00 75432.00 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GCQZ9 2054-05-25 6.000000 0.00 750000.00 117117.00 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GCRE5 2056-09-25 N/A 0.00 100000000.00 5423400.00 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GCRF2 2056-09-25 N/A 0.00 33803256.00 1837375.98 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H8VB4 2052-09-25 2.306810 0.00 94428253.00 5014520.64 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDPG9 2054-07-25 6.500000 0.00 24961538.00 3105451.75 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFFQ3 2049-03-15 2.249020 0.00 30959344.00 1821517.00 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HHBU4 2054-11-25 1.056810 0.00 135827942.00 2617388.04 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HHQW4 2054-12-25 2.206810 0.00 76849463.00 2919172.91 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HHRM5 2054-12-25 0.050000 0.00 290500000.00 116465.00 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HHRN3 2054-12-25 0.050000 0.00 190500000.00 76209.78 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HHRP8 2054-12-25 0.050000 0.00 190500000.00 75881.76 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HHY39 2055-01-25 1.756810 0.00 150000000.00 3984454.53 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HHY47 2055-01-25 1.756810 0.00 100000000.00 3503170.76 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HMGP9 2053-07-25 5.000000 0.00 1445007.00 141972.10 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HMH45 2055-08-25 1.806810 0.00 25000000.00 981852.91 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HMP95 2055-08-25 6.000000 0.00 25346417.00 3383044.30 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HMWL0 2053-01-25 6.000000 0.00 250000.00 28761.57 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HMXB1 2055-03-25 6.000000 0.00 2708459.00 417701.96 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HMXU9 2051-11-25 6.000000 0.00 708333.00 74175.07 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HMYA2 2055-09-25 3.406810 0.00 32122363.00 2736629.94 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HMYC8 2055-09-25 0.050000 0.00 25000000.00 40978.69 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HNBK3 2055-05-25 6.000000 0.00 447916.00 64171.72 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HNK56 2053-01-25 6.000000 0.00 6895000.00 749470.16 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HNUK2 2052-07-25 5.500000 0.00 7079126.00 735454.14 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HNV88 2055-11-25 2.906810 0.00 62467855.00 4681808.05 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HNVB1 2055-11-25 2.906810 0.00 42754489.00 3645762.21 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HNVC9 2051-05-25 6.000000 0.00 4583333.00 483426.73 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HNVP0 2055-11-25 2.106810 0.00 27000000.00 1278353.69 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HNVZ8 2055-11-25 0.050000 0.00 62467855.00 132287.32 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HNYY8 2051-07-25 5.500000 0.00 13372480.00 1366675.19 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HP3E1 2055-12-25 2.956810 0.00 3750000.00 309268.92 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HP3G6 2036-10-25 5.500000 0.00 2958545.00 523823.31 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HPMZ3 2056-01-25 1.756810 0.00 57733661.00 916766.83 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HPZV8 2056-02-25 0.100000 0.00 70000000.00 203716.52 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HPZW6 2048-08-25 5.500000 0.00 1281817.00 154940.68 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HQ2T7 2056-02-25 3.156810 0.00 23750000.00 2349359.36 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HQ2U4 2056-02-25 0.050000 0.00 50000000.00 45902.67 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HQ3B5 2036-08-25 6.000000 0.00 5871802.00 921631.12 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HQ4M0 2056-02-25 5.500000 0.00 4068183.00 801556.89 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HQJ85 2050-03-25 5.500000 0.00 7096307.00 1041811.27 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HQJZ5 2056-03-25 5.500000 0.00 5745681.00 1166442.52 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HQK67 2056-03-25 2.006810 0.00 100000000.00 4311116.48 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HQKB6 2056-03-25 0.606810 0.00 50000000.00 633620.47 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HQSN2 2056-03-25 0.050000 0.00 75000000.00 119896.24 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HR2R9 2050-04-25 5.500000 0.00 8456357.00 1294041.14 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HR4G1 2056-04-25 0.180000 0.00 217275508.00 1321822.76 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HR4S5 2056-04-25 5.500000 0.00 24644545.00 4142110.57 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HR5D7 2056-04-25 1.336810 0.00 145760886.00 3080786.09 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HR5L9 2056-04-25 0.250000 0.00 75000000.00 280603.17 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HR5M7 2056-04-25 0.150000 0.00 50000000.00 145967.29 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HR5N5 2056-04-25 0.050000 0.00 250000000.00 203107.43 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HR5P0 2056-04-25 0.056810 0.00 50000000.00 108101.34 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HR5R6 2047-08-15 1.996877 0.00 101534155.00 5024286.72 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HRK40 2056-04-25 N/A 0.00 30000000.00 26331.10 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HRKD0 2056-04-25 0.050000 0.00 100000000.00 138629.81 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HRM97 2056-04-25 6.500000 0.00 22120807.00 5039206.58 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HRMF3 2056-05-25 1.806810 0.00 60295689.00 1701564.76 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G5S43 2055-12-25 5.500000 0.00 227273.00 45791.52 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6AX6 2056-06-25 0.106810 0.00 40000000.00 201218.50 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6BA5 2056-06-25 0.080000 0.00 25000000.00 33510.25 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6BB3 2056-06-25 0.326810 0.00 75000000.00 668143.91 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6BF4 2056-06-25 N/A 0.00 5000000.00 8547.65 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6CA4 2056-01-25 5.500000 0.00 1390667.00 274816.64 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6CJ5 2056-06-25 1.356810 0.00 40000000.00 963086.54 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6CQ9 2056-06-25 1.256810 0.00 155000000.00 4635604.28 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6CT3 2055-03-25 1.456810 0.00 101080944.00 3019360.44 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6CU0 2054-04-25 0.150000 0.00 10292604.00 34161.61 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6CV8 2055-03-25 0.100000 0.00 32078176.00 77984.89 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6DC9 2056-06-25 0.200000 0.00 50000000.00 281744.16 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6DJ4 2056-05-25 3.556810 0.00 8935369.00 1060856.73 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6GH5 2056-06-25 0.010000 0.00 710000000.00 172335.40 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6GK8 2056-06-25 1.006810 0.00 125000000.00 2543651.49 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6GL6 2056-06-25 0.050000 0.00 50000000.00 60310.19 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6GM4 2056-06-25 1.656810 0.00 100000000.00 4511520.83 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6U48 2056-08-25 1.106810 0.00 30000000.00 887025.33 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6U89 2056-08-25 1.856810 0.00 50000000.00 2626047.26 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6V88 2056-08-25 1.106810 0.00 46725483.00 714569.02 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6W20 2056-08-25 1.506810 0.00 58679733.00 2978064.55 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6W53 2056-08-25 3.556810 0.00 50971156.00 5106837.71 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6YA0 2056-07-25 1.856810 0.00 19976928.00 939076.85 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6YG7 2056-07-25 2.506810 0.00 59193009.00 4149259.65 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6YJ1 2056-07-25 1.856810 0.00 38922423.00 1363764.66 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6YL6 2056-07-25 1.856810 0.00 80806201.00 3519657.37 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6YY8 2056-07-25 1.906810 0.00 40000000.00 2006143.72 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6ZB7 2056-07-25 1.906810 0.00 38628535.00 2006662.42 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G7JF4 2056-09-25 1.832270 0.00 100000000.00 5009837.83 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FNHU7 2049-09-25 2.292330 0.00 67482958.00 1982609.22 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FPXG5 2049-11-25 2.292330 0.00 61023860.00 1142286.30 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GBCN3 2054-09-25 6.000000 0.00 2083333.00 365625.86 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GBCQ6 2056-07-25 1.856810 0.00 50000000.00 2593618.50 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GBDB8 2056-07-25 6.000000 0.00 4850392.00 1005486.80 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GBDK8 2056-06-25 6.000000 0.00 666666.00 137447.65 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GBDZ5 2056-07-25 2.506810 0.00 58206541.00 4091171.45 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GCCU5 2051-12-25 5.500000 0.00 3019318.00 398059.24 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GCCW1 2056-06-25 0.856810 0.00 65804739.00 1121258.59 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GCDN0 2056-06-25 0.100000 0.00 30000000.00 78928.10 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GCDV2 2055-08-25 5.500000 0.00 90909.00 17017.09 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GCE58 2056-06-25 1.756810 0.00 64593236.00 3192011.91 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GCEB5 2056-06-25 1.106810 0.00 100000000.00 2190746.18 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GCEF6 2056-06-25 1.256810 0.00 130000000.00 3358172.30 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GCEJ8 2056-06-25 1.206810 0.00 60608405.00 1887522.16 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GCEK5 2056-06-25 0.050000 0.00 142188136.00 164667.14 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GCEL3 2056-06-25 0.250000 0.00 141875591.00 851130.31 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GCGV9 2056-06-25 0.100000 0.00 64593236.00 180193.18 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GCJT1 2056-05-25 N/A 0.00 233333334.00 4600866.68 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GCJU8 2056-09-25 0.780250 0.00 45235738.00 610277.23 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136AX5D3 2047-10-25 2.442330 0.00 117305846.00 1843161.10 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136B6AC7 2049-09-25 2.292330 0.00 78844345.00 2397081.23 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BFEA7 2051-03-25 2.500000 0.00 35649200.00 3542844.33 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BJU78 2051-11-25 3.000000 0.00 52605499.00 4829653.38 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BRMX2 2054-03-25 6.500000 0.00 29508844.00 2956213.79 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BRVE4 2054-05-25 2.306810 0.00 109383481.00 3013924.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BUFZ8 2054-06-25 2.256810 0.00 75000000.00 1533357.52 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BWXV3 2055-08-25 2.206810 0.00 49499688.00 970633.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BWXX9 2055-08-25 0.756810 0.00 50000000.00 577241.90 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BWYB6 2055-08-25 3.356810 0.00 12600000.00 633963.23 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BWYC4 2055-08-25 0.200000 0.00 25200000.00 138388.75 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BX2M5 2055-11-25 2.956810 0.00 36703385.00 2884027.83 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BX6C3 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S6XOOCT0IEG5ABCC6L87 3137GBNS0 2051-10-25 5.500000 0.00 1465905.00 205885.41 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GBNU5 2056-08-25 3.556810 0.00 34429905.00 3930688.54 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GBP25 2056-08-25 1.856810 0.00 100000000.00 4687512.39 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GBP33 2056-08-25 1.856810 0.00 70518446.00 4268029.57 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GBP41 2056-08-25 1.856810 0.00 61175331.00 3033318.92 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GBP82 2056-08-25 1.056810 0.00 156666667.00 3409813.91 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GBPA7 2056-08-25 0.020000 0.00 94726770.00 61105.67 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GBVS1 2056-08-25 6.000000 0.00 22396000.00 4881169.62 Agency Collateralized Mortgage Obligation Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-09-08 2026-09-08 2026-09-17 Y BANK OF MONTREAL 1.0000 7 N Moody's Investors Service, Inc. 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Treasury Strip N/A 9128337N4 2030-11-15 N/A 0.00 5259443.94 4348539.81 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 9128337Q7 2031-11-15 N/A 0.00 15071317.95 11874766.77 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 9128337R5 2032-05-15 N/A 0.00 0.95 0.73 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 9128337V6 2034-05-15 N/A 0.00 14599051.80 10161961.99 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912833QB9 2027-11-15 N/A 0.00 0.25 0.24 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912833X88 2035-05-15 N/A 0.00 0.01 0.01 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912833X96 2035-11-15 N/A 0.00 24247032.63 15603013.99 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912833XP0 2029-08-15 N/A 0.00 0.47 0.41 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912833XS4 2029-05-15 N/A 0.00 83.23 73.82 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912833XS4 2029-05-15 N/A 0.00 5398083.84 4787679.32 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912833XT2 2029-11-15 N/A 0.00 28000.00 24265.44 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912833XT2 2029-11-15 N/A 0.00 653365.01 566221.15 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912833XU9 2030-05-15 N/A 0.00 7421553.92 6284386.32 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912833XZ8 2031-02-15 N/A 0.00 0.07 0.06 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912833Y46 2037-05-15 N/A 0.00 653175.00 387833.11 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912833Y46 2037-05-15 N/A 0.00 7514200.01 4461676.48 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834A65 2051-11-15 N/A 0.00 4375290.55 1124016.52 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834AD0 2037-11-15 N/A 0.00 14556986.43 8386934.95 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834AE8 2038-05-15 N/A 0.00 28.69 16.06 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834AE8 2038-05-15 N/A 0.00 7328096.19 4102480.76 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834C55 2052-05-15 N/A 0.00 70.02 17.54 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834DU9 2038-11-15 N/A 0.00 388508.13 211102.11 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834EP9 2039-08-15 N/A 0.00 876045.66 456011.55 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834EV6 2039-11-15 N/A 0.00 0.08 0.04 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834EV6 2039-11-15 N/A 0.00 2320020.62 1188702.01 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834HV3 2040-05-15 N/A 0.00 653135.00 324867.39 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834J66 2053-11-15 N/A 0.00 3500120.00 813830.40 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834JH2 2040-11-15 N/A 0.00 10.00 4.82 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834JP4 2041-02-15 N/A 0.00 3.83 1.81 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834KB3 2045-05-15 N/A 0.00 0.02 0.01 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834KB3 2045-05-15 N/A 0.00 3128091.20 1138124.70 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834KV9 2041-11-15 N/A 0.00 3815234.56 1723474.98 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834LB2 2042-02-15 N/A 0.00 2.50 1.11 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803BK8 2027-02-15 N/A 0.00 100.00 98.20 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803DA8 2037-05-15 N/A 0.00 1020000.00 620704.68 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803DF7 2039-02-15 N/A 0.00 2200.00 1212.66 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803DM2 2040-05-15 N/A 0.00 200.00 101.48 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803EA7 2043-02-15 N/A 0.00 266600.00 113455.63 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803EH2 2044-05-15 N/A 0.00 200.00 79.01 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803EP4 2045-08-15 N/A 0.00 600100.00 220213.90 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803ER0 2046-02-15 N/A 0.00 100.00 35.71 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803EV1 2046-11-15 N/A 0.00 190700.00 65256.78 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803FF5 2048-11-15 N/A 0.00 117500.00 36051.11 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803FM0 2050-02-15 N/A 0.00 1000.00 287.29 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803FQ1 2040-05-15 N/A 0.00 200.00 100.99 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803FQ1 2040-05-15 N/A 0.00 1500.00 757.41 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803FV0 2051-02-15 N/A 0.00 353400.00 96240.72 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803GF4 2042-02-15 N/A 0.00 2100.00 949.16 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803GK3 2052-08-15 N/A 0.00 2584200.00 652156.46 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803HN6 2055-08-15 N/A 0.00 8000.00 1761.20 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803HT3 2046-02-15 N/A 0.00 175500.00 62709.66 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803HX4 2056-08-15 N/A 0.00 59500.00 12568.66 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810FD5 2028-04-15 3.625000 0.00 700.00 1493.23 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810QV3 2042-02-15 0.750000 0.00 90700.00 99703.16 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810RB6 2043-05-15 2.875000 0.00 200.00 150.57 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810RU4 2046-11-15 2.875000 0.00 1701000.00 1212522.98 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SB5 2048-02-15 1.000000 0.00 45100.00 42092.22 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SG4 2049-02-15 1.000000 0.00 111100.00 100034.57 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834TV0 2048-08-15 N/A 0.00 96.01 29.23 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834UB2 2048-11-15 N/A 0.00 1508089.16 453547.26 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834UH9 2049-02-15 N/A 0.00 0.30 0.09 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834UH9 2049-02-15 N/A 0.00 100.00 29.64 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834UR7 2049-05-15 N/A 0.00 12.17 3.56 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834UR7 2049-05-15 N/A 0.00 4375000.64 1281477.06 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834VE5 2049-11-15 N/A 0.00 653144.89 186559.08 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834VM7 2050-02-15 N/A 0.00 1299860.00 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(including strips) U.S. Treasury Strip N/A 912834LX4 2042-11-15 N/A 0.00 11245280.02 4763163.26 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834MD7 2043-02-15 N/A 0.00 3124788.98 1303705.71 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834MZ8 2043-11-15 N/A 0.00 653128.12 260214.73 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834NP9 2044-05-15 N/A 0.00 653124.56 252607.68 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834PB8 2044-11-15 N/A 0.00 51.17 19.19 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834PB8 2044-11-15 N/A 0.00 653130.11 244898.32 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834PH5 2045-02-15 N/A 0.00 2575682.74 952085.67 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834PM4 2045-08-15 N/A 0.00 0.33 0.12 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834PT9 2045-11-15 N/A 0.00 653126.19 230788.02 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834PZ5 2046-02-15 N/A 0.00 7995860.59 2788444.44 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834QH4 2046-05-15 N/A 0.00 653126.03 224537.54 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834QV3 2046-11-15 N/A 0.00 6473405.82 2163554.64 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834RK6 2047-05-15 N/A 0.00 653123.84 213134.56 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834RR1 2047-08-15 N/A 0.00 20.25 6.52 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834SZ2 2047-11-15 N/A 0.00 653125.00 207638.23 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834TF5 2048-02-15 N/A 0.00 19130100.63 5995182.24 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834TP3 2048-05-15 N/A 0.00 20.64 6.38 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-09-08 2026-09-08 2026-09-17 Y Credit Agricole Corporate and Investment Bank 1.0000 7 N Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0366 420000000.00 420000000.00 0.0020 N N Y N Barclays Bank PLC Barclays Bank PLC 3.650000% ARP1KPUO9 G5GSEF7VJP5I7OUK5573 0001484219 ARP1KPUO9_3.65_0908 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 912797RS8 2026-09-03 N/A 0.00 12404500.00 12402019.10 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810FF0 2028-11-15 5.250000 0.00 1272400.00 1315759.08 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810QU5 2042-02-15 3.125000 0.00 100.00 78.68 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810QY7 2042-11-15 2.750000 0.00 100.00 74.12 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810QZ4 2043-02-15 3.125000 0.00 21600000.00 16678843.83 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810RE0 2044-02-15 3.625000 0.00 24067000.00 19679323.25 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810RT7 2046-08-15 2.250000 0.00 89816900.00 56135406.30 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810RV2 2047-02-15 3.000000 0.00 229589000.00 163944533.81 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810RZ3 2047-11-15 2.750000 0.00 200.00 136.43 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TG3 2052-05-15 2.875000 0.00 198625000.00 132326457.84 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TT5 2053-08-15 4.125000 0.00 66984000.00 55829588.42 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810UF3 2044-11-15 4.625000 0.00 45437400.00 42759245.56 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810UG1 2055-02-15 4.625000 0.00 200.00 181.12 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810UJ5 2045-02-15 4.750000 0.00 107954500.00 101853043.11 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810UV8 2046-05-15 5.000000 0.00 1974100.00 1939432.66 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CBJ9 2028-01-31 0.750000 0.00 8000000.00 7618046.35 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CDY4 2032-02-15 1.875000 0.00 40874400.00 35659734.68 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CGB1 2029-12-31 3.875000 0.00 2748900.00 2718542.61 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CJF9 2028-10-31 4.875000 0.00 287800.00 295430.78 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CJN2 2028-11-30 4.375000 0.00 2018100.00 2040180.58 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CJZ5 2034-02-15 4.000000 0.00 1000000.00 960490.13 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CKJ9 2027-04-15 4.500000 0.00 58000.00 59135.89 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CLC3 2029-07-31 4.000000 0.00 11074800.00 10987392.86 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CLG4 2027-08-15 3.750000 0.00 28983500.00 28905546.99 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CMR9 2032-02-29 4.125000 0.00 16066700.00 15743405.86 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CMT5 2032-03-31 4.125000 0.00 114309000.00 113908673.03 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CNG2 2030-05-31 4.000000 0.00 150000000.00 149128296.72 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CNT4 2035-08-15 4.250000 0.00 129032200.00 124793985.97 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CPA3 2030-09-30 3.625000 0.00 219900.00 216324.80 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CPD7 2030-10-31 3.625000 0.00 29111500.00 28520454.12 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CPL9 2027-11-30 3.375000 0.00 7000000.00 6982721.25 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CPR6 2030-12-31 3.625000 0.00 58856800.00 57227957.89 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQE4 2029-03-15 3.500000 0.00 2000.00 1990.37 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQK0 2031-04-30 3.875000 0.00 16691500.00 16476693.19 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQQ7 2036-05-15 4.375000 0.00 84775700.00 83382129.40 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CRF0 2036-08-15 4.625000 0.00 100.00 99.12 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-09-01 2026-09-08 2026-09-17 Y Barclays Bank PLC 1.0000 7 N Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0365 1262000000.00 1262000000.00 0.0059 N N Y N BNP Paribas SA BNP Paribas SA 3.660000% ARP1KVF39 R0MUWSFPU8MP 0001272025 ARP1KVF39_3.66_0908 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 912797SK4 2026-10-29 N/A 0.00 83100.00 82593.09 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFW 912797UG0 2026-09-17 N/A 0.00 4603300.00 4595382.32 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFW 912797VB0 2026-09-08 N/A 0.00 217100.00 216924.15 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFW 912797VM6 2026-10-20 N/A 0.00 1171700.00 1165677.46 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803EL3 2045-02-15 N/A 0.00 11974600.00 4525620.45 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810QX9 2042-08-15 2.750000 0.00 6000.00 4458.40 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SR0 2040-05-15 1.125000 0.00 11735600.00 7290056.49 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810UN6 2045-08-15 4.875000 0.00 19474000.00 18744106.01 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CAE1 2030-08-15 0.625000 0.00 85284500.00 73563487.78 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CCH2 2028-06-30 1.250000 0.00 125574600.00 119056145.38 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CCZ2 2026-09-30 0.875000 0.00 11300.00 11313.42 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CDK4 2026-11-30 1.250000 0.00 150284800.00 149783160.84 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CDQ1 2026-12-31 1.250000 0.00 3947400.00 3921133.92 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CET4 2027-05-31 2.625000 0.00 75000000.00 74658552.05 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CJK8 2026-11-15 4.625000 0.00 3968900.00 4028526.25 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CKZ3 2027-07-15 4.375000 0.00 37218500.00 37484152.10 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CLX7 2027-11-15 4.125000 0.00 170000300.00 171733619.34 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CMF5 2028-01-15 4.250000 0.00 97084000.00 97523595.30 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CNH0 2028-06-15 3.875000 0.00 174759200.00 174770091.44 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CNM9 2028-07-15 3.875000 0.00 111305000.00 110907535.29 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CNU1 2028-08-15 3.625000 0.00 26214000.00 25899067.28 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CPS4 2027-12-31 3.375000 0.00 81426500.00 80913198.85 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQA2 2029-02-15 3.500000 0.00 22091000.00 21670646.69 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQH7 2028-03-31 3.875000 0.00 22376700.00 22583656.97 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CRE3 2036-07-15 2.375000 0.00 95321500.00 95367284.84 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912833Y46 2037-05-15 N/A 0.00 32.47 19.28 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-09-01 2026-09-08 2026-11-12 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 0.0366 1275000000.00 1275000000.00 0.0060 N N Y N BNP Paribas SA BNP Paribas SA 3.660000% ARP1KYA87 R0MUWSFPU8MP 0001272025 ARP1KYA87_3.66_0908 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 912833Y38 2036-11-15 N/A 0.00 19400000.00 11835823.60 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912833Y46 2037-05-15 N/A 0.00 17696000.00 10507283.14 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912833Z52 2037-08-15 N/A 0.00 15155000.00 8861598.30 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834AT5 2038-08-15 N/A 0.00 49999953.92 27593024.57 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834DV7 2039-05-15 N/A 0.00 11114000.00 5865557.98 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834EV6 2039-11-15 N/A 0.00 7366000.00 3774095.32 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834JB5 2040-08-15 N/A 0.00 225144000.00 110269002.00 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834JH2 2040-11-15 N/A 0.00 17199000.00 8292979.42 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834JP4 2041-02-15 N/A 0.00 12701000.00 6012145.36 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834LK2 2042-05-15 N/A 0.00 14708000.00 6433926.35 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834LR7 2042-08-15 N/A 0.00 233220000.00 100339406.70 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834LX4 2042-11-15 N/A 0.00 21259000.00 9004674.63 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834MD7 2043-02-15 N/A 0.00 59160000.00 24682380.24 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834MM7 2043-05-15 N/A 0.00 29326000.00 12054422.97 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834MT2 2043-08-15 N/A 0.00 2139.47 864.61 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834NF1 2044-02-15 N/A 0.00 8229000.00 3228154.41 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834NP9 2044-05-15 N/A 0.00 392000.00 151613.06 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834PB8 2044-11-15 N/A 0.00 7668000.00 2875200.95 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834PT9 2045-11-15 N/A 0.00 5040000.00 1780929.36 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834PZ5 2046-02-15 N/A 0.00 56847000.00 19824595.39 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834QH4 2046-05-15 N/A 0.00 19281000.00 6628595.71 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834QP6 2046-08-15 N/A 0.00 3545000.00 1199628.00 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834QV3 2046-11-15 N/A 0.00 11080000.00 3703179.76 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834RB6 2047-02-15 N/A 0.00 34000000.00 11209460.00 U.S. Treasuries (including strips) 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Treasuries (including strips) U.S. Treasury Strip N/A 9128337R5 2032-05-15 N/A 0.00 3671000.00 2825917.44 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 9128337V6 2034-05-15 N/A 0.00 10.00 6.96 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 9128337W4 2034-11-15 N/A 0.00 10418000.00 7065039.63 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912833WR7 2028-11-15 N/A 0.00 67000.00 60833.59 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912833X88 2035-05-15 N/A 0.00 270413534.00 178729014.10 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912833XU9 2030-05-15 N/A 0.00 37951000.00 32135958.02 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912833Y20 2036-05-15 N/A 0.00 8770000.00 5500342.29 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-09-01 2026-09-08 2026-11-12 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 0.0366 1600000000.00 1600000000.00 0.0075 N N Y N Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp. Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp. 3.690000% ARP1KZRX1 549300H47WTH 0000072971 ARP1KZRX1_3.69_0909 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp. N U.S. Treasury Note 254900HROIFW 91282CNJ6 2032-06-30 4.000000 0.00 132430200.00 129540060.59 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-09-09 2026-09-09 2026-09-09 N N N 0.0369 127000000.00 127000000.00 0.0006 N N N Y Natixis SA Natixis SA 3.700000% ARP1L05K9 KX1WK48MPD4Y 0001503859 ARP1L05K9_3.70_0908 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y Y N Y Federal National Mortgage Association B1V7KEBTPIMZ 3136BKTN2 2051-12-25 2.500000 0.00 2364000.00 1460715.46 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BKX64 2052-01-25 2.500000 0.00 3170000.00 2048532.16 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BL3W8 2052-02-25 3.000000 0.00 1962079.00 1274457.66 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BMAH1 2052-03-25 3.000000 0.00 3284505.00 2549408.15 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BMHC5 2052-04-25 3.500000 0.00 5794000.00 5185799.68 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BMR83 2052-06-25 4.000000 0.00 5000000.00 4733962.29 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BMW95 2052-06-25 4.500000 0.00 2938016.00 2970113.68 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136A4NU9 2042-03-25 2.692330 0.00 21315952.00 141947.15 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136A7JB9 2042-07-25 3.500000 0.00 2000000.00 678841.81 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136AA4L6 2043-01-25 3.000000 0.00 1747770.00 2082631.26 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136AGMJ8 2043-10-25 3.000000 0.00 7637000.00 3424656.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136B1T79 2048-06-25 4.000000 0.00 3911000.00 2208050.95 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136B3MM9 2048-11-25 3.500000 0.00 11687814.00 7337846.19 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BJF59 2051-11-25 2.500000 0.00 5442395.00 3384721.83 Agency Collateralized Mortgage Obligation U.S. Treasury Note 254900HROIFW 91282CGQ8 2030-02-28 4.000000 0.00 100.00 98.61 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CLE9 2034-07-15 1.875000 0.00 500.00 519.12 U.S. Treasuries (including strips) Government National Mortgage Association N/A 38382DJF7 2050-02-20 2.333070 0.00 36321538.00 838240.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383CAP5 2051-10-20 2.000000 0.00 4485052.00 2319468.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383RHE0 2052-04-20 3.000000 0.00 3000000.00 2484208.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383RN29 2052-05-20 3.000000 0.00 2123965.00 1998492.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384DDR5 2053-10-20 6.500000 0.00 5000000.00 6214788.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384DMN4 2053-10-20 6.000000 0.00 2000000.00 2312915.29 Agency Collateralized Mortgage Obligation U.S. Treasury Bond N/A 912810US5 2056-02-15 2.375000 0.00 1016000.00 926324.63 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810UV8 2046-05-15 5.000000 0.00 44900.00 44393.75 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 912828Z37 2030-01-15 0.125000 0.00 4986500.00 6062367.84 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CAE1 2030-08-15 0.625000 0.00 1000.00 862.56 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HBXZ2 2054-03-25 5.500000 0.00 2329008.00 2558498.22 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 31394BYX6 2034-12-25 4.500000 0.00 9900000.00 1033939.36 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31395J3S3 2034-11-15 6.000000 0.00 2304843.00 1172086.93 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 31418FYF8 2056-06-01 7.000000 0.00 272000.00 280707.43 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 38376F4B5 2039-09-16 5.500000 0.00 1614668.00 838144.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379F3Y3 2045-05-20 3.500000 0.00 2500000.00 1842099.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380FQM1 2047-06-20 2.433070 0.00 57377220.00 1079106.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380UKF9 2047-12-20 2.433070 0.00 57142857.00 1047434.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381R4N6 2049-03-20 2.283070 0.00 33762395.00 552072.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381VTN0 2049-05-20 2.283070 0.00 15711883.00 275592.41 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H5HW0 2052-02-25 3.000000 0.00 1665000.00 1246326.22 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H5JG3 2052-01-25 3.000000 0.00 5000000.00 3399671.84 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H5MR5 2051-11-25 2.500000 0.00 1148313.00 731538.16 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H5VT1 2052-01-25 2.500000 0.00 6750000.00 4465939.22 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H9B40 2052-09-25 5.000000 0.00 1572393.00 1702904.86 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H9BE8 2052-10-25 5.000000 0.00 4000000.00 4389439.17 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H9CR8 2052-11-25 5.500000 0.00 20000000.00 24318776.60 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H9GB9 2052-11-25 5.500000 0.00 3000000.00 3604425.11 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H9GM5 2052-11-25 5.500000 0.00 2000000.00 2419985.75 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HADG8 2053-08-25 6.000000 0.00 4000000.00 4822186.86 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BPQA2 2052-12-25 6.000000 0.00 3000000.00 3718812.02 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BQEH8 2053-08-25 5.500000 0.00 1500000.00 1706588.63 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F17F9 2047-06-15 3.000000 0.00 5159000.00 3115298.85 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FBYC4 2047-12-15 3.000000 0.00 3334000.00 1639150.19 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FQAT0 2049-12-25 3.000000 0.00 2000000.00 2049017.71 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GAMD6 2040-10-15 4.000000 0.00 3000000.00 1352570.36 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H15M4 2051-07-25 2.500000 0.00 2602000.00 1734366.55 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H3W32 2051-11-25 2.000000 0.00 7797315.00 4890698.81 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H4VA5 2050-11-25 2.500000 0.00 2920359.00 1996926.16 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H4Z60 2052-01-25 2.500000 0.00 1188121.00 705473.42 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BNMA1 2052-07-25 4.500000 0.00 3000000.00 3020344.76 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BNN51 2052-08-25 4.500000 0.00 3000000.00 2953758.81 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BPGE5 2052-11-25 5.000000 0.00 3512811.00 3939446.01 Agency Collateralized Mortgage Obligation Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-09-01 2026-09-08 2026-09-08 Y Natixis SA 1.0000 7 N Moody's Investors Service, Inc. 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P-1 Standard and Poor's Ratings Services A-1 2026-09-15 2026-09-15 2026-09-15 N N N 0.0368 200000000.00 200000000.00 0.0009 N N N Y BNP Paribas SA BNP Paribas SA 3.660000% ARP1LCR86 R0MUWSFPU8MP 0001272025 ARP1LCR86_3.66_0908 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 912833X96 2035-11-15 N/A 0.00 263.87 169.80 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912833Y38 2036-11-15 N/A 0.00 8.09 4.94 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912833Y46 2037-05-15 N/A 0.00 49.82 29.58 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834AU2 2039-02-15 N/A 0.00 896.08 480.42 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834D47 2052-08-15 N/A 0.00 126.80 31.36 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834EP9 2039-08-15 N/A 0.00 4.72 2.46 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834EV6 2039-11-15 N/A 0.00 35.39 18.13 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834FB9 2040-02-15 N/A 0.00 6.82 3.44 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834JB5 2040-08-15 N/A 0.00 53956.37 26426.27 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834JH2 2040-11-15 N/A 0.00 9723595.02 4688503.60 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834K56 2054-02-15 N/A 0.00 2.50 0.57 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834KP2 2041-08-15 N/A 0.00 2.77 1.27 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834MM7 2043-05-15 N/A 0.00 20.58 8.46 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834PH5 2045-02-15 N/A 0.00 222.04 82.08 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834QV3 2046-11-15 N/A 0.00 19.25 6.43 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834RB6 2047-02-15 N/A 0.00 60.62 19.99 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834RK6 2047-05-15 N/A 0.00 47.76 15.59 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834SZ2 2047-11-15 N/A 0.00 48.50 15.42 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834TV0 2048-08-15 N/A 0.00 14.87 4.53 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834UB2 2048-11-15 N/A 0.00 3.64 1.09 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834UR7 2049-05-15 N/A 0.00 15.20 4.45 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834WC8 2050-08-15 N/A 0.00 80.20 22.03 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803GY3 2054-02-15 N/A 0.00 200.00 47.14 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803HL0 2055-05-15 N/A 0.00 100.00 22.29 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803HN6 2055-08-15 N/A 0.00 22042800.00 4852722.42 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810PU6 2037-05-15 5.000000 0.00 200.00 208.05 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810PW2 2038-02-15 4.375000 0.00 1641800.00 1594861.22 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810RN0 2045-08-15 2.875000 0.00 599500.00 430518.34 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810RQ3 2046-02-15 2.500000 0.00 541400.00 360911.29 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810RT7 2046-08-15 2.250000 0.00 100.00 62.97 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SF6 2049-02-15 3.000000 0.00 121500.00 85408.23 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SK5 2049-11-15 2.375000 0.00 614100.00 379968.91 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SQ2 2040-08-15 1.125000 0.00 412100.00 251932.03 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SU3 2051-02-15 1.875000 0.00 93397500.00 49784903.90 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SV1 2051-02-15 0.125000 0.00 171500.00 111165.91 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TZ1 2044-02-15 4.500000 0.00 1700.00 1572.51 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810UN6 2045-08-15 4.875000 0.00 101838800.00 98021837.50 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CBS9 2028-03-31 1.250000 0.00 41429300.00 39715179.69 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CCZ2 2026-09-30 0.875000 0.00 119300.00 119441.70 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CJT9 2027-01-15 4.000000 0.00 23700.00 23828.52 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CNK3 2030-06-30 3.875000 0.00 3430100.00 3383754.32 U.S. Treasuries (including strips) U.S. Treasury Floating Rate Note 254900HROIFW 91282CNQ0 2027-07-31 3.909608 0.00 200.00 200.93 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CPU9 2036-01-15 1.875000 0.00 590200.00 581516.02 U.S. Treasuries (including strips) U.S. 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U.S. Treasury Strip N/A 912803DK6 2040-02-15 N/A 0.00 39812400.00 20509596.73 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803DZ3 2042-11-15 N/A 0.00 82755800.00 35788738.78 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803EL3 2045-02-15 N/A 0.00 200.00 75.59 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803EN9 2045-05-15 N/A 0.00 116547400.00 43404582.71 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803EV1 2046-11-15 N/A 0.00 100.00 34.22 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803EW9 2047-02-15 N/A 0.00 500.00 168.83 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803EZ2 2047-08-15 N/A 0.00 2400.00 788.43 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803FE8 2048-08-15 N/A 0.00 7534600.00 2342288.64 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803FR9 2050-08-15 N/A 0.00 100.00 28.05 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803FS7 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N U.S. Treasury Note 254900HROIFW 91282CKD2 2029-02-28 4.250000 0.00 50000000.00 49874998.17 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CKD2 2029-02-28 4.250000 0.00 50000000.00 49874998.17 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CKD2 2029-02-28 4.250000 0.00 50000000.00 49874998.17 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CKD2 2029-02-28 4.250000 0.00 50000000.00 49874998.17 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CKD2 2029-02-28 4.250000 0.00 50000000.00 49874998.17 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CKD2 2029-02-28 4.250000 0.00 50000000.00 49874998.17 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CKD2 2029-02-28 4.250000 0.00 50000000.00 49874998.17 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CKD2 2029-02-28 4.250000 0.00 49325100.00 49201785.34 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CDL2 2028-11-30 1.500000 0.00 4647000.00 4385701.30 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CKD2 2029-02-28 4.250000 0.00 50000000.00 49874998.17 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CKD2 2029-02-28 4.250000 0.00 50000000.00 49874998.17 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CKD2 2029-02-28 4.250000 0.00 50000000.00 49874998.17 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CKD2 2029-02-28 4.250000 0.00 50000000.00 49874998.17 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CKD2 2029-02-28 4.250000 0.00 50000000.00 49874998.17 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CKD2 2029-02-28 4.250000 0.00 50000000.00 49874998.17 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CKD2 2029-02-28 4.250000 0.00 50000000.00 49874998.17 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CKD2 2029-02-28 4.250000 0.00 50000000.00 49874998.17 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CKD2 2029-02-28 4.250000 0.00 50000000.00 49874998.17 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CKD2 2029-02-28 4.250000 0.00 50000000.00 49874998.17 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CKD2 2029-02-28 4.250000 0.00 50000000.00 49874998.17 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CKD2 2029-02-28 4.250000 0.00 50000000.00 49874998.17 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQE4 2029-03-15 3.500000 0.00 50000000.00 49798912.84 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQE4 2029-03-15 3.500000 0.00 50000000.00 49798912.84 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQE4 2029-03-15 3.500000 0.00 50000000.00 49798912.84 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQE4 2029-03-15 3.500000 0.00 50000000.00 49798912.84 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQE4 2029-03-15 3.500000 0.00 50000000.00 49798912.84 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CPP0 2028-12-15 3.500000 0.00 50000000.00 49430667.69 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CJN2 2028-11-30 4.375000 0.00 50000000.00 50549862.79 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CJN2 2028-11-30 4.375000 0.00 50000000.00 50549862.79 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CJN2 2028-11-30 4.375000 0.00 50000000.00 50549862.79 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CJN2 2028-11-30 4.375000 0.00 11625000.00 11752843.06 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CDL2 2028-11-30 1.500000 0.00 50000000.00 47188523.83 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CDL2 2028-11-30 1.500000 0.00 4953000.00 4674495.17 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CPP0 2028-12-15 3.500000 0.00 50000000.00 49430667.69 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CPP0 2028-12-15 3.500000 0.00 50000000.00 49430667.69 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CPP0 2028-12-15 3.500000 0.00 50000000.00 49430667.69 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CPP0 2028-12-15 3.500000 0.00 50000000.00 49430667.69 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CJF9 2028-10-31 4.875000 0.00 50000000.00 51377207.27 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CJF9 2028-10-31 4.875000 0.00 50000000.00 51377207.27 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CJF9 2028-10-31 4.875000 0.00 50000000.00 51377207.27 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CJF9 2028-10-31 4.875000 0.00 50000000.00 51377207.27 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CPC9 2028-10-15 3.500000 0.00 50000000.00 49784835.30 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CPC9 2028-10-15 3.500000 0.00 40662000.00 40487019.46 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CJN2 2028-11-30 4.375000 0.00 50000000.00 50549862.79 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CJN2 2028-11-30 4.375000 0.00 50000000.00 50549862.79 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CJN2 2028-11-30 4.375000 0.00 50000000.00 50549862.79 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CJN2 2028-11-30 4.375000 0.00 50000000.00 50549862.79 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CEB3 2029-02-28 1.875000 0.00 50000000.00 47062499.84 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CEB3 2029-02-28 1.875000 0.00 50000000.00 47062499.84 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CEB3 2029-02-28 1.875000 0.00 50000000.00 47062499.84 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CEB3 2029-02-28 1.875000 0.00 50000000.00 47062499.84 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CEB3 2029-02-28 1.875000 0.00 50000000.00 47062499.84 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CEB3 2029-02-28 1.875000 0.00 50000000.00 47062499.84 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CEB3 2029-02-28 1.875000 0.00 50000000.00 47062499.84 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CEB3 2029-02-28 1.875000 0.00 49908000.00 46975904.85 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CJF9 2028-10-31 4.875000 0.00 50000000.00 51377207.29 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CJF9 2028-10-31 4.875000 0.00 50000000.00 51377207.27 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CKD2 2029-02-28 4.250000 0.00 50000000.00 49874999.83 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CKD2 2029-02-28 4.250000 0.00 50000000.00 49874999.83 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CKD2 2029-02-28 4.250000 0.00 50000000.00 49874999.83 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CKD2 2029-02-28 4.250000 0.00 50000000.00 49874999.83 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CKD2 2029-02-28 4.250000 0.00 50000000.00 49874999.83 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CKD2 2029-02-28 4.250000 0.00 50000000.00 49874999.83 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CKD2 2029-02-28 4.250000 0.00 34670900.00 34584222.67 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CKG5 2029-04-02 4.125000 0.00 50000000.00 50549692.34 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CKG5 2029-04-02 4.125000 0.00 50000000.00 50549692.34 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CKG5 2029-04-02 4.125000 0.00 44079900.00 44564507.66 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQE4 2029-03-15 3.500000 0.00 50000000.00 49798912.84 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQE4 2029-03-15 3.500000 0.00 50000000.00 49798912.84 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQE4 2029-03-15 3.500000 0.00 50000000.00 49798912.84 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQE4 2029-03-15 3.500000 0.00 50000000.00 49798912.84 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQE4 2029-03-15 3.500000 0.00 50000000.00 49798912.84 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQE4 2029-03-15 3.500000 0.00 50000000.00 49798912.84 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQE4 2029-03-15 3.500000 0.00 700000.00 697184.65 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CKD2 2029-02-28 4.250000 0.00 50000000.00 49874999.83 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CKD2 2029-02-28 4.250000 0.00 50000000.00 49874999.83 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CKD2 2029-02-28 4.250000 0.00 50000000.00 49874999.83 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQE4 2029-03-15 3.500000 0.00 50000000.00 49798912.84 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQE4 2029-03-15 3.500000 0.00 50000000.00 49798912.84 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQE4 2029-03-15 3.500000 0.00 50000000.00 49798912.84 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQE4 2029-03-15 3.500000 0.00 50000000.00 49798912.84 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQE4 2029-03-15 3.500000 0.00 50000000.00 49798912.84 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQE4 2029-03-15 3.500000 0.00 50000000.00 49798912.84 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQE4 2029-03-15 3.500000 0.00 50000000.00 49798912.84 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQE4 2029-03-15 3.500000 0.00 50000000.00 49798912.84 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQE4 2029-03-15 3.500000 0.00 50000000.00 49798912.84 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQE4 2029-03-15 3.500000 0.00 50000000.00 49798912.84 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQE4 2029-03-15 3.500000 0.00 50000000.00 49798912.84 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQE4 2029-03-15 3.500000 0.00 50000000.00 49798912.84 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQE4 2029-03-15 3.500000 0.00 50000000.00 49798912.84 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQE4 2029-03-15 3.500000 0.00 50000000.00 49798912.84 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQE4 2029-03-15 3.500000 0.00 50000000.00 49798912.84 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQE4 2029-03-15 3.500000 0.00 50000000.00 49798912.84 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQE4 2029-03-15 3.500000 0.00 50000000.00 49798912.84 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQE4 2029-03-15 3.500000 0.00 50000000.00 49798912.84 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQE4 2029-03-15 3.500000 0.00 50000000.00 49798912.84 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQE4 2029-03-15 3.500000 0.00 50000000.00 49798912.84 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CJR3 2028-12-31 3.750000 0.00 30000000.00 29777036.79 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CKD2 2029-02-28 4.250000 0.00 50000000.00 49874998.17 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CKD2 2029-02-28 4.250000 0.00 50000000.00 49874998.17 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CKD2 2029-02-28 4.250000 0.00 50000000.00 49874998.17 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CKD2 2029-02-28 4.250000 0.00 50000000.00 49874998.17 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CKD2 2029-02-28 4.250000 0.00 50000000.00 49874998.17 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CKD2 2029-02-28 4.250000 0.00 50000000.00 49874998.17 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CKD2 2029-02-28 4.250000 0.00 50000000.00 49874998.17 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CPP0 2028-12-15 3.500000 0.00 50000000.00 49430667.69 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CPP0 2028-12-15 3.500000 0.00 50000000.00 49430667.69 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CPP0 2028-12-15 3.500000 0.00 50000000.00 49430667.69 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CPP0 2028-12-15 3.500000 0.00 32160000.00 31793805.37 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CJR3 2028-12-31 3.750000 0.00 50000000.00 49628394.68 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CJR3 2028-12-31 3.750000 0.00 50000000.00 49628394.68 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CJR3 2028-12-31 3.750000 0.00 50000000.00 49628394.68 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CJR3 2028-12-31 3.750000 0.00 50000000.00 49628394.68 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CJR3 2028-12-31 3.750000 0.00 50000000.00 49628394.68 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CJR3 2028-12-31 3.750000 0.00 50000000.00 49628394.68 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CPP0 2028-12-15 3.500000 0.00 50000000.00 49430667.69 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CPP0 2028-12-15 3.500000 0.00 50000000.00 49430667.69 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CPP0 2028-12-15 3.500000 0.00 50000000.00 49430667.69 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CPP0 2028-12-15 3.500000 0.00 50000000.00 49430667.69 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CPP0 2028-12-15 3.500000 0.00 50000000.00 49430667.69 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CPP0 2028-12-15 3.500000 0.00 50000000.00 49430667.69 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CPP0 2028-12-15 3.500000 0.00 50000000.00 49430667.69 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CPP0 2028-12-15 3.500000 0.00 50000000.00 49430667.69 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CPP0 2028-12-15 3.500000 0.00 50000000.00 49430667.69 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 5800000000.00 5800000000.00 0.0271 N Y Y N Bank of New York - Fixed Income Clearing Corp. Bank of New York - Fixed Income Clearing Corp. 3.680000% ARP1LEX44 549300H47WTH 0000813905 ARP1LEX44_3.68_0901 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Bank of New York - Fixed Income Clearing Corp. N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3130G1RL8 2056-08-01 5.500000 0.00 376837.00 377868.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31329PBF9 2048-06-01 4.500000 0.00 114427403.00 18088847.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DN3J0 2052-05-01 2.500000 0.00 27793184.00 16696389.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DNND1 2052-06-01 4.000000 0.00 25994944.00 15372314.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DQNP7 2053-05-01 5.000000 0.00 24716670.00 15841415.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DTBX7 2054-05-01 6.500000 0.00 25899872.00 15705852.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DTTN0 2054-08-01 5.500000 0.00 19993000.00 15681187.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DVF83 2055-01-01 6.000000 0.00 24355608.00 17536904.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWG98 2053-05-01 5.500000 0.00 24479878.00 16170853.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132E0HJ4 2053-07-01 6.500000 0.00 25387226.00 12422842.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132E0XG2 2053-10-01 5.000000 0.00 52208567.00 35176221.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132WRRN5 2044-03-01 3.830000 0.00 18899826.00 13651140.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BULD7 2053-01-01 5.500000 0.00 20476768.00 15062601.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133C6EW5 2053-06-01 5.000000 0.00 23527000.00 17298767.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CCKP0 2053-09-01 6.500000 0.00 19616768.00 13240828.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CV2D5 2054-09-01 5.500000 0.00 15771497.00 13564990.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KPQY7 2052-07-01 4.500000 0.00 20585525.00 13568918.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KQ3C8 2053-04-01 6.000000 0.00 25172256.00 17644363.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KQTY2 2053-03-01 4.500000 0.00 21440655.00 16569422.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KRM92 2053-07-01 6.000000 0.00 27218437.00 18316031.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KRPD0 2053-07-01 5.000000 0.00 18493677.00 15775282.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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36189KWW8 2047-05-15 5.000000 0.00 1740642.00 73047.45 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618AGUC1 2053-03-15 5.500000 0.00 3091452.00 2784954.37 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3617WR4N0 2051-10-20 3.000000 0.00 502084.00 392946.30 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3617WXGW4 2049-05-20 5.500000 0.00 1050932.00 551563.41 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3617WXP20 2050-01-20 5.500000 0.00 4626768.00 1800659.24 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3617X85X8 2044-07-20 4.000000 0.00 1616490.00 773410.10 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3617XSJ27 2051-12-20 3.000000 0.00 1000000.00 665031.75 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3617XSZ29 2052-03-20 4.500000 0.00 1024902.00 859511.92 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3618VLB53 2056-08-20 5.500000 0.00 2628328.00 2652086.33 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618VLCB9 2066-05-20 4.000000 0.00 364164.00 332917.03 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618VNJT9 2056-06-20 5.500000 0.00 2674812.00 2741345.34 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618VPZJ8 2066-05-20 6.500000 0.00 1882966.00 1955550.60 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618GWSB5 2054-05-20 6.000000 0.00 1789830.00 1232704.28 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618H07F8 2054-05-20 6.500000 0.00 3124640.00 1540323.65 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618H0RC3 2054-05-20 6.500000 0.00 4933352.00 4490187.33 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618H0YB7 2054-05-20 6.000000 0.00 1257492.00 572312.97 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618H9SJ8 2054-04-20 6.000000 0.00 2206884.00 2031784.76 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618HBZ63 2054-05-20 6.500000 0.00 2949984.00 2412369.20 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618HFZY3 2054-05-20 6.500000 0.00 1166158.00 1228220.62 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618JBPA3 2054-12-20 7.000000 0.00 4725192.00 4159220.68 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618JBPC9 2054-12-20 7.500000 0.00 3882000.00 3697310.15 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618JFV82 2054-10-20 7.000000 0.00 1998826.00 2079442.74 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618BP4L9 2058-11-15 6.440000 0.00 26265.00 27619.15 Agency Mortgage-Backed Securities 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3618GCK76 2054-03-20 8.000000 0.00 2443820.00 2571830.15 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618GCLM2 2054-02-20 6.500000 0.00 1095868.00 570640.04 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138EJP85 2032-08-01 4.000000 0.00 20000000.00 806471.77 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140AP3L6 2055-03-01 5.500000 0.00 1509248.00 1479349.22 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140B07H5 2055-01-01 5.500000 0.00 1319906.00 1098477.39 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MSHN3 2066-03-20 6.500000 0.00 5622144.00 4833067.73 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MSTN0 2065-11-20 5.500000 0.00 469477.00 468010.13 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MUSZ9 2066-02-20 6.000000 0.00 5818264.00 5927556.98 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MWM57 2066-02-20 6.000000 0.00 1149242.00 1054962.22 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MWU25 2056-06-20 6.000000 0.00 1597160.00 1674527.36 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MX6J3 2056-07-20 5.000000 0.00 2390220.00 2359628.91 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MYGC5 2056-08-20 6.000000 0.00 1350138.00 1399706.97 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MYHH3 2056-08-20 5.500000 0.00 7271848.00 7275711.77 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3622AB4V1 2052-09-20 4.500000 0.00 1300000.00 840614.68 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3622ABA93 2051-06-20 3.000000 0.00 7800000.00 3918866.34 Agency Mortgage-Backed 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4884224.00 966561.84 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36197JDW2 2047-04-15 3.000000 0.00 319683.00 188231.32 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36201F4Y0 2032-09-15 6.500000 0.00 33202176.00 31367.10 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36202C3Y7 2028-07-20 6.500000 0.00 14974969.00 5481.16 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36202DV40 2033-01-20 6.500000 0.00 5065170.00 19379.40 Agency Mortgage-Backed Securities Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 3350000000.00 3350000000.00 0.0156 N Y Y N Royal Bank of Canada Royal Bank of Canada 3.670000% ARP1LEY68 549300HXQQQC 0001317808 ARP1LEY68_3.67_0901 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 91282CMV0 2027-03-31 3.875000 0.00 179588000.00 182368340.20 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQE4 2029-03-15 3.500000 0.00 213099300.00 212072666.30 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQN4 2033-04-30 4.125000 0.00 76799400.00 75722239.58 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TW8 2043-11-15 4.750000 0.00 5056700.00 4864157.14 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CKR1 2027-05-15 4.500000 0.00 34429800.00 34972603.76 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 500000000.00 500000000.00 0.0023 N Y Y N Mizuho Securities USA LLC Mizuho Securities USA LLC 3.670000% ARP1LEY84 7TK5RJIZDFRO 0000812291 ARP1LEY84_3.67_0901 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 91282CQT1 2033-05-31 4.250000 0.00 257163300.00 255000057.79 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 250000000.00 250000000.00 0.0012 N Y Y N MUFG Securities Americas, Inc. MUFG Securities Americas, Inc. 3.720000% ARP1LEY92 K5HU16E3LMSV 0001656187 ARP1LEY92_3.72_0901 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 3136AA5P6 2043-01-25 5.000000 0.00 30000000.00 274312.33 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136ANGF8 2045-04-25 3.000000 0.00 40000000.00 3307746.06 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136AQA67 2044-09-25 4.000000 0.00 50000000.00 363531.25 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136B3QN3 2045-12-25 4.000000 0.00 49303440.00 808903.77 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136B8HV4 2050-02-25 2.500000 0.00 19426245.00 5236498.45 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BBQZ8 2050-08-25 3.500000 0.00 100000000.00 5025142.15 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H36X5 2051-10-25 3.000000 0.00 97207000.00 7881773.65 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H4WY2 2052-01-25 3.000000 0.00 39817481.00 4182634.38 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H5J99 2052-02-25 3.500000 0.00 51428571.00 6795390.01 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BYQ39 2056-03-25 1.456810 0.00 22055140.00 1163665.01 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G5DK3 2045-12-25 1.456810 0.00 113794975.00 3201280.87 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G5DR8 2055-02-25 1.356810 0.00 500000000.00 12659809.99 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G5X21 2050-09-25 1.375000 0.00 16500000.00 12866337.18 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6AV0 2056-06-25 1.956810 0.00 42000000.00 1815270.40 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6MH8 2056-06-25 0.456810 0.00 129999999.00 1315519.54 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6Q68 2056-08-25 6.000000 0.00 4000000.00 3135546.93 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6SB5 2056-07-25 2.506810 0.00 122403818.00 8499085.47 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6TK4 2051-08-25 2.000000 0.00 32626000.00 28506865.90 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G7BS4 2056-08-25 1.956810 0.00 46045916.00 2250962.14 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BN6B7 2052-09-25 1.606810 0.00 67500000.00 2121059.61 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BPLL3 2052-11-25 1.356810 0.00 50000000.00 1159280.63 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BQNG0 2053-11-25 3.256810 0.00 50000000.00 1524926.01 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BQNJ4 2053-11-25 2.506810 0.00 37500000.00 856822.52 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BUDA5 2053-02-25 2.256810 0.00 104121111.00 3959461.33 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BWH90 2055-08-25 1.456810 0.00 116505515.00 4099289.27 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BYGD8 2056-01-25 6.000000 0.00 17302500.00 3296300.15 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G7QP4 2055-11-25 2.480000 0.00 42857142.00 2526357.10 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137AXUS0 2043-01-15 4.000000 0.00 31514375.00 159962.15 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BE7D0 2044-09-15 4.000000 0.00 24336442.00 294504.19 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BEAE4 2044-09-15 4.000000 0.00 31063537.00 381737.17 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FERS1 2048-03-15 3.000000 0.00 16000000.00 2964321.31 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FFWG8 2042-06-15 0.163500 0.00 69362793.00 14781.75 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FKAB2 2044-10-15 4.000000 0.00 50000000.00 324109.84 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FMZC9 2049-07-25 2.292330 0.00 47997410.00 998296.16 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FVHP0 2043-04-25 2.000000 0.00 63000000.00 12366298.63 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GBUZ6 2056-08-25 4.393190 0.00 45013205.00 44454575.16 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H8ML2 2045-03-15 4.500000 0.00 47851536.00 4723783.90 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H94C0 2052-10-25 1.556810 0.00 55660000.00 1653117.16 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H94S5 2052-10-25 0.956810 0.00 76948000.00 1476901.42 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H9AJ8 2052-09-25 1.536810 0.00 48317732.00 1572816.85 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H9XU8 2053-04-25 2.000000 0.00 50000000.00 2165887.27 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HABN5 2052-11-25 2.056810 0.00 21555710.00 1185585.04 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HAFF8 2053-08-25 2.256810 0.00 44342249.00 1319678.02 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HAJ49 2053-09-25 2.006810 0.00 35000000.00 699863.86 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HAN77 2053-10-25 2.106810 0.00 100000000.00 2674902.71 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HANG7 2053-10-25 3.556810 0.00 43876377.00 1622572.76 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HB5H3 2053-12-25 1.806810 0.00 50557467.00 703374.26 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HBB29 2053-12-25 3.356810 0.00 44895472.00 2885051.65 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HBXL3 2054-03-25 2.206810 0.00 35000000.00 898952.54 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HH2U4 2054-10-25 3.006810 0.00 40000000.00 2660431.76 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJXE2 2055-02-25 2.206810 0.00 28514618.00 1087339.07 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLM90 2055-06-25 1.356810 0.00 100000000.00 1955348.38 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HM4N7 2055-07-25 2.756810 0.00 50000000.00 3432976.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384D7J0 2053-11-20 6.000000 0.00 10000000.00 9505454.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384GBJ8 2053-11-20 6.000000 0.00 1500000.00 1525362.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384MG68 2054-04-20 6.000000 0.00 2000000.00 2021976.00 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HPN41 2046-01-25 5.500000 0.00 9090909.00 1631017.19 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HPTB9 2055-11-25 6.000000 0.00 17510250.00 3268876.96 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HQXW6 2055-03-25 1.356810 0.00 150000000.00 3186053.16 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HQZL8 2055-10-25 1.306810 0.00 200000000.00 4647839.68 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 31395Q3E8 2033-08-01 4.000000 0.00 12301797.00 59430.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 31395QSC5 2032-07-01 4.000000 0.00 24493099.00 134597.89 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142G5BV9 2053-09-25 2.006810 0.00 100000000.00 2180184.87 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142G95J5 2054-08-25 5.000000 0.00 94239163.00 16819063.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382NYG6 2051-02-20 1.500000 0.00 86872819.00 44508200.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384B4A6 2053-07-20 6.000000 0.00 2000000.00 2033552.00 Agency Collateralized Mortgage Obligation Y Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0372 300000000.00 300000000.00 0.0014 N Y Y N Santander U.S. Capital Markets LLC Santander U.S. Capital Markets LLC 3.720000% ARP1LEYA9 549300LGG2RL 0001465857 ARP1LEYA9_3.72_0901 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 38384HPW2 2053-12-20 0.050000 0.00 36999679.00 12246.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384HPZ5 2053-12-20 0.100000 0.00 12999936.00 9295.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384JDG6 2054-02-20 0.040000 0.00 54999808.00 45712.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384JDV3 2054-02-20 0.100000 0.00 14000000.00 17206.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384JEB6 2054-02-20 6.000000 0.00 1269546.00 167242.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384K7A3 2054-04-20 0.050000 0.00 74999808.00 28830.07 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FXMX3 2050-11-25 2.500000 0.00 48321000.00 4425706.44 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FXP69 2050-11-25 2.000000 0.00 6000000.00 489691.71 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GBBW4 2056-07-25 2.456810 0.00 75000000.00 7565281.88 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GBBX2 2056-07-25 1.906810 0.00 125000000.00 6812309.43 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GBHB4 2056-08-25 3.636810 0.00 45355136.00 5186563.19 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GBHE8 2056-08-25 1.846810 0.00 300000000.00 16645831.80 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GBXK6 2056-09-25 1.870000 0.00 130000000.00 10398136.71 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GBXL4 2056-08-25 2.400000 0.00 59981376.00 5403182.33 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GCAE3 2056-06-25 6.000000 0.00 20069664.00 4385238.45 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GCAN3 2056-01-25 6.000000 0.00 214583.00 44032.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384BMC2 2053-06-20 0.050000 0.00 25971456.00 15121.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384BMU2 2053-06-20 0.030000 0.00 67096320.00 41870.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384BNA5 2053-06-20 0.050000 0.00 12084480.00 9300.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384BNP2 2053-06-20 0.030000 0.00 24999936.00 9246.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384BZY0 2053-07-20 0.050000 0.00 5499904.00 1881.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384CMQ9 2053-08-20 0.100000 0.00 53703040.00 92446.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384CMR7 2053-08-20 0.050000 0.00 12499968.00 10734.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384DCT2 2053-10-20 N/A 0.00 2142856.00 598044.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384ETY1 2053-09-20 0.050000 0.00 19141120.00 9208.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384FBR2 2053-11-20 N/A 0.00 7081136.00 2416940.77 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HBSK1 2054-03-25 6.500000 0.00 3600836.00 467269.53 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HBSM7 2054-03-25 6.500000 0.00 5418904.00 538858.84 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HCAW2 2054-04-25 6.500000 0.00 3769336.00 353655.25 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HCB27 2054-04-25 6.500000 0.00 3290140.00 401374.61 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HCT85 2054-05-25 3.426810 0.00 16611008.00 1160209.57 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDD23 2054-06-25 2.000000 0.00 50000000.00 781509.43 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDPC8 2054-07-25 6.500000 0.00 24961536.00 3607416.98 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFAG0 2054-08-25 0.050000 0.00 28860928.00 20147.32 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H64H5 2048-06-25 3.000000 0.00 4166664.00 188930.99 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H7HX4 2050-07-25 4.500000 0.00 17179968.00 1735475.41 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HA3X2 2053-05-25 0.150000 0.00 14000000.00 45898.97 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HANZ5 2046-12-15 4.000000 0.00 100000.00 15711.83 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HAUX2 2053-11-25 0.050000 0.00 13461504.00 11587.84 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HB7C2 2053-12-25 N/A 0.00 6978392.00 2391902.93 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HBET7 2054-01-25 6.500000 0.00 3104776.00 268822.96 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HBHF4 2054-02-25 0.150000 0.00 21500000.00 37733.83 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HBJ62 2054-02-25 0.020000 0.00 37969920.00 7687.08 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HBR30 2054-03-25 6.500000 0.00 2721240.00 346967.49 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H15U6 2051-07-25 3.500000 0.00 32253824.00 2850186.46 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H2UH5 2049-01-25 2.500000 0.00 2100000.00 218402.41 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H2Z98 2051-08-25 0.979240 0.00 8000000.00 381960.26 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H3AM4 2050-07-25 3.000000 0.00 1335000.00 140437.68 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H3BX9 2051-10-25 2.500000 0.00 9000000.00 1140197.79 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H3LQ3 2051-11-25 3.000000 0.00 830000.00 79047.83 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H3Q21 2051-11-25 4.000000 0.00 950000.00 98822.20 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H3YE6 2049-01-25 4.000000 0.00 1043000.00 106926.34 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H5UR6 2048-11-25 3.000000 0.00 5000000.00 399216.55 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H63C7 2046-08-25 3.000000 0.00 2000000.00 165976.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383VK64 2053-02-20 2.561160 0.00 3425000.00 127319.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383W4P8 2053-03-20 2.000000 0.00 50000000.00 1463230.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383YSF0 2050-02-20 4.500000 0.00 7361000.00 899000.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384AGS6 2053-05-20 0.050000 0.00 3500000.00 3824.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384AXP3 2053-05-20 2.511160 0.00 13196832.00 595075.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384AXX6 2053-05-20 2.511160 0.00 26436544.00 1526875.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384BA43 2053-07-20 0.100000 0.00 25874432.00 17718.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384BB34 2053-05-20 0.050000 0.00 16864255.00 13683.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384BLP4 2053-06-20 0.050000 0.00 21413600.00 21426.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384BLZ2 2053-06-20 0.050000 0.00 40812288.00 23736.60 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FRKQ3 2050-03-25 3.500000 0.00 310000.00 12834.58 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FT2J5 2041-01-15 N/A 0.00 500000.00 162074.10 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FTZM2 2035-02-25 1.629030 0.00 111021824.00 9873834.35 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FUQC1 2049-09-25 3.500000 0.00 32528512.00 801242.24 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FWV72 2050-10-25 3.000000 0.00 585000.00 46257.98 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFBK0 2054-08-25 0.050000 0.00 16071680.00 9291.49 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFBU8 2053-04-25 6.000000 0.00 833334.00 129996.13 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFKQ7 2054-09-25 6.000000 0.00 8456384.00 1266453.96 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFZC2 2054-10-25 0.050000 0.00 5000000.00 5069.21 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HH3K5 2054-10-25 1.906810 0.00 15000000.00 439208.61 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJE37 2055-02-25 5.500000 0.00 4195319.00 4355896.51 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJEJ2 2055-02-25 0.050000 0.00 87802240.00 133866.17 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJF77 2055-02-25 0.050000 0.00 87802240.00 133591.62 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJXK8 2038-06-25 6.000000 0.00 10623920.00 115810.79 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKX41 2055-04-25 6.000000 0.00 3728068.00 685208.41 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFB95 2054-08-25 6.000000 0.00 337500.00 66257.00 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFBH7 2054-08-25 0.250000 0.00 14000000.00 40437.05 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6JN9 2055-12-25 5.000000 0.00 11377664.00 10187359.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384KJ77 2054-03-20 0.050000 0.00 36999936.00 29692.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384KK83 2054-03-20 6.000000 0.00 38583296.00 4575242.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384KM73 2054-03-20 6.000000 0.00 89500000.00 12572358.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384N4M4 2054-06-20 0.100000 0.00 100000000.00 119391.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384N5H4 2054-06-20 6.000000 0.00 1295968.00 280463.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384NXD2 2054-05-20 0.050000 0.00 20000000.00 17935.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384NXQ3 2054-05-20 6.500000 0.00 7457272.00 660921.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384NXX8 2054-04-20 0.100000 0.00 49956608.00 49169.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384PRM4 2054-06-20 3.661160 0.00 2000000.00 236845.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384K7B1 2054-04-20 0.050000 0.00 74999808.00 28830.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384K7E5 2054-04-20 6.000000 0.00 51875000.00 6154097.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384K7H8 2054-04-20 0.050000 0.00 128000000.00 111700.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384K7K1 2053-06-20 0.050000 0.00 26275744.00 27458.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381LC59 2065-07-16 0.585380 0.00 25000000.00 1366137.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381LCE0 2065-07-16 0.902510 0.00 44000000.00 3068091.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381LCP5 2066-01-16 0.896330 0.00 105932032.00 6967573.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381MF96 2066-12-16 0.879310 0.00 106796416.00 7627180.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381MGM6 2066-12-16 1.039610 0.00 100526720.00 8235888.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381N7W2 2049-10-20 3.999990 0.00 4502344.00 720624.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381PQ71 2055-07-20 0.030000 0.00 69999872.00 48115.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381Q3P4 2055-08-20 0.050000 0.00 29999872.00 29253.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381Q4H1 2055-08-20 2.211160 0.00 3436424.00 172866.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381Q5M9 2055-01-20 6.000000 0.00 1666666.00 196185.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381HHH7 2063-09-16 0.185670 0.00 331784192.00 6328973.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381HWJ6 2064-10-16 0.747470 0.00 70664064.00 4219005.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381JFT9 2064-12-16 0.500000 0.00 3276776.00 194216.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381JFU6 2065-02-16 0.500000 0.00 717590.00 50261.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381JFV4 2063-03-16 0.500000 0.00 5287440.00 244256.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381JFY8 2064-07-16 0.927590 0.00 50000000.00 3312940.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381JYF8 2065-07-16 1.127720 0.00 39996000.00 3338319.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381L3P5 2066-12-16 0.752860 0.00 55369344.00 3784152.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381LB50 2065-07-16 0.449840 0.00 13922768.00 692789.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381LC34 2065-07-16 0.856460 0.00 121737856.00 7832127.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379YXS2 2046-08-20 2.283070 0.00 7000000.00 149940.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380AA56 2045-05-20 4.000000 0.00 5847840.00 8144178.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380AUM7 2046-09-20 2.333070 0.00 559956.00 12485.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380AYX9 2046-09-20 3.500000 0.00 50000000.00 503860.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380BHW8 2046-10-20 3.500000 0.00 1386598.00 40343.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380HHW5 2047-09-20 3.500000 0.00 15000000.00 271061.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381HHE4 2063-09-16 0.000400 0.00 265427456.00 4735229.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382TNW0 2050-10-20 0.250000 0.00 2275228.00 12666.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382WHH3 2051-01-20 2.100000 0.00 6318000.00 320027.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383AL28 2051-09-20 2.500000 0.00 150962.00 8595.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383AZU1 2051-09-20 2.500000 0.00 1500000.00 105043.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383AZY3 2051-09-20 2.500000 0.00 5500000.00 530452.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383CXL9 2063-09-16 1.025020 0.00 147202048.00 7198845.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383DW38 2051-11-20 4.500000 0.00 14788800.00 1568459.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383FDA8 2051-12-20 4.000000 0.00 1355000.00 133895.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383TWM1 2052-06-20 5.000000 0.00 24727072.00 2820195.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383VK23 2053-02-20 2.000000 0.00 45000000.00 1369698.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382GWB4 2050-07-20 2.433070 0.00 3728000.00 154632.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382JCA2 2050-09-20 2.500000 0.00 1500000.00 91410.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382LPQ8 2050-11-20 2.000000 0.00 11254848.00 728152.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382MCX5 2050-10-20 0.050000 0.00 17021952.00 8933.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382MZ77 2050-12-20 1.300000 0.00 92709760.00 3208308.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382NVV6 2051-02-20 2.000000 0.00 20000000.00 1586455.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382QN48 2051-05-20 5.000000 0.00 49481216.00 4315379.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382QN63 2051-05-20 3.500000 0.00 28571424.00 2184068.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382RAT5 2051-04-20 3.500000 0.00 14480560.00 881151.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382RRX8 2051-04-20 5.000000 0.00 35224576.00 2883783.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381WQY7 2048-01-20 4.000000 0.00 9198250.00 560628.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381XAY2 2049-06-20 4.500000 0.00 3126000.00 133701.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381YAH7 2049-08-20 2.333070 0.00 22737664.00 542770.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382AFG5 2049-10-20 3.500000 0.00 1084000.00 74655.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382CMV0 2049-11-20 3.500000 0.00 4337376.00 1352878.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382CRQ6 2050-02-20 3.500000 0.00 966000.00 61903.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382DAG4 2050-01-20 3.500000 0.00 2353000.00 163747.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382EDT1 2050-04-20 3.500000 0.00 18354784.00 1867870.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382EEL7 2050-03-20 3.500000 0.00 22146300.00 6235510.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382FZV9 2048-04-20 4.000000 0.00 2000000.00 461500.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381Q5W7 2055-08-20 6.000000 0.00 1291666.00 158267.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381RRQ4 2049-02-20 2.383070 0.00 28926240.00 444947.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381S6M4 2068-08-16 4.500000 0.00 24193472.00 19640767.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381S6N2 2068-08-16 0.363550 0.00 126955392.00 7292154.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381SR41 2068-08-16 0.542420 0.00 133335552.00 8864714.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381TSQ9 2049-04-20 2.333070 0.00 48975936.00 150299.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381U5L2 2055-04-20 6.000000 0.00 2955032.00 638975.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381U6F4 2055-09-20 0.020000 0.00 20000000.00 12361.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381U6G2 2055-09-20 0.130000 0.00 50000000.00 200505.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381U6N7 2055-09-20 0.050000 0.00 100000000.00 135301.40 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G5BP4 2054-09-25 5.500000 0.00 237272.00 39603.88 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G5LT5 2054-09-25 0.050000 0.00 120356096.00 98283.76 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6A65 2056-08-25 1.856810 0.00 200000000.00 10747106.23 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6B98 2056-08-25 1.846810 0.00 200000000.00 10293240.47 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BUK25 2055-02-25 0.070000 0.00 30000000.00 65951.03 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BUP53 2049-08-25 6.000000 0.00 1065916.00 20796.89 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BUY87 2055-03-25 0.050000 0.00 73060736.00 126447.61 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BUZ78 2055-03-25 0.050000 0.00 73060736.00 127108.59 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BW5B8 2055-09-25 0.050000 0.00 126309888.00 241219.44 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BW5U6 2054-06-25 6.000000 0.00 6021976.00 1135907.40 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BW6E1 2055-09-25 6.000000 0.00 125000.00 27855.03 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BWC95 2055-08-25 2.206810 0.00 163403520.00 9571913.33 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BWHV1 2055-06-25 0.030000 0.00 195000000.00 201037.84 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BWHY5 2055-06-25 0.100000 0.00 8500000.00 29333.42 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BWJN7 2055-06-25 6.000000 0.00 1219578.00 220457.21 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BWUH7 2055-07-25 0.100000 0.00 18000000.00 67760.97 Agency Collateralized Mortgage Obligation U.S. Treasury Note 254900HROIFW 91282CQF1 2033-03-31 4.250000 0.00 8121500.00 8102742.53 U.S. Treasuries (including strips) U.S. Treasury Floating Rate Note 254900HROIFW 91282CQM6 2028-04-30 3.853608 0.00 20344000.00 20428678.60 U.S. Treasuries (including strips) U.S. Treasury Floating Rate Note 254900HROIFW 91282CRD5 2028-07-31 3.800608 0.00 32905000.00 33009200.23 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CRG8 2029-08-15 4.250000 0.00 5100600.00 5087403.86 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CJK8 2026-11-15 4.625000 0.00 1318900.00 1338556.06 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CKJ9 2027-04-15 4.500000 0.00 2315100.00 2360439.42 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CKR1 2027-05-15 4.500000 0.00 1254300.00 1274074.69 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CLU3 2031-10-31 4.125000 0.00 20653700.00 20560373.45 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CLV1 2029-10-15 1.625000 0.00 2472000.00 2609344.48 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CMG3 2030-01-31 4.250000 0.00 28924200.00 28845849.06 U.S. Treasuries (including strips) U.S. Treasury Floating Rate Note 254900HROIFW 91282CMJ7 2027-01-31 3.848608 0.00 536000.00 538010.55 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CMV0 2027-03-31 3.875000 0.00 560500.00 569177.53 U.S. Treasuries (including strips) U.S. Treasury Floating Rate Note 254900HROIFW 91282CMX6 2027-04-30 3.910608 0.00 120000.00 120537.53 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CNP2 2027-07-31 3.875000 0.00 22805000.00 22809886.34 U.S. Treasuries (including strips) Government National Mortgage Association N/A 38385XYS5 2056-08-20 2.500000 0.00 60000000.00 4229873.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385XYZ9 2056-08-20 1.810000 0.00 51923072.00 3533264.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385XZB1 2056-08-20 1.850000 0.00 50000000.00 3023713.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385XZC9 2056-08-20 6.500000 0.00 632912.00 600483.91 Agency Collateralized Mortgage Obligation U.S. Treasury Bond N/A 912810FH6 2029-04-15 3.875000 0.00 1301200.00 2794350.89 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 912828YB0 2029-08-15 1.625000 0.00 50855000.00 47017813.36 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 912828Z78 2027-01-31 1.500000 0.00 7473000.00 7405029.98 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CCV1 2028-08-31 1.125000 0.00 769000.00 721845.69 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CEM9 2029-04-30 2.875000 0.00 652000.00 633451.49 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CGW5 2028-04-15 1.250000 0.00 2000000.00 2198722.10 U.S. Treasuries (including strips) Government National Mortgage Association N/A 38385XFE7 2056-07-20 1.861160 0.00 84561792.00 5098995.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385XFM9 2056-07-20 1.901160 0.00 50000000.00 3481644.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385XFW7 2056-07-20 3.711160 0.00 100000000.00 11253389.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385XFX5 2056-07-20 3.151160 0.00 50000000.00 5900887.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385XGB2 2056-07-20 1.161160 0.00 50000000.00 1719946.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385XGD8 2056-07-20 1.981160 0.00 79402496.00 3148194.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385XYB2 2056-08-20 0.020000 0.00 49999870.00 10255.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385XYC0 2056-08-20 5.000000 0.00 5724688.00 4984930.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385XYE6 2056-08-20 1.800000 0.00 111666560.00 7291603.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385XYP1 2056-08-20 6.000000 0.00 5263704.00 1190686.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385SW41 2056-06-20 1.261160 0.00 15000000.00 513826.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385SW58 2056-06-20 0.050000 0.00 20000000.00 32008.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385SW66 2056-06-20 6.500000 0.00 556118.00 483049.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385SX57 2056-06-20 1.911160 0.00 130000000.00 9744286.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385SX73 2056-06-20 4.000000 0.00 5467216.00 4167625.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385SY23 2055-03-20 0.050000 0.00 22231720.00 34039.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385SY31 2055-10-20 2.311160 0.00 43039104.00 3186546.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385SY49 2053-06-20 0.080000 0.00 8741024.00 21279.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385SY56 2052-02-20 3.000000 0.00 24721728.00 3962466.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385XEY4 2056-07-20 1.861160 0.00 76806016.00 4078182.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385P4S5 2056-04-20 1.961160 0.00 75989504.00 4656199.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385PNK1 2056-03-20 2.011160 0.00 57631296.00 3900909.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385QHE0 2076-05-20 1.051100 0.00 100000000.00 8464557.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385R5L5 2056-05-20 0.541160 0.00 10000000.00 131746.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385R5U5 2056-05-20 0.060000 0.00 15000000.00 23561.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385R5Y7 2056-05-20 1.961160 0.00 77062016.00 6039149.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385R6K6 2056-05-20 1.311160 0.00 35000000.00 1364465.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385SU76 2052-09-20 5.500000 0.00 6363632.00 1001123.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385SV26 2056-06-20 5.000000 0.00 28931000.00 25611660.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385SW33 2056-06-20 1.911160 0.00 50000000.00 3274137.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385HDE4 2055-10-20 0.080000 0.00 66000000.00 189783.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385HFG7 2055-10-20 0.650000 0.00 75000000.00 1890546.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385HJF5 2055-10-20 3.561160 0.00 45000000.00 4542351.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385HX44 2055-10-20 0.050000 0.00 90232832.00 148379.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385JJT1 2055-11-20 0.050000 0.00 50000000.00 68859.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385KT34 2055-02-20 0.100000 0.00 15998544.00 35332.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385KWV8 2055-12-20 2.411160 0.00 55263872.00 3858389.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385KZ86 2055-12-20 5.500000 0.00 3232200.00 674999.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385LWE4 2056-01-20 5.500000 0.00 11054816.00 2564942.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385LXT0 2056-01-20 5.500000 0.00 4618312.00 1003314.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385BSD3 2054-10-20 6.000000 0.00 20782800.00 2548115.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385D3D6 2055-03-20 0.050000 0.00 42560768.00 42552.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385D3N4 2055-03-20 N/A 0.00 4846008.00 3031813.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385D4D5 2055-03-20 0.070000 0.00 175000000.00 232550.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385FTE1 2055-04-20 0.050000 0.00 49999872.00 39918.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385FTW1 2055-04-20 0.050000 0.00 4000000.00 4035.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385FUG4 2055-04-20 N/A 0.00 4545448.00 2798018.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385FUQ2 2055-04-20 N/A 0.00 2727272.00 1631929.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385FUU3 2055-04-20 0.050000 0.00 15000000.00 21600.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385GTC3 2055-05-20 0.050000 0.00 24999936.00 21288.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379PUB1 2045-05-20 5.000000 0.00 10000000.00 174487.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379QFR1 2045-09-20 4.000000 0.00 12475000.00 164619.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379YNN4 2046-06-20 4.000000 0.00 430085.00 13275.95 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HRHD4 2050-11-25 5.000000 0.00 1727500.00 216476.75 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 31394AVD5 2032-12-25 N/A 0.00 200000.00 1001.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375URX0 2064-10-20 1.458200 0.00 6215312.00 12880.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38377NHJ6 2037-06-16 N/A 0.00 17482784.00 382130.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378GHA9 2042-11-20 3.500000 0.00 727878.00 17445.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378TZT0 2041-10-20 3.500000 0.00 15000000.00 28831.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379EZ54 2044-09-16 2.446320 0.00 13956624.00 404323.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379GZ83 2044-11-20 4.000000 0.00 16599999.00 191953.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379NLZ3 2045-06-20 4.000000 0.00 21203872.00 342977.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379NPK2 2045-07-20 3.500000 0.00 60000000.00 347927.29 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HNYH5 2055-12-25 1.756810 0.00 9000000.00 332958.00 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HNYJ1 2055-12-25 0.050000 0.00 200000000.00 309319.55 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HNYK8 2055-12-25 0.080000 0.00 100000000.00 248501.46 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HPGA5 2050-08-25 5.000000 0.00 2713050.00 303843.62 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HPGM9 2056-01-25 6.000000 0.00 1456026.00 311107.04 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HPHB2 2052-02-25 5.500000 0.00 2220908.00 280282.80 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HPHS5 2056-01-25 5.500000 0.00 1636364.00 343338.88 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HPJD6 2056-01-25 2.406810 0.00 17472300.00 1170617.22 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HQ5F4 2055-05-25 5.500000 0.00 1136362.00 206546.38 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HQ6T3 2056-02-25 2.006810 0.00 55750500.00 3238569.43 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HL3H3 2052-02-25 6.000000 0.00 1685590.00 214089.29 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HMBX7 2054-01-25 6.000000 0.00 2389580.00 438914.66 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HME89 2055-08-25 0.020000 0.00 34999808.00 18802.96 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HMEA4 2055-08-25 0.050000 0.00 181903872.00 403388.68 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HMTM2 2054-05-25 6.000000 0.00 5793744.00 1070475.25 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HMUM0 2054-05-25 6.000000 0.00 2435952.00 445228.45 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HMVD9 2055-09-25 6.000000 0.00 1333332.00 259191.11 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HMVP2 2055-09-25 0.050000 0.00 91351168.00 188938.14 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HNXQ6 2055-04-25 5.500000 0.00 909091.00 145142.42 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HNYF9 2055-12-25 2.356810 0.00 200000000.00 16407784.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384TNX6 2068-03-16 0.929710 0.00 130052096.00 9793602.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384UJP5 2054-07-20 0.100000 0.00 40000000.00 44039.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384UKA6 2054-07-20 0.050000 0.00 20000000.00 20847.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384VTU1 2054-10-20 0.030000 0.00 29999872.00 20745.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384WCH6 2054-09-20 3.011160 0.00 50000000.00 3005133.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384WFF7 2054-09-20 2.411160 0.00 64600000.00 3937798.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384XNR0 2052-09-20 6.000000 0.00 1792930.00 215422.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384YBB6 2054-10-20 1.861160 0.00 93631488.00 4127080.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385AEJ7 2054-11-20 0.050000 0.00 4995000.00 6378.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385AFD9 2054-05-20 6.000000 0.00 15461424.00 1933927.60 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137B8KC0 2042-12-15 4.500000 0.00 46030208.00 402853.23 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BNBF0 2046-03-15 3.000000 0.00 2500000.00 3010905.86 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F6P92 2050-11-25 2.500000 0.00 1300000.00 92232.32 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F9CW9 2051-02-25 2.500000 0.00 1000000.00 91944.29 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F9Y54 2050-08-25 3.000000 0.00 540000.00 55867.22 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6JR0 2055-12-25 0.906810 0.00 54166656.00 1445764.98 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6KF4 2056-06-25 6.000000 0.00 17813536.00 4081719.14 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G7HT6 2056-09-25 1.800000 0.00 206000000.00 11359046.00 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137AUUN7 2032-10-15 3.500000 0.00 365542.00 1495.87 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137B1J94 2043-04-15 3.500000 0.00 35753280.00 469540.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384RBS4 2067-11-16 0.972200 0.00 126282368.00 9388443.18 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BLPL8 2051-02-25 2.500000 0.00 6000000.00 607586.70 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BMMJ4 2052-02-25 4.000000 0.00 17977024.00 8965936.18 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BNRH1 2052-07-25 0.050000 0.00 41078784.00 18773.59 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BNRR9 2051-04-25 0.050000 0.00 9959936.00 6128.27 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BPZF1 2051-12-25 3.500000 0.00 37983936.00 2725921.05 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BQAG4 2053-07-25 6.000000 0.00 3306144.00 489186.40 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BQKK4 2047-03-25 3.500000 0.00 5600000.00 650920.22 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BQM55 2049-12-25 4.000000 0.00 29431720.00 4330083.45 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BQUC1 2053-11-25 2.706810 0.00 10000000.00 416005.28 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BQVZ9 2053-12-25 N/A 0.00 7692304.00 3063608.96 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BCAY6 2050-10-25 2.500000 0.00 1200000.00 128823.22 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BCM72 2050-12-25 2.500000 0.00 40548400.00 3951407.82 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BDAW8 2043-12-25 5.000000 0.00 35469248.00 2150934.18 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BDY93 2051-02-25 2.500000 0.00 1100000.00 126555.77 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BFDQ3 2049-11-25 4.500000 0.00 16436000.00 1077550.94 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BFLT8 2051-03-25 2.000000 0.00 1125000.00 97989.25 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BGNQ0 2047-12-25 2.500000 0.00 2000000.00 187365.50 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BHEL9 2051-05-25 3.500000 0.00 10322000.00 817205.05 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BKDN9 2051-12-25 3.000000 0.00 2752000.00 335210.60 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BKHZ8 2051-12-25 3.000000 0.00 1260000.00 122928.99 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136AGMW9 2043-10-25 N/A 0.00 20000000.00 2549217.17 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136AYTL7 2047-11-25 2.392330 0.00 39365248.00 820180.78 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136B1TS3 2048-04-25 3.000000 0.00 640000.00 12071.41 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136B23V2 2048-09-25 2.442330 0.00 55745280.00 289637.87 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136B3U73 2049-02-25 4.000000 0.00 3329500.00 33139.20 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136B54Y8 2048-11-25 4.000000 0.00 74215808.00 1514513.54 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136B54Z5 2045-04-25 4.000000 0.00 57878848.00 1839337.99 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136B9A49 2050-05-25 3.000000 0.00 5128896.00 257013.78 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BBWT5 2048-06-25 4.000000 0.00 2385000.00 173868.21 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BBXG2 2050-09-25 2.500000 0.00 2700000.00 290425.31 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3134A3ZU3 2029-12-14 N/A 0.00 2000.00 1724.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3134A4CP7 2031-03-15 N/A 0.00 2000.00 1620.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3134A4NS9 2031-01-15 N/A 0.00 2738000.00 2235281.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3134A4NV2 2032-07-15 N/A 0.00 23000.00 17433.45 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31358DDC5 2029-05-15 N/A 0.00 33000.00 29115.40 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31358DDR2 2030-05-15 N/A 0.00 936000.00 789319.44 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31358DDS0 2030-11-15 N/A 0.00 8656000.00 7098179.68 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3136AA5E1 2043-01-25 3.000000 0.00 1362000.00 19375.10 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136AC3A7 2043-03-25 4.000000 0.00 3344000.00 19807.00 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136ADKM0 2043-04-25 4.000000 0.00 3256168.00 23746.95 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BRZU4 2051-06-25 6.500000 0.00 5931720.00 563304.86 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BSBK0 2054-06-25 0.050000 0.00 20000000.00 15116.77 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BSCA1 2054-06-25 2.256810 0.00 14251040.00 465787.30 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BSJA4 2054-07-25 0.250000 0.00 13500000.00 44831.77 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BSJD8 2054-07-25 0.130000 0.00 10000000.00 17258.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BSXB6 2054-08-25 6.500000 0.00 2683012.00 322554.75 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BSXG5 2054-08-25 6.000000 0.00 14095664.00 2660427.19 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BUG53 2055-02-25 0.150000 0.00 17000000.00 52137.86 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 30298YAA1 2052-10-25 0.100000 0.00 1189650000.00 3015771.46 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 30298YAC7 2052-10-25 0.100000 0.00 270043136.00 827232.05 Agency Collateralized Mortgage Obligation Y Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-2 2026-09-01 2026-09-01 2026-09-01 N N N 0.0372 800000000.00 800000000.00 0.0037 N Y Y N State Street Bank - Fixed Income Clearing Corp. State Street Bank - Fixed Income Clearing Corp. 3.670000% ARP1LEYC5 549300H47WTH 0000093748 ARP1LEYC5_3.67_0901 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y State Street Bank - Fixed Income Clearing Corp. N U.S. Treasury Note 254900HROIFW 91282CKC4 2031-02-28 4.250000 0.00 247000000.00 244732636.30 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CBL4 2031-02-15 1.125000 0.00 14087400.00 12218906.43 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQG9 2031-03-31 3.875000 0.00 599833000.00 594670933.20 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CKF7 2031-03-31 4.125000 0.00 134267000.00 134620734.50 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQP9 2031-04-15 1.250000 0.00 33108500.00 32736951.78 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 999000000.00 999000000.00 0.0047 N Y Y N Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp. Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp. 3.660000% ARP1LEYD3 549300H47WTH 0000072971 ARP1LEYD3_3.66_0901 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp. N U.S. Treasury Note 254900HROIFW 91282CPN5 2030-11-30 3.500000 0.00 476167000.00 462328070.00 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CPD7 2030-10-31 3.625000 0.00 256887500.00 251671956.33 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0366 700000000.00 700000000.00 0.0033 N Y Y N Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp. Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp. 3.660000% ARP1LEYE1 549300H47WTH 0000072971 ARP1LEYE1_3.66_0901 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp. N U.S. Treasury Note 254900HROIFW 91282CQZ7 2029-07-15 4.125000 0.00 511227300.00 510000018.26 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0366 500000000.00 500000000.00 0.0023 N Y Y N Northwestern Mutual Life Insurance Co. Northwestern Mutual Life Insurance Co. 3.680000% ARP1LEYF8 N/A 0000073076 ARP1LEYF8_3.68_0901 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 31418D4Y5 2051-10-01 2.500000 0.00 69970000.00 39030195.20 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3140L5RJ7 2051-06-01 2.500000 0.00 51491900.00 25076860.65 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133B5AW2 2052-02-01 2.000000 0.00 40000000.00 24428378.00 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133AEMV3 2051-01-01 2.000000 0.00 55518700.00 29886422.96 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133AME36 2051-06-01 2.000000 0.00 24035400.00 13188521.54 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133ACM39 2050-11-01 2.000000 0.00 52714000.00 28603391.82 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133ATS44 2051-10-01 2.000000 0.00 21306700.00 11743178.12 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KNLA9 2052-01-01 2.500000 0.00 39744000.00 22482907.76 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31329NJE9 2046-12-01 3.000000 0.00 52008600.00 11177639.42 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31329JM53 2043-01-01 3.000000 0.00 25326200.00 4548302.63 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131XVH32 2046-11-01 3.000000 0.00 31560300.00 6300793.29 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131XU5N3 2046-09-01 3.000000 0.00 4100.00 686.20 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3140M6VM2 2054-11-01 5.000000 0.00 14669000.00 12240669.10 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3140M56R1 2054-04-01 5.500000 0.00 8590000.00 6222025.19 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3140QUS56 2054-06-01 5.500000 0.00 7458000.00 6287385.76 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3140QRUG6 2053-03-01 5.500000 0.00 20173000.00 14936474.50 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3140XMLU8 2053-08-01 6.500000 0.00 63850000.00 32338784.39 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3140KVTT7 2050-12-01 2.000000 0.00 29794300.00 15177625.20 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 31418DVA7 2050-12-01 2.000000 0.00 2398000.00 1174564.57 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133AJ5W9 2051-04-01 2.000000 0.00 47207100.00 26425034.81 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KKVF3 2050-12-01 2.000000 0.00 15269300.00 7780827.74 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133AF4D0 2051-02-01 2.000000 0.00 3137300.00 1588414.68 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3140HKHR2 2050-09-01 2.500000 0.00 50000000.00 22400282.50 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3138W9GL8 2043-08-01 3.000000 0.00 42149900.00 7295319.87 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3138WE5K1 2045-07-01 3.500000 0.00 45831900.00 6785490.25 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3140XGJT7 2052-03-01 3.500000 0.00 40860700.00 23042939.44 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 31419AGZ4 2039-12-01 4.000000 0.00 215149300.00 7043026.36 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3140QPK48 2052-06-01 4.000000 0.00 51500000.00 33975995.61 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3140QQZ57 2052-12-01 4.500000 0.00 28483000.00 19777445.91 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3140N1WB5 2052-10-01 4.500000 0.00 37249000.00 27376134.30 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3140MN3B0 2052-06-01 5.000000 0.00 30225300.00 17691835.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179WDR6 2051-04-20 2.500000 0.00 32814000.00 15032058.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179XFH4 2052-09-20 4.500000 0.00 39637000.00 26607914.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179XHZ2 2052-10-20 5.000000 0.00 14232000.00 9452687.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179XFJ0 2052-09-20 2.000000 0.00 50228000.00 33005441.12 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131XKE88 2042-09-01 3.500000 0.00 162607500.00 15396933.43 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A5E92 2046-04-01 4.000000 0.00 33586300.00 3178321.61 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A5EQ4 2045-12-01 4.000000 0.00 51365000.00 4679591.37 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A5EL5 2045-11-01 4.000000 0.00 44399200.00 3835294.36 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426AX86 2055-02-01 5.000000 0.00 11155000.00 9017151.84 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31425YNE3 2055-01-01 5.000000 0.00 6932000.00 6192387.28 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KQW28 2053-03-01 5.000000 0.00 11604000.00 8473759.96 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GSP44 2054-08-01 5.500000 0.00 14602000.00 12616573.80 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133C66T1 2053-07-01 5.500000 0.00 19569000.00 14889180.30 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. 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3618BXPM7 2053-06-20 6.500000 0.00 1000.00 771.83 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618F26X8 2053-09-20 7.000000 0.00 1075.00 882.61 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618F27A7 2053-09-20 7.000000 0.00 2030.00 1529.06 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618F3AV5 2053-10-20 7.000000 0.00 1000.00 798.76 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618F3WJ8 2053-06-20 6.500000 0.00 1000.00 265.07 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618F4HF1 2053-07-20 6.000000 0.00 1053.00 1077.18 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618F4HJ3 2053-07-20 6.500000 0.00 1000.00 337.55 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618FJKJ6 2053-10-20 6.500000 0.00 1000.00 643.94 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618FL2V4 2053-09-20 7.000000 0.00 1000.00 665.08 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618FSRS9 2053-10-20 6.500000 0.00 1000.00 595.33 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618FVL74 2053-11-20 6.500000 0.00 2000.00 1989.69 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618GBEV2 2053-11-20 7.000000 0.00 2000.00 1778.97 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618GL4S8 2054-01-20 8.000000 0.00 1000.00 476.58 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618J1LL5 2054-09-20 7.000000 0.00 1012.00 930.38 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618J1LM3 2054-09-20 7.000000 0.00 1000.00 896.02 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618KQV37 2055-06-20 7.000000 0.00 1008.00 1076.07 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618KQV52 2055-05-20 7.000000 0.00 2000.00 2072.10 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618KRMV3 2055-05-20 7.000000 0.00 1000.00 1056.71 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618LKD70 2055-08-20 7.500000 0.00 7173904.00 7757826.24 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618LP3M7 2055-09-20 7.500000 0.00 2000.00 2152.10 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618LP3U9 2055-09-20 7.500000 0.00 1024.00 988.67 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618M8G32 2055-09-20 7.000000 0.00 3396.00 3557.39 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618M8G40 2055-09-20 7.000000 0.00 3003.00 3155.06 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618M8GZ1 2055-09-20 7.000000 0.00 2000.00 2087.64 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MCPY5 2055-12-20 7.500000 0.00 1120660.00 1215941.57 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MCQD0 2055-12-20 6.500000 0.00 2028.00 2155.34 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MEJC6 2056-01-20 6.500000 0.00 2007299.00 2136448.37 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MEJD4 2056-01-20 7.000000 0.00 3029.00 3240.37 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MFPN2 2056-03-20 6.500000 0.00 1009.00 1051.28 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QQSR7 2052-11-01 5.500000 0.00 1880000.00 1320803.84 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140UKQC0 2056-07-01 5.000000 0.00 190083.00 186678.62 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140UKSU8 2056-05-01 6.500000 0.00 1618330.00 1695586.73 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140UKWE9 2056-07-01 6.000000 0.00 1290459.00 1311329.54 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140UTC51 2056-08-01 5.500000 0.00 8849.00 8903.64 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140W2PJ4 2055-07-01 5.000000 0.00 192587.00 174871.16 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140W2RE3 2055-04-01 6.500000 0.00 14859488.00 10707275.74 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140W3EM7 2052-07-01 2.500000 0.00 1000.00 781.72 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140W3QC6 2055-11-01 5.500000 0.00 4708.00 4431.50 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140W4ZE0 2055-08-01 6.000000 0.00 5376289.00 4674805.21 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140W5NA8 2055-11-01 6.000000 0.00 20762846.00 19804741.05 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140W5RK2 2056-03-01 5.500000 0.00 2000.00 1952.74 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XAHA3 2051-03-01 2.500000 0.00 28918000.00 13918322.12 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XCL63 2051-07-01 2.000000 0.00 2976.00 1600.48 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XDQ74 2051-11-01 2.500000 0.00 5544160.00 3111431.03 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XGDD8 2052-03-01 2.000000 0.00 2083200.00 1261530.27 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XGDV8 2052-02-01 2.000000 0.00 2760816.00 1623252.78 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XGXU8 2052-04-01 2.500000 0.00 912000.00 525114.25 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XJKE2 2048-12-01 4.000000 0.00 8301168.00 5121425.58 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XN5M2 2052-04-01 2.500000 0.00 9159328.00 6182511.97 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XNGK4 2053-11-01 5.500000 0.00 1022.00 738.33 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XNWC4 2053-12-01 6.500000 0.00 2000.00 1123.88 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XP3N7 2053-10-01 6.000000 0.00 13080000.00 9323588.61 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XSC84 2054-11-01 6.500000 0.00 4291537.00 2742713.20 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y6P87 2055-05-01 6.500000 0.00 6365.00 4960.25 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y6Y95 2055-07-01 6.500000 0.00 5847880.00 5302360.23 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y7D39 2055-09-01 5.500000 0.00 1101.00 936.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y7J66 2055-10-01 4.500000 0.00 3319790.00 3024737.60 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y7KQ0 2055-10-01 5.000000 0.00 5532900.00 5222399.02 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y8BC9 2056-01-01 5.000000 0.00 1047.00 976.76 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y8C87 2040-11-01 6.000000 0.00 1157124.00 901282.44 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y9KS2 2056-07-01 5.500000 0.00 1087.00 1078.45 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y9MG6 2056-07-01 5.500000 0.00 29526055.00 29058917.72 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y9SX3 2056-08-01 5.500000 0.00 34843366.00 34721600.04 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418C3D4 2048-10-01 4.000000 0.00 132864981.00 8807523.15 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418DTQ5 2050-10-01 2.000000 0.00 24412895.00 11457851.93 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418EPV6 2043-02-01 6.000000 0.00 1000.00 482.87 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418EYN4 2053-12-01 6.000000 0.00 10510280.00 5386346.60 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FCG0 2054-09-01 5.500000 0.00 3907320.00 2757508.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426AFG8 2055-01-01 7.000000 0.00 521973.00 359071.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426DLW0 2055-02-01 5.500000 0.00 887991.00 874541.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426GJC0 2055-03-01 6.500000 0.00 192165.00 196280.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427AGW1 2055-09-01 6.000000 0.00 9006240.00 7396888.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427BAN5 2055-09-01 6.000000 0.00 7651142.00 5103775.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427G5F7 2055-10-01 6.500000 0.00 1000.00 1044.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427NYC7 2055-07-01 6.500000 0.00 80648823.00 63890039.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427P4Z4 2055-07-01 6.500000 0.00 4925590.00 4379466.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427P6E9 2049-03-01 4.500000 0.00 1016.00 893.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427QCV2 2055-04-01 6.500000 0.00 12346398.00 9879352.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427RPG9 2056-01-01 5.000000 0.00 18366112.00 17178079.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427RWH9 2056-03-01 5.000000 0.00 66632079.00 61623460.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427SGM4 2056-03-01 5.000000 0.00 49899933.00 47176768.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427TR32 2056-07-01 7.000000 0.00 45117042.00 46381097.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GSE61 2054-07-01 5.500000 0.00 28645291.00 26553612.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GT6P6 2055-03-01 5.500000 0.00 5165500.00 4588732.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GUUF8 2055-05-01 6.500000 0.00 71115207.00 55341175.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GV2B6 2055-11-01 7.000000 0.00 3241088.00 2972087.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GVWF4 2055-10-01 4.500000 0.00 1126.00 1012.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GVWU1 2055-11-01 5.500000 0.00 1000.00 943.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GVZY0 2055-11-01 6.500000 0.00 3527460.00 3234174.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GWM63 2056-01-01 6.500000 0.00 2761230.00 2771839.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GWMA4 2056-01-01 6.500000 0.00 4871753.00 4725669.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GWMZ9 2056-01-01 6.000000 0.00 17193439.00 16618145.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GWU23 2056-03-01 5.000000 0.00 17268448.00 16538967.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GWXV6 2056-02-01 5.000000 0.00 13127984.00 12474688.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GXC21 2056-04-01 5.000000 0.00 9438900.00 8995679.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GXDW4 2056-04-01 5.500000 0.00 1084.00 1063.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GXUR6 2056-06-01 5.000000 0.00 9748000.00 9401977.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GXZM2 2056-07-01 5.500000 0.00 38413965.00 37697067.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142J6E82 2056-08-01 7.000000 0.00 1002.00 1055.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JTNJ8 2056-01-01 5.000000 0.00 951229.00 881115.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JUKD1 2056-02-01 6.500000 0.00 938218.00 980261.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JVSX7 2056-02-01 6.500000 0.00 1927990.00 2007616.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142K6VA6 2056-05-01 4.500000 0.00 35308320.00 32443929.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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2024.00 2061.46 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QREQ2 2053-01-01 5.500000 0.00 1094.00 792.47 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QSHV6 2053-06-01 6.500000 0.00 23496576.00 15162153.60 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QU6G6 2054-08-01 5.000000 0.00 11388528.00 9683856.43 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QUY75 2054-07-01 5.500000 0.00 1000.00 818.23 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QVGL2 2054-09-01 5.000000 0.00 1152881.00 1005070.06 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QVRC0 2054-11-01 5.500000 0.00 34284480.00 29069230.58 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140U0JW8 2056-02-01 6.500000 0.00 2000.00 1796.83 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Mortgage-Backed Securities Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0368 1600000000.00 1600000000.00 0.0075 N Y Y N Goldman Sachs & Co. LLC Goldman Sachs & Co. LLC 3.670000% ARP1LEZG5 FOR8UP27PHTH 0000769993 ARP1LEZG5_3.67_0901 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 91282CAU5 2027-10-31 0.500000 0.00 400.00 383.63 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CBP5 2028-02-29 1.125000 0.00 1300.00 1240.28 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CDQ1 2026-12-31 1.250000 0.00 2200.00 2185.36 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CEN7 2027-04-30 2.750000 0.00 200.00 200.07 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CFC0 2029-07-31 2.625000 0.00 900.00 858.38 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CFF3 2032-08-15 2.750000 0.00 400.00 363.28 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CFR7 2027-10-15 1.625000 0.00 600.00 676.71 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CFT3 2029-10-31 4.000000 0.00 3000.00 3002.37 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CGZ8 2030-04-30 3.500000 0.00 12000.00 11759.27 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CHP9 2033-07-15 1.375000 0.00 700.00 731.71 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CHW4 2030-08-31 4.125000 0.00 1200.00 1185.42 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CHZ7 2030-09-30 4.625000 0.00 2000.00 2050.96 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CJJ1 2033-11-15 4.500000 0.00 36228000.00 36469985.71 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CJK8 2026-11-15 4.625000 0.00 200.00 203.00 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CJN2 2028-11-30 4.375000 0.00 200.00 202.19 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFW 912797VD6 2026-09-22 N/A 0.00 100.00 99.78 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFW 912797VF1 2027-06-10 N/A 0.00 300.00 290.79 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFW 912797VL8 2026-10-13 N/A 0.00 300.00 298.68 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFW 912797VN4 2026-10-27 N/A 0.00 2300.00 2286.43 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFW 912797VS3 2027-01-07 N/A 0.00 600.00 591.85 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFW 912797VT1 2027-01-14 N/A 0.00 500.00 492.82 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFW 912797WF0 2026-12-15 N/A 0.00 200.00 197.78 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803ER0 2046-02-15 N/A 0.00 9400.00 3357.08 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803GA5 2051-08-15 N/A 0.00 1000.00 265.28 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803GP2 2053-02-15 N/A 0.00 5900.00 1454.84 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803HV8 2056-05-15 N/A 0.00 12600.00 2693.00 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810FB9 2027-11-15 6.125000 0.00 100.00 103.98 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810QD3 2039-11-15 4.375000 0.00 5000.00 4801.22 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810QZ4 2043-02-15 3.125000 0.00 4000.00 3109.05 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810RM2 2045-05-15 3.000000 0.00 100.00 74.35 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TB4 2051-11-15 1.875000 0.00 4276900.00 2271605.79 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TJ7 2052-08-15 3.000000 0.00 100.00 68.11 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TK4 2042-08-15 3.375000 0.00 1500.00 1217.49 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TL2 2052-11-15 4.000000 0.00 100.00 83.29 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TY4 2054-02-15 2.125000 0.00 200.00 182.70 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810UD8 2044-08-15 4.125000 0.00 900.00 789.69 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810UR7 2056-02-15 4.750000 0.00 100.00 93.22 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810UR7 2056-02-15 4.750000 0.00 600.00 559.32 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 9128207D3 2027-05-15 N/A 0.00 200.00 194.29 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912821EK7 2030-05-15 N/A 0.00 700.00 594.28 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912821GU3 2031-11-15 N/A 0.00 40000.00 31663.68 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912821KC8 2032-11-15 N/A 0.00 4000.00 3020.77 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 9128283R9 2028-01-15 0.500000 0.00 100.00 132.12 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 912828X88 2027-05-15 2.375000 0.00 143500.00 142759.56 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 912828Z37 2030-01-15 0.125000 0.00 100.00 121.57 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 912828ZQ6 2030-05-15 0.625000 0.00 4000.00 3489.84 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 912828ZS2 2027-05-31 0.500000 0.00 219000.00 213464.52 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 912828ZV5 2027-06-30 0.500000 0.00 400.00 388.52 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 912828ZZ6 2030-07-15 0.125000 0.00 400.00 484.83 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CAL5 2027-09-30 0.375000 0.00 200.00 192.21 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CJP7 2026-12-15 4.375000 0.00 100.00 101.08 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CJQ5 2030-12-31 3.750000 0.00 2800.00 2738.62 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CJR3 2028-12-31 3.750000 0.00 100.00 99.24 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CJW2 2029-01-31 4.000000 0.00 100.00 99.45 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CKL4 2029-04-15 2.125000 0.00 100.00 108.65 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CKP5 2029-04-30 4.625000 0.00 600.00 612.69 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CKT7 2029-05-31 4.500000 0.00 100.00 101.38 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CLU3 2031-10-31 4.125000 0.00 900.00 896.90 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CMC2 2031-12-31 4.500000 0.00 200.00 201.43 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CMU2 2030-03-31 4.000000 0.00 300.00 300.69 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CND9 2028-05-15 3.750000 0.00 979409600.00 980776302.18 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CNK3 2030-06-30 3.875000 0.00 200.00 197.30 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CNP2 2027-07-31 3.875000 0.00 300.00 300.04 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CNS6 2035-07-15 1.875000 0.00 100.00 100.50 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CNU1 2028-08-15 3.625000 0.00 500.00 493.99 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CNX5 2030-08-31 3.625000 0.00 200.00 193.95 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CPC9 2028-10-15 3.500000 0.00 2700.00 2688.49 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CPW5 2031-01-31 3.750000 0.00 200.00 194.89 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQH7 2028-03-31 3.875000 0.00 200.00 201.85 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQR5 2029-05-15 3.875000 0.00 100.00 99.82 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQR5 2029-05-15 3.875000 0.00 3200.00 3194.28 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CRB9 2028-07-31 4.250000 0.00 300.00 300.51 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 9128334W7 2033-08-15 N/A 0.00 20304.52 14676.45 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 9128337N4 2030-11-15 N/A 0.00 1.00 0.83 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 9128337S3 2032-11-15 N/A 0.00 1.00 0.75 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834KB3 2045-05-15 N/A 0.00 70.00 25.47 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834KH0 2041-05-15 N/A 0.00 0.25 0.12 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834KH0 2041-05-15 N/A 0.00 15.00 6.99 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834LX4 2042-11-15 N/A 0.00 100.00 42.36 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834PM4 2045-08-15 N/A 0.00 5.65 2.03 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834QV3 2046-11-15 N/A 0.00 6.00 2.01 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834RB6 2047-02-15 N/A 0.00 25.00 8.24 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834TV0 2048-08-15 N/A 0.00 75.00 22.83 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834UY2 2049-08-15 N/A 0.00 2387.02 690.55 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834VM7 2050-02-15 N/A 0.00 501.16 141.37 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834WJ3 2050-11-15 N/A 0.00 75.00 20.29 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834WJ3 2050-11-15 N/A 0.00 6925.00 1873.88 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834WR5 2051-02-15 N/A 0.00 16000.00 4273.12 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834YK8 2055-02-15 N/A 0.00 10950.00 2424.77 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834ZX9 2056-05-15 N/A 0.00 133.47 28.45 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 1000000000.00 1000000000.00 0.0047 N Y Y N Goldman Sachs & Co. LLC Goldman Sachs & Co. LLC 3.680000% ARP1LEZH3 FOR8UP27PHTH 0000769993 ARP1LEZH3_3.68_0901 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 Bond N/A 912810UN6 2045-08-15 4.875000 0.00 500296000.00 481544688.40 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810UP1 2055-11-15 4.625000 0.00 29921700.00 27664507.77 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912821GD1 2031-02-15 N/A 0.00 960700.00 788960.46 U.S. Treasuries (including strips) Government National Mortgage Association N/A 36296US76 2039-03-15 5.500000 0.00 41824.00 1862.50 Agency Mortgage-Backed Securities Y Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0368 500000000.00 500000000.00 0.0023 N Y Y N Teacher Retirement System of Texas Teacher Retirement System of Texas 3.790000% ARP1LF8T4 UVCP0ONBRH8AI9HEYC97 0000796848 ARP1LF8T4_3.79_0902 Other Instrument Forward-settling repo, collateral not yet assigned Y Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-09-02 2026-09-02 2026-09-02 N N N 0.0379 1010531764.70 1010531764.70 0.0047 N N Y N MUFG Securities Canada Ltd. MUFG Securities Canada Ltd. 3.680000% ARP1LFKJ2 549300Y1PMK3 0001656187 ARP1LFKJ2_3.68_0901 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 91282CNS6 2035-07-15 1.875000 0.00 67630200.00 67787566.38 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CNT4 2035-08-15 4.250000 0.00 825100.00 797998.62 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CPE5 2027-10-31 3.500000 0.00 967000.00 969897.49 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CPJ4 2035-11-15 4.000000 0.00 100.00 95.70 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CPR6 2030-12-31 3.625000 0.00 100.00 97.23 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQE4 2029-03-15 3.500000 0.00 7048000.00 7014045.34 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQG9 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Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418SDC0 2040-05-01 5.500000 0.00 492575.00 10377.98 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140X6YM7 2047-05-01 3.000000 0.00 2000000.00 709634.81 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140X8FQ5 2028-10-01 4.500000 0.00 10000.00 6.17 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140X95X9 2050-06-01 5.000000 0.00 170000.00 34129.79 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140X9RM9 2048-01-01 3.500000 0.00 34000.00 13291.07 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140X9SV8 2051-02-01 2.500000 0.00 100000.00 48359.78 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FQ83 2055-11-01 5.000000 0.00 3430800.00 3158143.55 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FQG5 2055-10-01 6.000000 0.00 6000.00 4787.23 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FQP5 2040-10-01 5.500000 0.00 9000.00 6740.54 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FR74 2055-12-01 5.000000 0.00 67000.00 61972.32 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FT56 2056-02-01 5.000000 0.00 87000.00 81516.52 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FUB1 2041-02-01 4.500000 0.00 142000.00 128302.94 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FUW5 2056-03-01 4.500000 0.00 16050438.00 14856264.62 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FUY1 2056-03-01 5.500000 0.00 120000.00 113397.15 Agency Mortgage-Backed Securities Federal National Mortgage 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1010000.00 486765.42 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FA31 2039-07-01 5.500000 0.00 84000.00 35600.60 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FBS5 2039-08-01 5.000000 0.00 14000.00 7464.80 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FC88 2054-10-01 4.000000 0.00 10000.00 8385.05 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FE78 2039-12-01 4.500000 0.00 23000.00 16547.60 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FEG8 2039-11-01 4.500000 0.00 10000.00 6587.30 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FEY9 2054-12-01 4.000000 0.00 866000.00 737095.68 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FF69 2040-01-01 4.000000 0.00 621000.00 472430.82 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418ES68 2053-06-01 6.000000 0.00 15165941.00 8066430.37 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418ES84 2038-06-01 4.500000 0.00 474000.00 259829.08 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418ESC5 2038-05-01 5.000000 0.00 488000.00 220890.54 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418ESQ4 2053-04-01 3.500000 0.00 4000.00 2887.84 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418ESR2 2053-05-01 4.000000 0.00 569000.00 427706.10 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418ETN0 2053-05-01 3.500000 0.00 88000.00 65274.15 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418EVC1 2038-08-01 5.000000 0.00 809000.00 417911.78 Agency Mortgage-Backed 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183027.66 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418DUH3 2050-11-01 2.500000 0.00 3543316.00 1406136.44 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418DV82 2051-01-01 2.500000 0.00 1161737.00 498493.38 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418DVA7 2050-12-01 2.000000 0.00 31622204.00 15500104.41 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418DWS7 2050-01-01 2.500000 0.00 10092910.00 4323574.91 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418DYB2 2051-04-01 2.000000 0.00 8000.00 4281.08 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418DYD8 2051-04-01 3.000000 0.00 904301.00 378298.99 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418DYX4 2051-05-01 2.000000 0.00 12000.00 6558.69 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XBB74 2036-05-01 2.000000 0.00 3000.00 1157.93 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XBG46 2051-06-01 2.500000 0.00 42000.00 21245.48 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XBJ43 2048-04-01 4.500000 0.00 74000.00 29902.28 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XBJF8 2050-08-01 4.000000 0.00 3000.00 840.50 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XBTN0 2036-06-01 2.000000 0.00 9000.00 4022.36 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XD7G5 2051-12-01 2.500000 0.00 2912000.00 1694874.78 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XFM40 2052-01-01 2.500000 0.00 358701.00 201762.20 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138ETJ56 2045-10-01 4.500000 0.00 500000.00 58149.05 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138NWAP4 2043-02-01 3.000000 0.00 28898.00 5403.80 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138NXYW1 2042-12-01 3.000000 0.00 192691.00 18494.89 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138W0F53 2043-01-01 2.500000 0.00 257000.00 41118.74 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138EP2K9 2035-07-01 4.000000 0.00 13000.00 2025.95 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138EPS70 2029-02-01 4.000000 0.00 1266.00 0.34 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138EQ2C5 2029-04-01 4.000000 0.00 6616.00 3.50 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 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21225703.00 19490310.99 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140W4AA5 2055-11-01 5.500000 0.00 1800000.00 1657627.16 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140W5EV2 2056-01-01 5.500000 0.00 5665.00 5436.17 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140W5Q23 2056-03-01 4.500000 0.00 12478125.00 11463500.96 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140W5XA7 2051-09-01 3.000000 0.00 3042978.00 2546065.54 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140X44M5 2049-09-01 5.000000 0.00 2210000.00 365120.75 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140X4DE3 2047-04-01 3.000000 0.00 23022.00 4714.53 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140X4DM5 2034-05-01 4.000000 0.00 46000.00 6227.39 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140X4GN0 2049-05-01 3.500000 0.00 122000.00 25501.86 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140W06C4 2055-02-01 5.500000 0.00 140191.00 127929.43 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140W0GL3 2054-02-01 5.500000 0.00 1285000.00 1063236.95 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140W0ZE8 2055-03-01 4.500000 0.00 878152.00 759374.46 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140W1CQ4 2051-02-01 3.500000 0.00 3975397.00 2932602.24 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140W1EU3 2050-05-01 3.500000 0.00 1674013.00 1319525.39 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140W1GT4 2055-02-01 4.500000 0.00 30553147.00 26681821.82 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140W1R62 2054-09-01 6.000000 0.00 144000.00 120425.71 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140W1VS9 2037-07-01 3.000000 0.00 365000.00 250210.28 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140W1WJ8 2053-09-01 4.500000 0.00 435000.00 366532.95 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140W2LX7 2036-04-01 2.500000 0.00 8000.00 3463.40 Agency Mortgage-Backed Securities Y Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0368 400000000.00 400000000.00 0.0019 N Y Y N HSBC Securities USA, Inc. HSBC Securities USA, Inc. 3.670000% ARP1LFKM5 CYYGQCGNHMHP 0001092524 ARP1LFKM5_3.67_0901 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 912833PE4 2027-08-15 N/A 0.00 26828800.00 25775662.28 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834UB2 2048-11-15 N/A 0.00 26476112.39 7860095.87 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803CX9 2036-02-15 N/A 0.00 1778000.00 1149832.60 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803DN0 2040-08-15 N/A 0.00 683500.00 338998.23 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803ER0 2046-02-15 N/A 0.00 47982000.00 16948489.93 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803FV0 2051-02-15 N/A 0.00 20373500.00 5477945.19 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803GK3 2052-08-15 N/A 0.00 16297700.00 4055275.20 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TL2 2052-11-15 4.000000 0.00 190695000.00 157642051.18 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912821RL1 2028-02-15 N/A 0.00 650000.00 610844.65 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912821TV7 2036-02-15 N/A 0.00 100000.00 63986.00 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CAV3 2030-11-15 0.875000 0.00 9703500.00 8396243.85 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CCM1 2031-07-15 0.125000 0.00 6994100.00 7941964.73 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CGS4 2030-03-31 3.625000 0.00 15503200.00 15315699.47 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 9128334U1 2032-08-15 N/A 0.00 51604848.64 39152547.06 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 285000000.00 285000000.00 0.0013 N Y Y N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp. 3.660000% ARP1LFKP8 5U0XI89JRFVH 0001184915 ARP1LFKP8_3.66_0901 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 912810TF5 2042-02-15 2.375000 0.00 173893400.00 122618950.14 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TW8 2043-11-15 4.750000 0.00 78570200.00 75578499.58 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810UA4 2054-05-15 4.625000 0.00 132763500.00 121798744.35 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810UT3 2046-02-15 4.625000 0.00 128748800.00 119027733.84 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CGQ8 2030-02-28 4.000000 0.00 123516700.00 121741888.50 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CHA2 2028-04-30 3.500000 0.00 123726400.00 123526627.55 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CHJ3 2030-06-30 3.750000 0.00 129255800.00 126805489.41 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CJJ1 2033-11-15 4.500000 0.00 124036800.00 124603588.90 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CKX8 2029-06-30 4.250000 0.00 120570500.00 120925740.00 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CMA6 2029-11-30 4.125000 0.00 172243400.00 172408556.00 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CNG2 2030-05-31 4.000000 0.00 131561100.00 130796551.73 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CNK3 2030-06-30 3.875000 0.00 169659600.00 167260025.03 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CNT4 2035-08-15 4.250000 0.00 122472700.00 118449940.45 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CPP0 2028-12-15 3.500000 0.00 141265100.00 139639193.54 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. 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S6XOOCT0IEG5ABCC6L87 3142K7US6 2056-06-01 6.000000 0.00 2000.00 2000.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142KAUK6 2056-07-01 5.500000 0.00 1000.00 998.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142KBZC7 2056-07-01 5.500000 0.00 2000.00 1991.08 Agency Mortgage-Backed Securities Y Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0369 1110000000.00 1110000000.00 0.0052 N Y Y N Nomura Securities International, Inc. - Fixed Income Clearing Corp. Nomura Securities International, Inc. - Fixed Income Clearing Corp. 3.670000% ARP1LFKU7 549300H47WTH 0000072267 ARP1LFKU7_3.67_0901 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. 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Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y8DU7 2056-02-01 5.000000 0.00 2460.00 2356.51 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y8DV5 2056-02-01 5.000000 0.00 2300.00 2195.06 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y8GK6 2056-02-01 5.000000 0.00 1133.00 1069.84 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y8GV2 2056-02-01 5.000000 0.00 1024.00 969.67 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y8GW0 2056-01-01 5.000000 0.00 1008.00 974.71 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y8ML7 2056-03-01 4.500000 0.00 4053.00 3811.77 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y8PE0 2056-03-01 5.000000 0.00 1001.00 935.20 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y8SP2 2056-04-01 5.000000 0.00 2213.00 2127.78 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y8U87 2056-04-01 6.000000 0.00 1004.00 1008.11 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XPJ91 2053-11-01 6.500000 0.00 3135.00 1752.22 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XPKY4 2039-04-01 5.500000 0.00 10160.00 4759.40 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XPLU1 2054-03-01 6.000000 0.00 6144.00 4574.93 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y7LD8 2055-10-01 5.500000 0.00 1096.00 1009.12 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y7MJ4 2055-10-01 6.500000 0.00 4806.00 4508.65 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y7TR9 2055-11-01 6.000000 0.00 4176.00 4104.72 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y7U30 2055-11-01 5.000000 0.00 1027.00 934.30 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y8AN6 2056-01-01 4.500000 0.00 3108.00 2871.86 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y8B62 2056-01-01 5.500000 0.00 4002.00 3909.24 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y8BN5 2056-01-01 5.500000 0.00 2000.00 1920.99 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XNHA5 2053-12-01 6.500000 0.00 4113.00 2938.12 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XNJX3 2053-12-01 6.000000 0.00 1120.00 753.08 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XNL28 2044-01-01 5.500000 0.00 2000.00 1216.10 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XNLD4 2038-03-01 2.000000 0.00 3000.00 1947.94 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XNMV3 2053-06-01 5.500000 0.00 6146.00 4283.11 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XNUX0 2052-03-01 2.500000 0.00 1000.00 672.80 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XNX82 2054-01-01 6.500000 0.00 1008.00 666.40 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XNZZ0 2052-07-01 3.000000 0.00 4065.00 2816.56 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XNE67 2053-11-01 6.000000 0.00 2400.00 1742.89 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XNED2 2052-09-01 3.500000 0.00 5000.00 3479.05 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XKZH6 2052-06-01 3.500000 0.00 3200.00 2090.54 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XL2S6 2050-09-01 3.500000 0.00 1000.00 653.29 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XME44 2052-11-01 4.500000 0.00 2000.00 1535.86 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XME85 2051-09-01 3.500000 0.00 4000.00 2796.83 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XN2K9 2052-05-01 3.500000 0.00 2024.00 1418.23 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XN2Q6 2052-09-01 3.500000 0.00 3000.00 2279.23 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XN3P7 2053-09-01 5.000000 0.00 2000.00 1473.68 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XN3R3 2051-08-01 4.000000 0.00 2001.00 1452.39 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XN3W2 2052-03-01 3.500000 0.00 1940.00 1377.45 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XN3X0 2039-02-01 4.500000 0.00 1000.00 637.72 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XN5V2 2052-01-01 3.500000 0.00 1015.00 725.41 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XNCC6 2050-08-01 4.000000 0.00 4000.00 2761.29 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XNCS1 2052-02-01 2.500000 0.00 1000.00 691.66 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XNCT9 2051-11-01 3.500000 0.00 2009.00 1383.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427NLC1 2055-05-01 6.000000 0.00 49997952.00 37417998.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427PY32 2050-04-01 4.500000 0.00 50000.00 43817.76 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140N4P76 2052-11-01 5.500000 0.00 7000.00 3114.03 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140N4SE8 2052-10-01 4.000000 0.00 1000.00 734.58 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140N52S2 2052-11-01 5.500000 0.00 3001.00 2231.62 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140N56D1 2052-11-01 5.500000 0.00 1997.00 1477.42 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140N5JD7 2052-11-01 5.500000 0.00 4000.00 2196.95 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140N5QA5 2052-11-01 5.000000 0.00 4003.00 3088.49 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140NDAB3 2053-04-01 5.500000 0.00 1000.00 783.12 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Q9RT2 2048-09-01 4.500000 0.00 1000.00 161.09 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Q9VX8 2048-10-01 4.000000 0.00 1120.00 223.75 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Q9XA6 2048-10-01 4.000000 0.00 1000.00 208.62 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QA5E6 2039-05-01 4.000000 0.00 2000.00 376.15 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QAMB3 2049-02-01 4.500000 0.00 1008.00 253.64 Agency Mortgage-Backed Securities U.S. Treasury Strip N/A 912821LG8 2033-05-15 N/A 0.00 1200000.00 881562.00 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912821LW3 2033-08-15 N/A 0.00 645000.00 468130.03 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912821MX0 2031-08-15 N/A 0.00 778000.00 622625.62 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912821NN1 2026-11-15 N/A 0.00 75000.00 74412.82 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912821TF2 2035-11-15 N/A 0.00 50000.00 32382.25 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834LB2 2042-02-15 N/A 0.00 22666813.44 9981943.30 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834PM4 2045-08-15 N/A 0.00 41397122.24 14674203.51 U.S. Treasuries (including strips) Government National Mortgage Association N/A 3618WLUG7 2056-08-20 6.000000 0.00 1000.00 1050.39 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36194TQH2 2046-07-20 3.500000 0.00 2000.00 184.35 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36202DA50 2029-03-20 6.000000 0.00 99995647.00 78434.06 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3620AL4S0 2041-01-15 3.500000 0.00 799920.00 84272.80 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3622AAEH3 2049-05-20 4.500000 0.00 299988.00 5617.93 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36296SKX2 2044-07-15 5.425000 0.00 437000.00 326273.71 Agency Mortgage-Backed Securities U.S. Treasury Strip N/A 912803DM2 2040-05-15 N/A 0.00 8391000.00 4228711.58 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803EY5 2047-05-15 N/A 0.00 27841100.00 9171387.32 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 9128203H8 2027-08-15 N/A 0.00 27000.00 25939.55 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912821KC8 2032-11-15 N/A 0.00 237000.00 178564.57 U.S. Treasuries (including strips) Government National Mortgage Association N/A 3618VYHB6 2056-07-20 5.000000 0.00 1000.00 966.72 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618VYMK0 2056-07-20 6.000000 0.00 1001.00 1018.61 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618VYQF7 2056-08-20 6.000000 0.00 1000.00 1044.43 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618WFKZ9 2056-08-20 6.500000 0.00 3000.00 3243.93 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618WFMD6 2056-08-20 6.000000 0.00 1000.00 1050.40 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618WHQJ5 2056-08-20 6.000000 0.00 2000.00 2060.69 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618WHSF1 2056-08-20 6.500000 0.00 417015.00 436283.87 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618WHWZ2 2056-08-20 6.500000 0.00 7766620.00 8125489.62 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618WJ2Z1 2056-08-20 6.000000 0.00 1000.00 1031.74 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618WJU49 2053-08-20 6.500000 0.00 1003.00 1039.99 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618V4F32 2061-04-15 5.160000 0.00 5004.00 5017.74 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618V4FL2 2061-05-15 5.420000 0.00 1000.00 1007.00 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618VCUV5 2056-03-20 5.500000 0.00 2720.00 2770.67 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618VKAS6 2056-07-20 6.000000 0.00 1401782.00 1437755.74 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618VLA54 2056-08-20 5.500000 0.00 1000.00 1027.70 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618VPUM6 2056-06-20 5.500000 0.00 1985222.00 2003286.91 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618VUJW6 2056-08-20 6.000000 0.00 1000.00 1026.76 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618VUKG9 2061-07-15 4.900000 0.00 2992990.00 2900933.74 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618VWXK2 2056-06-20 5.500000 0.00 2006.00 2019.28 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618VYGT8 2056-07-20 5.500000 0.00 1000.00 1018.00 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MMG64 2056-01-20 6.500000 0.00 1308126.00 1104689.71 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MML50 2056-02-20 6.500000 0.00 1000.00 1042.26 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MNCV1 2056-02-20 6.500000 0.00 2000.00 2082.11 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MPUQ7 2056-03-20 6.500000 0.00 2000.00 2081.60 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MPVY9 2056-01-20 4.500000 0.00 1014.00 947.48 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MUEP6 2061-04-15 4.900000 0.00 1000.00 969.92 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MYZ59 2056-05-20 6.000000 0.00 208969.00 218161.08 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N0Y46 2061-05-15 5.030000 0.00 2000.00 1971.13 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N2BQ8 2056-03-20 5.000000 0.00 6976.00 6791.76 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N6FJ1 2056-04-20 4.000000 0.00 271363.00 244755.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DNPU1 2052-07-01 4.500000 0.00 18974400.00 12501537.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CSDF5 2054-08-01 6.500000 0.00 4254248.00 2354824.18 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6D 3133EL3Q5 2040-08-13 1.950000 0.00 16854000.00 11302730.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133W4EH1 2056-07-01 5.500000 0.00 6787992.00 6733796.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133WG3Z6 2054-07-01 6.500000 0.00 13424448.00 6979417.92 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140N1Q63 2052-10-01 5.000000 0.00 3029.00 2143.42 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140N27A3 2052-10-01 4.000000 0.00 3472.00 2500.97 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140N45J2 2053-01-01 5.500000 0.00 1000.00 784.68 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MHVL5 2056-02-20 6.500000 0.00 2000.00 2084.64 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MJ3F5 2056-02-20 6.500000 0.00 1004.00 1079.57 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MJHM5 2056-01-20 5.500000 0.00 1000.00 1019.25 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618ML2S3 2056-03-20 5.500000 0.00 2009.00 2016.10 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618ML3C7 2056-03-20 6.000000 0.00 1008.00 1019.87 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MLVF9 2056-02-20 6.000000 0.00 1000.00 1010.86 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MLX75 2056-03-20 5.000000 0.00 1994.00 1938.37 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MLY25 2056-03-20 5.500000 0.00 1026.00 1048.51 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MLYE9 2056-03-20 5.000000 0.00 3006.00 2923.28 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MMBS1 2056-01-20 6.500000 0.00 1000.00 1047.22 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618KSUS9 2068-03-15 5.650000 0.00 1000.00 1035.23 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618KSVE9 2065-02-20 6.500000 0.00 1000.00 701.69 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618LGSL2 2055-10-20 6.500000 0.00 97370.00 99555.62 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618LKLG1 2067-12-15 4.950000 0.00 330784.00 322201.47 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618LPLN5 2065-09-20 7.000000 0.00 592144.00 144007.22 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618LXJ92 2065-09-20 7.000000 0.00 2068716.00 828710.21 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618M0CC3 2061-04-15 5.050000 0.00 2000.00 1945.40 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MH4B7 2061-05-15 5.170000 0.00 1000.00 1021.27 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MH4C5 2061-05-15 5.170000 0.00 1000.00 1021.27 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MHVG6 2056-02-20 6.500000 0.00 1000.00 1040.97 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618B0HN6 2058-06-15 5.130000 0.00 3000.00 2909.92 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618BDUZ6 2056-08-20 6.500000 0.00 3000.00 3200.13 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618BJMS8 2058-04-15 5.080000 0.00 1008.00 972.57 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618F4TU5 2061-04-15 4.730000 0.00 1000.00 949.41 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618G8DU2 2065-07-15 6.680000 0.00 2001.00 2159.89 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618GV7J3 2054-05-20 7.000000 0.00 1330994.00 166870.72 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618HLJE2 2054-11-20 6.500000 0.00 32351.00 28945.47 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618J17B3 2067-05-15 5.800000 0.00 1000.00 1037.87 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618JNR31 2068-08-15 5.040000 0.00 1002.00 978.89 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618KLNR4 2068-06-15 5.350000 0.00 1997.00 1977.60 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179XBU9 2052-07-20 4.500000 0.00 1000.00 658.86 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3617FC5Q4 2058-06-15 5.240000 0.00 2000.00 1948.43 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3617YPF91 2058-04-15 4.740000 0.00 20353152.00 19215276.29 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36184QTQ7 2045-04-15 4.000000 0.00 2999.00 203.61 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618A7L80 2058-01-15 5.380000 0.00 6000.00 5816.08 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618AQVU8 2057-12-15 6.250000 0.00 1000.00 974.19 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618AQVW4 2053-01-15 5.670000 0.00 2000.00 1910.34 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618AQVX2 2053-01-15 5.670000 0.00 1000.00 955.18 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618AVA22 2058-05-15 5.440000 0.00 3051.00 3007.28 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618AVAZ9 2058-04-15 4.520000 0.00 5000.00 4570.61 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179V7H7 2051-02-20 4.000000 0.00 2157.00 688.82 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179VBG4 2049-12-20 3.500000 0.00 4998.00 572.93 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179VBK5 2049-12-20 5.000000 0.00 3000.00 325.90 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179VDP2 2050-01-20 3.500000 0.00 1000.00 115.52 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179VFP0 2050-02-20 3.000000 0.00 5027.00 745.25 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179VFR6 2050-02-20 4.000000 0.00 4000.00 500.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142K1RS3 2056-04-01 5.000000 0.00 20186976.00 19340930.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142K7SA8 2056-06-01 5.500000 0.00 7870920.00 7839302.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142K8GP6 2056-06-01 4.500000 0.00 230514.00 217281.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142K9L78 2056-07-01 6.000000 0.00 7296472.00 7452209.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142K9P33 2056-07-01 5.000000 0.00 1035638.00 1011770.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142KALF7 2056-07-01 5.000000 0.00 1187204.00 1154428.85 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179UV82 2049-07-20 3.500000 0.00 8000.00 766.79 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179UXT4 2049-08-20 3.500000 0.00 1000.00 106.68 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179V7E4 2051-02-20 2.500000 0.00 2000.00 813.57 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179V7F1 2051-02-20 3.000000 0.00 3153.00 1048.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GX2J5 2056-07-01 6.500000 0.00 6162912.00 6379327.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GX3Y1 2056-08-01 6.000000 0.00 86195072.00 88832641.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142J6AT0 2055-06-01 3.500000 0.00 89000.00 76048.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142J6CX9 2056-01-01 5.500000 0.00 138068.00 125122.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142J6E25 2056-08-01 4.000000 0.00 72952000.00 67005633.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JCCV0 2041-05-01 4.500000 0.00 959548.00 898293.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JQ3H0 2056-01-01 5.500000 0.00 914262.00 837007.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JTT86 2056-01-01 5.500000 0.00 640931.00 579534.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JXUD4 2056-03-01 5.500000 0.00 1545664.00 1564286.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142K15Z1 2056-04-01 5.000000 0.00 1201840.00 1176619.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427TJW7 2056-01-01 6.000000 0.00 1032944.00 1017928.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427TYT7 2056-05-01 5.500000 0.00 25781664.00 25738461.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GR5R7 2054-06-01 4.500000 0.00 11069568.00 8909139.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GRF39 2054-03-01 6.500000 0.00 20862368.00 16479314.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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S6XOOCT0IEG5ABCC6L87 3133KMPK5 2051-09-01 2.500000 0.00 25000.00 14126.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KYS91 2040-04-01 3.000000 0.00 50000.00 9996.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31342A6F1 2033-09-01 6.322000 0.00 193558.00 613.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31349ULH9 2035-02-01 5.875000 0.00 1640000.00 12287.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3134A4KX1 2032-07-15 6.250000 0.00 629000.00 687882.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3134A4NM2 2028-07-15 N/A 0.00 13000.00 11921.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3134HCSY6 2029-02-12 3.950000 0.00 116378000.00 115246075.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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S6XOOCT0IEG5ABCC6L87 3133CGYP6 2053-10-01 5.500000 0.00 2057.00 1272.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KQTC0 2053-05-01 4.500000 0.00 316764.00 239247.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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NR Standard and Poor's Ratings Services A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0363 1100000000.00 1100000000.00 0.0051 N Y Y N BNP Paribas SA BNP Paribas SA 3.670000% ARP1LFM92 R0MUWSFPU8MP 0001272025 ARP1LFM92_3.67_0901 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 912810UA4 2054-05-15 4.625000 0.00 4249000.00 3930084.38 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CEJ6 2027-04-15 0.125000 0.00 208148000.00 242259234.38 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CNE7 2027-05-31 3.875000 0.00 52400200.00 52807372.47 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CRE3 2036-07-15 2.375000 0.00 7000000.00 7003362.24 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 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 260000000.00 260000000.00 0.0012 N Y Y N Wells Fargo Securities LLC Wells Fargo Securities LLC 3.670000% ARP1LFMC5 VYVVCKR63DVZ 0000072971 ARP1LFMC5_3.67_0901 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 36179WLP1 2051-08-20 2.500000 0.00 681536466.00 356886849.85 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179W2U1 2052-03-20 2.500000 0.00 252693151.00 145325611.76 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36202EH51 2036-05-20 6.000000 0.00 125000.00 1349.78 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36290VPT5 2033-07-20 5.500000 0.00 235760.00 3192.81 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179SCE5 2034-01-20 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Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MXX46 2056-06-20 5.500000 0.00 6384638.00 6439451.12 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618W5Y37 2056-07-20 5.500000 0.00 6572909.00 6624709.29 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179WY77 2052-03-20 1.500000 0.00 11781432.00 6697227.85 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618V1P52 2056-01-20 6.000000 0.00 6574842.00 6731992.24 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618VU3N3 2056-05-20 5.000000 0.00 6879187.00 6780937.59 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618L9MF7 2055-07-20 6.000000 0.00 7953130.00 6905076.07 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179WJS8 2051-07-20 3.000000 0.00 14748076.00 7073811.80 Agency Mortgage-Backed Securities Government 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Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MP3N4 2056-01-20 6.500000 0.00 3822512.00 3974113.67 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MHMQ4 2056-01-20 6.000000 0.00 3926071.00 4038417.12 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618W2V60 2056-08-20 6.000000 0.00 4184345.00 4311310.59 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618HXK95 2054-09-20 6.500000 0.00 7495393.00 4630369.96 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618W3TF1 2056-08-20 5.500000 0.00 4709683.00 4752255.40 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N6HU4 2056-05-20 5.000000 0.00 5000000.00 4841025.91 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MXUE7 2056-05-20 5.000000 0.00 3432571.00 3367529.86 Agency Mortgage-Backed Securities Government 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S6XOOCT0IEG5ABCC6L87 3131XYGQ6 2047-11-01 3.500000 0.00 1866.00 373.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131YBFD5 2047-04-01 3.000000 0.00 1200.00 205.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DMAT2 2049-06-01 3.000000 0.00 28117000.00 4420872.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DTFB1 2054-05-01 5.500000 0.00 1000.00 771.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132XJQJ2 2035-03-01 4.650000 0.00 1130.00 1114.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BDHD0 2052-06-01 4.500000 0.00 536097.00 304832.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133D1MD8 2054-11-01 5.500000 0.00 1055673.00 701439.16 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6D 3133EL6C3 2035-09-10 1.730000 0.00 1527000.00 1185882.70 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6D 3133ENHL7 2041-12-16 2.920000 0.00 2000.00 1478.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KRVP6 2053-08-01 5.500000 0.00 24442400.00 19184852.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128X0AZ2 2034-01-02 N/A 0.00 3000000.00 2105070.00 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFG 3130AECR9 2033-05-25 4.080000 0.00 15000.00 14441.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131XKE47 2042-09-01 3.500000 0.00 97839485.00 11941938.02 Agency Mortgage-Backed Securities U.S. Treasury Note 254900HROIFW 91282CQG9 2031-03-31 3.875000 0.00 12600000.00 12495026.51 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQJ3 2029-04-15 3.875000 0.00 10000000.00 10018536.56 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQN4 2033-04-30 4.125000 0.00 46633700.00 46068842.97 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQR5 2029-05-15 3.875000 0.00 2830000.00 2824940.76 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQU8 2031-05-31 4.125000 0.00 25651000.00 25530154.35 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQV6 2029-06-15 4.125000 0.00 125262800.00 125449225.99 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CRA1 2031-07-31 4.375000 0.00 1672200.00 1670481.75 U.S. Treasuries (including strips) U.S. 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2035-06-01 5.215000 0.00 5761592.00 5872294.27 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140NYUW9 2035-06-01 5.080000 0.00 9369500.00 9507262.87 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140NYWB3 2035-06-01 5.010000 0.00 22540911.00 22757123.41 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140NYWD9 2035-07-01 5.000000 0.00 3375000.00 3404243.25 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Q0N81 2035-11-01 4.740000 0.00 3703.00 3660.06 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Q1EY2 2032-12-01 4.300000 0.00 12964198.00 12592946.58 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140BMAY6 2055-08-01 6.500000 0.00 1172463.00 1211774.74 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140HRC68 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S6XOOCT0IEG5ABCC6L87 3132DPTQ1 2053-02-01 5.500000 0.00 160012.00 104907.04 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31404BBS0 2033-09-01 4.500000 0.00 5273338.00 159542.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWNH2 2055-01-01 5.000000 0.00 3003791.00 2540496.60 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QVVY7 2054-12-01 4.500000 0.00 1000.00 845.77 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FSK4 2045-12-01 5.500000 0.00 1000.00 850.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DT2G4 2054-09-01 6.000000 0.00 1001.00 850.73 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140U3RY9 2056-02-01 4.500000 0.00 1000.00 852.17 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140W5AC8 2051-10-01 3.500000 0.00 1000.00 857.40 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140BVQB9 2055-11-01 5.500000 0.00 1000.00 871.17 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140HR3B7 2038-12-01 4.150000 0.00 1077.00 876.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427GVA9 2055-11-01 6.500000 0.00 1000.00 877.45 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140HVPY4 2034-09-01 2.980000 0.00 1000.00 881.83 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140W55U4 2055-09-01 4.000000 0.00 1000.00 889.24 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418EPE4 2053-02-01 6.000000 0.00 1000.00 502.69 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418DYC0 2051-04-01 2.500000 0.00 1000.00 502.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWKH5 2054-01-01 6.000000 0.00 1000.00 504.14 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XDGW0 2051-10-01 2.000000 0.00 1000.00 528.32 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QRDB6 2053-01-01 6.500000 0.00 1010.00 530.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BSQM7 2052-12-01 5.500000 0.00 1024.00 531.20 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XDBB1 2051-10-01 2.500000 0.00 1000.00 542.27 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QTPL7 2053-12-01 6.500000 0.00 1000.00 543.11 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QU2X3 2054-07-01 7.000000 0.00 1000.00 543.89 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418D4Y5 2051-10-01 2.500000 0.00 1000.00 558.47 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140JHKD4 2043-08-01 5.864000 0.00 1000.00 180.76 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140J8MW0 2038-04-01 2.500000 0.00 1000.00 182.32 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140JPLV5 2049-05-01 5.000000 0.00 1000.00 217.37 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418DQ88 2050-07-01 2.500000 0.00 1000.00 319.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DV7A7 2050-07-01 2.500000 0.00 1000.00 322.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GSPY8 2054-08-01 7.500000 0.00 1000.00 372.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31288Q2N9 2050-02-01 5.971000 0.00 1000.00 395.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KKND7 2050-11-01 2.500000 0.00 1000.00 400.46 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140K0EH7 2049-11-01 5.000000 0.00 1000.00 434.67 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XMLW4 2053-09-01 6.500000 0.00 1000.00 479.56 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418CYN8 2048-07-01 4.500000 0.00 933583580.00 64084115.15 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FZN0 2056-08-01 7.000000 0.00 81566999.00 84904501.60 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N5GP8 2055-02-20 5.500000 0.00 192886525.00 134336168.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131WPBK4 2040-04-01 5.000000 0.00 1000.00 23.94 Agency Mortgage-Backed Securities U.S. Treasury Note 254900HROIFW 91282CCV1 2028-08-31 1.125000 0.00 100.00 93.86 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131XWMM2 2047-04-01 4.500000 0.00 1000.00 103.74 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138EJ6Y9 2042-11-01 3.500000 0.00 1022.00 104.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131Y0DX7 2048-02-01 3.500000 0.00 1000.00 131.17 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138ENJ83 2044-09-01 4.000000 0.00 1000.00 132.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31329NKV9 2047-01-01 4.000000 0.00 1000.00 134.71 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Q1WH9 2036-02-01 4.240000 0.00 33864945.00 32186914.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142KDCT1 2036-06-01 4.550000 0.00 40761725.00 39581374.16 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140LC2L4 2031-08-01 1.690000 0.00 61504000.00 53655126.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427RYF1 2056-03-01 5.000000 0.00 57654976.00 54132887.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GXUZ8 2056-06-01 5.500000 0.00 58160726.00 57461442.54 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140W44L8 2055-04-01 7.000000 0.00 78074336.00 59796284.69 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140U8YE4 2056-04-01 5.500000 0.00 1001.00 1000.38 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140W5QH0 2056-05-01 5.500000 0.00 1024.00 1008.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3130G0JY1 2056-08-01 6.000000 0.00 1000.00 1017.29 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140NYW64 2033-09-01 5.280000 0.00 1010.00 1020.07 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140ACHB2 2056-08-01 5.500000 0.00 1024.00 1020.42 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140W6WB4 2056-01-01 6.000000 0.00 1008.00 1022.85 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140NYZZ7 2029-12-01 4.690000 0.00 1038.00 1037.97 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140W7A34 2056-05-01 6.500000 0.00 1024.00 1039.75 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y9SZ8 2056-08-01 5.500000 0.00 1120.00 1116.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWDR1 2052-05-01 2.500000 0.00 2000.00 1278.71 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140UJNR3 2056-07-01 5.000000 0.00 1000.00 978.99 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Q3HZ2 2031-07-01 4.240000 0.00 1000.00 979.71 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140W5QK3 2056-04-01 5.500000 0.00 1000.00 982.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3130G0Y65 2056-08-01 5.000000 0.00 1000.00 983.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BMBE4 2052-09-01 6.000000 0.00 1000.00 984.17 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Q0V74 2030-10-01 3.820000 0.00 1020.00 989.61 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140BPCK7 2055-10-01 5.500000 0.00 1000.00 991.30 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140BWDM7 2055-12-01 5.500000 0.00 1000.00 991.58 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140BRYE3 2055-11-01 5.500000 0.00 1000.00 993.41 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140U1MQ5 2056-01-01 5.500000 0.00 1000.00 996.15 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y8B54 2056-01-01 5.500000 0.00 1008.00 952.15 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y72D9 2055-12-01 5.000000 0.00 1008.00 954.67 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y8P34 2056-03-01 5.500000 0.00 1000.00 959.78 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y8HH2 2056-02-01 5.500000 0.00 1006.00 959.80 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140BWTW8 2055-12-01 5.000000 0.00 1000.00 960.37 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Q1BJ8 2032-11-01 4.045000 0.00 1000.00 960.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GXMW4 2056-05-01 5.500000 0.00 1000.00 965.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GX6H5 2056-08-01 5.000000 0.00 1000.00 973.09 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140U9P36 2056-04-01 5.000000 0.00 1007.00 973.90 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y9SD7 2056-08-01 5.000000 0.00 1008.00 978.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426NGK0 2055-05-01 5.500000 0.00 1000.00 897.75 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140B2PQ1 2055-01-01 4.500000 0.00 1000.00 910.58 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140W7GW4 2052-08-01 3.500000 0.00 1024.00 915.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KY6U8 2046-01-01 4.500000 0.00 1000.00 917.84 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N5XQ7 2055-10-20 5.500000 0.00 1008.00 919.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JQHY8 2055-12-01 5.500000 0.00 1000.00 928.69 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140MEZ82 2055-05-01 4.500000 0.00 1060.00 937.86 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FVW4 2056-04-01 4.500000 0.00 1008.00 938.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427QLC4 2055-10-01 6.000000 0.00 1000.00 949.54 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140UACZ6 2056-04-01 5.000000 0.00 1000.00 951.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KPGK8 2052-05-01 3.500000 0.00 12409.00 7703.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133D1TM1 2054-11-01 5.500000 0.00 9000.00 7848.21 Agency Mortgage-Backed Securities U.S. Treasury Note 254900HROIFW 91282CGH8 2028-01-31 3.500000 0.00 9600.00 9521.03 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GWFR5 2055-12-01 6.000000 0.00 12200.00 11749.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DTT83 2054-07-01 5.500000 0.00 17128.00 14192.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWDC4 2052-03-01 2.000000 0.00 29983.00 18092.05 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140BE7F9 2055-07-01 6.000000 0.00 26083.00 21535.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BNPA5 2052-10-01 5.500000 0.00 2000.00 1393.14 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XPXH7 2052-07-01 2.500000 0.00 2000.00 1423.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DT6E5 2053-05-01 4.500000 0.00 2048.00 1653.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133WE6X3 2054-06-01 5.500000 0.00 2000.00 1703.26 Agency Mortgage-Backed Securities U.S. Treasury Note 254900HROIFW 91282CFR7 2027-10-15 1.625000 0.00 1600.00 1804.57 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZ 3140W4UP0 2056-01-01 5.000000 0.00 2000.00 1882.48 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140W4WZ6 2056-01-01 6.000000 0.00 2025.00 1890.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWH22 2053-08-01 5.500000 0.00 3000.00 2065.77 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140UBRZ8 2056-04-01 5.500000 0.00 4912.00 4892.61 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140AR2G4 2054-10-01 5.500000 0.00 6136.00 5808.07 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31405FZY1 2033-10-01 6.500000 0.00 1002.00 17.47 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418EZ52 2054-01-01 4.000000 0.00 74000.00 60008.27 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FEA1 2054-11-01 4.000000 0.00 71510.00 60018.04 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FBN6 2054-08-01 5.500000 0.00 100000.00 71389.32 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140UVXC8 2056-09-01 6.500000 0.00 73205.00 76381.20 Agency Mortgage-Backed Securities U.S. Treasury Note 254900HROIFW 91282CCR0 2028-07-31 1.000000 0.00 86800.00 81563.30 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZ 3140QN6V9 2052-05-01 3.000000 0.00 144080.00 89038.65 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XQJE8 2052-09-01 3.500000 0.00 119865.00 90611.09 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140B5VE4 2055-04-01 6.500000 0.00 1001.00 248.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CMFS8 2054-01-01 7.500000 0.00 1091.00 1091.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWMX8 2054-11-01 5.000000 0.00 1344.00 1110.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DTUS7 2050-04-01 3.000000 0.00 3076.00 2280.05 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N2FG6 2056-04-20 5.000000 0.00 5792.00 5644.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133A3ZT8 2050-04-01 5.000000 0.00 33078.00 14793.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWKW2 2054-03-01 6.000000 0.00 74000.00 39464.87 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140X6NH0 2050-04-01 2.500000 0.00 106600.00 42432.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWBU6 2051-06-01 2.500000 0.00 90401.00 47535.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133A86D4 2050-08-01 2.500000 0.00 137376.00 52458.83 Agency Mortgage-Backed Securities Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0368 610000000.00 610000000.00 0.0028 N Y Y N Morgan Stanley Institutional Liquidity Funds 2026-09-08 Lonnie Bae Lonnie Bae Vice President