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S6XOOCT0IEG5ABCC6L87 3133L0AK8 2046-07-01 5.500000 0.00 23078000.00 21729423.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133L8B87 2036-03-01 1.500000 0.00 1575000.00 609290.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133L8GG4 2036-05-01 2.000000 0.00 2392928.00 947586.04 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31374CQD1 2044-02-01 4.500000 0.00 5430000.00 610219.19 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138E4Z79 2042-03-01 4.000000 0.00 2440000.00 203877.09 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XRU78 2054-07-01 6.000000 0.00 12000.00 9482.49 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y6KB5 2055-04-01 6.500000 0.00 30572000.00 21003475.33 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y75X2 2045-11-01 7.500000 0.00 2508344.00 2028476.67 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y7PL6 2040-10-01 5.500000 0.00 2695356.00 2327533.68 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y86P6 2056-05-01 5.500000 0.00 19469312.00 18375990.64 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y8GB6 2056-02-01 5.000000 0.00 9966336.00 9033060.78 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y9Q56 2056-08-01 5.500000 0.00 145537792.00 140376209.94 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y9X33 2056-09-01 6.000000 0.00 160571392.00 158425730.01 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140YWP80 2054-02-01 6.000000 0.00 200000.00 102603.01 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31410G4S9 2038-03-01 5.500000 0.00 137786112.00 1407161.78 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31410GJA2 2035-02-01 5.500000 0.00 437500.00 8939.47 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31410SA23 2036-02-01 3.500000 0.00 5920864.00 411105.02 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31412QP60 2039-09-01 4.500000 0.00 43000000.00 832703.71 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31416BN61 2036-09-01 5.500000 0.00 114450000.00 1414740.72 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31416T7E3 2039-01-01 5.500000 0.00 6918840.00 49900.06 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31417SAA8 2039-10-01 4.500000 0.00 319978.00 5106.58 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418AJP4 2042-08-01 4.000000 0.00 275000.00 22405.88 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418CAF1 2046-08-01 3.000000 0.00 250002000.00 33091844.84 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418CEQ3 2046-12-01 3.000000 0.00 4467000.00 391736.20 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418CG99 2037-03-01 3.500000 0.00 43000.00 5590.96 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418CR97 2047-12-01 4.000000 0.00 355000.00 38313.21 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418CSK1 2027-12-01 3.000000 0.00 2500000.00 56914.89 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418D4B5 2036-09-01 1.500000 0.00 27000000.00 13084379.01 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418DJS2 2049-12-01 3.500000 0.00 107000.00 12343.14 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418DNC2 2035-04-01 3.500000 0.00 62000.00 6921.09 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418DPY2 2035-04-01 3.000000 0.00 442051.00 50870.05 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418DXY3 2051-03-01 1.500000 0.00 264000.00 138276.87 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418ECM0 2052-01-01 3.500000 0.00 967000.00 557078.78 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FRH2 2040-11-01 5.500000 0.00 385132.00 288573.44 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FUV7 2056-03-01 4.000000 0.00 113248512.00 96723629.44 Agency Mortgage-Backed Securities Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-10-01 2026-10-07 2026-10-07 Y JP MORGAN SECURITIES LLC 1.0000 7 N Moody's Investors Service, Inc. 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S6XOOCT0IEG5ABCC6L87 31427GVA9 2055-11-01 6.500000 0.00 1000.00 850.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427NXQ7 2053-05-01 6.000000 0.00 21287760.00 14898667.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427S7J1 2056-05-01 5.500000 0.00 25883504.00 24306842.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GGPU2 2034-01-01 3.750000 0.00 1000.00 884.88 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 38384XVT7 2053-02-20 1.902170 0.00 14987791.00 465175.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385BQU7 2052-09-20 2.282170 0.00 20195248.00 952889.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385BZL7 2055-01-20 2.252170 0.00 95000000.00 1348684.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385EP57 2055-04-20 0.300000 0.00 40000000.00 83730.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385F4B4 2055-05-20 0.100000 0.00 49899892.00 37046.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385F4C2 2055-05-20 0.050000 0.00 119947.00 35.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385GTM1 2055-05-20 1.482170 0.00 4795464.00 119168.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385H4S3 2053-06-20 N/A 0.00 20124351.00 12663040.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385J4V2 2055-12-20 0.852170 0.00 200000000.00 2560729.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385J4X8 2055-12-20 2.452170 0.00 85864614.00 2198082.04 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BKEP3 2051-12-25 2.219663 0.00 93797232.00 1914578.06 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BMGK8 2051-11-25 4.000000 0.00 14719936.00 1646544.98 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BQFV6 2052-07-25 2.000000 0.00 91916862.00 9122149.80 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BQRF8 2053-11-25 N/A 0.00 7700702.00 2715178.31 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BQU72 2054-03-25 3.309710 0.00 1962517.00 65509.49 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BRAZ0 2054-03-25 4.409710 0.00 5808986.00 276499.36 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BRC21 2054-05-25 30.026226 0.00 3801477.00 1326570.73 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BSSY2 2054-08-25 3.409710 0.00 5637784.00 277316.52 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BTK69 2054-08-25 N/A 0.00 12331553.00 4086572.75 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BU5G1 2055-03-25 2.159710 0.00 194427575.00 4590812.86 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BUJ27 2055-02-25 2.059710 0.00 1025448.00 34095.48 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BUKR0 2055-01-25 2.229710 0.00 100001.00 4024.94 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BV5P9 2055-06-25 5.540290 0.00 1000.00 607.47 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BVGE2 2055-03-25 2.189710 0.00 82991915.00 3418229.89 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BYNF5 2055-05-25 0.050000 0.00 105185397.00 101598.50 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BYNH1 2055-01-25 0.020000 0.00 26395369.00 12744.37 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BYPR7 2055-05-25 2.209710 0.00 237739209.00 9423458.23 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BYUE0 2048-04-25 5.000000 0.00 302187.00 37877.50 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G5DE7 2055-01-25 1.309710 0.00 100000.00 2658.62 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G5LN8 2056-04-25 N/A 0.00 193591.00 616.37 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6K72 2056-08-25 9.678405 0.00 10042816.00 8678140.76 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6R34 2056-07-25 2.409710 0.00 42147500.00 2519057.13 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6ZP6 2056-07-25 N/A 0.00 149900000.00 587068.15 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137A0TF2 2040-08-15 2.837020 0.00 99899923.00 127890.61 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BGZC6 2040-05-15 2.088177 0.00 34527098.00 88626.50 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BL2S6 2042-02-15 2.001664 0.00 3935758.00 12303.66 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BRPF6 2046-08-15 2.337020 0.00 1883898.00 16830.10 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BXR20 2027-03-25 0.745789 0.00 4990000.00 6680.19 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F2LL8 2027-06-25 0.853488 0.00 4735000.00 12925.37 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F5MK2 2043-03-15 2.118313 0.00 15435818.00 99260.49 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F72D6 2027-09-25 0.801764 0.00 6400000.00 31997.37 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F72R5 2030-10-25 1.114339 0.00 30000000.00 969034.35 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F84J9 2029-12-25 1.454639 0.00 260000.00 9315.95 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F8ZX4 2030-12-25 0.845714 0.00 3318560.00 85741.14 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F8ZX4 2030-12-25 0.845714 0.00 36055000.00 931547.65 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F9XF3 2050-09-25 3.000000 0.00 1744630.00 179090.11 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F9YZ8 2030-12-25 0.798790 0.00 2900000.00 72491.26 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F9YZ8 2030-12-25 0.798790 0.00 44900000.00 1122364.57 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FBBZ8 2027-08-25 0.529426 0.00 3320000.00 10087.13 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FBBZ8 2027-08-25 0.529426 0.00 4290000.00 13034.27 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FCJM7 2027-11-25 0.443149 0.00 11986000.00 31616.63 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FEBS8 2027-12-25 0.470979 0.00 7653393.00 26241.14 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FF3Z8 2027-12-25 0.622224 0.00 3000000.00 16987.60 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FF3Z8 2027-12-25 0.622224 0.00 12000000.00 67950.42 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FL2M5 2034-01-25 3.794000 0.00 1003.00 902.66 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FMCG5 2026-12-25 1.407519 0.00 111008.00 138.64 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FMCG5 2026-12-25 1.407519 0.00 44180646.00 55176.78 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FMCT7 2029-05-25 1.080530 0.00 3228070.00 62846.76 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FMU26 2029-06-25 1.000371 0.00 1000032.00 20021.40 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FREK3 2030-01-25 1.224253 0.00 5000000.00 147044.18 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FREK3 2030-01-25 1.224253 0.00 58841336.00 1730455.30 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FREM9 2030-01-25 1.501162 0.00 7194745.00 308361.51 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FUZE7 2030-05-25 1.667234 0.00 4817574.00 223072.08 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FV5Q1 2030-06-25 1.465850 0.00 920000.00 37849.56 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FWHV5 2030-07-25 1.503612 0.00 7955128.00 335720.23 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FWHV5 2030-07-25 1.503612 0.00 8095904.00 341661.22 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FXMY1 2050-10-25 2.500000 0.00 250000.00 22896.67 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FYCP9 2050-09-25 3.000000 0.00 3064538.00 301690.88 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FYUL8 2031-03-25 0.598691 0.00 30170000.00 537591.14 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GBE76 2056-07-25 2.509710 0.00 38217111.00 2425453.56 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H0GP7 2028-03-25 0.691107 0.00 2140000.00 11639.82 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H14D5 2028-05-25 0.999712 0.00 4000000.00 50268.42 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H14D5 2028-05-25 0.999712 0.00 75901762.00 953865.37 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H4ND8 2051-12-25 2.500000 0.00 5850000.00 431538.81 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H4NP1 2051-12-25 2.500000 0.00 5237500.00 360064.83 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H9UF4 2033-01-25 0.526275 0.00 6900000.00 150412.89 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HAQ74 2028-08-25 4.740000 0.00 743100.00 739558.63 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HBGZ1 2047-08-15 2.021417 0.00 92311349.00 3134807.29 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HCX23 2054-05-25 1.209710 0.00 64900000.00 503454.16 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HCYS5 2054-06-25 27.426229 0.00 5542953.00 2010738.38 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFDC6 2054-08-25 3.409710 0.00 20051360.00 582284.57 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HHNQ0 2054-12-25 14.775410 0.00 5109160.00 3214378.60 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKTX2 2055-04-25 1.659710 0.00 200027.00 5334.60 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKXF6 2032-01-25 1.393528 0.00 77769185.00 3627276.42 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLMW9 2055-06-25 2.059710 0.00 506357.00 12988.44 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HMCK4 2030-07-25 4.290000 0.00 40000.00 38745.47 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HN4L9 2032-06-25 4.400000 0.00 52015.00 49544.51 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HNJE9 2053-12-25 N/A 0.00 9095456.00 4308504.81 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HNJF6 2054-07-25 N/A 0.00 40608540.00 18858073.41 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HNJJ8 2055-10-25 1.809710 0.00 126000000.00 4122515.34 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HNJK5 2055-10-25 1.759710 0.00 70779448.00 2128058.54 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HNJM1 2055-10-25 1.659710 0.00 48664802.00 1371001.41 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HP4R1 2052-12-25 5.500000 0.00 2689959.00 385334.20 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HP6Z1 2055-12-25 1.859710 0.00 317673.00 10432.09 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HPJE4 2056-01-25 1.839710 0.00 10856960.00 460417.55 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HPR96 2053-03-25 5.500000 0.00 16806117.00 2334423.62 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HPSE4 2051-03-25 2.500000 0.00 36771422.00 3666423.13 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HPT78 2054-02-25 0.450000 0.00 25126078.00 181352.43 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HPT86 2054-02-25 0.250000 0.00 21193628.00 90816.80 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HPT94 2053-10-25 0.150000 0.00 30955165.00 75641.53 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HQHV6 2056-03-25 1.389710 0.00 21664839.00 660499.57 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HR5C9 2056-04-25 1.909710 0.00 12596768.00 618289.70 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWFD0 2052-11-01 3.500000 0.00 1000.00 655.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWFF5 2052-11-01 4.500000 0.00 1954080.00 1339958.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWFS7 2052-12-01 5.500000 0.00 6736000.00 4411930.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWHH9 2053-06-01 6.000000 0.00 33666.00 18690.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWHM8 2053-04-01 3.500000 0.00 1000.00 665.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWKH5 2054-01-01 6.000000 0.00 1010.00 489.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWN58 2055-03-01 4.000000 0.00 1000.00 798.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BDZX6 2052-06-01 3.500000 0.00 342613.00 202421.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128M5DY3 2037-07-01 6.000000 0.00 11138428.00 382784.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DNKX0 2052-07-01 5.000000 0.00 2523631.00 1302847.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DPN46 2053-01-01 5.500000 0.00 1000.00 678.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DSQ62 2053-11-01 5.000000 0.00 1000.00 744.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DST28 2054-03-01 5.500000 0.00 1000.00 717.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DVFH3 2052-04-01 2.000000 0.00 1000.00 629.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DVMK8 2053-04-01 5.500000 0.00 3084000.00 2046679.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWBU6 2051-06-01 2.500000 0.00 4366704.00 2189732.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWCP6 2051-11-01 2.500000 0.00 1000.00 546.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWEQ2 2052-09-01 3.500000 0.00 1002.00 657.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWEY5 2052-08-01 5.500000 0.00 57621.00 34621.53 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 38385J4Y6 2054-11-20 N/A 0.00 18161412.00 9632572.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385J5F6 2054-02-20 0.150000 0.00 49486786.00 149573.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385J5G4 2054-12-20 0.140000 0.00 86123910.00 268299.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385J5H2 2055-04-20 0.150000 0.00 57010253.00 191967.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385J5J8 2055-02-20 0.090000 0.00 84494985.00 163967.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385J5K5 2054-01-20 0.050000 0.00 47793762.00 45845.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385LAF5 2054-09-20 0.110000 0.00 39899999.00 71477.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385LB23 2056-01-20 4.747830 0.00 3714.00 3436.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385LMY1 2056-01-20 2.052170 0.00 11739753.00 487618.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385MQ33 2056-02-20 4.447830 0.00 1008.00 966.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385MWM4 2056-02-20 2.052170 0.00 10000015.00 524189.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618MSVK3 2056-02-20 6.500000 0.00 96043.00 97574.78 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MU4K8 2056-03-20 7.000000 0.00 137433.00 144405.61 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N1TK4 2056-03-20 6.500000 0.00 1001.00 1017.20 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N56G9 2056-01-20 4.500000 0.00 3018.00 2652.87 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N56H7 2056-01-20 5.000000 0.00 3072.00 2795.67 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N5A33 2054-11-20 5.000000 0.00 8515456.00 6882173.06 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N5A41 2054-11-20 5.500000 0.00 782771.00 557559.43 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N5C56 2054-12-20 5.000000 0.00 430655.00 348705.73 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N5EU9 2055-01-20 5.000000 0.00 1000.00 802.82 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N5GN3 2055-02-20 5.000000 0.00 2177.00 1752.16 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N5GP8 2055-02-20 5.500000 0.00 5901591.00 3934198.62 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N5KV0 2055-04-20 5.000000 0.00 1000.00 829.02 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N5KW8 2055-04-20 5.500000 0.00 1071.00 733.75 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N5MP1 2055-05-20 5.000000 0.00 3112.00 2586.34 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N5MQ9 2055-05-20 5.500000 0.00 1024.00 743.25 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N5PH6 2055-06-20 5.000000 0.00 1000.00 851.10 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N5PJ2 2055-05-20 5.500000 0.00 20903137.00 15743894.57 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N5RF8 2055-07-20 5.500000 0.00 373221.00 285547.52 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N5TM1 2055-08-20 5.000000 0.00 1024.00 895.71 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N5TN9 2055-06-20 5.500000 0.00 2048.00 1639.88 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N5VR7 2055-09-20 5.500000 0.00 1000.00 830.38 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N5VS5 2055-08-20 6.000000 0.00 1000.00 693.62 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N5XP9 2055-09-20 5.000000 0.00 14510389.00 12874408.86 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N5XQ7 2055-10-20 5.500000 0.00 2640.00 2295.74 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N5XR5 2055-10-20 6.000000 0.00 184870.00 135274.50 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N5ZK8 2055-11-20 5.000000 0.00 1000.00 896.89 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N6FL6 2056-03-20 5.000000 0.00 1088.00 1001.13 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N6K71 2056-06-20 5.500000 0.00 1024.00 976.01 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618V9Z47 2056-04-20 7.000000 0.00 1000.00 1052.67 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618VG3L8 2056-05-20 6.000000 0.00 1545.00 1551.87 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618VJWR7 2056-06-20 6.000000 0.00 5894777.00 5893849.49 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3622A2TH5 2029-11-20 6.500000 0.00 1000.00 62.76 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 38377TQK0 2041-01-20 1.994750 0.00 40025823.00 150207.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378ARN3 2040-08-20 5.000000 0.00 13035034.00 1746.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378PKQ0 2043-12-16 1.574010 0.00 77040027.00 331210.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379E3D2 2044-09-20 2.194750 0.00 57330752.00 494547.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379MQT4 2045-08-20 5.500000 0.00 45617045.00 628078.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379WE24 2046-05-20 2.044750 0.00 7000000.00 109223.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379YH27 2045-06-20 4.000000 0.00 2588350.00 15888.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380WPK9 2048-04-20 N/A 0.00 200000000.00 302091.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381NA57 2055-07-20 N/A 0.00 17040350.00 9784978.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381NC30 2055-07-20 2.302170 0.00 50901504.00 1428806.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381NE53 2052-03-20 6.000000 0.00 704272.00 29474.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381PAR4 2055-07-20 0.852170 0.00 171382122.00 1562521.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381PV26 2055-08-20 0.752170 0.00 300000000.00 2145342.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381Q2Q3 2053-02-20 0.050000 0.00 32941662.00 32251.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381QUL3 2053-02-20 0.090000 0.00 20375261.00 37654.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381QUR0 2053-03-20 0.350000 0.00 18400213.00 115422.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381RLG2 2049-02-20 2.044750 0.00 70798857.00 668461.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381UKM3 2052-12-20 0.250000 0.00 21213979.00 141731.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381UKN1 2053-01-20 0.550000 0.00 14368450.00 234978.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381UMP4 2054-08-20 2.952170 0.00 76797329.00 4712969.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381Y7U2 2046-02-20 0.990050 0.00 3359750.00 18467.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382B5H2 2048-10-20 0.919640 0.00 21754923.00 104415.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382CQ87 2049-11-20 4.500000 0.00 24545218.00 810638.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382E6V4 2046-04-20 1.011760 0.00 78776162.00 486117.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382PY97 2051-03-20 2.294750 0.00 30898646.00 857623.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382W3Y1 2051-08-20 3.000000 0.00 1682322.00 131617.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382XAJ4 2051-08-20 2.294750 0.00 100097.00 5486.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383CRU6 2051-10-20 2.000000 0.00 1146.00 467.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383DRX8 2051-11-20 2.500000 0.00 1088.00 563.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383FAH6 2051-12-20 2.500000 0.00 1163.00 663.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383LZ86 2052-12-20 2.622170 0.00 32483540.00 1032624.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383T3H4 2052-07-20 0.352170 0.00 37552575.00 262015.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383TVX8 2052-07-20 0.402170 0.00 116282133.00 725345.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383UU99 2052-10-20 N/A 0.00 35000000.00 15891572.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383VCB2 2053-01-20 2.602170 0.00 31098064.00 840603.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383X2R4 2053-04-20 1.852170 0.00 99890111.00 2167946.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384AQ48 2053-06-20 4.597830 0.00 673668.00 552388.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384AQF3 2053-05-20 2.502170 0.00 459018.00 17460.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384AQK2 2052-07-20 N/A 0.00 17488701.00 9246397.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384AT94 2053-06-20 4.797830 0.00 4683025.00 2642925.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384AXK4 2053-05-20 4.597830 0.00 1000.00 426.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384CHR3 2053-08-20 2.352170 0.00 42264000.00 1570154.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384D7N1 2053-11-20 3.452170 0.00 24925867.00 1002662.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384FAS1 2053-11-20 5.147830 0.00 1566.00 353.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384G4H0 2054-01-20 6.000000 0.00 10145925.00 1906403.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384GL24 2054-01-20 4.747830 0.00 9861360.00 2894105.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384J6N9 2054-02-20 5.750000 0.00 2536.00 1780.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384JCH5 2053-05-20 0.050000 0.00 35081296.00 20112.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384KEF4 2054-01-20 3.452170 0.00 23356308.00 1258205.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384MBY2 2054-03-20 4.827830 0.00 1000.00 529.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384MQF7 2054-04-20 0.200000 0.00 100041.00 382.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384Q2Y3 2054-07-20 4.947830 0.00 1224.00 477.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384VAQ0 2054-08-20 4.707830 0.00 1007478.00 554653.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384XVM2 2053-02-20 0.050000 0.00 81365613.00 70726.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384XVR1 2054-11-20 31.228210 0.00 5622380.00 4369522.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385NQF4 2056-03-20 4.897830 0.00 1000.00 785.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385PWN5 2056-04-20 2.052170 0.00 229160448.00 8273745.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385PXG9 2056-04-20 4.500000 0.00 15191099.00 13094412.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385RJ71 2056-05-20 1.992170 0.00 70688600.00 2945151.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385RQ24 2056-05-20 4.500000 0.00 1024.00 932.08 Agency Collateralized Mortgage Obligation U.S. Treasury Bond N/A 912810SH2 2049-05-15 2.875000 0.00 43000.00 28133.96 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SL3 2050-02-15 2.000000 0.00 49729600.00 26236093.72 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HRJJ9 2056-04-25 1.959710 0.00 826727.00 39580.72 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HRV63 2056-05-25 1.359710 0.00 122035836.00 2551957.35 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HRX38 2056-06-25 N/A 0.00 713217.00 436830.45 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HRX87 2056-06-25 1.709710 0.00 49563788.00 1395983.93 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 31385XAH0 2033-04-01 5.000000 0.00 1931.00 12.44 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138LGKB1 2026-12-01 2.990000 0.00 1320409.00 1097307.55 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138LGSH0 2027-01-01 2.970000 0.00 85000.00 77495.15 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138LKYX9 2047-10-01 3.595000 0.00 1000.00 682.31 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138LNUR0 2030-08-01 3.750000 0.00 570003.00 539654.80 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138WKVN2 2047-05-01 4.500000 0.00 1001.00 222.28 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138WLC68 2047-07-01 4.500000 0.00 1056.00 176.17 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31405FZY1 2033-10-01 6.500000 0.00 1014.00 15.61 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140ANY52 2054-08-01 7.000000 0.00 655815.00 667854.35 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140B7B36 2055-04-01 5.500000 0.00 2420495.00 2287478.16 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140B9H77 2055-05-01 5.500000 0.00 1008.00 829.08 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140BARR9 2040-07-01 5.500000 0.00 1071025.00 818435.25 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140BDWK2 2055-07-01 6.000000 0.00 1001.00 975.62 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140BFAD7 2055-07-01 5.500000 0.00 3566060.00 2728505.91 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140BG5N9 2055-06-01 7.500000 0.00 1001.00 1059.27 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140BHL25 2055-08-01 5.000000 0.00 1526101.00 1390014.39 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140BMMK3 2055-08-01 6.500000 0.00 1516348.00 1524281.44 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140BSNQ6 2055-11-01 6.000000 0.00 1000.00 986.84 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140BWYS1 2055-12-01 6.000000 0.00 1000.00 952.94 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140HSDR9 2033-12-01 4.020000 0.00 2157360.00 1986625.09 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140J1QU5 2032-10-01 1.450000 0.00 2000000.00 1589772.27 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National Mortgage Association B1V7KEBTPIMZ 3136AUXG1 2033-05-25 5.500000 0.00 6716284.00 70328.89 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136B33M0 2049-03-25 1.991042 0.00 32543746.00 272032.34 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136B87D5 2029-07-25 1.401590 0.00 14546000.00 268883.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136B9NV5 2030-09-25 1.327030 0.00 7964931.00 124593.36 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BBQC9 2050-08-25 4.000000 0.00 28180898.00 3000270.64 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BDXR4 2033-11-25 1.958037 0.00 100017.00 2926.60 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BGAV3 2046-02-25 2.170681 0.00 38326824.00 697852.31 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BHC98 2045-06-25 2.207356 0.00 32470263.00 591442.32 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BKCY3 2052-08-01 5.000000 0.00 1129136.00 764324.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BSDD1 2052-12-01 6.000000 0.00 3944840.00 2838581.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CEST0 2053-10-01 5.500000 0.00 7005.00 5405.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KNSC8 2052-02-01 2.500000 0.00 44000.00 23728.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KPMG0 2052-06-01 4.000000 0.00 213309.00 127078.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133WAKQ0 2054-03-01 5.500000 0.00 1000.00 775.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GRSJ0 2054-05-01 5.500000 0.00 1000.00 760.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GUKS1 2055-04-01 6.500000 0.00 1025.00 635.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GWYH6 2056-02-01 5.000000 0.00 1000.00 896.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GX6H5 2056-08-01 5.000000 0.00 1200.00 1111.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GXTG2 2056-06-01 5.500000 0.00 1000.00 938.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JQ5P0 2056-01-01 5.500000 0.00 1026.00 922.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142K8AS6 2056-06-01 5.500000 0.00 1000.00 957.37 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179TXU4 2048-05-20 3.500000 0.00 6441.00 654.50 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179UGC0 2048-11-20 4.000000 0.00 4517.00 353.20 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179UH47 2048-12-20 4.000000 0.00 3324.00 259.77 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179VN30 2050-06-20 3.000000 0.00 1024.00 218.55 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179W5D6 2052-05-20 3.500000 0.00 8766456.00 5207636.38 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179W5E4 2052-05-20 4.000000 0.00 1379.00 846.72 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179W7M4 2052-06-20 4.000000 0.00 153752.00 94265.34 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179WDR6 2051-04-20 2.500000 0.00 1207494.00 526398.71 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179WTY4 2051-12-20 2.500000 0.00 2008.00 1071.46 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179X2L9 2053-05-20 5.500000 0.00 2032.00 1231.54 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179X5H5 2053-06-20 5.500000 0.00 3899561.00 2367473.37 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179XDF0 2052-08-20 5.000000 0.00 11766093.00 7393136.78 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179XFG6 2052-09-20 4.000000 0.00 2032.00 1301.88 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179XLG9 2052-11-20 4.500000 0.00 2000.00 1321.79 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179XLH7 2052-11-20 5.000000 0.00 232627.00 150730.18 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179XNG7 2052-12-20 5.500000 0.00 1000.00 542.66 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179XQW9 2053-01-20 5.000000 0.00 1000.00 634.53 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179XQY5 2053-01-20 6.000000 0.00 2000.00 812.38 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179XVT0 2053-03-20 5.500000 0.00 941070.00 520007.20 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179XVU7 2053-03-20 6.000000 0.00 1649264.00 657691.75 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179Y2L7 2054-07-20 5.500000 0.00 5857600.00 3758586.74 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179YMK7 2053-12-20 5.500000 0.00 3726998.00 2495382.04 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179YPG3 2054-01-20 5.500000 0.00 2035402.00 1319919.90 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179YRH9 2054-01-20 5.500000 0.00 525332.00 317634.35 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179YU44 2054-04-20 4.500000 0.00 53075.00 43760.18 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179YW67 2054-05-20 6.000000 0.00 6942520.00 3730185.34 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179YW75 2054-05-20 6.500000 0.00 1024.00 360.75 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3617NAY79 2050-05-20 4.000000 0.00 2009.00 304.29 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3617UURK6 2051-03-20 2.500000 0.00 1000.00 536.82 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618A5X40 2053-07-20 7.500000 0.00 1000.00 395.57 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618AS7B3 2053-05-20 7.500000 0.00 1015800.00 258756.46 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618GV7A2 2054-05-20 7.500000 0.00 1000.00 1059.34 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618GVHL7 2054-03-20 5.000000 0.00 1000.00 541.18 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618GXR57 2054-03-20 5.000000 0.00 222548.00 195723.20 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618JH3C0 2055-08-20 7.000000 0.00 1000.00 1033.44 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618JWLP8 2055-01-20 6.500000 0.00 1980.00 2012.05 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618JWMN2 2055-04-20 6.500000 0.00 1000.00 830.38 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618KFY38 2055-01-20 7.000000 0.00 1000.00 873.65 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618KRJ47 2055-03-20 7.500000 0.00 3002.00 3173.67 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618KRJQ8 2055-04-20 7.000000 0.00 2000.00 1718.59 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618KRJR6 2055-03-20 7.000000 0.00 7059.00 6794.86 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618KRJX3 2055-04-20 7.000000 0.00 1024.00 926.71 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618KRJY1 2055-03-20 7.500000 0.00 739884.00 649547.12 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618KRJZ8 2055-04-20 7.500000 0.00 2000.00 1961.45 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MEJN2 2056-01-20 7.500000 0.00 15785.00 16913.85 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MHV35 2056-03-20 6.500000 0.00 1000.00 1016.33 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MHVD3 2056-02-20 6.500000 0.00 327144.00 332173.25 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MHVE1 2056-02-20 6.500000 0.00 630597.00 640104.36 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MK6M4 2056-07-20 6.000000 0.00 3068.00 3105.76 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MN2A8 2056-02-20 6.500000 0.00 1017.00 1044.76 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MPAY2 2056-03-20 6.500000 0.00 1013.00 1044.70 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MPAZ9 2056-03-20 6.500000 0.00 1000.00 1029.19 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MPDB9 2056-04-20 6.000000 0.00 1000.00 992.33 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MQAR5 2056-01-20 6.500000 0.00 1000.00 1014.81 Agency Mortgage-Backed Securities Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-10-01 2026-11-30 2026-11-30 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 0.0404 500000000.00 500000000.00 0.0022 N N N Y BNP Paribas SA BNP Paribas SA 4.040000% ARP1BLDQ2 R0MUWSFPU8MP 0001272025 ARP1BLDQ2_4.04_1104 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 31288QWP1 2053-03-01 4.432000 0.00 81653.00 52002.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128M7V94 2036-01-01 7.000000 0.00 3051468.00 83352.06 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFG 3130B8BG6 2035-11-06 4.800000 0.00 16715000.00 15839434.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131Y1M80 2048-05-01 4.000000 0.00 512992.00 48393.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A5E35 2046-03-01 3.000000 0.00 1000.00 113.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132AD5A2 2048-12-01 4.000000 0.00 23019112.00 2929316.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DTJG6 2054-06-01 5.500000 0.00 1000.00 774.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DVMK8 2053-04-01 5.500000 0.00 5988675.00 3974350.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWBB8 2051-03-01 2.000000 0.00 2179854.00 1073207.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWHT3 2053-07-01 5.500000 0.00 1000.00 661.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132E0K35 2053-09-01 5.500000 0.00 5300976.00 3547729.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133A3ZT8 2050-04-01 5.000000 0.00 1544354.00 657690.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BT6M7 2053-01-01 4.500000 0.00 1000.00 626.05 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179VMD9 2050-05-20 3.000000 0.00 1920.00 396.27 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179W5E4 2052-05-20 4.000000 0.00 1518.00 932.07 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179W7M4 2052-06-20 4.000000 0.00 1000.00 613.10 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179WG36 2051-06-20 2.500000 0.00 1024.00 483.80 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179X5H5 2053-06-20 5.500000 0.00 1760.00 1068.52 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179XBT2 2052-07-20 4.000000 0.00 11694.00 7276.12 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179XFG6 2052-09-20 4.000000 0.00 1024.00 656.06 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179XLC8 2052-06-20 2.500000 0.00 1000.00 529.89 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179XNG7 2052-12-20 5.500000 0.00 1000.00 542.66 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179Y2L7 2054-07-20 5.500000 0.00 1000.00 641.66 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179YRH9 2054-01-20 5.500000 0.00 1000.00 604.64 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179YU93 2054-04-20 7.000000 0.00 3832.00 970.20 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179YYX6 2054-06-20 6.000000 0.00 2176.00 1072.34 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3617VRTQ7 2051-08-20 4.000000 0.00 239445.00 163565.63 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36180AAD5 2053-05-20 4.500000 0.00 845312.00 690298.53 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MTL89 2056-04-20 6.000000 0.00 1097724.00 1099271.69 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N5PJ2 2055-05-20 5.500000 0.00 1001.00 753.93 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N5XP9 2055-09-20 5.000000 0.00 2304.00 2044.23 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N6BD8 2056-02-20 4.500000 0.00 422407.00 371457.73 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N6FL6 2056-03-20 5.000000 0.00 1024.00 942.24 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618VJXC9 2056-06-20 6.000000 0.00 1000.00 996.97 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618VMNZ2 2056-06-20 6.000000 0.00 1000.00 1012.78 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3622AEBF2 2052-05-20 3.000000 0.00 6176.00 4703.60 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 38381BJX3 2049-01-16 5.000000 0.00 7885348.00 152599.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381NA57 2055-07-20 N/A 0.00 9248192.00 5310534.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381R6V6 2043-02-20 0.921700 0.00 1197538.00 6535.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381Y7U2 2046-02-20 0.990050 0.00 4174335.00 22945.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382B5H2 2048-10-20 0.919640 0.00 200001.00 959.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382CEQ0 2050-01-20 0.494750 0.00 187684678.00 409415.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382KGM9 2050-10-20 N/A 0.00 12844115.00 3976.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382LR94 2050-12-20 2.500000 0.00 3305760.00 345029.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382Q2Q2 2051-05-20 3.000000 0.00 1008128.00 486356.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382WFQ5 2051-06-20 3.500000 0.00 1234890.00 85785.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382WZL4 2051-08-20 2.500000 0.00 8578611.00 704234.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383CRU6 2051-10-20 2.000000 0.00 1739.00 709.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383LEU0 2048-03-20 2.144750 0.00 4587781.00 231069.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383RWT0 2052-05-20 4.500000 0.00 14829543.00 9003532.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383T3H4 2052-07-20 0.352170 0.00 282614042.00 1971885.26 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133C9K44 2053-08-01 5.500000 0.00 5708991.00 3835998.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CEXK3 2053-10-01 5.500000 0.00 2015.00 1500.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KJXE7 2050-08-01 2.000000 0.00 1000.00 347.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KPN87 2052-10-01 5.500000 0.00 29000.00 20117.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KUKX4 2045-12-01 4.500000 0.00 90000.00 77437.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KY7A1 2046-02-01 5.500000 0.00 1000.00 906.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133WCWM2 2054-05-01 5.500000 0.00 796894.00 597106.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133WGY25 2054-07-01 6.500000 0.00 1000.00 815.65 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3136A4WV7 2042-03-25 2.695230 0.00 1879237.00 8501.28 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136A66A7 2042-07-25 N/A 0.00 110017187.00 10333712.18 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136A8FN5 2042-09-25 2.245230 0.00 32564675.00 152001.04 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136AUZ20 2047-01-25 1.766735 0.00 45152712.00 170060.86 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136AWC21 2047-06-25 1.928990 0.00 42882560.00 171801.16 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136AWRD1 2047-05-25 2.020453 0.00 119344842.00 537191.57 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136B2PA4 2048-07-25 1.954465 0.00 27371965.00 181081.90 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136B3EZ9 2045-06-25 2.295230 0.00 52496642.00 746108.60 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BBQC9 2050-08-25 4.000000 0.00 3814102.00 406067.20 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BDXR4 2033-11-25 1.958037 0.00 475897.00 13925.23 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BGAV3 2046-02-25 2.170681 0.00 10536030.00 191839.35 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BKEP3 2051-12-25 2.219663 0.00 178492945.00 3643376.98 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BP3E9 2061-03-25 1.957028 0.00 75671178.00 1950131.42 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BQRF8 2053-11-25 N/A 0.00 3231808.00 1139498.06 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BQU72 2054-03-25 3.309710 0.00 3740553.00 124860.94 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BRAZ0 2054-03-25 4.409710 0.00 12909050.00 614452.15 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BSJ48 2054-09-25 0.100000 0.00 51899017.00 92405.23 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BSMT9 2054-07-25 3.409710 0.00 59631738.00 3447015.70 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BSSY2 2054-08-25 3.409710 0.00 6766906.00 332856.82 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BTK69 2054-08-25 N/A 0.00 7892566.00 2615529.86 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BTMX8 2054-11-25 1.709710 0.00 24864129.00 668243.68 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BTQK2 2053-10-25 4.990290 0.00 10381618.00 6032188.78 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BUKR0 2055-01-25 2.229710 0.00 28899999.00 1163195.90 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BVW53 2054-05-25 3.309710 0.00 10455000.00 585845.67 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BYUE0 2048-04-25 5.000000 0.00 397813.00 49863.70 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G5DE7 2055-01-25 1.309710 0.00 100059.00 2660.19 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G5X54 2056-06-25 0.859710 0.00 462091.00 7067.84 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6K72 2056-08-25 9.678405 0.00 7766939.00 6711522.94 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6KV9 2056-06-25 0.209710 0.00 61682705.00 255795.33 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6LH9 2056-06-25 0.909710 0.00 136305945.00 1726728.29 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137B83U9 2044-02-15 2.887020 0.00 200834.00 1095.67 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BB7D6 2041-10-15 2.104690 0.00 27255763.00 68273.81 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BBVC1 2040-01-15 1.966957 0.00 39362160.00 95959.32 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BL2S6 2042-02-15 2.001664 0.00 59797422.00 186934.15 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BR3R4 2041-07-15 1.855713 0.00 33816211.00 86432.41 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F5MK2 2043-03-15 2.118313 0.00 114250770.00 734693.01 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F83S0 2030-10-25 1.102965 0.00 54308238.00 1716127.76 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FG6T7 2033-04-25 3.750000 0.00 186845.00 169731.46 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FMCT7 2029-05-25 1.080530 0.00 3331930.00 64868.80 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FTG27 2030-04-25 1.676911 0.00 16650000.00 750149.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385RJ71 2056-05-20 1.992170 0.00 16891987.00 703783.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385RQ24 2056-05-20 4.500000 0.00 1024.00 932.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385TZY0 2055-12-20 4.767830 0.00 1088.00 1013.44 Agency Collateralized Mortgage Obligation U.S. Treasury Bond N/A 912810QS0 2041-08-15 3.750000 0.00 7216900.00 5972479.11 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810UU0 2056-05-15 5.000000 0.00 1000.00 932.80 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810UV8 2046-05-15 5.000000 0.00 1000.00 941.88 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 9128283F5 2027-11-15 2.250000 0.00 700.00 687.20 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CLF6 2034-08-15 3.875000 0.00 1100.00 1011.45 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CLW9 2034-11-15 4.250000 0.00 700.00 666.72 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CMM0 2035-02-15 4.625000 0.00 700.00 675.69 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CNC1 2035-05-15 4.250000 0.00 3000.00 2844.56 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CNR8 2032-07-31 4.000000 0.00 551000.00 523940.63 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQQ7 2036-05-15 4.375000 0.00 16446400.00 15629281.17 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQT1 2033-05-31 4.250000 0.00 4211400.00 4059017.51 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CRF0 2036-08-15 4.625000 0.00 21484400.00 20571339.86 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834TV0 2048-08-15 N/A 0.00 1858.07 523.68 U.S. Treasuries (including strips) Government National Mortgage Association N/A 38383UR85 2052-10-20 4.747830 0.00 4523156.00 2932557.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383VHN1 2053-01-20 2.602170 0.00 31397774.00 913795.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383VV96 2053-02-20 4.527830 0.00 17872572.00 10064889.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383WUB0 2053-03-20 4.647830 0.00 43246366.00 12974388.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383X2R4 2053-04-20 1.852170 0.00 109889.00 2384.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383X5B6 2053-05-20 4.647830 0.00 9219234.00 3946119.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384ADT7 2053-05-20 4.647830 0.00 4472807.00 2725597.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384AQK2 2052-07-20 N/A 0.00 14882046.00 7868240.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384AXK4 2053-05-20 4.597830 0.00 2912.00 1243.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384BXX4 2053-07-20 4.647830 0.00 5260944.00 1597192.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384CBM0 2053-07-20 4.667830 0.00 738050.00 484151.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384D6P7 2053-11-20 N/A 0.00 6183816.00 1140514.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384D7N1 2053-11-20 3.452170 0.00 36986427.00 1487807.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384DKU0 2053-10-20 3.352170 0.00 30417214.00 1145376.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384DQ75 2053-11-20 5.147830 0.00 41175469.00 9292224.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384E5Z4 2053-10-20 0.010000 0.00 99563672.00 6103.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384G4H0 2054-01-20 6.000000 0.00 9335113.00 1754053.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384GLV0 2053-12-20 3.402170 0.00 35040459.00 847085.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384GNF3 2053-12-20 4.897830 0.00 879525.00 292412.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384HSF6 2054-01-20 5.500000 0.00 89151.00 85499.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384J6N9 2054-02-20 5.750000 0.00 1015.00 712.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384JBJ2 2054-02-20 4.847830 0.00 11882222.00 3508054.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384JCG7 2053-07-20 0.100000 0.00 47522899.00 30973.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384K2M2 2054-03-20 1.752170 0.00 100000.00 3084.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384Q2Y3 2054-07-20 4.947830 0.00 1024.00 399.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384UPU7 2054-08-20 4.747830 0.00 10143699.00 6372686.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384VAF4 2054-08-20 4.757830 0.00 236012.00 111019.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384VAQ0 2054-08-20 4.707830 0.00 1000.00 550.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384XQM8 2052-09-20 0.016950 0.00 145040096.00 75470.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384XVR1 2054-11-20 31.228210 0.00 3619287.00 2812786.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384XVT7 2053-02-20 1.902170 0.00 100032.00 3104.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385BQU7 2052-09-20 2.282170 0.00 330587.00 15598.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385E2S2 2055-04-20 4.967830 0.00 1000.00 788.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385F4C2 2055-05-20 0.050000 0.00 102778.00 30.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385G3L1 2055-06-20 4.797830 0.00 12486.00 9742.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385GTM1 2055-05-20 1.482170 0.00 44392407.00 1103159.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385H4S3 2053-06-20 N/A 0.00 11575116.00 7283522.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385L3Y2 2056-02-20 0.050000 0.00 42100575.00 49089.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385L3Z9 2056-02-20 0.050000 0.00 34112626.00 37970.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385L5K0 2056-02-20 0.752170 0.00 906165.00 12485.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385NMM3 2056-03-20 1.402170 0.00 6588579.00 176050.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385NMP6 2056-03-20 4.647830 0.00 15835.00 14429.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385NQF4 2056-03-20 4.897830 0.00 18095.00 14207.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385PXG9 2056-04-20 4.500000 0.00 9179230.00 7912306.25 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FUZE7 2030-05-25 1.667234 0.00 19289020.00 893155.29 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FVEE8 2030-06-25 1.459236 0.00 1055000.00 41810.01 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FYCP9 2050-09-25 3.000000 0.00 20205461.00 1989142.64 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GCXT5 2054-02-25 5.500000 0.00 1343.00 1299.16 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H9QH5 2051-02-25 2.000000 0.00 1100000.00 111700.54 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDPV6 2054-07-25 12.958259 0.00 7705215.00 5008842.56 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HHB75 2054-11-25 4.940290 0.00 1000.00 680.61 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJTA5 2055-02-25 N/A 0.00 595000000.00 408102.61 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKTX2 2055-04-25 1.659710 0.00 200130.00 5337.35 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HL5L2 2054-06-25 3.309710 0.00 238004.00 12877.82 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HNDU9 2055-06-25 2.109710 0.00 46041472.00 1373950.57 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HNJF6 2054-07-25 N/A 0.00 20916206.00 9713211.76 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HNJK5 2055-10-25 1.759710 0.00 100227.00 3013.43 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HNPL6 2055-11-25 0.909710 0.00 136950284.00 1852431.95 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HNPM4 2055-11-25 1.009710 0.00 5863499.00 71903.35 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HNTW8 2055-11-25 1.609710 0.00 47947627.00 1398770.48 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HPR96 2053-03-25 5.500000 0.00 5253157.00 729680.37 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HR5C9 2056-04-25 1.909710 0.00 42745245.00 2098073.44 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HRJJ9 2056-04-25 1.959710 0.00 12986313.00 621737.97 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HRX38 2056-06-25 N/A 0.00 1027360.00 629236.44 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HRZV4 2056-06-25 0.909710 0.00 58550019.00 629394.50 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3138EPY81 2043-11-01 5.900000 0.00 283445.00 26012.66 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138EQ7A4 2046-02-01 4.000000 0.00 53000.00 8405.19 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138WLC68 2047-07-01 4.500000 0.00 1024.00 170.83 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31397UJZ3 2041-06-25 2.775230 0.00 285232406.00 311209.44 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 31402C4H2 2034-04-01 5.500000 0.00 1099137.00 5548.43 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31405FZY1 2033-10-01 6.500000 0.00 1000.00 15.39 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140ABDX0 2054-07-01 7.500000 0.00 1148478.00 1194015.11 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140AM4V0 2055-02-01 7.000000 0.00 1000.00 483.90 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140ANY52 2054-08-01 7.000000 0.00 165689.00 168730.69 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140AR2G4 2054-10-01 5.500000 0.00 1201436.00 1048299.79 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140AW7F0 2055-01-01 4.500000 0.00 1013.00 893.74 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140B0PN2 2055-01-01 6.000000 0.00 2976140.00 2475698.50 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140B0ZL5 2055-01-01 5.500000 0.00 1000.00 739.97 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140B7B69 2055-05-01 5.500000 0.00 1000.00 874.56 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140B9RJ0 2055-05-01 5.500000 0.00 6739039.00 5789748.24 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140BDWK2 2055-07-01 6.000000 0.00 1000.00 974.65 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140BE7F9 2055-07-01 6.000000 0.00 95467.00 76191.13 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140BMV23 2055-09-01 6.000000 0.00 1000.00 919.18 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140BSU70 2055-10-01 5.000000 0.00 342167.00 317390.63 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140BTB61 2056-03-01 5.000000 0.00 1000.00 931.69 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140BTQ24 2055-10-01 6.500000 0.00 205663.00 208493.01 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140BVF21 2055-11-01 5.000000 0.00 1000.00 929.16 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140BWYS1 2055-12-01 6.000000 0.00 1008.00 960.56 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140BYAB0 2055-12-01 5.500000 0.00 988109.00 947648.36 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140NWW92 2034-12-01 4.690000 0.00 1024.00 970.83 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Q1WH9 2036-02-01 4.240000 0.00 2755705.00 2510823.56 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Q2NY0 2036-04-01 4.460000 0.00 1000.00 921.94 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Q7ND5 2047-09-01 4.000000 0.00 19667070.00 3591404.46 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QAD49 2048-12-01 5.500000 0.00 14067029.00 2215190.85 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QC6V3 2050-03-01 4.500000 0.00 1000.00 58.75 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QEJY9 2050-08-01 2.500000 0.00 1464320.00 529871.53 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QEPY2 2050-08-01 3.000000 0.00 1000.00 320.09 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QFG86 2040-10-01 2.000000 0.00 1007.00 470.43 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QLJ80 2051-07-01 2.000000 0.00 13995500.00 7450362.54 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QLNS1 2051-08-01 2.500000 0.00 11842400.00 6142464.92 Agency Mortgage-Backed Securities Federal 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6.500000 0.00 4433669.00 4303695.22 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140X4E69 2049-06-01 5.500000 0.00 38944150.00 8018440.86 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XDQE9 2051-11-01 2.000000 0.00 1000.00 543.41 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XGFY0 2052-03-01 2.500000 0.00 1017.00 557.59 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XH4D6 2052-08-01 5.000000 0.00 1819931.00 1221186.91 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XJEZ2 2052-04-01 2.500000 0.00 5667860.00 3277359.05 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XJFF5 2052-09-01 5.000000 0.00 1024.00 674.75 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XJGG2 2052-09-01 4.500000 0.00 1000.00 611.65 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XMR65 2053-09-01 6.000000 0.00 1000.00 661.24 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y6J43 2055-04-01 6.500000 0.00 1024.00 767.38 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y6KA7 2055-04-01 6.500000 0.00 1000.00 667.25 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y6KD1 2055-04-01 6.500000 0.00 6339416.00 5985626.23 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y6PZ7 2055-05-01 6.000000 0.00 143250.00 106946.37 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y8B54 2056-01-01 5.500000 0.00 1008.00 905.80 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31412NVR4 2038-12-01 5.500000 0.00 1000.00 54.48 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31413RJ98 2037-10-01 5.500000 0.00 1046.00 158.63 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31413RKG0 2038-02-01 5.500000 0.00 1788402.00 92953.58 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31416JAU5 2034-09-01 5.500000 0.00 543537.00 8920.60 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418CYN8 2048-07-01 4.500000 0.00 4717280.00 306847.15 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418CZH0 2048-08-01 4.000000 0.00 259324469.00 16381992.67 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418ED80 2052-06-01 4.000000 0.00 7723.00 4886.41 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418EQ94 2053-04-01 5.500000 0.00 1002.00 619.22 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418S2C2 2040-09-01 5.500000 0.00 1000.00 170.53 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31419FEC6 2040-10-01 5.500000 0.00 1000.00 107.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427PZX5 2055-08-01 6.000000 0.00 26394378.00 22559735.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427TBJ4 2056-05-01 5.500000 0.00 3190061.00 2956850.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427TES1 2056-05-01 5.000000 0.00 1008.00 913.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GRSJ0 2054-05-01 5.500000 0.00 2240.00 1704.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GWYH6 2056-02-01 5.000000 0.00 1862500.00 1668921.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GXTG2 2056-06-01 5.500000 0.00 1000.00 938.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142KDCT1 2036-06-01 4.550000 0.00 10945600.00 10182858.91 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179R4E6 2046-03-20 3.500000 0.00 1015.00 84.92 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179UH47 2048-12-20 4.000000 0.00 3064.00 239.46 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179VKM1 2050-04-20 3.500000 0.00 1000.00 169.25 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140HRC68 2033-10-01 3.690000 0.00 1218589.00 1089466.75 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140J0NB2 2032-07-01 1.530000 0.00 10500000.00 8246360.79 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140J5EK1 2040-06-01 6.500000 0.00 5550000.00 900920.20 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140JC4Z4 2050-11-01 5.990000 0.00 1000.00 954.36 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140JCG24 2054-02-01 4.752000 0.00 11630358.00 7914385.75 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140JCJ47 2054-01-01 4.185000 0.00 2475073.00 2168867.01 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140K0EH7 2049-11-01 5.000000 0.00 1000.00 397.88 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140KVG38 2051-01-01 2.000000 0.00 1000.00 588.86 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140M7DF5 2055-02-01 4.500000 0.00 164296.00 139452.51 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140MSSK2 2052-12-01 6.000000 0.00 1000.00 720.72 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140MWUW4 2053-01-01 6.500000 0.00 1681138.00 785411.83 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140N8ZZ4 2053-04-01 7.000000 0.00 1001.00 816.48 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140NK6Y2 2053-06-01 5.000000 0.00 1018970.00 914329.78 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140NS6P4 2053-11-01 6.500000 0.00 1013151.00 1014263.44 Agency Mortgage-Backed Securities Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-10-01 2026-11-04 2026-11-04 Y BNP Paribas SA 1.0000 35 N Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0404 400000000.00 400000000.00 0.0018 N N N Y Bank of America Securities, Inc. Bank of America Securities, Inc. 3.950000% ARP1BU6Q0 549300HN4UKV 0001102113 ARP1BU6Q0_3.95_1007 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 912803DA8 2037-05-15 N/A 0.00 6803500.00 3945165.96 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CBP5 2028-02-29 1.125000 0.00 32714500.00 31115131.30 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CMC2 2031-12-31 4.500000 0.00 171615200.00 168939719.00 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-10-07 2026-10-07 2026-10-20 Y BOFA SECURITIES INC 1.0000 7 N Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0395 200000000.00 200000000.00 0.0009 N N Y N Royal Bank of Canada Royal Bank of Canada 3.500000% ARP1E41M9 549300HXQQQC 0001317808 ARP1E41M9_3.50_1007 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 47478691.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DVLC7 2050-08-01 2.500000 0.00 72284000.00 29256285.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133LP3L9 2036-06-01 4.000000 0.00 2181350.00 1986698.52 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140BQ5W7 2055-11-01 5.000000 0.00 225861.00 208808.20 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Q75N3 2047-12-01 3.500000 0.00 65586000.00 16536650.11 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QLJ80 2051-07-01 2.000000 0.00 1840037.00 979525.04 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QPRT6 2052-07-01 4.500000 0.00 140414495.00 85889399.77 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QVMN1 2054-10-01 5.500000 0.00 72697865.00 59199716.47 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140W1M42 2052-08-01 3.000000 0.00 11077245.00 8012213.46 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140W7AL4 2056-05-01 6.500000 0.00 9813799.00 9655967.65 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y9KD5 2056-07-01 5.000000 0.00 213190.00 197027.73 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418ELX6 2052-12-01 5.000000 0.00 18591977.00 12545150.59 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FWP8 2056-05-01 5.000000 0.00 28284798.00 25638314.10 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FY76 2036-06-01 4.000000 0.00 153000.00 118280.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GXZE0 2056-07-01 5.500000 0.00 9151308.00 8758858.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142J6ET6 2056-08-01 5.000000 0.00 1357666.00 1250614.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142K5BH5 2056-05-01 5.000000 0.00 2320230.00 2155168.65 Agency Mortgage-Backed Securities U.S. Treasury Bond N/A 912810TC2 2041-11-15 2.000000 0.00 75540000.00 48652594.56 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810UK2 2055-05-15 4.750000 0.00 73341600.00 65288655.65 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZ 31418FYQ4 2056-07-01 5.000000 0.00 32091975.00 29320766.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427TRD0 2056-06-01 6.500000 0.00 474753.00 462117.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GW2Y4 2056-03-01 5.000000 0.00 20081739.00 18059005.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GX4F1 2056-08-01 6.000000 0.00 5641537.00 5345758.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GXJ81 2056-05-01 4.500000 0.00 41257109.00 36886678.86 Agency Mortgage-Backed Securities Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-10-07 2026-10-07 2026-11-09 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 0.0350 500000000.00 500000000.00 0.0022 N N Y N JP Morgan Securities LLC JP Morgan Securities LLC 4.010000% ARP1E6S86 ZBUT11V806EZ 0000036684 ARP1E6S86_4.01_1230 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 3136BNMA1 2052-07-25 4.500000 0.00 4000000.00 3804722.75 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BNNX0 2052-07-25 4.500000 0.00 2293024.00 2191243.34 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BNW77 2052-09-25 4.500000 0.00 4622856.00 4232055.14 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BS5X9 2054-10-25 4.940290 0.00 30000000.00 18072696.91 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BSHS7 2051-05-25 5.500000 0.00 48884928.00 10469729.41 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BSL86 2054-09-25 4.990290 0.00 30000000.00 12991886.19 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BTB85 2054-12-25 2.209710 0.00 32116480.00 834733.05 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BUBJ8 2055-01-25 2.809710 0.00 100000000.00 4025068.95 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BVW61 2054-05-25 5.000000 0.00 10904000.00 8666286.85 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BW7L4 2055-09-25 2.159710 0.00 70535808.00 3288121.28 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BXSR6 2055-09-25 0.050000 0.00 30000000.00 57654.54 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G7BF2 2037-08-25 5.000000 0.00 5667820.00 5403400.17 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G7SS6 2055-05-25 7.790290 0.00 16657180.00 15209385.09 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G7SV9 2056-09-25 N/A 0.00 700000000.00 3134388.73 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G7SZ0 2054-08-25 5.250000 0.00 3804612.00 3383894.84 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G7Z58 2056-10-25 2.301170 0.00 70669824.00 3500531.29 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137AQP77 2042-05-15 3.500000 0.00 13000.00 10804.89 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136AWHZ3 2047-05-25 3.500000 0.00 3801000.00 917873.69 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136AXUK9 2047-08-25 0.145230 0.00 100000000.00 102644.72 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136B1M68 2047-12-25 2.395230 0.00 185428480.00 1656794.23 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136B1VU5 2041-01-25 0.309612 0.00 12312576.00 11179.52 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136B3DT4 2048-10-25 3.500000 0.00 2581000.00 746305.93 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136B5MP7 2049-07-25 3.000000 0.00 1500000.00 1256008.00 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136B5ZT5 2049-08-25 2.295230 0.00 44514480.00 780153.75 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136B65L3 2041-08-25 0.322958 0.00 132816128.00 187482.38 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136B7LP4 2049-12-25 2.295230 0.00 54672000.00 869954.98 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BB3Y6 2060-10-25 1.500000 0.00 7000000.00 2064792.53 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BBRA2 2037-03-25 N/A 0.00 4538904.00 1053092.06 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BBTV4 2050-09-25 4.000000 0.00 72732416.00 4268951.44 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BBUR1 2050-09-25 N/A 0.00 37978112.00 9869.52 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BCDU1 2050-10-25 3.000000 0.00 20532224.00 1360024.33 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BD2G2 2051-02-25 2.000000 0.00 20469696.00 1420089.72 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BFS46 2051-04-25 N/A 0.00 5378000.00 8184.93 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BFUL5 2050-05-25 3.500000 0.00 82178560.00 6077158.51 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BKB68 2049-09-25 2.500000 0.00 51114900.00 3492541.03 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BKRU8 2050-04-25 3.000000 0.00 42725360.00 4090468.48 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BKX64 2052-01-25 2.500000 0.00 2000000.00 1166084.60 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BNFZ4 2052-07-25 4.500000 0.00 10000000.00 8741663.34 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137AQTL2 2042-05-15 4.000000 0.00 7064000.00 6323694.37 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137AR2G0 2042-06-15 0.407985 0.00 12660592.00 1692133.03 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137AV3U9 2042-10-15 3.000000 0.00 13364912.00 3761671.21 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137B54H3 2043-10-15 2.250000 0.00 73921000.00 1225260.93 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BAP55 2044-05-15 3.000000 0.00 1107000.00 936168.40 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BEJS4 2041-02-15 2.337020 0.00 131500000.00 504380.27 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BGAQ2 2045-01-15 2.250000 0.00 32366000.00 1381734.00 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BGJW0 2036-12-15 3.387020 0.00 47236960.00 247510.37 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BGLA5 2041-01-15 2.374040 0.00 1276254.00 557819.04 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BKGK0 2030-04-25 3.511000 0.00 321000.00 304582.56 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BRYK5 2042-10-15 N/A 0.00 753845.00 176453.69 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BY5W6 2047-05-15 3.500000 0.00 1000000.00 201907.87 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F2LJ3 2027-06-25 3.117000 0.00 325000.00 304700.42 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F64V6 2040-11-25 1.500000 0.00 9312500.00 3969959.34 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F9B75 2051-01-25 3.000000 0.00 35859000.00 3198719.69 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FBVJ2 2038-09-15 5.000000 0.00 12014272.00 281824.48 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FDES7 2032-04-25 3.424000 0.00 17714820.00 16893688.88 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FJEL9 2046-09-25 2.311976 0.00 14690000.00 615194.06 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FN4W7 2048-09-15 4.000000 0.00 562500.00 5313.43 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FPHJ7 2029-04-25 2.046000 0.00 850000.00 403721.29 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FPJ55 2027-07-25 2.606000 0.00 185000.00 14972.83 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FQKN2 2029-11-25 2.651000 0.00 660000.00 611865.89 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FREE7 2027-10-25 2.308000 0.00 6000000.00 1735188.34 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FTBM8 2030-03-25 1.517000 0.00 132000.00 117044.93 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FTG35 2048-05-25 3.498838 0.00 43001344.00 4590028.35 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FUH56 2050-07-25 2.500000 0.00 38175296.00 2204522.53 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FV3P5 2042-01-15 0.541012 0.00 24906720.00 130731.53 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FV3Q3 2042-10-25 0.461012 0.00 27424224.00 86422.72 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FW5T3 2050-09-25 4.000000 0.00 45000000.00 2543487.70 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FWMP2 2050-03-25 2.000000 0.00 23155000.00 1439285.50 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FXVE5 2049-08-25 4.000000 0.00 61584192.00 4499302.29 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FYHH2 2050-05-25 4.000000 0.00 57947008.00 4076163.66 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FYRK4 2051-04-25 3.500000 0.00 42878848.00 2854270.37 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137G1BU0 2047-05-25 3.000000 0.00 6500000.00 3151298.41 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GCMG5 2056-09-25 2.359710 0.00 110000000.00 6174709.32 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H0WV6 2049-06-25 3.500000 0.00 41935616.00 3360627.40 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H15R3 2050-05-25 3.500000 0.00 75076096.00 6351081.21 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H1S49 2051-08-25 3.500000 0.00 47427840.00 4479016.15 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H3KS0 2051-10-25 3.000000 0.00 52600000.00 4241510.04 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H3SE3 2047-11-25 2.000000 0.00 100000.00 50448.54 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H4C81 2034-10-25 2.829334 0.00 3900000.00 433029.43 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H5DD6 2051-12-25 3.000000 0.00 29457312.00 1642403.90 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H6KN4 2052-03-25 2.500000 0.00 675000.00 344569.25 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H7AL7 2051-02-25 4.000000 0.00 21584576.00 11910287.58 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HABJ4 2053-07-25 2.009710 0.00 47000000.00 1113893.28 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HAYB6 2053-11-25 1.909710 0.00 50000000.00 726260.04 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HBC69 2028-05-25 4.858000 0.00 280000.00 178302.00 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HC3C4 2051-06-25 4.000000 0.00 16086752.00 2537694.19 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HCQA3 2054-05-25 3.459710 0.00 38559232.00 1353514.37 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDKY5 2054-07-25 2.209710 0.00 50000000.00 885095.74 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDMQ0 2054-07-25 3.409710 0.00 49689400.00 1638346.32 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFJM8 2054-07-25 1.459710 0.00 2000000.00 18656.05 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJCA3 2054-10-25 0.100000 0.00 20070624.00 32502.17 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKFM1 2054-11-25 0.509710 0.00 41250000.00 228636.41 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLP97 2055-06-25 3.309710 0.00 66669184.00 3409246.30 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HPAJ2 2055-11-25 1.109710 0.00 180000000.00 4627721.81 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HQSA0 2056-03-25 1.409710 0.00 46000000.00 1464815.18 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HQYC9 2033-04-15 4.000000 0.00 30325240.00 27241032.55 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HR2D0 2056-02-25 4.500000 0.00 18760544.00 14120594.78 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 31394D6W5 2033-08-25 6.490460 0.00 9262430.00 238171.26 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31394HAG6 2033-08-15 5.500000 0.00 22500000.00 1453711.83 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 31394UFJ6 2035-11-25 8.780914 0.00 2235324.00 222427.89 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31394XVD5 2044-03-25 6.500000 0.00 14249936.00 613625.87 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 31396LZE3 2036-12-25 2.795230 0.00 142570240.00 146145.26 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 31396PJJ1 2037-02-25 N/A 0.00 3424936.00 62833.67 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 31396PSS1 2037-02-25 5.500000 0.00 2808000.00 453284.05 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31397PU32 2038-01-15 2.487020 0.00 100000000.00 204594.85 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 31397QMG0 2040-09-25 1.195230 0.00 67764224.00 25588.90 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 31398PGF0 2040-04-25 4.984104 0.00 600000.00 52066.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38373MQW3 2047-04-16 0.571990 0.00 144572411.00 9665.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38374EME4 2033-11-16 5.500000 0.00 25374000.00 2710770.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376GBQ2 2051-09-16 N/A 0.00 155090944.00 34159.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376TY71 2040-01-16 5.000000 0.00 19435616.00 3341011.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376V4H7 2040-02-16 N/A 0.00 4166664.00 175271.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38377J3E1 2040-09-16 2.624010 0.00 54710960.00 251791.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378EK93 2042-05-16 2.624010 0.00 20000000.00 404012.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378JAE2 2043-02-16 2.174010 0.00 22530720.00 58122.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378JCN0 2043-02-16 2.500000 0.00 1700000.00 1448959.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378K4Q9 2052-02-16 3.319130 0.00 1500000.00 74258.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378NCE1 2053-09-16 2.900000 0.00 5500000.00 186736.61 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 30322KAJ2 2041-06-25 0.603975 0.00 208000000.00 2523272.20 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 30324EAC9 2028-12-26 10.045180 0.00 61175296.00 22774048.33 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136A0M38 2041-09-25 N/A 0.00 100000.00 69392.80 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136A1QE8 2041-10-25 3.500000 0.00 1000000.00 853464.44 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136A6HX5 2042-06-25 5.899900 0.00 4113936.00 7314.34 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136AAGY5 2042-12-25 2.000000 0.00 448750.00 26253.95 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136ABSB0 2043-02-25 2.345230 0.00 37500000.00 521316.26 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136ACSQ5 2033-03-25 0.995230 0.00 28569600.00 24700.49 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136AFEL4 2043-07-25 4.804770 0.00 5000000.00 1484564.64 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136AHNE6 2043-12-25 N/A 0.00 2675000.00 249523.45 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136ANBB2 2045-04-25 2.000000 0.00 28680000.00 1107790.29 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136APCW0 2045-07-25 3.000000 0.00 8448000.00 2025014.15 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136APD41 2045-08-25 3.500000 0.00 14000000.00 13430406.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136APQZ8 2042-03-25 2.095230 0.00 41307072.00 269580.00 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136ARVH8 2045-05-25 2.500000 0.00 9450000.00 494347.39 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136AUEG2 2044-02-25 2.295230 0.00 35357248.00 205553.04 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136AW7K7 2027-05-25 0.190874 0.00 484999168.00 49929.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382LWB3 2049-03-20 0.274750 0.00 34196864.00 96120.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382MM48 2050-01-20 3.000000 0.00 58030500.00 3670588.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382NL62 2051-02-20 N/A 0.00 58331135.00 47104.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382P3D2 2051-03-20 N/A 0.00 10993664.00 6305.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382TQ72 2051-06-20 3.000000 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Association N/A 38379QRK3 2045-09-20 2.102160 0.00 17018360.00 36775.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379U6W1 2057-02-16 0.644830 0.00 74070000.00 774086.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379UAT3 2057-01-16 0.588610 0.00 21924000.00 97486.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379UDK9 2057-12-16 0.622020 0.00 65773696.00 350754.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380ALP0 2046-09-20 3.000000 0.00 2825000.00 1526692.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380BTD7 2046-08-20 2.044750 0.00 74114560.00 402275.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380J2B3 2060-01-16 0.487400 0.00 58010112.00 907100.40 Agency Collateralized Mortgage Obligation Government National 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National Mortgage Association N/A 38380UFC2 2047-10-20 3.000000 0.00 4600000.00 798111.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380UUY7 2048-01-20 2.244750 0.00 63902848.00 790337.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380UVP5 2048-01-20 3.000000 0.00 555000.00 589223.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380WEJ4 2047-12-20 3.500000 0.00 47663040.00 5543312.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380WK24 2048-05-20 3.500000 0.00 5125312.00 5783052.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381BC69 2049-01-20 4.500000 0.00 100000000.00 11382739.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381DJK7 2061-05-16 0.840960 0.00 15400000.00 689709.22 Agency Collateralized Mortgage Obligation 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S6XOOCT0IEG5ABCC6L87 3137AMM61 2042-02-15 4.000000 0.00 9937152.00 965555.69 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137ARBA3 2027-06-15 1.750000 0.00 36706752.00 48585.00 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137AUQN2 2042-09-15 2.000000 0.00 12634000.00 966680.07 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137B1VU3 2043-04-15 2.250000 0.00 27896704.00 1704238.08 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BEZS6 2044-09-15 2.500000 0.00 28287000.00 1654827.54 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FGR23 2028-01-25 3.673000 0.00 10000000.00 2354085.70 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FRZA2 2030-01-25 1.639000 0.00 100000.00 89443.53 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H0PA0 2044-11-25 2.500000 0.00 20400000.00 971649.29 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H13U8 2029-11-25 1.132000 0.00 35000.00 15015.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HCXK3 2034-03-25 5.000000 0.00 1600000.00 1556782.04 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJC96 2054-10-25 0.050000 0.00 136269562.00 137015.92 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 31393BT54 2042-10-25 4.950000 0.00 14249936.00 612706.68 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 31393CEY5 2043-04-25 6.000000 0.00 28000000.00 766975.44 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 31393U4J9 2043-11-25 5.681000 0.00 5000000.00 955110.59 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 31394FEK7 2035-09-25 N/A 0.00 2727272.00 94419.66 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31397ASH7 2036-09-15 6.000000 0.00 13262000.00 555142.61 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. 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S6XOOCT0IEG5ABCC6L87 3130G0YQ1 2056-08-01 5.500000 0.00 5392472.00 5182689.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3130G1AE2 2056-08-01 5.500000 0.00 1000.00 970.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3130G1FJ6 2056-08-01 5.000000 0.00 3285148.00 3093284.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3130G2CZ1 2056-08-01 5.000000 0.00 1000.00 935.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3130G2DD9 2056-08-01 5.500000 0.00 754648.00 682201.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3130G2DU1 2056-08-01 5.000000 0.00 4043748.00 3770728.25 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140N27L9 2052-10-01 4.500000 0.00 2805752.00 2053685.93 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140N74U1 2056-04-01 5.500000 0.00 9806528.00 9376533.83 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140N7MK3 2052-11-01 5.500000 0.00 2838892.00 2400531.55 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y67J3 2055-08-01 6.500000 0.00 1024.00 815.45 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y6NB2 2055-05-01 5.000000 0.00 1000.00 861.09 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y6YG9 2055-07-01 5.500000 0.00 1024.00 782.10 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 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0.00 1000.00 963.40 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y9EA8 2056-06-01 5.000000 0.00 1040.00 961.68 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y9FP4 2056-06-01 4.500000 0.00 7232.00 6448.13 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y9SB1 2056-08-01 5.000000 0.00 5062.00 4708.30 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y9SD7 2056-08-01 5.000000 0.00 1024.00 951.83 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31412NVR4 2038-12-01 5.500000 0.00 407030.00 22174.24 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31413QHR2 2037-09-01 6.250000 0.00 1774618.00 31116.60 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31414G2F5 2037-07-01 6.000000 0.00 1000.00 26.21 Agency Mortgage-Backed 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S6XOOCT0IEG5ABCC6L87 31425VDQ3 2054-11-01 7.000000 0.00 2004840.00 1581376.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31425YMN4 2055-01-01 6.500000 0.00 2291132.00 1959852.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426PR72 2055-06-01 5.500000 0.00 13660768.00 10856627.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426Q2V4 2055-06-01 5.500000 0.00 1000.00 866.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426RFQ9 2055-06-01 5.500000 0.00 1000.00 923.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427APE1 2055-08-01 6.000000 0.00 802995.00 801142.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427CC50 2055-10-01 5.500000 0.00 24087313.00 22425795.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427DLM1 2055-09-01 6.000000 0.00 674117.00 672124.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427H4A7 2055-11-01 5.000000 0.00 1227974.00 1132810.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427MPM7 2054-10-01 6.500000 0.00 11162016.00 8812628.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427ND48 2050-09-01 3.000000 0.00 1040.00 752.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427NR76 2055-05-01 5.000000 0.00 1000.00 852.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427PSD7 2055-08-01 6.000000 0.00 1068.00 841.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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804247.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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S6XOOCT0IEG5ABCC6L87 3133USL82 2050-02-25 2.500000 0.00 1024.00 810.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133W4CG5 2056-07-01 5.500000 0.00 5186376.00 4985202.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133W65G8 2054-03-01 6.000000 0.00 9198000.00 5749319.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133W7QL2 2054-03-01 5.000000 0.00 1000.00 691.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133W7RZ0 2054-03-01 5.500000 0.00 4586880.00 3496847.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133WAKH0 2054-03-01 5.500000 0.00 1000.00 770.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133WBMK9 2054-04-01 5.500000 0.00 7777185.00 5319207.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133WBZK5 2054-05-01 5.500000 0.00 10336759.00 6874066.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133WCWM2 2054-05-01 5.500000 0.00 4278528.00 3205868.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133WE4R8 2054-06-01 6.000000 0.00 1000.00 848.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133WGBA2 2054-06-01 5.500000 0.00 17236620.00 11829173.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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Federal National Mortgage Association B1V7KEBTPIMZ 3140XFRT0 2052-01-01 2.000000 0.00 1000.00 507.78 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XFZR5 2052-03-01 3.000000 0.00 1000.00 558.23 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XGGW3 2052-03-01 2.000000 0.00 1000.00 531.50 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XGJR1 2052-01-01 3.000000 0.00 1168420.00 629706.25 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XGPU7 2051-11-01 2.000000 0.00 2000.00 1088.73 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XH4D6 2052-08-01 5.000000 0.00 14997.00 10063.09 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XHEY9 2052-05-01 4.000000 0.00 3000.00 1753.43 Agency Mortgage-Backed Securities Federal National Mortgage Association 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5.000000 0.00 1000.00 649.59 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XKH78 2052-05-01 3.500000 0.00 875740.00 484489.72 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XL3Y2 2052-05-01 2.000000 0.00 45000.00 27829.27 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XLDR6 2052-09-01 5.000000 0.00 740690.00 529679.29 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XLFK9 2053-03-01 6.000000 0.00 1000.00 592.46 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XLSZ2 2052-06-01 2.500000 0.00 118989.00 77711.72 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XLTA6 2053-06-01 4.500000 0.00 1000.00 649.79 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XMCG9 2053-07-01 5.500000 0.00 1000.00 726.74 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XMJ98 2052-05-01 2.000000 0.00 535331.00 323735.12 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XMR65 2053-09-01 6.000000 0.00 1000.00 661.24 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XMTX4 2053-10-01 6.000000 0.00 112079.00 76872.32 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XN4Q4 2054-01-01 5.000000 0.00 300000.00 214797.14 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XNQ80 2054-01-01 6.500000 0.00 1000.00 549.45 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XNSM7 2037-02-01 1.500000 0.00 10896040.00 6778894.88 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XPC31 2050-12-01 4.500000 0.00 3076.00 2102.39 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XPTH2 2053-03-01 4.000000 0.00 29710.00 21978.52 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XPXH7 2052-07-01 2.500000 0.00 1000.00 679.27 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XQF69 2052-03-01 2.000000 0.00 2000.00 1300.55 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XQPV3 2054-06-01 6.000000 0.00 1000.00 655.06 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XRLE3 2052-09-01 3.500000 0.00 1000.00 758.39 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XRR56 2054-02-01 4.500000 0.00 1000.00 771.80 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XSCQ4 2054-09-01 6.500000 0.00 35000.00 21486.49 Agency Mortgage-Backed Securities Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-10-07 2026-10-07 2027-01-26 Y BNP Paribas SA 1.0000 7 N Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0353 1500000000.00 1500000000.00 0.0066 N N Y N Bank of America Securities, Inc. Bank of America Securities, Inc. 3.930000% ARP1ELAO7 549300HN4UKV 0001102113 ARP1ELAO7_3.93_1007 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 912828YB0 2029-08-15 1.625000 0.00 142928000.00 130574054.10 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CEF4 2027-03-31 2.500000 0.00 6972900.00 6910255.47 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CHA2 2028-04-30 3.500000 0.00 113134200.00 112499701.57 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834KV9 2041-11-15 N/A 0.00 11798525.91 5015989.91 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-10-01 2026-10-07 2027-01-27 Y BOFA SECURITIES INC 1.0000 7 N Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0393 250000000.00 250000000.00 0.0011 N N Y N BNP Paribas SA BNP Paribas SA 3.930000% ARP1EWNM3 R0MUWSFPU8MP 0001272025 ARP1EWNM3_3.93_1007 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 912797VU8 2027-01-28 N/A 0.00 1300.00 1282.28 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFW 912797WG8 2026-12-22 N/A 0.00 1093400.00 1083253.25 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803BV4 2028-11-15 N/A 0.00 100.00 90.22 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803DK6 2040-02-15 N/A 0.00 2200.00 1071.50 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803EC3 2043-05-15 N/A 0.00 125000000.00 49133000.00 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803EW9 2047-02-15 N/A 0.00 200.00 62.74 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803EZ2 2047-08-15 N/A 0.00 814100.00 248231.30 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803GS6 2053-05-15 N/A 0.00 20989600.00 4692707.84 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803GU1 2053-08-15 N/A 0.00 300.00 66.41 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803GY3 2054-02-15 N/A 0.00 200.00 43.20 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810PS1 2027-01-15 2.375000 0.00 300.00 500.28 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810QB7 2039-05-15 4.250000 0.00 56710800.00 51929881.08 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810QK7 2040-08-15 3.875000 0.00 9831700.00 8390822.58 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810QZ4 2043-02-15 3.125000 0.00 11419300.00 8442805.21 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810RY6 2047-08-15 2.750000 0.00 4025900.00 2602959.73 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SC3 2048-05-15 3.125000 0.00 232601000.00 161594601.97 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SF6 2049-02-15 3.000000 0.00 1800.00 1197.18 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SQ2 2040-08-15 1.125000 0.00 449900.00 261329.02 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TN8 2053-02-15 3.625000 0.00 169200.00 123104.21 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TQ1 2043-02-15 3.875000 0.00 12674600.00 10412104.68 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TV0 2053-11-15 4.750000 0.00 700.00 626.15 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810UG1 2055-02-15 4.625000 0.00 58791400.00 50849813.59 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CJR3 2028-12-31 3.750000 0.00 90427400.00 89025323.17 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CKD2 2029-02-28 4.250000 0.00 25779000.00 25467798.47 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CKN0 2031-04-30 4.625000 0.00 2889200.00 2893732.98 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CMN8 2028-02-15 4.250000 0.00 21783000.00 21743845.06 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CNP2 2027-07-31 3.875000 0.00 800.00 800.62 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CPU9 2036-01-15 1.875000 0.00 26600.00 25159.86 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CRJ2 2033-08-31 4.500000 0.00 96089600.00 92814797.41 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 9128334W7 2033-08-15 N/A 0.00 6207854.23 4337334.63 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 9128335A4 2035-08-15 N/A 0.00 5.21 3.25 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 9128337E4 2036-08-15 N/A 0.00 17.74 10.47 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 9128337U8 2033-11-15 N/A 0.00 11.50 7.93 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 9128337V6 2034-05-15 N/A 0.00 3964217.52 2656858.22 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912833WR7 2028-11-15 N/A 0.00 1811.85 1632.94 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912833XY1 2030-08-15 N/A 0.00 3011.26 2473.38 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912833XZ8 2031-02-15 N/A 0.00 42.54 34.02 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834AU2 2039-02-15 N/A 0.00 50.43 25.61 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834D47 2052-08-15 N/A 0.00 103.57 23.55 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834EP9 2039-08-15 N/A 0.00 58.11 28.64 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834JH2 2040-11-15 N/A 0.00 17.87 8.13 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834MT2 2043-08-15 N/A 0.00 61478559.33 23260474.40 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834UB2 2048-11-15 N/A 0.00 13.33 3.70 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834UH9 2049-02-15 N/A 0.00 387.42 106.10 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834UR7 2049-05-15 N/A 0.00 8.74 2.37 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834VM7 2050-02-15 N/A 0.00 0.01 0.00 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834WR5 2051-02-15 N/A 0.00 0.01 0.00 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-10-01 2026-10-07 2027-02-05 Y BNP Paribas SA 1.0000 7 N Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0393 600000000.00 600000000.00 0.0026 N N Y N BNP Paribas SA BNP Paribas SA 3.900000% ARP1F0YO6 R0MUWSFPU8MP 0001272025 ARP1F0YO6_3.90_1007 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 912803CX9 2036-02-15 N/A 0.00 13473400.00 8377477.18 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803DM2 2040-05-15 N/A 0.00 5564000.00 2667737.70 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803EA7 2043-02-15 N/A 0.00 9150000.00 3651362.40 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803EL3 2045-02-15 N/A 0.00 13711400.00 4830663.33 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803EN9 2045-05-15 N/A 0.00 41435300.00 14396694.98 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803EQ2 2045-11-15 N/A 0.00 18939500.00 6391096.40 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803FS7 2040-08-15 N/A 0.00 100.00 46.98 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803GM9 2052-11-15 N/A 0.00 17150900.00 3926732.86 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803GS6 2053-05-15 N/A 0.00 1890000.00 422552.97 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803HB2 2054-05-15 N/A 0.00 7006000.00 1500138.73 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803HL0 2055-05-15 N/A 0.00 15452500.00 3153190.79 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SQ2 2040-08-15 1.125000 0.00 5350100.00 3107660.43 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SZ2 2051-08-15 2.000000 0.00 800.00 411.28 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TG3 2052-05-15 2.875000 0.00 38629600.00 24535870.50 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TQ1 2043-02-15 3.875000 0.00 54374200.00 44668065.46 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810UU0 2056-05-15 5.000000 0.00 84123000.00 78470018.52 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CRK9 2031-08-31 4.375000 0.00 3051000.00 2971721.87 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 9128334W7 2033-08-15 N/A 0.00 250.98 175.36 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 9128337V6 2034-05-15 N/A 0.00 1177537.13 789197.16 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 9128337W4 2034-11-15 N/A 0.00 1638000.00 1067265.11 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912833WR7 2028-11-15 N/A 0.00 8737.34 7874.58 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912833X96 2035-11-15 N/A 0.00 2887005.14 1775288.75 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912833XY1 2030-08-15 N/A 0.00 1928972.04 1584415.20 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912833XZ8 2031-02-15 N/A 0.00 21.78 17.42 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834AU2 2039-02-15 N/A 0.00 51049605.84 25928707.40 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834D47 2052-08-15 N/A 0.00 4325591.04 983414.47 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834EP9 2039-08-15 N/A 0.00 474.67 233.91 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834KP2 2041-08-15 N/A 0.00 35433691.91 15308205.31 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834MT2 2043-08-15 N/A 0.00 225.28 85.23 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834PB8 2044-11-15 N/A 0.00 5219989.99 1825253.02 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834PH5 2045-02-15 N/A 0.00 136.56 47.03 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834PM4 2045-08-15 N/A 0.00 38.48 12.86 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834UR7 2049-05-15 N/A 0.00 2584960.00 699565.14 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834VM7 2050-02-15 N/A 0.00 592618.88 154374.85 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834WR5 2051-02-15 N/A 0.00 7334737.92 1804440.88 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-10-01 2026-10-07 2027-02-10 Y BNP Paribas SA 1.0000 7 N Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0390 250000000.00 250000000.00 0.0011 N N Y N Citigroup Global Markets, Inc. 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Citigroup Global Markets, Inc. 3.890000% ARP1GWSA2 MBNUM2BPBDO7 0000036684 ARP1GWSA2_3.89_1007 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y U.S. Treasury Strip N/A 912803DA8 2037-05-15 N/A 0.00 39629800.00 22980251.02 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803EE9 2043-11-15 N/A 0.00 55950400.00 21271223.07 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803GD9 2041-11-15 N/A 0.00 980000.00 424080.30 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803GH0 2052-05-15 N/A 0.00 9828100.00 2312090.01 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803GV9 2043-08-15 N/A 0.00 1032000.00 398652.31 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803GY3 2054-02-15 N/A 0.00 173770600.00 37531843.04 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803HP1 2045-08-15 N/A 0.00 7848000.00 2677156.85 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912821KS3 2033-02-15 N/A 0.00 1012500.00 731452.28 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912821NP6 2033-11-15 N/A 0.00 1000.00 693.86 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 912828U24 2026-11-15 2.000000 0.00 8405800.00 8444903.78 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CJJ1 2033-11-15 4.500000 0.00 19793800.00 19344045.28 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CKT7 2029-05-31 4.500000 0.00 65715200.00 65932388.74 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CKU4 2031-05-31 4.625000 0.00 35872100.00 35765260.93 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CPZ8 2036-02-15 4.125000 0.00 2290100.00 2112265.15 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912833PB0 2026-11-15 N/A 0.00 35148185.60 34968472.93 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912833PD6 2027-05-15 N/A 0.00 209312512.00 203648515.40 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912833Z60 2038-02-15 N/A 0.00 24971198.09 13504124.27 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834HV3 2040-05-15 N/A 0.00 8542658.56 4015724.39 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834LK2 2042-05-15 N/A 0.00 26336400.00 10825498.21 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834QH4 2046-05-15 N/A 0.00 31128352.00 9956714.67 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834RK6 2047-05-15 N/A 0.00 35219865.60 10672429.33 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834VV7 2050-05-15 N/A 0.00 6744760.00 1734732.04 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834ZP6 2056-02-15 N/A 0.00 3791289.99 747483.15 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. 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S6XOOCT0IEG5ABCC6L87 3131XYGQ6 2047-11-01 3.500000 0.00 1000.00 190.96 Agency Mortgage-Backed Securities U.S. Treasury Note 254900HROIFW 91282CFT3 2029-10-31 4.000000 0.00 15870200.00 15684144.68 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CGP0 2028-02-29 4.000000 0.00 5014200.00 4977169.72 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CKF7 2031-03-31 4.125000 0.00 459700.00 442566.98 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CLX7 2027-11-15 4.125000 0.00 2328500.00 2349965.86 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CMU2 2030-03-31 4.000000 0.00 13799000.00 13350532.50 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CNC1 2035-05-15 4.250000 0.00 200.00 189.64 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CRE3 2036-07-15 2.375000 0.00 2362000.00 2267917.72 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. 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Citigroup Global Markets, Inc. 3.790000% ARP1H92D4 MBNUM2BPBDO7 0000036684 ARP1H92D4_3.79_0428 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Farm Credit Bank 254900C5LP6D 3133ENB25 2037-07-20 5.060000 0.00 15179000.00 14306828.15 Agency Mortgage-Backed Securities U.S. Treasury Strip N/A 912803DC4 2038-02-15 N/A 0.00 11682900.00 6501837.61 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803DD2 2038-05-15 N/A 0.00 20824500.00 11386107.74 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803HD8 2054-08-15 N/A 0.00 38695800.00 8172049.91 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810UJ5 2045-02-15 4.750000 0.00 162335200.00 146812302.35 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 9128205Y9 2026-11-15 N/A 0.00 677000.00 673477.57 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CPM7 2032-11-30 3.750000 0.00 522451200.00 491245189.80 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834G93 2053-05-15 N/A 0.00 107098077.00 23463903.49 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834K56 2054-02-15 N/A 0.00 54085800.00 11342765.80 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834VE5 2049-11-15 N/A 0.00 53461000.00 14091891.91 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834XP8 2054-05-15 N/A 0.00 178594200.00 37003646.67 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2027-04-28 2027-04-28 2027-04-28 N N N 0.0379 750000000.00 750000000.00 0.0033 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 Farm Credit Bank 254900C5LP6D 3133ETQ59 2027-08-05 4.010000 0.00 1988000.00 2000066.61 Agency Mortgage-Backed Securities U.S. Treasury Strip N/A 9128334W7 2033-08-15 N/A 0.00 79979648.00 55880580.36 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912833XP0 2029-08-15 N/A 0.00 171935006.70 148870785.20 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912833XY1 2030-08-15 N/A 0.00 58611200.00 48141950.23 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834F94 2053-02-15 N/A 0.00 481347.96 106618.57 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2027-02-16 2027-02-16 2027-02-16 N N N 0.0379 250000000.00 250000000.00 0.0011 N N N Y BNP Paribas SA BNP Paribas SA 3.900000% ARP1HQKO2 R0MUWSFPU8MP 0001272025 ARP1HQKO2_3.90_1007 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 912797VS3 2027-01-07 N/A 0.00 5270000.00 5210923.30 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFW 912797WN3 2027-01-05 N/A 0.00 1775000.00 1755528.25 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803BV4 2028-11-15 N/A 0.00 491400.00 443345.01 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803CX9 2036-02-15 N/A 0.00 27836200.00 17307964.60 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803DJ9 2039-11-15 N/A 0.00 9253200.00 4576614.21 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803DK6 2040-02-15 N/A 0.00 29943300.00 14583794.44 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803DM2 2040-05-15 N/A 0.00 10879400.00 5216280.64 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803EA7 2043-02-15 N/A 0.00 98415500.00 39273295.77 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803EC3 2043-05-15 N/A 0.00 799900.00 314411.89 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803EH2 2044-05-15 N/A 0.00 6808100.00 2512086.78 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803EL3 2045-02-15 N/A 0.00 69052800.00 24327991.97 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803EN9 2045-05-15 N/A 0.00 6162100.00 2141021.65 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803EQ2 2045-11-15 N/A 0.00 40203200.00 13566489.43 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803EV1 2046-11-15 N/A 0.00 27900.00 8883.36 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803EW9 2047-02-15 N/A 0.00 200.00 62.74 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803EZ2 2047-08-15 N/A 0.00 92871300.00 28317852.44 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803FS7 2040-08-15 N/A 0.00 4319300.00 2029068.92 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803GC1 2051-11-15 N/A 0.00 3078500.00 743193.00 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803GP2 2053-02-15 N/A 0.00 32288200.00 7317377.90 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803GS6 2053-05-15 N/A 0.00 63698400.00 14241242.38 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803GU1 2053-08-15 N/A 0.00 1548000.00 342660.64 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803GW7 2053-11-15 N/A 0.00 235718200.00 51489105.02 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810PS1 2027-01-15 2.375000 0.00 40109700.00 66887276.39 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810QS0 2041-08-15 3.750000 0.00 1129000.00 934324.84 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810QT8 2041-11-15 3.125000 0.00 1000.00 766.49 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TL2 2052-11-15 4.000000 0.00 500.00 394.85 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 9128282L3 2027-07-15 0.375000 0.00 25153000.00 33923291.63 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 9128285W6 2029-01-15 0.875000 0.00 800.00 1018.56 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 912828V49 2027-01-15 0.375000 0.00 661989500.00 912478182.06 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CAE1 2030-08-15 0.625000 0.00 201732400.00 170873041.74 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CFB2 2027-07-31 2.750000 0.00 529300.00 523783.86 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CHP9 2033-07-15 1.375000 0.00 2619200.00 2650333.56 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CLX7 2027-11-15 4.125000 0.00 1300.00 1311.99 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CME8 2026-12-31 4.250000 0.00 169322900.00 171125342.31 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CMY4 2027-04-30 3.750000 0.00 1000.00 1011.84 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CPT2 2029-01-15 3.500000 0.00 84589700.00 82591976.31 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 9128334W7 2033-08-15 N/A 0.00 26632.63 18607.82 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 9128335A4 2035-08-15 N/A 0.00 647022.52 404026.10 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 9128337E4 2036-08-15 N/A 0.00 2.40 1.42 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 9128337V6 2034-05-15 N/A 0.00 38249271.85 25635044.49 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912833X96 2035-11-15 N/A 0.00 4490977.39 2761609.78 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912833XY1 2030-08-15 N/A 0.00 0.28 0.23 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912833XZ8 2031-02-15 N/A 0.00 76.07 60.83 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912833Y38 2036-11-15 N/A 0.00 426364.48 248209.36 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912833Y46 2037-05-15 N/A 0.00 26564629.22 15027982.65 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834D47 2052-08-15 N/A 0.00 67.90 15.44 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834EP9 2039-08-15 N/A 0.00 8951346.47 4410990.81 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834FB9 2040-02-15 N/A 0.00 103900149.20 49627906.25 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834KB3 2045-05-15 N/A 0.00 1119031.61 380192.11 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834KP2 2041-08-15 N/A 0.00 28.51 12.32 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834PH5 2045-02-15 N/A 0.00 14.14 4.87 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834PM4 2045-08-15 N/A 0.00 125.82 42.05 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834RK6 2047-05-15 N/A 0.00 433.55 131.38 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834TV0 2048-08-15 N/A 0.00 54.71 15.42 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834UB2 2048-11-15 N/A 0.00 2.01 0.56 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834UH9 2049-02-15 N/A 0.00 50.85 13.93 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834UR7 2049-05-15 N/A 0.00 3658446.24 990081.65 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834VM7 2050-02-15 N/A 0.00 1954188.93 509058.40 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834WC8 2050-08-15 N/A 0.00 95.58 24.24 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834WR5 2051-02-15 N/A 0.00 17.06 4.20 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834WZ7 2051-05-15 N/A 0.00 0.30 0.07 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFW 912797UY1 2026-11-12 N/A 0.00 7309300.00 7274727.01 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-10-01 2026-10-07 2026-11-13 Y BNP Paribas SA 1.0000 7 N Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0390 1750000000.00 1750000000.00 0.0077 N N Y N Barclays Bank PLC Barclays Bank PLC 4.020000% ARP1IES69 G5GSEF7VJP5I7OUK5573 0001484219 ARP1IES69_4.02_1104 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 302613AE4 2036-11-25 4.935282 0.00 23273472.00 7992031.42 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 302614BB7 2036-01-25 11.573440 0.00 40089331.00 6744433.04 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 30287PAC9 2035-09-25 11.573440 0.00 19186000.00 2914218.24 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 30288KAE5 2036-03-25 11.573440 0.00 30978622.00 7548932.98 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 30288WAE9 2036-03-25 11.573440 0.00 30163168.00 5382087.74 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 30289VAA8 2036-07-25 11.573440 0.00 29308711.00 13256635.68 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 30292XAN1 2030-12-25 0.100000 0.00 50628655.00 163609.33 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 30293CAG1 2035-07-25 13.573440 0.00 12035952.00 2151717.87 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 30294EAG6 2035-12-25 11.573440 0.00 12526000.00 3718790.85 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 302952AF3 2037-04-25 11.519930 0.00 8977000.00 3137964.72 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 302954AW2 2051-06-25 N/A 0.00 54067777.00 26314138.25 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 30295LAK0 2036-10-25 11.573440 0.00 34175491.00 6355619.81 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 30295RAW1 2049-11-25 N/A 0.00 4700000.00 2855682.40 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 30296KAH8 2038-01-25 N/A 0.00 125000000.00 72638.19 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 30298BAK9 2039-04-25 0.123561 0.00 17964000.00 134118.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385S5H2 2056-11-16 4.500000 0.00 7723040.00 6758895.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385SGE7 2049-06-20 4.000000 0.00 1750146.00 247517.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385SGH0 2048-10-20 3.999990 0.00 1198050.00 136302.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385SGS6 2065-12-20 4.750000 0.00 2702508.00 2528056.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385T2C4 2056-07-20 2.552170 0.00 31408040.00 2701865.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385T2K6 2056-07-20 5.000000 0.00 3529412.00 2980690.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385T2R1 2056-07-20 1.902170 0.00 123615488.00 5621299.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385T3U3 2056-07-20 1.902170 0.00 78411008.00 3395400.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385T3V1 2054-03-20 5.000000 0.00 4000000.00 3844681.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385T4G3 2056-07-20 4.597830 0.00 1024.00 988.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385T5P2 2056-07-20 5.000000 0.00 291696.00 275037.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385TNS6 2056-06-20 1.332170 0.00 80000000.00 1833691.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385TRB9 2056-06-20 1.902170 0.00 142856960.00 6108719.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385TRF0 2066-06-20 0.050000 0.00 149913600.00 230870.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385TTU5 2056-06-20 1.902170 0.00 100325120.00 5119972.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385XTY8 2056-01-20 5.000000 0.00 5064224.00 4897567.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385HP68 2052-07-20 2.352170 0.00 43596800.00 2018055.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385JAQ6 2055-11-20 2.402170 0.00 85739904.00 4294353.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385JGF4 2055-11-20 6.000000 0.00 1875000.00 331527.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385KHJ2 2065-12-20 6.000000 0.00 416666.00 33027.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385KKL3 2055-12-20 0.352170 0.00 270000000.00 1914121.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385KYM6 2055-08-20 0.952170 0.00 235367424.00 5448186.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385LDF2 2056-01-20 1.152170 0.00 123000000.00 1293491.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385LDP0 2056-01-20 2.032170 0.00 222241536.00 8933509.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385LEB0 2056-01-20 5.500000 0.00 409090.00 73853.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385MBM7 2056-02-20 1.392170 0.00 349700000.00 8835218.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385MCL8 2056-02-20 0.702170 0.00 293000000.00 3037044.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385MGB6 2066-02-20 4.547830 0.00 56682916.00 42697889.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385MGP5 2056-02-20 1.452170 0.00 106301568.00 2501965.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385NNS9 2056-03-20 1.302170 0.00 20000000.00 473986.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385NQE7 2056-03-20 1.402170 0.00 61151104.00 1461418.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385NQG2 2056-03-20 0.602170 0.00 987000000.00 9707635.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385NRC0 2056-03-20 0.102170 0.00 40000000.00 87926.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385RAR6 2056-04-20 4.500000 0.00 1049636.00 912818.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385RCF0 2056-04-20 1.202170 0.00 124700000.00 2441713.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385RDD4 2056-04-20 4.500000 0.00 4501702.00 4084590.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385RZT5 2052-04-20 4.500000 0.00 12677584.00 2114170.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382XZ24 2050-02-20 5.000000 0.00 46851392.00 4402990.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383AC28 2051-09-20 3.500000 0.00 98055552.00 7603854.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383AEP5 2051-09-20 4.500000 0.00 61748928.00 5731432.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383AET7 2051-09-20 2.294750 0.00 500000.00 28613.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383BA93 2055-08-20 5.999990 0.00 4606824.00 471333.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383BAQ5 2055-09-20 0.992170 0.00 100000000.00 2067776.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383BB35 2055-08-20 5.999990 0.00 8572930.00 453061.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383BB50 2055-04-20 5.999990 0.00 15713568.00 2161976.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383BT77 2055-10-20 1.092170 0.00 100000000.00 2358198.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383BZM7 2055-10-20 1.071220 0.00 104800000.00 2299848.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383C2E9 2051-11-20 2.500000 0.00 13609400.00 743867.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383CJB7 2051-10-20 3.500000 0.00 64957500.00 4665997.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383D7E2 2051-12-20 3.000000 0.00 11679360.00 1528209.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383DZH4 2051-11-20 3.000000 0.00 79188000.00 3710976.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383GAF8 2052-01-20 3.000000 0.00 31756256.00 4374159.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383GM65 2052-01-20 3.500000 0.00 31377024.00 1931123.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383GMZ1 2051-10-20 4.500000 0.00 63435840.00 6608102.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383HFW4 2048-04-20 2.194750 0.00 100032.00 4879.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383LPJ3 2052-11-20 1.602170 0.00 49900000.00 901095.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383MDB1 2052-02-20 3.500000 0.00 56943424.00 4223076.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383MVS4 2051-09-20 3.000000 0.00 32233216.00 3653756.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383RBN6 2046-11-20 1.952170 0.00 24233920.00 763450.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383TZF3 2052-07-20 0.452170 0.00 30000000.00 228156.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383UCU2 2052-07-20 0.352170 0.00 20000000.00 136461.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383UPT1 2052-08-20 2.352170 0.00 39900000.00 1568681.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383VWQ7 2053-02-20 3.352170 0.00 3843000.00 128635.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384B6B2 2054-04-16 4.000000 0.00 3617880.00 3184461.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384CPP8 2053-08-20 2.152170 0.00 99272704.00 3219359.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384CZJ1 2049-09-20 2.044750 0.00 4600000.00 223077.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384ED69 2046-10-20 2.014750 0.00 50308096.00 2462599.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384EE50 2049-12-20 2.044750 0.00 109190016.00 5434748.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384EVH5 2051-06-20 3.000000 0.00 11054224.00 1385325.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384MMA2 2051-06-20 3.000000 0.00 20883616.00 2560341.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384NQB4 2054-05-20 1.502170 0.00 50000000.00 554791.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384NXE0 2054-05-20 2.302170 0.00 17600000.00 898375.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384Q2X5 2054-07-20 2.902170 0.00 34231488.00 1650855.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384T3E0 2059-08-16 4.500000 0.00 7579744.00 7183245.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384TPM8 2066-11-16 0.250000 0.00 9246464.00 283648.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384TTC6 2058-11-16 4.250000 0.00 999000.00 932174.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384TTF9 2058-11-16 1.000000 0.00 7738736.00 237237.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384TTT9 2067-01-16 4.500000 0.00 92326.00 85991.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384UJC4 2054-07-20 2.302170 0.00 99900000.00 3823993.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384VSP3 2050-12-20 2.344750 0.00 54503808.00 3599135.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384VSS7 2050-01-20 2.044750 0.00 93915648.00 5239290.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384WDB8 2054-09-20 1.052170 0.00 80000000.00 1507301.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384X5A7 2054-11-20 2.302170 0.00 83339136.00 1871306.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384X5E9 2054-11-20 1.752170 0.00 147698688.00 3100333.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384YN49 2050-07-20 3.000000 0.00 8946752.00 1263235.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385CBJ6 2055-01-20 0.793280 0.00 253000000.00 2024901.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385CF94 2055-02-20 2.922170 0.00 2099000.00 90321.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385CVS4 2055-01-20 1.752170 0.00 47530240.00 1173846.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385D3P9 2055-03-20 1.652170 0.00 116620288.00 4051210.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385DDM5 2055-02-20 1.532170 0.00 62079744.00 1900652.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385EER1 2055-03-20 1.702170 0.00 93000000.00 3485887.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385EV92 2055-04-20 1.622170 0.00 80000000.00 1340939.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385GJ67 2055-06-20 2.252170 0.00 100000000.00 4221473.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379KJ74 2057-07-16 0.665090 0.00 5300000.00 51955.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379MRS5 2045-08-20 1.734750 0.00 100094.00 496.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379XCQ1 2046-05-20 2.000000 0.00 9099000.00 805114.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380BUU7 2031-11-20 3.500000 0.00 399998.00 984.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380CCD3 2046-10-20 3.500000 0.00 81428479.00 10235.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380FH25 2047-07-20 2.194750 0.00 65227040.00 969607.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380NWK1 2062-03-16 0.545840 0.00 94877440.00 2073486.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380P6F6 2062-06-16 1.500000 0.00 15978816.00 6832290.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380UP56 2048-01-20 4.000000 0.00 25000000.00 1075254.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380XRL3 2048-07-20 2.194750 0.00 30000000.00 440361.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381DXY1 2062-11-16 2.000000 0.00 4799000.00 2839751.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381HN49 2064-10-16 3.000000 0.00 200000.00 130389.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381J7R2 2065-03-16 0.500000 0.00 3000000.00 76044.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381JNW3 2064-11-16 0.855570 0.00 119993344.00 7439849.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381LB76 2058-04-16 4.500000 0.00 998000.00 897641.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381MBT6 2053-08-16 1.000000 0.00 76559900.00 1918518.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381MH94 2059-10-16 0.250000 0.00 10000000.00 104282.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381MJ84 2057-09-16 0.250000 0.00 2000000.00 16328.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381P5R0 2052-04-20 6.000000 0.00 18750000.00 1867912.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381PM67 2055-07-20 2.252170 0.00 2279000.00 83496.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381RNT2 2049-02-20 2.044750 0.00 33203968.00 373817.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381S3N5 2056-07-16 4.500000 0.00 3149604.00 2761522.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381SDW4 2067-09-16 4.750000 0.00 1248794.00 1154003.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381SEB9 2067-09-16 0.957440 0.00 109198336.00 8328765.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381SG68 2058-02-16 4.500000 0.00 533333.00 470056.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381SJR9 2054-07-16 4.250000 0.00 120000.00 113317.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381SK89 2058-02-16 0.500000 0.00 8967136.00 140935.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381VG20 2048-02-20 2.094750 0.00 96097920.00 1374054.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381VKL3 2046-05-20 3.500000 0.00 30926432.00 613583.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381WEG9 2049-06-20 2.144750 0.00 33437500.00 316738.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381Y7M0 2049-10-20 4.000000 0.00 99902592.00 5318905.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381YXT6 2049-09-20 2.094750 0.00 34167000.00 450348.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382AFP5 2049-10-20 1.994750 0.00 15292384.00 292959.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382DPG8 2050-03-20 1.594750 0.00 105035648.00 2332006.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382DT41 2050-03-20 2.044750 0.00 58333312.00 1459388.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382DUC1 2050-03-20 2.094750 0.00 47454784.00 1252963.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382DV48 2050-03-20 2.094750 0.00 36250000.00 1483986.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382EWB9 2050-05-20 2.094750 0.00 62490176.00 1508591.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382FE26 2050-06-20 3.000000 0.00 100166656.00 7093601.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382FGY4 2050-05-20 2.094750 0.00 16408000.00 375551.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382G2E1 2050-07-20 2.194750 0.00 3037000.00 121555.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382GZ62 2050-07-20 3.500000 0.00 32828440.00 2624091.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382HB66 2050-08-20 3.500000 0.00 66684000.00 6252655.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382HLM0 2050-08-20 2.294750 0.00 131801600.00 5482016.37 Agency Collateralized Mortgage Obligation Government National Mortgage 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P-1 Standard and Poor's Ratings Services A-1 2026-12-08 2026-12-08 2026-12-08 N N N 0.0380 200000000.00 200000000.00 0.0009 N N N Y BNP Paribas SA BNP Paribas SA 3.910000% ARP1J8ZH9 R0MUWSFPU8MP 0001272025 ARP1J8ZH9_3.91_1007 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 912797WR4 2027-01-26 N/A 0.00 30924700.00 30507216.55 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803BV4 2028-11-15 N/A 0.00 500.00 451.10 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803GE7 2052-02-15 N/A 0.00 15333000.00 3655693.86 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810RX8 2047-05-15 3.000000 0.00 9809900.00 6741255.38 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810UM8 2055-08-15 4.750000 0.00 84486400.00 74588607.02 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CNC1 2035-05-15 4.250000 0.00 201991000.00 191525543.26 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CRE3 2036-07-15 2.375000 0.00 462304000.00 443889683.86 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834TV0 2048-08-15 N/A 0.00 49998044.62 14091548.89 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. 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Citigroup Global Markets, Inc. 3.890000% ARP1JNQU7 MBNUM2BPBDO7 0000036684 ARP1JNQU7_3.89_1007 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y U.S. Treasury Strip N/A 912803BM4 2027-11-15 N/A 0.00 4430100.00 4205414.19 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803DH3 2039-08-15 N/A 0.00 327957600.00 164908559.80 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803DK6 2040-02-15 N/A 0.00 5089900.00 2479020.53 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803DQ3 2041-02-15 N/A 0.00 102424600.00 46740134.69 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803DS9 2041-05-15 N/A 0.00 66300.00 29765.19 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803DV2 2042-02-15 N/A 0.00 1239900.00 528926.46 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803EF6 2044-02-15 N/A 0.00 7858200.00 2941685.74 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803EK5 2044-11-15 N/A 0.00 25703200.00 9195885.27 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803EZ2 2047-08-15 N/A 0.00 836400.00 255030.91 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803FG3 2049-02-15 N/A 0.00 242100.00 67775.17 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803FK4 2049-08-15 N/A 0.00 128800.00 35061.42 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803FM0 2050-02-15 N/A 0.00 300900.00 79858.56 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803FZ1 2041-05-15 N/A 0.00 2130400.00 953737.47 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803GA5 2051-08-15 N/A 0.00 3069800.00 750446.38 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803GL1 2042-08-15 N/A 0.00 240000.00 98903.04 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803GX5 2043-11-15 N/A 0.00 53460000.00 20342171.52 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803HB2 2054-05-15 N/A 0.00 274813200.00 58843552.01 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803HL0 2055-05-15 N/A 0.00 11310900.00 2308068.32 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 9128204M6 2028-02-15 N/A 0.00 24481400.00 22932217.01 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 9128205B9 2028-05-15 N/A 0.00 410300.00 379474.57 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 9128206P7 2027-02-15 N/A 0.00 4739000.00 4664047.98 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912821JN6 2032-08-15 N/A 0.00 793000.00 588013.46 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912821QH1 2034-08-15 N/A 0.00 4952000.00 3296189.86 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 9128334U1 2032-08-15 N/A 0.00 55526080.00 40984077.28 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 9128334Y3 2034-08-15 N/A 0.00 167968768.00 111017445.50 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 9128335A4 2035-08-15 N/A 0.00 87618720.00 54712545.90 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 9128337N4 2030-11-15 N/A 0.00 45938816.00 37232399.71 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912833RY8 2028-02-15 N/A 0.00 53026304.00 49662845.54 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912833RZ5 2028-08-15 N/A 0.00 45931008.00 41930187.55 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912833XT2 2029-11-15 N/A 0.00 111222656.00 95043986.01 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834AE8 2038-05-15 N/A 0.00 138758000.00 73777212.33 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834H84 2053-08-15 N/A 0.00 30177700.00 6517206.27 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834MZ8 2043-11-15 N/A 0.00 98834841.60 36816966.84 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834NV6 2044-08-15 N/A 0.00 20648736.00 7337425.09 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834PB8 2044-11-15 N/A 0.00 68956300.00 24111673.60 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834PH5 2045-02-15 N/A 0.00 102755328.00 35388523.94 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834PT9 2045-11-15 N/A 0.00 66740000.00 21979550.94 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834QP6 2046-08-15 N/A 0.00 46307840.00 14601371.34 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834WC8 2050-08-15 N/A 0.00 35391680.00 8974480.65 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834ZG6 2055-11-15 N/A 0.00 66442808.37 13288163.02 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-10-01 2026-10-07 2026-10-08 Y CITIGROUP GLOBAL MARKETS INC 1.0000 7 N Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0389 1000000000.00 1000000000.00 0.0044 N N Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 3.890000% ARP1JSVL0 MBNUM2BPBDO7 0000036684 ARP1JSVL0_3.89_1007 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 Bill 254900HROIFW 912797SK4 2026-10-29 N/A 0.00 385862400.00 384661210.40 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CAV3 2030-11-15 0.875000 0.00 198244100.00 168398698.55 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CGC9 2027-12-31 3.875000 0.00 467343200.00 466940116.45 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-10-01 2026-10-07 2026-10-13 Y CITIGROUP GLOBAL MARKETS INC 1.0000 7 N Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0389 1000000000.00 1000000000.00 0.0044 N N Y N Bank of America Securities, Inc. Bank of America Securities, Inc. 3.890000% ARP1JUFD1 549300HN4UKV 0001102113 ARP1JUFD1_3.89_1007 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 3133ENHK9 2036-12-15 2.740000 0.00 4999000.00 3941209.93 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6D 3133ET2B2 2027-09-28 3.990000 0.00 10000000.00 10003316.67 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6D 3133ETXV4 2028-09-15 3.830000 0.00 19998000.00 19575158.95 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6D 3133EWTX8 2029-06-25 4.370000 0.00 20000000.00 19816298.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3134A4KY9 2032-07-15 N/A 0.00 3750000.00 2765636.25 Agency Mortgage-Backed Securities U.S. Treasury Note 254900HROIFW 91282CEE7 2029-03-31 2.375000 0.00 289036800.00 271627246.40 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQZ7 2029-07-15 4.125000 0.00 184761600.00 182271219.46 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-10-01 2026-10-07 2026-10-14 Y BOFA SECURITIES INC 1.0000 7 N Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0389 500000000.00 500000000.00 0.0022 N N Y N Bank of America Securities, Inc. Bank of America Securities, Inc. 3.890000% ARP1JYEU6 549300HN4UKV 0001102113 ARP1JYEU6_3.89_1007 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 912810SJ8 2049-08-15 2.250000 0.00 328081200.00 185092094.28 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CCY5 2028-09-30 1.250000 0.00 9816400.00 9141924.97 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CJJ1 2033-11-15 4.500000 0.00 1600.00 1563.64 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CRJ2 2033-08-31 4.500000 0.00 326905600.00 315764422.39 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-10-01 2026-10-07 2026-10-16 Y BOFA SECURITIES INC 1.0000 7 N Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0389 500000000.00 500000000.00 0.0022 N N Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 3.890000% ARP1K4M98 MBNUM2BPBDO7 0000036684 ARP1K4M98_3.89_1007 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y U.S. Treasury Strip N/A 9128337P9 2031-05-15 N/A 0.00 109128704.00 86157984.84 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 9128337Q7 2031-11-15 N/A 0.00 13758112.00 10572558.75 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912833PC8 2027-02-15 N/A 0.00 78220165.12 76979906.18 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912833QB9 2027-11-15 N/A 0.00 3927400.00 3727298.97 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912833X96 2035-11-15 N/A 0.00 48764400.00 29986399.91 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834DV7 2039-05-15 N/A 0.00 108430464.00 54230412.26 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834FB9 2040-02-15 N/A 0.00 145921792.00 69699543.95 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834LX4 2042-11-15 N/A 0.00 45185932.80 17955082.26 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834TF5 2048-02-15 N/A 0.00 109563904.00 31797745.78 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803GU1 2053-08-15 N/A 0.00 25397900.00 5622002.95 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803GW7 2053-11-15 N/A 0.00 11121100.00 2429237.48 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803HM8 2045-05-15 N/A 0.00 33692000.00 11655915.86 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803HN6 2055-08-15 N/A 0.00 171802600.00 34625955.02 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803HQ9 2055-11-15 N/A 0.00 40730600.00 8113454.06 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803HT3 2046-02-15 N/A 0.00 1193000.00 395609.54 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CLR0 2029-10-31 4.125000 0.00 1167836800.00 1158984755.79 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 9128334S6 2031-08-15 N/A 0.00 132633856.00 103290472.20 U.S. Treasuries (including strips) Federal Farm Credit Bank 254900C5LP6D 3133EL3Q5 2040-08-13 1.950000 0.00 53788000.00 34231534.84 Agency Mortgage-Backed Securities U.S. Treasury Strip N/A 912803DJ9 2039-11-15 N/A 0.00 65167400.00 32231665.71 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803DM2 2040-05-15 N/A 0.00 15200.00 7287.85 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803DT7 2041-08-15 N/A 0.00 192200.00 84939.91 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803DU4 2041-11-15 N/A 0.00 7821400.00 3394659.67 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803EP4 2045-08-15 N/A 0.00 1206200.00 413016.15 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803EQ2 2045-11-15 N/A 0.00 9084000.00 3065377.63 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803FE8 2048-08-15 N/A 0.00 15747600.00 4530458.54 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803FF5 2048-11-15 N/A 0.00 2879300.00 816724.96 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. 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Bank of America Securities, Inc. 3.900000% ARP1K4QY9 549300HN4UKV 0001102113 ARP1K4QY9_3.90_1007 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 3133EK4T0 2039-11-01 2.740000 0.00 3615000.00 2633095.71 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6D 3133EMK27 2031-06-16 1.880000 0.00 25000000.00 21710952.78 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6D 3133ENCS7 2033-11-01 2.200000 0.00 15000000.00 12349883.33 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6D 3133ENUK4 2042-04-14 4.440000 0.00 2998000.00 2544583.48 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6D 3133ENXV7 2031-06-02 4.330000 0.00 20000000.00 19549675.56 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6D 3133ENYA2 2027-06-01 3.450000 0.00 20000000.00 20051163.33 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6D 3133ETK71 2028-10-27 3.560000 0.00 20000000.00 19707200.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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Bank of America Securities, Inc. 4.020000% ARP1KEAY4 549300HN4UKV 0001102113 ARP1KEAY4_4.02_1104 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 38379KCT3 2055-03-16 0.459010 0.00 261842944.00 912048.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379KPR3 2056-11-16 0.625940 0.00 263000000.00 1919507.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379QJ55 2045-10-20 1.674750 0.00 33333312.00 286005.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379R3U5 2059-11-16 0.662130 0.00 161650000.00 883222.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379RJC8 2058-09-16 0.962800 0.00 160000000.00 1177636.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379U7F7 2058-08-16 0.566690 0.00 1765000.00 11048.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379UE85 2058-05-16 0.757370 0.00 62696384.00 418537.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379UG26 2057-10-16 0.622370 0.00 75000000.00 594033.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379UNF9 2058-02-16 0.556460 0.00 168043008.00 480360.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379VKK9 2046-02-20 2.114750 0.00 25989728.00 374625.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379VP81 2046-03-20 2.044750 0.00 45319616.00 389813.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379YFF0 2040-01-20 6.000000 0.00 5708000.00 91044.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379YH84 2046-08-20 4.000000 0.00 37500000.00 679952.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380H6Q0 2043-09-20 1.113880 0.00 51268736.00 260834.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380HEC2 2047-09-20 4.500000 0.00 9809648.00 358385.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380J7L6 2060-06-16 0.452650 0.00 70000000.00 400094.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380L2Q5 2070-02-20 1.249590 0.00 53984960.00 1663919.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380L4G5 2068-07-20 1.232450 0.00 46070336.00 1019327.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380L4H3 2069-03-20 1.227620 0.00 32639360.00 610957.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380L4K6 2069-03-20 1.227620 0.00 32639360.00 610957.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380L4L4 2069-03-20 1.158450 0.00 32717320.00 460668.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384UNG0 2054-08-20 7.500000 0.00 12941584.00 2097520.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384UPV5 2054-08-20 2.252170 0.00 100000000.00 3491371.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384WEE1 2054-09-20 7.000000 0.00 33230144.00 4834708.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384XSU8 2054-05-20 6.500000 0.00 1484726.00 101118.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384XTM5 2054-10-20 N/A 0.00 250000.00 793.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384YT50 2054-11-20 N/A 0.00 249856.00 155.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384YV81 2045-12-20 5.500000 0.00 2272724.00 276933.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385BB33 2055-01-20 N/A 0.00 250000.00 579.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385BWX4 2051-12-20 3.000000 0.00 30502080.00 4161391.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385BZB9 2055-01-20 N/A 0.00 18181792.00 8566120.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385BZQ6 2055-01-20 N/A 0.00 250000.00 1860.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385BZV5 2055-01-20 2.277170 0.00 100000000.00 1461664.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385CK72 2055-02-20 7.000000 0.00 21428544.00 1852318.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385DM78 2055-03-20 7.000000 0.00 7142856.00 585047.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385EKV5 2055-03-20 1.652170 0.00 315366912.00 7468498.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385ET61 2055-04-20 5.500000 0.00 2597664.00 571896.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385EW83 2050-12-20 6.000000 0.00 4394144.00 294106.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385F4J7 2055-05-20 0.602170 0.00 312500000.00 2478919.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385F4S7 2055-05-20 0.623600 0.00 350000000.00 2583803.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385F4T5 2055-05-20 N/A 0.00 250000.00 4928.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385F6A4 2052-05-20 0.652170 0.00 78025216.00 809061.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385F6B2 2052-05-20 1.000000 0.00 4693952.00 74576.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385F6C0 2055-04-20 0.902170 0.00 181870080.00 2223376.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385F6D8 2055-03-20 0.999990 0.00 10630688.00 133212.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385F6E6 2055-02-20 2.252170 0.00 47178624.00 1900091.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385F6H9 2054-04-20 0.999990 0.00 15548624.00 259613.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385F6N6 2054-11-20 1.000000 0.00 8715536.00 141852.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385FE80 2065-03-20 1.802170 0.00 201500000.00 2150804.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385GH36 2055-06-20 N/A 0.00 22727264.00 13158940.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385GJ75 2055-06-20 1.502170 0.00 168521728.00 4224322.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385GRG6 2055-05-20 2.102170 0.00 96532096.00 4307041.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385H6Q5 2055-11-20 0.402170 0.00 290000000.00 1878054.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383UWE6 2052-08-20 2.352170 0.00 68200000.00 2245980.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383V3B2 2053-02-20 1.352170 0.00 100000000.00 1675752.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383YBV3 2052-08-20 0.302170 0.00 250000000.00 1157944.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384AAH6 2053-05-20 1.852170 0.00 80989056.00 1938432.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384AKA0 2053-05-20 2.502170 0.00 75000000.00 2625110.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384AV67 2073-01-20 1.347140 0.00 42680256.00 2267971.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384BTH4 2053-06-20 1.752170 0.00 100000000.00 982058.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384CX79 2053-08-20 2.052170 0.00 80558208.00 1213716.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384DAQ0 2053-10-20 N/A 0.00 8787456.00 2009310.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385H7G6 2055-11-20 6.000000 0.00 2677664.00 540496.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385HN60 2055-03-20 2.352170 0.00 275846144.00 7152430.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385HU21 2055-10-20 6.000000 0.00 625000.00 130034.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385JAY9 2055-11-20 2.452170 0.00 31000000.00 2182730.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385JMM2 2055-11-20 2.352170 0.00 28000000.00 1738960.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385KAG5 2055-12-20 0.402170 0.00 120000000.00 804406.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385KBB5 2055-04-20 6.000000 0.00 833333.00 134898.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385KBH2 2055-12-20 1.202170 0.00 47919680.00 1381820.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385KBR0 2055-12-20 5.500000 0.00 10233408.00 1836385.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385KCL2 2055-12-20 5.500000 0.00 12272720.00 2272019.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385KCZ1 2055-12-20 5.500000 0.00 1352272.00 242665.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385KPD6 2055-12-20 2.402170 0.00 30000000.00 1789437.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385KYB0 2055-12-20 2.402170 0.00 39589120.00 2570553.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385LFT0 2056-01-20 1.902170 0.00 33000000.00 1542801.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385LMF2 2056-01-20 2.102170 0.00 21008288.00 1151511.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385LRQ3 2056-01-20 5.500000 0.00 7400000.00 1380255.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385LUL0 2056-01-20 6.000000 0.00 9786000.00 1554437.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385MVK9 2054-11-20 N/A 0.00 5912920.00 3346844.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385MWB8 2054-07-20 5.500000 0.00 1364318.00 236376.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385MWT9 2056-02-20 N/A 0.00 250000.00 3290.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385MWZ5 2055-05-20 6.000000 0.00 3286100.00 553686.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385MXB7 2056-02-20 1.402170 0.00 25000000.00 698474.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385MXJ0 2055-07-20 0.999990 0.00 3549280.00 76280.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385MXK7 2055-08-20 2.852170 0.00 131971328.00 7109246.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385MXP6 2056-02-20 0.802170 0.00 322183040.00 4675442.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385MXT8 2055-09-20 1.000000 0.00 17493660.00 292007.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385MXX9 2056-02-20 2.052170 0.00 25000000.00 958839.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385MYE0 2055-05-20 0.861770 0.00 63945280.00 1135758.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385MZF6 2044-12-20 5.000000 0.00 15456500.00 1808563.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385NA95 2056-03-20 2.002170 0.00 160000000.00 7718249.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385PB24 2056-04-20 0.622170 0.00 200000000.00 3051956.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385PC72 2056-04-20 7.000000 0.00 12189728.00 2017384.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385PC80 2056-04-20 1.652170 0.00 85328128.00 1870797.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385PG78 2051-12-20 5.500000 0.00 787879.00 125345.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385PJ59 2046-06-20 5.000000 0.00 2500000.00 283006.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385PPD5 2056-03-20 N/A 0.00 250000.00 533.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385PPR4 2056-03-20 N/A 0.00 250000.00 696.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385PPU7 2056-03-20 5.500000 0.00 7376560.00 1003842.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385PPZ6 2056-03-20 5.000000 0.00 500000.00 92801.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385PSP5 2056-03-20 5.500000 0.00 45954496.00 6901835.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385PSX8 2056-03-20 5.500000 0.00 15636352.00 2127879.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385PTG4 2056-03-20 1.352170 0.00 50000000.00 1349838.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385PZR3 2056-04-20 1.852170 0.00 200000000.00 6001986.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385QJP3 2076-06-20 0.995310 0.00 20000000.00 1303233.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385QPR2 2076-05-20 1.334060 0.00 76101504.00 7018356.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385R2C8 2056-05-20 1.000000 0.00 1100000.00 21941.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385R2E4 2056-05-20 1.000000 0.00 1000000.00 20107.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385R2R5 2056-05-20 N/A 0.00 250000.00 4517.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385R2W4 2056-05-20 1.000000 0.00 1500000.00 41309.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385R2Z7 2056-05-20 6.000000 0.00 5000000.00 1244279.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385RBJ3 2056-04-20 N/A 0.00 794918.00 374745.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385RSY2 2056-04-20 2.052170 0.00 42603264.00 2343599.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385RZ99 2056-05-20 1.252170 0.00 295000000.00 6521246.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385T6A4 2056-07-20 N/A 0.00 32228416.00 21408473.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385T6E6 2056-07-20 N/A 0.00 250000.00 14032.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385T6G1 2056-07-20 N/A 0.00 5454544.00 3609681.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385T6J5 2056-07-20 1.902170 0.00 30000000.00 1148280.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385T6M8 2056-07-20 1.902170 0.00 20000000.00 912498.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385T6P1 2056-07-20 1.252170 0.00 40000000.00 881131.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385T7A3 2056-07-20 11.019260 0.00 43101696.00 38733524.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385TAH4 2056-06-20 1.152170 0.00 30000000.00 819179.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385TAM3 2056-06-20 1.902170 0.00 260000000.00 8830310.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385TAV3 2056-06-20 1.302170 0.00 80000000.00 1756688.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385TBA8 2056-06-20 1.000000 0.00 2250000.00 60511.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385TCA7 2052-11-20 5.500000 0.00 1017764.00 198615.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385W2B9 2056-08-20 N/A 0.00 250000.00 303.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385WF90 2056-01-20 N/A 0.00 1286646.00 884003.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385WX58 2056-08-20 1.058050 0.00 340000000.00 6935753.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385WX66 2056-08-20 N/A 0.00 250000.00 2917.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385WY99 2056-08-20 N/A 0.00 250000.00 3292.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385WZ23 2056-08-20 N/A 0.00 245760.00 108.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385X2G6 2056-09-20 9.350000 0.00 18181792.00 18001559.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385X3B6 2056-09-20 2.350000 0.00 43682688.00 2423287.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385X3F7 2056-09-20 7.928249 0.00 9090910.00 8519939.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385XY71 2056-09-20 N/A 0.00 250000.00 2497.75 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G62A5 2056-08-25 N/A 0.00 250000.00 536.27 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6MP0 2056-07-25 1.809710 0.00 87140224.00 3918088.20 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6NE4 2056-06-25 N/A 0.00 249963.00 393.18 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6NM6 2055-07-25 2.509710 0.00 60000000.00 2818706.54 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6NP9 2055-07-25 1.809710 0.00 128375808.00 3708005.77 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6NU8 2056-06-25 N/A 0.00 250000.00 2270.55 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6NV6 2056-06-25 0.851907 0.00 130000000.00 1642729.97 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6QK7 2056-06-25 1.909710 0.00 11698000.00 423261.97 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6X37 2056-08-25 N/A 0.00 7692304.00 5381441.44 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6X52 2056-08-25 2.559710 0.00 100000000.00 5803478.42 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6Y44 2056-08-25 1.759710 0.00 86809600.00 3114072.38 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6Z50 2055-01-25 2.489710 0.00 53875456.00 2616760.48 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G72Z8 2056-10-25 N/A 0.00 24165024.00 19211169.91 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G74C7 2055-05-25 6.000000 0.00 44252032.00 10944692.82 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G74G8 2056-06-25 1.600000 0.00 146718464.00 5167016.75 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G74H6 2056-06-25 N/A 0.00 1467184.00 25669.85 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G7LW4 2056-09-25 1.709710 0.00 150000000.00 5048129.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380MRH6 2058-09-16 0.615230 0.00 94891520.00 640297.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380MTR2 2060-08-16 0.660510 0.00 75000000.00 603735.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380NFK0 2061-02-16 0.944630 0.00 82710272.00 402676.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380NKY4 2061-07-16 0.697830 0.00 49000000.00 865976.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380PFJ8 2060-01-16 1.293300 0.00 52464832.00 2836707.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380Q2Z4 2071-02-20 0.926490 0.00 43745760.00 44982.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380QBP6 2070-04-20 0.913770 0.00 37801344.00 145452.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380QBQ4 2070-06-20 1.799190 0.00 82681856.00 2855356.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380QEN8 2070-07-20 2.093420 0.00 40130048.00 1353318.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380QEX6 2070-07-20 1.473210 0.00 41936256.00 1134425.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380QFA5 2070-06-20 1.827440 0.00 50000000.00 1614498.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380QGN6 2070-07-20 2.422190 0.00 4003000.00 40664.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380QHA3 2070-08-20 0.687340 0.00 20406272.00 9543.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380QJB9 2070-07-20 1.300000 0.00 37930040.00 695003.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380QJD5 2070-04-20 0.958860 0.00 11540384.00 184635.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380QJF0 2069-06-20 3.086520 0.00 4389000.00 20543.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380QLT7 2070-10-20 1.676550 0.00 12495872.00 572289.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380QNT5 2070-11-20 2.271210 0.00 13975856.00 646425.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380QQF2 2070-11-20 1.572250 0.00 9661440.00 318822.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380QRZ7 2070-12-20 1.585440 0.00 5067000.00 109594.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380QUB6 2068-09-20 1.978220 0.00 40870272.00 1398357.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380QUC4 2068-09-20 1.978220 0.00 40870272.00 1398357.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380QUE0 2070-12-20 1.862340 0.00 26296416.00 139922.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380QZD7 2071-02-20 1.035420 0.00 2725000.00 72975.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380UQW6 2048-01-20 N/A 0.00 130392064.00 65954.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380VNU1 2068-03-20 1.874180 0.00 2683000.00 11054.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380VPD7 2068-02-20 1.891740 0.00 3435000.00 8372.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380VPK1 2064-07-20 1.683020 0.00 57060608.00 87602.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380XWC7 2048-07-20 2.244750 0.00 29233248.00 364812.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381EZJ0 2063-12-16 0.669080 0.00 26600000.00 1245873.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381JMQ7 2057-07-16 0.394800 0.00 200000000.00 2474606.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381JZQ3 2063-09-16 0.610220 0.00 250000000.00 9698650.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381N7B8 2052-03-20 4.000000 0.00 16000000.00 2630737.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381NCJ5 2055-06-20 0.852170 0.00 80516000.00 1152736.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381NQ92 2052-03-20 6.000000 0.00 2157020.00 230287.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381P2W2 2055-08-20 N/A 0.00 250000.00 2698.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381P2X0 2055-08-20 N/A 0.00 11538448.00 5834078.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381PAR4 2055-07-20 0.852170 0.00 300000000.00 2735154.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381QAT8 2055-08-20 0.952170 0.00 200000000.00 3294619.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381R6L8 2049-03-20 4.500000 0.00 4595296.00 175158.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381RCZ0 2069-02-20 2.391410 0.00 40045696.00 402114.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381RRE1 2041-11-20 2.094750 0.00 15277664.00 308400.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381RTJ8 2049-02-20 2.044750 0.00 41953984.00 386168.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381VC73 2039-10-20 2.201370 0.00 3315932.00 25587.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381XAS5 2046-06-20 0.984570 0.00 78080800.00 455953.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381XE36 2049-08-20 2.094750 0.00 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38382YPW7 2072-03-20 2.330790 0.00 33175296.00 996881.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382YQV8 2072-03-20 1.710450 0.00 75045120.00 779927.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382YRN5 2072-04-20 2.628920 0.00 6339000.00 110737.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382YRV7 2072-04-20 1.633730 0.00 55542016.00 2376503.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382YSR5 2071-12-20 1.869030 0.00 145020672.00 5606785.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382YXU2 2072-08-20 1.099900 0.00 75000000.00 3916259.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382YYC1 2072-09-20 1.389610 0.00 50000000.00 3360902.23 Agency Collateralized Mortgage Obligation Government National Mortgage 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2060000.00 33677.66 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BH6Q7 2051-07-25 3.000000 0.00 165881088.00 15506870.11 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BH6V6 2051-07-25 N/A 0.00 99852288.00 44926.91 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BNW51 2052-09-25 1.609710 0.00 193190400.00 4550266.79 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BNY83 2052-09-25 1.509710 0.00 200000000.00 4312014.74 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BQRE1 2053-11-25 2.359710 0.00 266074000.00 6559113.99 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BRJ65 2054-05-25 N/A 0.00 250000.00 292.31 Agency Collateralized Mortgage Obligation Federal National Mortgage Association 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Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BX4R2 2055-12-25 1.081932 0.00 180000000.00 2259910.77 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BXEA8 2036-02-25 6.000000 0.00 6250016.00 809152.49 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BXS47 2055-11-25 1.709710 0.00 86206848.00 2189285.03 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BY2J0 2056-03-25 5.500000 0.00 2727272.00 533185.16 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BYKF8 2049-06-25 5.000000 0.00 4022500.00 661062.41 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BYLV2 2051-02-25 6.000000 0.00 3333332.00 181843.80 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BYSP8 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Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383MPJ1 2052-02-20 N/A 0.00 49995776.00 21192.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383PAC5 2052-03-20 4.000000 0.00 24657536.00 4168541.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383PHG9 2052-03-20 N/A 0.00 57850000.00 99877.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383RBF3 2050-04-20 0.052170 0.00 123290368.00 177349.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383TFJ7 2050-05-20 5.404880 0.00 37900416.00 19391586.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383TFP3 2052-06-20 0.552170 0.00 60000000.00 464346.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383TFT5 2052-06-20 N/A 0.00 338072064.00 388187.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383TFV0 2052-06-20 N/A 0.00 499998720.00 207602.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383UAT7 2052-07-20 0.252170 0.00 100000000.00 390038.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375BXZ0 2061-12-20 0.580060 0.00 5193728.00 2548.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375BYH9 2061-11-20 0.826110 0.00 5193728.00 768.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375BZC9 2062-10-20 1.642490 0.00 12099584.00 8862.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375CPL8 2039-11-16 5.500000 0.00 37535744.00 28788.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375U2Q2 2067-11-20 2.602160 0.00 3817000.00 54591.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375U2S8 2067-11-20 2.460270 0.00 6315000.00 60882.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375U3C2 2067-12-20 1.726040 0.00 94142848.00 249849.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375U3T5 2068-01-20 1.962050 0.00 25220256.00 128452.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375U4Z0 2067-12-20 2.432560 0.00 75000000.00 763846.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375U5C0 2068-02-20 2.391060 0.00 204249344.00 2128337.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375U5Q9 2068-01-20 2.743980 0.00 813000.00 6685.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375U6A3 2068-01-20 2.498950 0.00 110904064.00 1114386.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375U6K1 2068-02-20 1.991530 0.00 2012000.00 10294.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375U7J3 2068-01-20 2.602790 0.00 11009000.00 62991.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UA42 2067-04-20 2.390890 0.00 656000.00 3336.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UB82 2067-06-20 1.794040 0.00 42006272.00 194776.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UC24 2067-05-20 1.498260 0.00 34473408.00 65459.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UD23 2067-08-20 1.638850 0.00 12932000.00 50615.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UEZ9 2064-03-20 0.529840 0.00 20414464.00 2174.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UFC9 2064-04-20 1.441830 0.00 19560000.00 71693.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UFE5 2064-03-20 1.422080 0.00 7958528.00 7351.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UFY1 2064-03-20 2.120700 0.00 18930752.00 139098.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UG61 2067-08-20 1.439810 0.00 31903264.00 119956.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UHX1 2064-05-20 1.511760 0.00 98542720.00 238336.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UJA9 2064-05-20 1.466900 0.00 12500000.00 14157.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UJB7 2064-05-20 1.466900 0.00 12500000.00 14157.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UJE1 2064-05-20 1.484400 0.00 3281000.00 12732.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UK74 2067-09-20 1.813790 0.00 2892000.00 16463.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UKB5 2064-06-20 1.516060 0.00 11993000.00 36052.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UKW9 2064-06-20 1.665450 0.00 25000000.00 28283.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UL32 2067-08-20 1.428000 0.00 22360360.00 32014.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375ULU2 2064-07-20 1.425130 0.00 7032832.00 5563.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UNV8 2064-07-20 1.628830 0.00 46022656.00 19021.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UNW6 2064-09-20 1.580100 0.00 1154000.00 3779.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UPZ7 2064-10-20 1.506510 0.00 19319000.00 45073.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UQL7 2064-09-20 1.483540 0.00 3500000.00 3852.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UQN3 2058-04-20 0.495570 0.00 14942208.00 3005.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UQW3 2064-10-20 1.378980 0.00 8625000.00 18066.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UQZ6 2064-11-20 1.706340 0.00 51705152.00 205286.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375URQ5 2064-11-20 1.673470 0.00 21818920.00 68833.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375USV3 2065-01-20 1.580550 0.00 16103000.00 31674.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UT59 2067-11-20 1.873580 0.00 1722000.00 12995.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UTL4 2064-12-20 1.401520 0.00 7499776.00 4848.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UTS9 2065-01-20 1.985450 0.00 4110000.00 20609.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UUE8 2065-02-20 1.693500 0.00 43487680.00 71170.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UWA4 2065-03-20 1.523950 0.00 12779520.00 12568.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UWZ9 2066-01-20 1.844520 0.00 1436000.00 2138.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UXD7 2066-05-20 2.100830 0.00 12122000.00 50368.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UXU9 2066-11-20 1.745050 0.00 52452352.00 168626.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UXX3 2066-11-20 1.404370 0.00 34890112.00 53362.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UY46 2067-10-20 2.287570 0.00 4863000.00 23362.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UY95 2067-12-20 2.479090 0.00 1155000.00 3776.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UYV6 2067-04-20 2.092840 0.00 11019000.00 45070.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375UZE3 2067-03-20 1.768850 0.00 19964512.00 84680.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375YSZ6 2038-08-20 6.000000 0.00 7915500.00 8335.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376CM30 2039-08-20 6.000000 0.00 67657728.00 61364.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376GBA7 2051-04-16 0.749760 0.00 82636800.00 69749.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376KDQ1 2039-10-16 N/A 0.00 99614720.00 467.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376KXG1 2035-02-20 2.744750 0.00 50012160.00 26914.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376LMB2 2041-06-20 2.114750 0.00 20000000.00 70652.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376R2X3 2067-04-20 1.499400 0.00 25419776.00 21658.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376R5C6 2067-06-20 1.780550 0.00 35060544.00 119510.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376R5X0 2067-07-20 2.288260 0.00 1100000.00 11926.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376R7E0 2067-09-20 2.181270 0.00 13339000.00 160125.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RAY2 2065-05-20 2.166170 0.00 10094000.00 29266.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RC79 2066-10-20 1.851750 0.00 11704000.00 36885.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RCR5 2064-08-20 2.230360 0.00 132907008.00 2004.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RE36 2066-11-20 2.428600 0.00 743000.00 3034.44 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HL7E6 2055-05-25 N/A 0.00 250000.00 2365.22 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLDF6 2055-05-25 N/A 0.00 1905224.00 799043.90 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLFJ6 2055-05-25 N/A 0.00 8564304.00 3720931.31 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLFL1 2055-05-25 N/A 0.00 685715.00 267298.12 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLRP9 2055-06-25 1.360117 0.00 352869376.00 5287931.08 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLRS3 2055-06-25 N/A 0.00 250000.00 2288.33 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HMF39 2051-06-25 7.000000 0.00 758640.00 15875.80 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HMRM4 2035-12-25 6.000000 0.00 3428312.00 615516.57 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HMRS1 2036-01-25 6.000000 0.00 18989344.00 3168658.90 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HQLU3 2055-01-25 1.359710 0.00 339743232.00 7615985.50 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HQLW9 2056-03-25 1.409710 0.00 117766528.00 2581672.47 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HRQQ5 2055-12-25 6.740290 0.00 10837072.00 9033615.06 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HRSJ9 2055-07-25 6.000000 0.00 1083332.00 255661.56 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 31394B2C7 2044-08-25 2.136230 0.00 56098816.00 11548.04 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 31394B2J2 2034-12-25 1.425230 0.00 238116864.00 94905.72 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 31395DE88 2036-06-25 2.895230 0.00 54534000.00 74254.71 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 31396PHP9 2037-02-25 2.695230 0.00 257327104.00 59172.70 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31397FFX5 2036-08-15 N/A 0.00 139984896.00 1601.90 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31397HGD4 2036-09-15 N/A 0.00 94371840.00 135.53 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31398CXA1 2036-06-15 N/A 0.00 149946368.00 493.75 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31398WLP7 2040-02-15 2.477020 0.00 76754688.00 85555.32 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137AHA81 2041-11-15 2.237020 0.00 56750784.00 162195.17 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137AV3L9 2042-10-15 4.500000 0.00 94872576.00 817555.28 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BKGL8 2030-04-25 0.482803 0.00 130654000.00 1144464.17 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BST37 2045-11-15 3.500000 0.00 29222200.00 83246.76 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BSWX7 2046-11-15 2.237020 0.00 48916672.00 548559.94 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BXR20 2027-03-25 0.745789 0.00 1200000.00 1606.45 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F1G77 2045-07-25 2.264989 0.00 9759520.00 153503.34 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F72D6 2027-09-25 0.801764 0.00 21270000.00 106341.25 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F82T9 2030-11-25 0.949606 0.00 220000.00 6339.71 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FBC20 2044-10-25 2.127159 0.00 8733984.00 171828.42 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FE6C9 2048-02-15 2.437020 0.00 53650944.00 604821.04 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FG7A7 2046-05-25 2.304351 0.00 14495000.00 489514.74 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FKUS3 2046-01-25 2.348041 0.00 4175000.00 193915.05 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FNR44 2049-09-25 2.295230 0.00 36968768.00 489243.86 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FQ3M3 2028-06-27 1.534000 0.00 10000000.00 201677.22 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FQXW8 2028-08-27 1.665800 0.00 4000000.00 110911.58 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FRUW9 2048-03-25 1.974480 0.00 3370000.00 187795.11 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FWGA2 2048-09-25 3.054243 0.00 4605408.00 439237.85 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FWJ35 2046-09-25 2.686892 0.00 6475000.00 544685.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FXU71 2051-03-25 0.589710 0.00 63745408.00 228415.17 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GB7A7 2056-07-25 1.209710 0.00 25000000.00 523315.95 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GBTQ8 2053-11-25 6.500000 0.00 9097008.00 2369874.90 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GBTR6 2056-08-25 6.000000 0.00 3610500.00 673546.86 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GBUC7 2056-08-25 1.759710 0.00 100000000.00 4022075.25 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GC4L4 2056-06-25 6.000000 0.00 8146944.00 1984852.04 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GC6L2 2055-07-25 2.517213 0.00 117655424.00 6251055.38 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GCEA7 2056-06-25 1.309710 0.00 193473792.00 3510155.89 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GCK36 2055-07-25 6.500000 0.00 4504624.00 1096637.23 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GCTT0 2056-10-25 2.300000 0.00 100000000.00 5031544.44 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GCTW3 2056-02-25 5.500000 0.00 62901120.00 12701092.00 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H2P57 2029-04-27 2.014789 0.00 16000000.00 317822.99 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H44J6 2051-11-25 3.000000 0.00 97401500.00 8850245.67 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H4PB0 2050-09-25 3.000000 0.00 48730816.00 4013708.74 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H7LD3 2045-03-25 1.795230 0.00 34469888.00 797172.31 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H9ND7 2053-01-25 2.109710 0.00 150000000.00 3566314.01 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H9TP4 2052-12-25 1.909710 0.00 100000000.00 2153692.00 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HATA4 2053-10-25 2.359710 0.00 102874112.00 2050280.13 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HAWA0 2053-11-25 N/A 0.00 6557672.00 2523225.55 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HBAR5 2053-12-25 N/A 0.00 17757120.00 3551940.48 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HBAV6 2053-12-25 1.809710 0.00 62667776.00 921348.65 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HC3C4 2051-06-25 4.000000 0.00 70282752.00 11087143.72 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HC5R9 2054-01-25 2.809710 0.00 264474112.00 3275462.29 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HCS78 2054-05-25 2.259710 0.00 103500000.00 2415540.72 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HCZJ4 2051-04-25 N/A 0.00 7255120.00 3705699.86 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HF4K8 2054-08-25 3.409710 0.00 75000000.00 2120764.94 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFBD6 2054-08-25 2.059710 0.00 86449280.00 1704430.27 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFE35 2054-08-25 2.059710 0.00 150000000.00 2248629.21 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HHGS4 2054-11-25 1.000000 0.00 100000.00 1594.72 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HHHS3 2054-11-25 2.159710 0.00 50000000.00 1121364.85 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HHL25 2054-12-25 1.559710 0.00 28500000.00 396385.95 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HHVZ1 2055-01-25 1.509710 0.00 173756160.00 2366220.92 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJ4N4 2055-01-25 N/A 0.00 8333328.00 3580722.75 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJ5R4 2055-01-25 N/A 0.00 100000.00 281.57 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJA80 2054-11-25 N/A 0.00 17670720.00 6876437.26 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJCK1 2054-09-25 N/A 0.00 16153824.00 5455489.43 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJGX9 2055-02-25 N/A 0.00 10416544.00 3536501.95 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJWA1 2055-02-25 0.409710 0.00 50000000.00 197126.12 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJYJ0 2055-02-25 N/A 0.00 11571424.00 3801368.86 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJYW1 2055-02-25 2.130608 0.00 438898688.00 9024428.47 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJYX9 2055-02-25 1.359710 0.00 87000000.00 893693.38 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKEQ3 2054-11-25 3.459710 0.00 58524800.00 3083391.56 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HL6Z0 2055-05-25 0.609710 0.00 307000000.00 2157955.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RF35 2066-10-20 1.650190 0.00 9926000.00 24658.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RFV3 2065-07-20 1.853720 0.00 1451000.00 3470.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RHK5 2065-09-20 1.873230 0.00 17931000.00 66278.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RJ80 2066-09-20 1.986240 0.00 3732000.00 37308.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RJK3 2065-10-20 1.791010 0.00 1670000.00 3889.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RJU1 2065-08-20 0.758400 0.00 4456448.00 403.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RKK1 2065-10-20 1.988090 0.00 12000000.00 59864.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RMY9 2065-11-20 0.656780 0.00 150142976.00 25870.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RN93 2066-12-20 2.328650 0.00 7914000.00 41992.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RPS9 2065-11-20 2.344150 0.00 1225000.00 5241.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RR57 2067-01-20 1.522570 0.00 4832000.00 10313.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RRT5 2066-03-20 2.220320 0.00 5950000.00 30297.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RSL1 2066-02-20 2.078530 0.00 1425000.00 2596.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RTR7 2066-04-20 1.399730 0.00 1416000.00 2548.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RTX4 2066-02-20 0.378640 0.00 67076096.00 11614.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RUD6 2065-01-20 1.615020 0.00 97037760.00 176523.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RVS2 2066-06-20 2.433940 0.00 1420000.00 6679.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RWA0 2066-06-20 1.661230 0.00 8296000.00 21660.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RWP7 2066-06-20 2.007500 0.00 12074000.00 35862.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RXW1 2066-08-20 1.610930 0.00 14620000.00 40331.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376RYY6 2066-09-20 2.705820 0.00 4951000.00 27169.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376T5F5 2060-01-20 1.601400 0.00 62156800.00 58464.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376TWN8 2040-01-20 1.784750 0.00 99200000.00 141624.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38377GWS4 2040-06-20 2.574750 0.00 170503936.00 277340.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38377LBA5 2040-09-20 2.604750 0.00 43058496.00 366205.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38377YH86 2041-10-16 2.124010 0.00 15000000.00 104450.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378A5Q0 2041-05-20 4.000000 0.00 10502000.00 10574.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378BT58 2053-01-16 0.349580 0.00 23860000.00 64855.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378BYS2 2052-08-16 0.060780 0.00 9961457.00 273.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378FDH0 2043-01-20 3.500000 0.00 24812768.00 62461.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378FVC1 2042-12-20 3.500000 0.00 22012512.00 103972.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378HJ49 2042-04-20 4.000000 0.00 28828032.00 187784.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378KBK4 2053-09-16 0.533960 0.00 1903142.00 3021.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378KEJ4 2053-01-16 0.350600 0.00 391920000.00 710889.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378KND7 2045-07-16 1.008500 0.00 12000000.00 14765.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378KWZ8 2054-10-16 0.050840 0.00 14073856.00 3274.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378PGF9 2043-12-16 4.500000 0.00 3775000.00 51367.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378TXG0 2039-10-20 3.500000 0.00 33112064.00 7322.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378UXN2 2043-10-16 2.174010 0.00 72603264.00 263612.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378VF91 2043-08-20 2.144750 0.00 52410000.00 249435.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378XR94 2056-05-16 0.546990 0.00 1517148.00 5774.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378YBJ7 2043-11-20 2.144750 0.00 53430000.00 199364.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378YZ28 2044-02-16 1.574010 0.00 124834176.00 415760.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379K6Q6 2055-11-16 0.763580 0.00 100000000.00 614847.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384DSY4 2053-10-20 1.952170 0.00 166193000.00 1200210.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384E8B4 2053-09-20 6.500000 0.00 5754630.00 342241.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384EDY8 2053-08-20 N/A 0.00 7513152.00 1800844.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384EEF8 2053-08-20 N/A 0.00 5855960.00 1406871.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384FAD4 2053-11-20 3.702170 0.00 33333312.00 545726.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384GL32 2054-01-20 1.752170 0.00 100000000.00 821650.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384GW55 2053-09-20 1.000000 0.00 5177616.00 34372.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384H4P0 2054-01-20 1.652170 0.00 100000000.00 1437582.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384KHR5 2054-03-20 N/A 0.00 245760.00 114.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384KKQ3 2054-03-20 1.502170 0.00 50000000.00 992994.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384LMY2 2075-05-20 1.949870 0.00 96435712.00 1979886.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384LRP6 2075-07-20 1.473930 0.00 12500000.00 1026619.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384LTD1 2075-08-20 1.611200 0.00 23138496.00 1962206.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384LYL7 2075-10-20 1.238390 0.00 92929152.00 3988922.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384MGA9 2054-02-20 1.000000 0.00 2483668.00 12614.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384MGU5 2053-10-20 0.999990 0.00 10487584.00 79267.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384NME2 2054-05-20 2.302170 0.00 54540032.00 1069927.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384NMX0 2053-06-20 N/A 0.00 10964144.00 2948134.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384NNE1 2054-05-20 N/A 0.00 250000.00 468.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384NWL5 2054-05-20 7.500000 0.00 10000000.00 1348623.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384PD31 2054-06-20 1.702170 0.00 85000000.00 1206911.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384QRE0 2053-09-20 7.000000 0.00 6568592.00 152223.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384QRH3 2054-07-20 N/A 0.00 3109664.00 1316179.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384QRL4 2054-07-20 2.352170 0.00 60000000.00 1914620.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384QTC2 2054-07-20 6.500000 0.00 100000.00 10246.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384QWJ3 2054-07-20 3.002170 0.00 150000000.00 4697108.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384U7F0 2053-09-20 1.000000 0.00 13007760.00 76016.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384UER6 2054-07-20 2.952170 0.00 200000000.00 3802363.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384UFF1 2054-07-20 2.952170 0.00 200000000.00 2464923.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380L4N0 2069-03-20 1.158450 0.00 32717312.00 460668.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380L4S9 2070-02-20 1.609560 0.00 6633304.00 181420.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380L4V2 2070-03-20 1.517170 0.00 80865792.00 1815150.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380L4Z3 2070-03-20 2.542530 0.00 8880320.00 84527.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380L5W9 2068-02-20 1.943330 0.00 9147088.00 228616.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380L5X7 2068-02-20 1.943330 0.00 9147088.00 228616.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380L5Y5 2068-02-20 1.943330 0.00 9147088.00 228616.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380L5Z2 2068-02-20 1.943330 0.00 9147088.00 228616.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380L6P3 2069-04-20 1.303430 0.00 31463392.00 542258.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380L6R9 2069-04-20 1.303430 0.00 31463392.00 542258.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380L6V0 2069-01-20 1.664450 0.00 24831232.00 646497.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380L6Y4 2068-03-20 1.881330 0.00 18136160.00 550718.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380L6Z1 2068-03-20 1.881330 0.00 18136160.00 493976.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380L7Q0 2070-03-20 1.622480 0.00 62193024.00 1264411.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380L7T4 2070-04-20 0.432400 0.00 17006592.00 6207.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380L7V9 2070-04-20 1.510630 0.00 25974208.00 95876.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LAX1 2068-03-20 2.463700 0.00 854000.00 7809.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LBT9 2068-02-20 1.707270 0.00 205000.00 391.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LBV4 2068-04-20 2.028960 0.00 23122752.00 763897.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LD83 2069-05-20 1.536380 0.00 41567296.00 861895.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LDC4 2068-03-20 1.724940 0.00 159744.00 136.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LEQ2 2068-04-20 1.032600 0.00 108553344.00 1629289.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LEU3 2068-05-20 1.645300 0.00 33643000.00 66860.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LFF5 2068-02-20 2.068060 0.00 551000.00 2915.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LFW8 2068-07-20 1.301540 0.00 41074320.00 909709.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LGA5 2068-06-20 1.704760 0.00 64904576.00 182298.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LGF4 2068-07-20 1.039980 0.00 9175040.00 3547.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LGQ0 2068-08-20 1.138110 0.00 5872000.00 89229.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LGS6 2068-08-20 1.420740 0.00 47852992.00 131195.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LHX4 2068-07-20 2.038700 0.00 1858000.00 14527.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LJB0 2068-08-20 1.342140 0.00 22383296.00 386880.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LJF1 2068-08-20 2.429820 0.00 76651264.00 445488.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LJL8 2068-09-20 1.332410 0.00 30050784.00 624665.71 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142G5WL8 2053-10-25 2.009710 0.00 125255000.00 2011294.82 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142G5WZ7 2053-10-25 2.359710 0.00 100000000.00 2479520.31 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 35833FAC9 2036-10-25 2.016741 0.00 67946112.00 7267423.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38373M5W6 2051-03-16 1.449990 0.00 161480704.00 226.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38373M5Y2 2051-03-16 1.450020 0.00 295698432.00 415.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38373M8H6 2051-03-16 0.107590 0.00 263323648.00 14556.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38373MVE7 2045-11-16 0.143010 0.00 411041792.00 199.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38374L3V1 2035-09-20 2.294750 0.00 326799360.00 179610.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375B2N1 2063-05-20 1.996400 0.00 22631456.00 27943.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375B2R2 2063-06-20 1.273960 0.00 3500000.00 19373.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375B3D2 2063-03-20 1.339140 0.00 9998336.00 5634.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375B6C1 2063-08-20 1.652020 0.00 22999040.00 14986.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375B7U0 2063-04-20 0.385180 0.00 62849024.00 3129.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375B7X4 2063-08-20 0.695660 0.00 13172736.00 2744.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375B7Z9 2063-08-20 1.466450 0.00 10997760.00 6049.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375BB27 2062-12-20 2.171260 0.00 18252992.00 99286.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375BC67 2062-11-20 0.690180 0.00 11681792.00 2094.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375BC75 2059-09-20 1.861220 0.00 19922944.00 241.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375BCR1 2060-07-20 1.557760 0.00 50003968.00 2599.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375BEF5 2060-03-20 2.275310 0.00 5499656.00 67984.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375BG30 2062-12-20 1.960620 0.00 1769472.00 204.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375BGG1 2060-10-20 1.414710 0.00 28603000.00 32906.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375BJU7 2061-01-20 1.703130 0.00 3997696.00 752.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375BLB6 2061-03-20 1.285020 0.00 62111744.00 36612.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375BMA7 2061-05-20 1.211870 0.00 13123584.00 8097.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375BMD1 2061-06-20 1.515260 0.00 1784000.00 1936.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375BPP1 2062-01-20 1.290710 0.00 49487872.00 43259.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375BRP9 2062-05-20 0.443390 0.00 23134208.00 1638.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375BS60 2063-04-20 1.746560 0.00 13080608.00 35017.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375BSD5 2062-05-20 2.201520 0.00 85532672.00 33469.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375BU34 2063-04-20 0.463570 0.00 21397504.00 2204.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375BVM1 2061-04-20 0.642240 0.00 7471103.00 128.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375BWM0 2062-10-20 1.744540 0.00 30784192.00 95961.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375BWQ1 2060-03-20 1.611460 0.00 52097024.00 43609.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375BXW7 2062-10-20 1.391290 0.00 35786752.00 28226.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LJS3 2068-08-20 1.263080 0.00 15092608.00 307096.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LJW4 2068-09-20 1.918170 0.00 518000.00 2804.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LLB7 2068-10-20 1.936350 0.00 10483000.00 59128.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LLJ0 2068-10-20 2.128100 0.00 10914000.00 75836.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LLN1 2068-09-20 0.527280 0.00 48195648.00 334121.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LLZ4 2068-11-20 1.891310 0.00 19818784.00 582908.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LM42 2069-11-20 1.788040 0.00 5322000.00 132263.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LMD2 2068-11-20 1.569360 0.00 35430272.00 880267.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LMJ9 2068-10-20 2.202690 0.00 6513000.00 39147.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LML4 2068-11-20 2.166400 0.00 5286000.00 34745.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LNF6 2068-06-20 2.330920 0.00 11327000.00 77400.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LNK5 2068-12-20 2.491930 0.00 7448000.00 54085.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LNR0 2068-10-20 0.954500 0.00 145694720.00 58863.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LNT6 2068-10-20 0.755530 0.00 98615296.00 32530.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LPG2 2068-12-20 1.756980 0.00 29583552.00 117697.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LS87 2069-11-20 1.952200 0.00 37495104.00 1248365.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LSY0 2069-04-20 0.710010 0.00 153124864.00 59842.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LT60 2070-01-20 1.324920 0.00 23938688.00 657835.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LTM5 2069-05-20 1.178370 0.00 31127880.00 566200.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LU84 2070-01-20 0.993620 0.00 30723800.00 855188.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LUF8 2069-01-20 1.226140 0.00 110486144.00 2403775.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LUN1 2069-05-20 0.997400 0.00 24408544.00 577196.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LVF7 2069-06-20 1.646290 0.00 166058240.00 3769920.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LVK6 2069-06-20 1.377690 0.00 138255104.00 3672132.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LVQ3 2069-06-20 1.298450 0.00 58519680.00 1129289.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LVY6 2069-05-20 1.307050 0.00 35329920.00 632618.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LX57 2070-01-20 0.571640 0.00 31522816.00 10277.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LX73 2070-01-20 1.601550 0.00 30304064.00 126382.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LX81 2068-12-20 1.646470 0.00 44410368.00 914602.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LXW8 2069-08-20 0.646140 0.00 70066176.00 28601.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LY98 2070-02-20 2.470410 0.00 8773808.00 87343.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LYB3 2068-07-20 1.877840 0.00 61899776.00 264088.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380M7J4 2061-03-16 0.723950 0.00 120000000.00 1545499.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380MBC4 2058-06-16 0.772870 0.00 94859008.00 390996.05 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 30295RAW1 2049-11-25 N/A 0.00 54409280.00 33058643.25 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 30300YAW9 2049-09-25 N/A 0.00 14574896.00 12388821.92 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136A1TN5 2041-10-25 2.795230 0.00 162365440.00 69704.41 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136A7U91 2042-08-25 1.745230 0.00 79393536.00 139593.81 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136A9T73 2042-07-25 4.000000 0.00 8095312.00 63751.57 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136AAN92 2042-12-25 3.000000 0.00 24500000.00 115348.12 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136AEGX9 2043-03-25 4.500000 0.00 54165504.00 53150.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383K6N7 2073-02-20 1.331360 0.00 107475328.00 4315351.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383KBG6 2073-06-20 0.991610 0.00 44659520.00 1778288.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383KC67 2074-07-20 1.515050 0.00 49780160.00 3476385.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383KC83 2074-07-20 1.515050 0.00 30000000.00 2095042.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383KD25 2074-04-20 1.671670 0.00 37755840.00 1788558.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383KDA7 2073-05-20 1.994080 0.00 30571616.00 444144.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383KDL3 2073-08-20 1.112820 0.00 48802176.00 2811616.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383KDZ2 2073-09-20 1.342780 0.00 50000000.00 3752694.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383KS86 2074-10-20 1.521020 0.00 23808928.00 1655654.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383LC99 2051-09-20 6.000000 0.00 4737712.00 317125.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383LHE3 2052-01-20 0.152170 0.00 108621184.00 280486.25 Agency Collateralized Mortgage Obligation Y Moody's Investors Service, Inc. 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2030-05-15 N/A 0.00 23649922.36 19688418.47 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912833Y38 2036-11-15 N/A 0.00 27296000.00 15890448.29 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912833Y46 2037-05-15 N/A 0.00 24740000.00 13995764.36 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834EV6 2039-11-15 N/A 0.00 9245000.00 4480274.92 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834JH2 2040-11-15 N/A 0.00 23994000.00 10912183.27 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834LK2 2042-05-15 N/A 0.00 14304814.94 5879951.27 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834LR7 2042-08-15 N/A 0.00 24365028.60 9842448.22 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834MM7 2043-05-15 N/A 0.00 42185000.00 16238103.31 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834MT2 2043-08-15 N/A 0.00 2139.47 809.47 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834NF1 2044-02-15 N/A 0.00 666549.38 244518.97 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834NP9 2044-05-15 N/A 0.00 392000.00 141469.27 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834PB8 2044-11-15 N/A 0.00 4594576.49 1606567.18 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834QH4 2046-05-15 N/A 0.00 25380000.00 8118046.80 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834SZ2 2047-11-15 N/A 0.00 7339086.89 2164795.78 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834TV0 2048-08-15 N/A 0.00 4573979.06 1289139.41 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834UR7 2049-05-15 N/A 0.00 2143000.00 579957.95 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834WC8 2050-08-15 N/A 0.00 0.01 0.00 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834WZ7 2051-05-15 N/A 0.00 47935498.85 11634281.12 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803CX9 2036-02-15 N/A 0.00 35096200.00 21822080.14 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803DM2 2040-05-15 N/A 0.00 17291900.00 8290843.54 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803EH2 2044-05-15 N/A 0.00 830900.00 306589.64 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803EL3 2045-02-15 N/A 0.00 24008100.00 8458293.71 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803EN9 2045-05-15 N/A 0.00 5919000.00 2056556.55 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803EP4 2045-08-15 N/A 0.00 17499500.00 5992021.29 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803EQ2 2045-11-15 N/A 0.00 26757000.00 9029096.14 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803EW9 2047-02-15 N/A 0.00 35800.00 11231.07 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803EZ2 2047-08-15 N/A 0.00 167300.00 51012.28 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803FE8 2048-08-15 N/A 0.00 300.00 86.31 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803FM0 2050-02-15 N/A 0.00 64000.00 16985.54 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803FY4 2051-05-15 N/A 0.00 647200.00 160239.60 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803GC1 2051-11-15 N/A 0.00 24100000.00 5818077.40 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803GE7 2052-02-15 N/A 0.00 4390000.00 1046663.80 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803GM9 2052-11-15 N/A 0.00 47062800.00 10775122.19 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803GP2 2053-02-15 N/A 0.00 7267000.00 1646898.41 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803GS6 2053-05-15 N/A 0.00 11070000.00 2474953.11 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803GY3 2054-02-15 N/A 0.00 4681000.00 1011025.79 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803HB2 2054-05-15 N/A 0.00 26091900.00 5586849.81 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803HD8 2054-08-15 N/A 0.00 96701300.00 20422057.44 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803HQ9 2055-11-15 N/A 0.00 50804600.00 10120174.71 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 9128287D6 2029-07-15 0.250000 0.00 111878600.00 137297960.07 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CNH0 2028-06-15 3.875000 0.00 338700.00 337124.55 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CNT4 2035-08-15 4.250000 0.00 21940000.00 20526680.05 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQE4 2029-03-15 3.500000 0.00 124170000.00 120237570.40 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CRH6 2028-08-31 4.125000 0.00 5049500.00 4998139.05 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CRP8 2028-09-30 4.750000 0.00 976996500.00 974436769.20 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 9128334X5 2034-02-15 N/A 0.00 8322664.69 5657722.49 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 9128335A4 2035-08-15 N/A 0.00 251.13 156.82 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 9128337F1 2037-02-15 N/A 0.00 174312383.60 99991335.51 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 9128337P9 2031-05-15 N/A 0.00 6679000.00 5273123.93 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-10-01 2026-10-07 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 0.0389 1600000000.00 1600000000.00 0.0071 N N Y N Natixis SA Natixis SA 3.930000% ARP1L05K9 KX1WK48MPD4Y 0001503859 ARP1L05K9_3.93_1007 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 31339WNA0 2032-04-15 6.000000 0.00 2.00 0.02 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136A4NU9 2042-03-25 2.645230 0.00 21315952.00 109612.41 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136A7JB9 2042-07-25 3.500000 0.00 2000000.00 655576.75 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136AA4L6 2043-01-25 3.000000 0.00 1747770.00 1977687.99 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136AGMJ8 2043-10-25 3.000000 0.00 7637000.00 3286306.95 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136B1T79 2048-06-25 4.000000 0.00 3911000.00 2117935.39 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136B3MM9 2048-11-25 3.500000 0.00 6702000.00 4045449.14 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BJF59 2051-11-25 2.500000 0.00 5442395.00 3048422.05 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BKTN2 2051-12-25 2.500000 0.00 2364000.00 1353387.67 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BKX64 2052-01-25 2.500000 0.00 3170000.00 1848244.10 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BL3W8 2052-02-25 3.000000 0.00 1962079.00 1155675.43 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BMAH1 2052-03-25 3.000000 0.00 3284505.00 2336057.03 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BMHC5 2052-04-25 3.500000 0.00 5794000.00 4893645.12 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BMR83 2052-06-25 4.000000 0.00 5000000.00 4434035.77 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BMW95 2052-06-25 4.500000 0.00 2938016.00 2793449.28 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BNMA1 2052-07-25 4.500000 0.00 3000000.00 2853542.06 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BNN51 2052-08-25 4.500000 0.00 3000000.00 2790616.76 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BPCM1 2052-11-25 5.500000 0.00 2631896.00 3038397.21 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BPGE5 2052-11-25 5.000000 0.00 3512811.00 3748615.86 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BPQA2 2052-12-25 6.000000 0.00 3000000.00 3579918.37 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BQEH8 2053-08-25 5.500000 0.00 1500000.00 1622443.25 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F17F9 2047-06-15 3.000000 0.00 5159000.00 3008942.08 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FBYC4 2047-12-15 3.000000 0.00 3334000.00 1581885.02 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FQAT0 2049-12-25 3.000000 0.00 2000000.00 1975242.05 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GAMD6 2040-10-15 4.000000 0.00 3000000.00 1313232.31 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H15M4 2051-07-25 2.500000 0.00 2602000.00 1646090.14 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H3W32 2051-11-25 2.000000 0.00 7797315.00 4580568.28 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H4VA5 2050-11-25 2.500000 0.00 2920359.00 1840924.47 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H4Z60 2052-01-25 2.500000 0.00 1188121.00 652688.21 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H5HW0 2052-02-25 3.000000 0.00 1665000.00 1170027.85 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H5JG3 2052-01-25 3.000000 0.00 5000000.00 3174554.79 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H5MR5 2051-11-25 2.500000 0.00 1148313.00 674471.19 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H5VT1 2052-01-25 2.500000 0.00 6750000.00 4077789.28 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H9B40 2052-09-25 5.000000 0.00 1572393.00 1620074.73 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H9BE8 2052-10-25 5.000000 0.00 4000000.00 4177614.70 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H9CR8 2052-11-25 5.500000 0.00 20000000.00 23422609.15 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H9GB9 2052-11-25 5.500000 0.00 3000000.00 3453968.04 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H9GM5 2052-11-25 5.500000 0.00 2000000.00 2314214.88 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HADG8 2053-08-25 6.000000 0.00 4000000.00 4620049.53 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HBXZ2 2054-03-25 5.500000 0.00 2329008.00 2436393.91 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 31394BYX6 2034-12-25 4.500000 0.00 9900000.00 1001932.14 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31395J3S3 2034-11-15 6.000000 0.00 2304843.00 1141702.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38376F4B5 2039-09-16 5.500000 0.00 1614668.00 812732.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379F3Y3 2045-05-20 3.500000 0.00 2500000.00 1778313.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380FQM1 2047-06-20 2.194750 0.00 57377220.00 823583.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380UKF9 2047-12-20 2.194750 0.00 57142857.00 802948.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381R4N6 2049-03-20 2.044750 0.00 33762395.00 420540.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381VTN0 2049-05-20 2.044750 0.00 15711883.00 207076.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382DJF7 2050-02-20 2.094750 0.00 36321538.00 637024.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383CAP5 2051-10-20 2.000000 0.00 4485052.00 2133552.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383RHE0 2052-04-20 3.000000 0.00 3000000.00 2293161.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383RN29 2052-05-20 3.000000 0.00 2123965.00 1928278.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384DDR5 2053-10-20 6.500000 0.00 5000000.00 6020130.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384DMN4 2053-10-20 6.000000 0.00 2000000.00 2197060.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385LKF4 2056-01-20 4.597830 0.00 10948098.00 10322719.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385QGQ4 2076-05-20 4.447830 0.00 314332.00 316260.12 Agency Collateralized Mortgage Obligation U.S. Treasury Bond N/A 912810SH2 2049-05-15 2.875000 0.00 670100.00 438431.86 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CGH8 2028-01-31 3.500000 0.00 600.00 593.61 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CLW9 2034-11-15 4.250000 0.00 1027000.00 978173.85 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CRE3 2036-07-15 2.375000 0.00 3818000.00 3665922.89 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-10-01 2026-10-07 2026-10-07 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 2026-10-01 2026-10-07 2027-02-26 Y BNP Paribas SA 1.0000 7 N Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0389 425000000.00 425000000.00 0.0019 N N Y N Barclays Bank PLC Barclays Bank PLC 3.960000% ARP1LMEN5 G5GSEF7VJP5I7OUK5573 0001484219 ARP1LMEN5_3.96_1007 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 38379VUK8 2045-11-20 4.000000 0.00 36558146.00 576676.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379WWN8 2046-04-20 2.044750 0.00 9700000.00 107004.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379XCC2 2046-05-20 4.000000 0.00 7500000.00 168278.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379XRL6 2046-06-20 4.500000 0.00 17341919.00 51620.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379YGY8 2046-06-20 3.500000 0.00 11455473.00 320312.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380FRT5 2047-06-20 2.194750 0.00 22186064.00 291825.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380N8S1 2062-01-16 0.884470 0.00 105000000.00 2746473.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380NP52 2062-03-16 0.500000 0.00 100000000.00 281588.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380P5H3 2063-01-16 0.987780 0.00 90800000.00 2291234.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380PNM2 2062-05-16 0.819200 0.00 93000000.00 2604326.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380RAQ3 2062-08-16 1.041810 0.00 104485000.00 5530642.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380RYY0 2059-10-16 1.500000 0.00 2000000.00 1060639.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380WZY8 2048-05-20 2.194750 0.00 16114759.00 235237.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380X4U8 2048-08-20 2.194750 0.00 27955683.00 498545.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380XR25 2048-08-20 4.305250 0.00 100000.00 18351.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380XW94 2048-08-20 2.194750 0.00 22045674.00 229252.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380YAD7 2048-08-20 2.194750 0.00 86701901.00 777548.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381AAQ9 2048-09-20 2.194750 0.00 100000000.00 908738.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381AN93 2048-11-20 2.402160 0.00 41600000.00 671724.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385T4D0 2056-07-20 4.750000 0.00 66154790.00 61379219.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379HU29 2030-01-20 3.500000 0.00 636000.00 674.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379K4K1 2056-01-16 0.279490 0.00 186465000.00 351998.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379KYN2 2057-03-16 0.454680 0.00 100096.00 276.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379MRS5 2045-08-20 1.734750 0.00 100096.00 496.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379PG27 2032-10-16 4.011110 0.00 38289000.00 175298.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379QVF9 2045-10-20 1.644750 0.00 18160000.00 61547.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379QZE8 2045-10-20 2.194750 0.00 39500000.00 468262.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379UCK0 2057-04-16 0.496840 0.00 110000000.00 526717.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379UGS9 2058-01-16 0.783660 0.00 74900000.00 320284.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379UNY8 2058-03-16 0.730970 0.00 27000000.00 168253.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379UVH6 2058-08-16 0.557940 0.00 50000000.00 305246.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379UWY8 2058-04-16 0.609850 0.00 77251864.00 175079.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379UXZ4 2056-07-16 0.917060 0.00 86396593.00 663438.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385H8B6 2055-11-20 3.552170 0.00 71331000.00 6774289.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385HEY9 2055-10-20 2.952170 0.00 67762315.00 4837074.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385HFN2 2055-10-20 1.752170 0.00 100000000.00 2507808.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385HMR5 2055-10-20 3.552170 0.00 74608969.00 6815448.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385LER5 2056-01-20 1.392170 0.00 354945910.00 10689796.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385LDG0 2049-03-20 4.500000 0.00 5066477.00 4637084.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385LDT2 2056-01-20 0.702170 0.00 5532000.00 83580.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385LFK9 2056-01-20 1.902170 0.00 111377367.00 3475529.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385NRV8 2056-03-20 1.402170 0.00 86722689.00 3081009.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385H4E4 2054-12-20 5.500000 0.00 5177907.00 306235.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385GTJ8 2055-05-20 2.152170 0.00 40000000.00 2063655.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385H2E6 2055-10-20 3.552170 0.00 53002000.00 4158530.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385SGJ6 2051-07-20 3.500000 0.00 123565719.00 23010246.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385SGG2 2049-04-20 1.534750 0.00 51415214.00 2295254.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385NTG9 2056-03-20 0.552170 0.00 50000000.00 462990.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385NTH7 2056-03-20 0.592170 0.00 50000000.00 505963.71 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HMJG6 2051-10-25 2.859710 0.00 28822756.00 2992122.02 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HMNE6 2055-08-25 1.409710 0.00 115377152.00 1833288.67 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HNAW8 2055-10-25 2.359710 0.00 140000000.00 4806651.86 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HNP93 2053-11-25 3.409710 0.00 61553285.00 4482494.22 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HPFQ1 2055-12-25 5.500000 0.00 10459090.00 2092639.78 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HPXM0 2055-09-25 1.559710 0.00 67017336.00 1580624.38 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HQX97 2056-04-25 1.359710 0.00 95327970.00 2106865.35 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HRKY4 2047-06-25 5.500000 0.00 18650000.00 2840105.74 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HRQT9 2055-05-25 1.709710 0.00 100096.00 2689.52 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142G5WZ7 2053-10-25 2.359710 0.00 75000000.00 1859640.23 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142G9J76 2054-05-25 2.109710 0.00 135500000.00 1479252.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38377YK33 2041-10-20 2.094750 0.00 72589000.00 330874.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378B5P0 2051-08-16 0.633780 0.00 61750000.00 156557.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378B7K9 2054-04-16 0.139570 0.00 116000000.00 54227.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378BV30 2053-02-16 0.648000 0.00 88200000.00 113082.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378KQ69 2054-10-16 0.264070 0.00 65000000.00 249188.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378KUW7 2049-02-16 0.322680 0.00 217675000.00 238767.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378TEW6 2043-05-20 3.500000 0.00 8351857.00 155268.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378WQ55 2043-09-20 2.094750 0.00 20708456.00 76764.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378XD32 2055-11-16 0.235160 0.00 159446785.00 202080.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378XMU2 2055-02-16 0.688840 0.00 40850000.00 182919.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378XQP9 2054-08-16 0.393510 0.00 72603298.00 153828.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385NJQ8 2054-03-20 6.000000 0.00 10025388.00 1676237.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385NLQ5 2056-03-20 6.000000 0.00 7984833.00 1645565.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385NMC5 2056-03-20 6.000000 0.00 10216667.00 2097341.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385GH51 2055-06-20 1.452170 0.00 125000000.00 3701526.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385GJD2 2055-05-20 1.452170 0.00 133333333.00 3079744.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385GS59 2055-05-20 1.502170 0.00 106176411.00 1094547.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385GT25 2055-06-20 1.502170 0.00 213338436.00 4200207.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385MCN4 2056-02-20 0.702170 0.00 32000000.00 320759.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385MFN1 2054-09-20 4.500000 0.00 42486000.00 35416988.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385MFZ4 2056-02-20 1.402170 0.00 70000000.00 2268242.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385MGB6 2066-02-20 4.547830 0.00 171225326.00 128979955.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385MGM2 2056-02-20 1.452170 0.00 200000000.00 6847704.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385MRB4 2055-06-20 5.500000 0.00 1213181.00 121517.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385MWM4 2056-02-20 2.052170 0.00 10000000.00 524188.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385NFH2 2066-02-20 2.052170 0.00 92978836.00 4100762.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383CAS9 2051-10-20 3.000000 0.00 100000000.00 4879512.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383DBH0 2051-11-20 4.000000 0.00 28005459.00 3442401.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383DPV4 2051-11-20 3.500000 0.00 72963714.00 6370838.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383FAE3 2051-12-20 N/A 0.00 111124000.00 104416.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383FH22 2052-01-20 N/A 0.00 67000000.00 293185.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383FHX4 2051-12-20 3.000000 0.00 199600000.00 9191789.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383FQ63 2052-01-20 3.000000 0.00 133333333.00 5542814.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383FTV5 2051-12-20 N/A 0.00 100032.00 121.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383FUB7 2051-12-20 N/A 0.00 37584545.00 44048.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383HFW4 2048-04-20 2.194750 0.00 53466176.00 2608200.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383LHD5 2051-02-20 2.500000 0.00 94941403.00 9769221.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383LLP3 2052-02-20 4.000000 0.00 39432632.00 5357195.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383M4C9 2052-08-20 0.302170 0.00 80454641.00 580936.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383M4R6 2050-06-20 4.000000 0.00 46845778.00 6112745.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383MNG9 2052-02-20 4.500000 0.00 13927000.00 1814644.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383MY77 2052-03-20 N/A 0.00 100351.00 28.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383R4K0 2051-09-20 3.000000 0.00 51887506.00 3895579.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383RAU1 2050-10-20 N/A 0.00 30000000.00 17819.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383RDW4 2050-08-20 4.500000 0.00 8980929.00 717362.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383RWU7 2047-03-20 2.094750 0.00 50920532.00 2154621.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385CHK7 2055-01-20 1.572170 0.00 100000000.00 907182.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385CYQ5 2055-01-20 1.852170 0.00 108962264.00 4198002.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385DDM5 2055-02-20 1.532170 0.00 100032.00 3062.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385DG59 2055-03-20 2.412170 0.00 200000000.00 7064214.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385DJN7 2055-02-20 1.752170 0.00 100480.00 1421.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385DM29 2055-03-20 1.652170 0.00 100000000.00 3431995.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385DYE0 2055-02-20 2.302170 0.00 115612010.00 1677759.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385E2C7 2055-04-20 2.952170 0.00 62500000.00 1395199.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385E5J9 2055-05-20 1.522170 0.00 59334036.00 843259.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385EJB1 2055-03-20 1.702170 0.00 150000000.00 5655111.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385EJR6 2055-03-20 3.452170 0.00 75000000.00 5142312.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385ELS1 2055-03-20 1.802170 0.00 100000000.00 1304182.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385ELZ5 2055-03-20 3.552170 0.00 25924608.00 1230392.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385EPH1 2055-03-20 1.652170 0.00 106666666.00 1073469.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385EZ56 2055-04-20 3.552170 0.00 91390760.00 4556277.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385FCS8 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N/A 38381SM95 2067-03-16 4.499990 0.00 14465959.00 13508025.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381SXU6 2056-06-16 0.500000 0.00 2500000.00 39628.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381TRE7 2049-04-20 2.044750 0.00 45523277.00 877882.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381U6M9 2055-09-20 0.952170 0.00 120000000.00 2408083.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381UMV1 2055-09-20 1.652170 0.00 90000000.00 2758880.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381UNG3 2055-09-20 1.102170 0.00 263000000.00 5343259.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381URD6 2055-09-20 2.302170 0.00 268421067.00 9580585.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381UU26 2055-09-20 3.552170 0.00 45330000.00 3819645.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381YED2 2049-08-20 4.455250 0.00 100000.00 20795.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382C5A5 2050-04-20 4.000000 0.00 89627999.00 4552792.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382CM65 2040-04-20 0.395550 0.00 138116787.00 472286.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382DGP8 2050-01-20 2.044750 0.00 96961925.00 2581447.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382DWA3 2050-03-20 2.094750 0.00 16705945.00 349483.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382DYS2 2050-03-20 2.044750 0.00 10560142.00 288269.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382E7C5 2050-05-20 2.094750 0.00 46753246.00 1406009.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382EBY2 2049-06-20 4.000000 0.00 141213363.00 3314815.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382EFH5 2044-07-20 1.364750 0.00 27000000.00 248170.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382F5Q3 2050-07-20 2.194750 0.00 100096.00 3159.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382FWT7 2049-10-20 3.500000 0.00 21377446.00 1181802.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382GAH5 2050-06-20 1.594750 0.00 38358017.00 1037709.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382GXV9 2050-07-20 2.144750 0.00 42816149.00 1043818.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382HF39 2050-07-20 3.500000 0.00 23906785.00 1939937.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382J3S3 2050-10-20 3.000000 0.00 50000000.00 4049752.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382JQR0 2050-09-20 3.500000 0.00 24566517.00 1954972.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382JZD1 2050-09-20 3.000000 0.00 95597556.00 7396100.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382KBJ1 2050-10-20 2.500000 0.00 10242313.00 986189.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382KLU5 2050-10-20 3.500000 0.00 24074733.00 1807382.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382KSW4 2050-10-20 N/A 0.00 100096.00 89.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382KTK9 2050-10-20 2.294750 0.00 20513623.00 879844.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382KVY6 2050-10-20 2.294750 0.00 27818181.00 1360057.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385FU82 2055-04-20 1.602170 0.00 50000000.00 1785918.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385FUM1 2055-04-20 1.652170 0.00 50000000.00 1782274.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385FUW9 2055-04-20 1.652170 0.00 80000000.00 1540553.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385FYB1 2055-04-20 2.302170 0.00 50000000.00 2499625.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385LQG6 2047-08-20 5.000000 0.00 10877487.00 1745619.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385JFG3 2055-11-20 1.202170 0.00 100000000.00 1803186.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385JMR1 2055-11-20 0.452170 0.00 231680063.00 1854728.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385JEK5 2055-11-20 2.952170 0.00 136289332.00 6816130.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385NPX6 2056-03-20 N/A 0.00 1612372.00 680610.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385LMM7 2056-01-20 5.500000 0.00 3727273.00 662408.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385LMF2 2056-01-20 2.102170 0.00 61000000.00 3343547.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385NQT4 2056-03-20 0.852170 0.00 100000000.00 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0.00 85000000.00 3937579.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384JKW3 2054-02-20 2.152170 0.00 100000000.00 2171295.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384JNS9 2054-02-20 2.152170 0.00 60000000.00 1533497.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384JW91 2050-02-20 2.044750 0.00 73151725.00 3811735.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384JX66 2051-02-20 4.000000 0.00 107857312.00 16982786.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384KTG6 2054-03-20 1.552170 0.00 170000000.00 3132845.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384KTQ4 2054-03-20 2.352170 0.00 5816000.00 179431.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384KVR9 2054-03-20 3.502170 0.00 60000000.00 1521532.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384KWA5 2054-03-20 0.200000 0.00 195000000.00 443286.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384KY54 2054-03-20 2.352170 0.00 149900000.00 6717634.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384MBD8 2054-03-20 6.500000 0.00 12017336.00 2150336.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384MJT5 2054-04-20 1.752170 0.00 400000000.00 10348985.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384MPK7 2054-04-20 2.352170 0.00 6742000.00 225915.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384N8M0 2054-06-20 2.352170 0.00 100000000.00 1568089.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384NGB5 2054-04-20 2.252170 0.00 75000000.00 1106880.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384NK61 2054-05-20 1.602170 0.00 93073105.00 1461042.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384NLQ6 2054-04-20 4.947830 0.00 1023.00 458.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384NTL9 2054-05-20 2.102170 0.00 47000000.00 1044344.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384NTU9 2064-05-20 2.202170 0.00 11232602.00 81109.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384NUY9 2054-05-20 3.552170 0.00 49800000.00 1615393.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384PPU8 2054-03-20 2.152170 0.00 66146366.00 2295750.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384Q4M7 2047-05-20 2.044750 0.00 151753785.00 7891564.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384QQW1 2054-07-20 7.000000 0.00 43659442.00 9702971.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384T2K7 2067-06-16 0.562090 0.00 159631394.00 10252341.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384T3L4 2061-07-16 4.500000 0.00 12673109.00 11017189.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384T3M2 2061-07-16 4.500000 0.00 5535612.00 4741428.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384TPJ5 2060-09-16 0.250000 0.00 17039936.00 416513.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384TPL0 2060-09-16 0.250000 0.00 17039936.00 416513.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384TPN6 2066-11-16 0.250000 0.00 9246477.00 283648.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384TTT9 2067-01-16 4.500000 0.00 9070374.00 8448043.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384U2Q1 2050-07-20 2.552170 0.00 27284020.00 1967009.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384UUR8 2054-08-20 3.002170 0.00 97666667.00 3118358.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384UWR6 2054-08-20 3.002170 0.00 44894518.00 3285090.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384VNW3 2054-08-20 2.402170 0.00 58160775.00 2106427.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384VRM1 2054-10-20 1.852170 0.00 17300000.00 437093.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384VRX7 2054-10-20 1.278640 0.00 169800000.00 2061935.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384VSM0 2051-04-20 2.044750 0.00 173153683.00 10310574.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384VSR9 2051-04-20 2.669750 0.00 21566888.00 1905777.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384VSU2 2050-01-20 2.044750 0.00 44500075.00 2499020.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384VTN7 2054-10-20 2.372170 0.00 84347826.00 4678699.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384WCR4 2054-09-20 1.052170 0.00 100000000.00 2401362.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384WUL7 2054-09-20 3.052170 0.00 66820527.00 4989079.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384WX34 2054-09-20 4.747830 0.00 100000000.00 68290678.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384WXR1 2054-09-20 1.052170 0.00 50000000.00 1095363.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384XAE3 2054-09-20 2.242170 0.00 100000000.00 3077265.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384XD67 2054-11-20 2.352170 0.00 37500000.00 1200031.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384XHR7 2054-09-20 2.402170 0.00 100032.00 6713.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384XQG1 2054-10-20 1.202170 0.00 100000000.00 1407173.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384XUW1 2054-11-20 0.752170 0.00 100000000.00 624313.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384XVT7 2053-02-20 1.902170 0.00 5000000.00 155184.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384XWD1 2054-11-20 0.802170 0.00 50000000.00 380172.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384XWH2 2054-11-20 0.582170 0.00 100000000.00 557734.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384XZR7 2054-11-20 1.652170 0.00 59134951.00 2107354.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384XZX4 2054-11-20 2.252170 0.00 100000000.00 1437723.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384YBN0 2064-10-20 1.052170 0.00 167802398.00 724906.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384YCL3 2054-10-20 1.802170 0.00 159700000.00 5154092.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384YCY5 2054-10-20 1.752170 0.00 100000000.00 973524.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384YQ38 2054-10-20 2.402170 0.00 132025496.00 2704001.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384YYT2 2054-10-20 1.802170 0.00 67782608.00 1961289.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385BBR0 2054-12-20 1.752170 0.00 100000000.00 1423383.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385BGJ3 2054-12-20 1.632170 0.00 320000000.00 4144581.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385BST8 2054-12-20 2.402170 0.00 17000000.00 1126142.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385BTW0 2054-12-20 1.752170 0.00 75000000.00 1288165.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385BVT4 2054-12-20 0.550000 0.00 21885108.00 325544.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385BX39 2055-01-20 2.952170 0.00 40000000.00 1840662.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385C2S6 2055-02-20 2.242170 0.00 100000000.00 3916987.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385CAJ7 2055-01-20 2.277170 0.00 200000000.00 8087185.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385CEK0 2055-01-20 0.702170 0.00 100000000.00 1592153.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385CEZ7 2055-01-20 1.552170 0.00 41396770.00 619906.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385CFC7 2055-01-20 2.252170 0.00 267283678.00 10185418.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385JNA7 2055-11-20 1.772170 0.00 83205380.00 3568288.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385JPE7 2055-11-20 1.852170 0.00 53000000.00 2162830.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385JUS0 2055-11-20 2.952170 0.00 200000.00 14480.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385JWY5 2055-11-20 1.802170 0.00 105910000.00 4448990.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385JXL2 2055-11-20 1.802170 0.00 167184100.00 6016333.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385KHC7 2055-12-20 1.802170 0.00 100000000.00 3994590.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385KHU7 2055-12-20 4.000000 0.00 500000.00 19563.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385KJK7 2055-12-20 0.502170 0.00 100000000.00 1292083.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385KYY0 2051-08-20 5.500000 0.00 24602272.00 3727539.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385KLL2 2055-12-20 1.852170 0.00 85000000.00 4067609.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385KLQ1 2054-09-20 4.847830 0.00 11906737.00 9388627.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385SGK3 2052-01-20 4.000000 0.00 127565521.00 23727639.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385SGL1 2050-07-20 4.500000 0.00 67880429.00 14673687.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385SGP2 2049-03-20 5.500000 0.00 1106998.00 87523.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385SGS6 2065-12-20 4.750000 0.00 1024.00 957.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385SHX4 2043-11-20 5.000000 0.00 6683060.00 823520.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385SJE4 2056-05-20 1.252170 0.00 118367891.00 3488234.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385SP80 2056-05-20 1.291610 0.00 355000000.00 11894917.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385SRB1 2056-05-20 2.002170 0.00 44349775.00 2283348.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385SS38 2056-06-20 1.272170 0.00 100000000.00 1586574.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385T3J8 2056-07-20 1.102170 0.00 265000000.00 6248445.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385T3Q2 2056-07-20 1.902170 0.00 174537718.00 5902025.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385NTN4 2056-03-20 4.500000 0.00 9953796.00 9108121.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385NTP9 2056-03-20 4.500000 0.00 12288095.00 11118660.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385PJG5 2056-03-20 4.845530 0.00 16666666.00 14898789.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385PQ36 2056-04-20 1.252170 0.00 150000000.00 2471301.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385RBN4 2056-04-20 1.252170 0.00 180000000.00 5165193.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385RBZ7 2056-04-20 4.500000 0.00 13985500.00 12518804.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385SB51 2056-05-20 3.152170 0.00 44957871.00 3778510.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385SET6 2056-05-20 1.352170 0.00 500000000.00 13663571.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385SGF4 2050-03-20 2.044750 0.00 120167312.00 7986820.72 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLUF7 2055-06-25 1.409710 0.00 150000000.00 2167630.79 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLWS7 2055-06-25 0.109710 0.00 395000000.00 498279.02 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HM4H0 2055-07-25 N/A 0.00 45957448.00 26320977.22 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HME63 2055-08-25 1.409710 0.00 67759558.00 1215675.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385XSE3 2056-08-20 0.968840 0.00 180000000.00 3430018.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385XSV5 2056-08-20 1.752170 0.00 140000000.00 6034841.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385XTR3 2066-08-20 4.297830 0.00 69652048.00 68126305.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385XTS1 2066-04-20 4.750000 0.00 166660305.00 158953497.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385XTX0 2056-08-20 0.050000 0.00 15000000.00 23968.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385TQE4 2056-06-20 1.152170 0.00 30000000.00 774867.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385TST9 2056-06-20 6.000000 0.00 1041667.00 228021.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385TUY5 2056-06-20 5.000000 0.00 21428571.00 18816316.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385TVG3 2056-06-20 4.447830 0.00 13333333.00 12930049.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385XL83 2056-08-20 0.050000 0.00 9999767.00 15679.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385T5R8 2056-07-20 5.000000 0.00 1331993.00 1135042.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385T4G3 2056-07-20 4.597830 0.00 83184128.00 80306195.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385T5Q0 2056-07-20 4.597830 0.00 1024.00 990.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385LLD8 2056-01-20 4.500000 0.00 22171504.00 20119364.88 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BRMF1 2054-04-25 2.009710 0.00 60000000.00 1118235.00 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BRWN3 2054-05-25 2.759710 0.00 109913370.00 1443876.70 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BS3V5 2054-10-25 2.409710 0.00 19558749.00 1218314.94 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BSJU0 2054-07-25 2.059710 0.00 73500000.00 1436992.68 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BSQW8 2054-09-25 1.639710 0.00 125000000.00 1899532.93 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BSR31 2054-08-25 1.509710 0.00 75324928.00 2605101.91 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BSR72 2054-09-25 2.209710 0.00 75991008.00 4024436.54 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BSTF2 2054-08-25 2.059710 0.00 115000000.00 1451881.64 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BTA37 2054-12-25 1.459710 0.00 50000000.00 633864.78 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BTBT9 2054-10-25 2.309710 0.00 100032.00 5232.72 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BTBV4 2054-10-25 1.709710 0.00 68074875.00 2731227.49 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BTC50 2054-12-25 0.509710 0.00 50000000.00 266691.16 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BTC76 2054-12-25 0.509710 0.00 50000000.00 303948.17 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BTF32 2035-06-25 6.000000 0.00 5461958.00 716006.74 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BTF73 2054-12-25 1.309710 0.00 130000000.00 1221843.38 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BTTS2 2054-11-25 1.659710 0.00 165863085.00 6275759.00 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BTZK2 2054-12-25 1.459710 0.00 36625882.00 903556.72 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BVF29 2055-05-25 1.559710 0.00 241325752.00 5134523.35 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BVPJ1 2055-04-25 1.559710 0.00 95725046.00 3629309.87 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BVQ27 2055-05-25 6.500000 0.00 19231924.00 18381325.82 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BVQZ4 2054-07-25 6.000000 0.00 4586146.00 675827.90 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BXC93 2055-10-25 0.979710 0.00 103900000.00 1404732.47 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BXSF2 2055-10-25 1.309710 0.00 300000000.00 4709355.97 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BXWJ9 2055-10-25 0.979710 0.00 80119749.00 1375108.90 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BXZV9 2055-09-25 3.409710 0.00 54702204.00 4589725.91 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BYPV8 2056-01-25 1.959710 0.00 120000000.00 5178398.41 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BYTM4 2056-02-25 6.000000 0.00 21465000.00 3800433.11 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G5D72 2056-05-25 1.809710 0.00 68300253.00 2389102.95 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G5DZ0 2055-11-25 1.909710 0.00 166821993.00 9040417.47 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G5TK6 2056-05-25 3.109710 0.00 39955733.00 3074628.85 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6KP2 2056-07-25 1.859710 0.00 90710381.00 4235819.68 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6RE0 2056-07-25 1.809710 0.00 152499995.00 5055352.26 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137AQYT9 2042-06-15 2.237020 0.00 133333333.00 642629.87 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BUX94 2045-01-25 2.150756 0.00 3357000.00 23564.41 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F1XP8 2047-07-15 6.000000 0.00 6841485.00 161960.36 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F74L6 2050-12-25 2.500000 0.00 22198242.00 1737711.73 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F74V4 2035-12-25 1.500000 0.00 33333333.00 561335.27 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F7CD5 2050-12-25 3.000000 0.00 11644739.00 1131534.37 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F83L5 2048-11-15 0.601500 0.00 174000000.00 594147.50 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F8A29 2050-12-25 3.000000 0.00 9500000.00 1041834.02 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F8D34 2050-04-25 2.000000 0.00 15140396.00 767441.17 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F8PA5 2050-11-25 3.000000 0.00 21700000.00 1255583.46 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F8RG0 2051-01-25 3.000000 0.00 21222181.00 2097906.16 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F8ZY2 2049-02-25 2.716315 0.00 655000.00 61672.92 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F95J6 2051-02-25 3.000000 0.00 8159241.00 875250.33 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F9R60 2051-02-25 2.500000 0.00 12076634.00 778364.17 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F9WG2 2051-02-25 0.589710 0.00 173779557.00 588757.94 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FNQH6 2049-06-25 2.245230 0.00 21189621.00 398516.53 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FPYZ2 2049-11-25 2.195230 0.00 44600000.00 1157272.99 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FQXM0 2048-01-25 1.808642 0.00 5198000.00 12074.76 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FTAM9 2050-05-25 3.500000 0.00 9400000.00 637428.96 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FURL0 2050-06-25 3.000000 0.00 34686251.00 3390573.82 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FURT3 2050-07-25 4.000000 0.00 28600000.00 2363577.94 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FUW83 2050-06-25 4.500000 0.00 53714422.00 3161285.33 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FUZ64 2050-07-25 3.500000 0.00 17087913.00 1125659.87 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FV3C4 2043-03-15 2.437020 0.00 18925757.00 334315.21 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FV4Y5 2050-06-25 2.345230 0.00 99019090.00 2726239.40 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FVCT7 2050-08-25 3.000000 0.00 200071.00 16660.63 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FVFL1 2048-05-25 5.000000 0.00 19466144.00 676839.21 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FVHZ8 2050-08-25 2.295230 0.00 17800000.00 1059585.86 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FWEG1 2050-07-25 3.500000 0.00 19357120.00 2150633.60 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FXV62 2050-04-25 3.500000 0.00 12254713.00 1243885.19 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GBBV6 2056-07-25 1.759710 0.00 163387977.00 6925471.32 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GBQU2 2056-08-25 3.559710 0.00 133668244.00 13313706.31 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GBWJ0 2056-08-25 1.759710 0.00 60192181.00 1789965.42 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GBZ57 2056-09-25 1.709710 0.00 83895035.00 2922691.90 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GCBR3 2055-07-25 1.759710 0.00 36800215.00 1363325.86 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GCCF8 2055-11-25 2.459710 0.00 270063473.00 15331554.11 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GCLP6 2055-09-25 2.359710 0.00 161939207.00 9090250.43 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H0GB8 2049-06-25 3.500000 0.00 12500000.00 987246.64 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H27K4 2051-09-25 3.000000 0.00 22104161.00 2441606.82 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H4PS3 2051-12-25 3.000000 0.00 24348000.00 2930000.36 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H8WA5 2052-09-25 1.609710 0.00 60739852.00 2165336.18 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H9FT1 2052-11-25 1.059710 0.00 100096.00 1505.60 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HB4A9 2053-12-25 2.509710 0.00 141356296.00 2485765.31 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HB5G5 2053-12-25 3.159710 0.00 75000000.00 1783907.46 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HBV27 2054-03-25 2.809710 0.00 100000000.00 1213615.58 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HC3R1 2054-04-25 2.559710 0.00 62000000.00 1330406.12 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HCN32 2053-12-25 1.409710 0.00 60000000.00 903496.01 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HCR20 2054-05-25 6.500000 0.00 39919303.00 3802050.71 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDCZ1 2054-06-25 1.409710 0.00 74000000.00 983006.05 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFCA1 2054-08-25 1.409710 0.00 42366825.00 1022476.66 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFJP1 2054-08-25 1.459710 0.00 71173208.00 1724549.01 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFMF9 2054-09-25 3.409710 0.00 37437750.00 1946427.35 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFUF0 2054-10-25 2.309710 0.00 42818224.00 2610370.54 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFUK9 2054-10-25 1.709710 0.00 86843196.00 3365744.40 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFVT9 2054-10-25 1.099710 0.00 66300000.00 1590980.74 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFY66 2054-09-25 1.609710 0.00 60000000.00 2321570.60 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFYA7 2054-10-25 2.459710 0.00 129447859.00 8492192.15 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFYB5 2054-10-25 2.309710 0.00 9506621.00 441843.76 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HHDB4 2054-11-25 0.859710 0.00 118341176.00 1137421.67 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HHEA5 2050-11-25 3.500000 0.00 26000000.00 3965293.18 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HHFE6 2054-11-25 1.709710 0.00 49973910.00 1337736.79 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HHHN4 2054-11-25 1.409710 0.00 160000000.00 1763683.99 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HHRG8 2054-12-25 2.159710 0.00 75000000.00 2112250.34 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKMC5 2055-03-25 2.259710 0.00 202044975.00 5366687.86 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKPR9 2055-04-25 0.609710 0.00 500000000.00 3895537.99 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLP97 2055-06-25 3.309710 0.00 59185000.00 3026529.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383THN6 2050-01-20 2.044750 0.00 54720340.00 2590593.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383U5R7 2052-10-20 2.652170 0.00 50000000.00 2236862.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383UDV9 2052-03-20 3.500000 0.00 7200000.00 1144409.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383UQL7 2050-10-20 3.000000 0.00 39920014.00 4340918.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383V7Y8 2053-02-20 2.602170 0.00 200000000.00 4453262.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383VAH1 2053-01-20 3.502170 0.00 55620961.00 2090845.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383VDT2 2053-01-20 1.252170 0.00 55193281.00 1008867.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383VHS0 2053-01-20 2.602170 0.00 74687171.00 2825379.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383X4Y7 2053-05-20 2.502170 0.00 37500000.00 1176665.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383XLM4 2053-04-20 2.502170 0.00 51071341.00 1027134.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383YKB7 2064-08-16 0.888820 0.00 101861842.00 6708465.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384A4J9 2051-08-20 3.000000 0.00 22491565.00 2677513.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384BSJ1 2063-06-20 2.352170 0.00 16623169.00 218453.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384CRU5 2051-02-20 4.000000 0.00 45264805.00 7135486.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384D6M4 2050-07-20 2.144750 0.00 28890599.00 1576518.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384D8L4 2052-02-20 3.500000 0.00 79204044.00 11703139.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384DAY3 2053-10-20 2.702170 0.00 100000000.00 3589400.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384DGH4 2053-10-20 2.752170 0.00 250000000.00 8769935.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384DSJ7 2051-05-20 2.602170 0.00 5170476.00 373437.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384DSK4 2051-05-20 3.000000 0.00 8617460.00 1085699.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384DWJ2 2051-04-20 3.202170 0.00 27543477.00 2389361.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384ED85 2049-03-20 2.044750 0.00 87954727.00 4627115.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384ED93 2048-05-20 2.044750 0.00 97582703.00 4720921.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384EE27 2050-05-20 2.044750 0.00 113975590.00 5759966.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384EE50 2049-12-20 2.044750 0.00 100096.00 4982.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384ETV7 2049-09-20 4.000000 0.00 16491955.00 2323815.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384EVL6 2051-08-20 2.602170 0.00 21391519.00 1479394.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384FBM3 2053-11-20 2.572170 0.00 55000000.00 2147454.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384GD72 2053-12-20 7.000000 0.00 10665013.00 1610969.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384GDV9 2053-11-20 2.732170 0.00 80000000.00 2733768.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384GHA1 2053-11-20 1.852170 0.00 100000000.00 1422768.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384GMN7 2053-12-20 2.352170 0.00 42880594.00 822714.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384GTV2 2053-12-20 2.052170 0.00 100000000.00 836981.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384HAT5 2053-12-20 2.702170 0.00 100000000.00 1895251.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382Q3U2 2051-05-20 2.500000 0.00 11000000.00 855569.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382QAM2 2051-03-20 2.294750 0.00 81131426.00 2217096.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382RBG2 2051-04-20 2.294750 0.00 43783865.00 941623.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382RC48 2051-04-20 4.000000 0.00 13335146.00 944253.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382RJ66 2051-04-20 2.702170 0.00 16250000.00 813859.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382RQH4 2051-04-20 2.294750 0.00 48010223.00 1493213.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382TBX1 2051-05-20 3.000000 0.00 171845748.00 11916159.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382VET2 2051-06-20 N/A 0.00 293394414.00 402533.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382WAU1 2051-07-20 N/A 0.00 75820848.00 51034.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382WBR7 2047-11-20 4.500000 0.00 95377161.00 9157350.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382WH26 2051-08-20 3.500000 0.00 37846775.00 4228423.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382XLV5 2051-08-20 3.000000 0.00 27691164.00 2562726.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382XZF5 2051-08-20 3.000000 0.00 18682996.00 1164107.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 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Association N/A 38383BA69 2050-08-20 2.044750 0.00 77721551.00 5377741.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383BA85 2050-01-20 2.044750 0.00 110075800.00 6688668.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383BB27 2055-08-20 1.552170 0.00 278246575.00 5502531.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383BB43 2055-08-20 0.502170 0.00 303311770.00 1600897.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383BB92 2055-03-20 6.500000 0.00 687777.00 77902.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383BC34 2054-10-20 6.499990 0.00 2374474.00 230335.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383BC59 2054-05-20 7.000000 0.00 4524043.00 811138.03 Agency Collateralized Mortgage Obligation Government National 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P-1 Standard and Poor's Ratings Services A-1 2026-10-07 2026-10-07 2026-10-29 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 0.0389 425000000.00 425000000.00 0.0019 N N Y N Royal Bank of Canada Royal Bank of Canada 3.900000% ARP1M0WZ5 549300HXQQQC 0001317808 ARP1M0WZ5_3.90_1007 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 3133BJN24 2052-08-01 4.500000 0.00 36979055.00 21829043.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CXU24 2054-10-01 6.500000 0.00 1000.00 1023.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133D04G3 2054-11-01 5.000000 0.00 1000.00 880.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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S6XOOCT0IEG5ABCC6L87 3133WGPZ2 2054-07-01 5.500000 0.00 1000.00 809.96 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31374CR65 2043-08-25 3.500000 0.00 14366802.00 8262821.73 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138E6VA1 2042-02-01 3.500000 0.00 1524930048.00 101195654.62 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138X4V98 2043-08-01 3.500000 0.00 1361846.00 137564.56 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140A7DX9 2054-01-01 7.500000 0.00 1000.00 763.67 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140ARBW9 2054-09-01 6.500000 0.00 1000.00 490.02 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140BGD83 2055-06-01 6.000000 0.00 1000.00 992.06 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140BVTL4 2055-11-01 5.000000 0.00 1000.00 815.13 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140BWPK8 2056-02-01 5.500000 0.00 1000.00 961.12 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140FXD25 2056-07-01 4.000000 0.00 70400000.00 19777030.92 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140JBKB1 2044-04-01 3.000000 0.00 1000.00 356.14 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140LV6V6 2051-08-01 2.500000 0.00 1000.00 464.51 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140NNT96 2053-06-01 7.000000 0.00 1000.00 461.92 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Q7HP5 2047-08-01 4.000000 0.00 1000.00 91.75 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Q9S38 2048-09-01 4.500000 0.00 90027857.00 18660439.96 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QBBB3 2049-06-01 3.500000 0.00 1000.00 228.36 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QC2C9 2035-02-01 2.500000 0.00 1000.00 234.77 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QCKQ8 2049-12-01 3.500000 0.00 1000.00 263.50 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QG2A4 2051-02-01 3.000000 0.00 323000.00 157563.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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S6XOOCT0IEG5ABCC6L87 3132D9M92 2042-04-01 2.000000 0.00 38080033.00 23525667.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DNV42 2052-09-01 4.500000 0.00 38950831.00 26071661.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DNXU2 2052-09-01 5.000000 0.00 1000.00 645.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DPUU0 2053-01-01 5.000000 0.00 97000.00 64407.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DVMG7 2053-03-01 5.500000 0.00 113696001.00 73061854.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWJG9 2053-09-01 6.000000 0.00 53254005.00 29738540.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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S6XOOCT0IEG5ABCC6L87 3142K4YM2 2056-05-01 4.500000 0.00 1000.00 902.97 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618LRJV6 2055-11-20 6.000000 0.00 372252.00 372431.77 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618LRJX2 2055-11-20 6.000000 0.00 1715897.00 1683611.02 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618LRJY0 2055-11-20 6.500000 0.00 485779.00 491716.76 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618NJC49 2055-04-20 6.000000 0.00 1176736.00 1153024.47 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618NJDM8 2055-06-20 6.000000 0.00 2407394.00 1872229.04 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618NJDT3 2055-07-20 5.500000 0.00 438573.00 421151.23 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618NJDU0 2055-07-20 5.500000 0.00 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S6XOOCT0IEG5ABCC6L87 31427TRQ1 2056-02-01 6.500000 0.00 30677075.00 30242399.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427UKY8 2056-08-01 4.500000 0.00 1021.00 924.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GSRB6 2054-09-01 6.000000 0.00 50000000.00 31715723.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GVTP6 2055-10-01 4.500000 0.00 1000.00 801.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GWVC0 2056-03-01 5.000000 0.00 1024.00 943.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GWZW2 2056-03-01 6.500000 0.00 24826565.00 24567589.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GX4J3 2056-08-01 5.500000 0.00 1120.00 1068.16 Agency Mortgage-Backed Securities Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-10-07 2026-10-07 2026-10-29 Y Royal Bank of Canada 1.0000 7 N Moody's Investors Service, Inc. 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U.S. Treasury Strip N/A 912803FF5 2048-11-15 N/A 0.00 117500.00 33329.35 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803FQ1 2040-05-15 N/A 0.00 200.00 95.56 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803FQ1 2040-05-15 N/A 0.00 1500.00 716.71 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803GF4 2042-02-15 N/A 0.00 2100.00 893.52 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810QV3 2042-02-15 0.750000 0.00 90700.00 94175.89 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810RD2 2043-11-15 3.750000 0.00 538800.00 435673.42 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SG4 2049-02-15 1.000000 0.00 111100.00 93620.81 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SS8 2050-11-15 1.625000 0.00 200900.00 95487.51 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810ST6 2040-11-15 1.375000 0.00 2399600.00 1446321.11 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SX7 2051-05-15 2.375000 0.00 89858800.00 51431874.81 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TP3 2053-02-15 1.500000 0.00 121900.00 93394.03 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810UH9 2055-02-15 2.375000 0.00 36285600.00 31807057.59 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810UL0 2045-05-15 5.000000 0.00 28587000.00 27000278.57 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CBZ3 2028-04-30 1.250000 0.00 100.00 95.10 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CCM1 2031-07-15 0.125000 0.00 37900.00 42021.96 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CDW8 2029-01-31 1.750000 0.00 256700.00 239577.81 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CDX6 2032-01-15 0.125000 0.00 41662000.00 43897623.83 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CEN7 2027-04-30 2.750000 0.00 1366400.00 1369192.13 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CJQ5 2030-12-31 3.750000 0.00 22171600.00 21282186.27 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CKA8 2027-02-15 4.125000 0.00 911400.00 915486.04 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CKJ9 2027-04-15 4.500000 0.00 1983600.00 2025961.24 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CKL4 2029-04-15 2.125000 0.00 91800.00 98661.64 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CLC3 2029-07-31 4.000000 0.00 38773300.00 38033910.03 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CLZ2 2031-11-30 4.125000 0.00 2037500.00 1977495.62 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CNK3 2030-06-30 3.875000 0.00 127600.00 123807.40 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CPD7 2030-10-31 3.625000 0.00 2835100.00 2730545.29 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CPJ4 2035-11-15 4.000000 0.00 69999700.00 64752522.49 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CPQ8 2032-12-31 3.875000 0.00 14028200.00 13227014.43 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQA2 2029-02-15 3.500000 0.00 92706500.00 90127868.71 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQS3 2028-05-31 4.000000 0.00 3308400.00 3307914.77 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 9128334Y3 2034-08-15 N/A 0.00 6227444.14 4115973.16 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 9128337F1 2037-02-15 N/A 0.00 327.67 187.96 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912833QB9 2027-11-15 N/A 0.00 5127717.45 4866460.25 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 73.00 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912833XU9 2030-05-15 N/A 0.00 7421553.92 6178399.11 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912833Y46 2037-05-15 N/A 0.00 7514200.01 4250888.14 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834A65 2051-11-15 N/A 0.00 4375290.54 1034804.34 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834AE8 2038-05-15 N/A 0.00 28.69 15.25 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834C55 2052-05-15 N/A 0.00 70.01 16.14 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834EV6 2039-11-15 N/A 0.00 83558.48 40493.78 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834JP4 2041-02-15 N/A 0.00 3.83 1.71 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 912834KV9 2041-11-15 N/A 0.00 3815234.56 1621997.38 U.S. 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U.S. Treasury Strip N/A 912834SZ2 2047-11-15 N/A 0.00 537488.90 158542.03 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834TP3 2048-05-15 N/A 0.00 20.64 5.90 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834UB2 2048-11-15 N/A 0.00 1508089.16 418846.13 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834UH9 2049-02-15 N/A 0.00 100.00 27.39 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834UR7 2049-05-15 N/A 0.00 12.17 3.29 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834UR7 2049-05-15 N/A 0.00 4375000.64 1184002.05 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834VE5 2049-11-15 N/A 0.00 653144.89 172163.77 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834VM7 2050-02-15 N/A 0.00 1299860.00 338608.33 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834VV7 2050-05-15 N/A 0.00 653125.00 167981.79 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834WJ3 2050-11-15 N/A 0.00 647067.31 161698.24 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834WZ7 2051-05-15 N/A 0.00 9703020.95 2354991.11 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834XP8 2054-05-15 N/A 0.00 4374968.34 906467.19 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834YC6 2054-11-15 N/A 0.00 703630.08 144057.00 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-10-07 2026-10-07 2026-10-29 Y Credit Agricole Corporate and Investment Bank 1.0000 7 N Moody's Investors Service, Inc. 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6.000000 0.00 864958.00 209374.51 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BXMR2 2055-08-25 6.000000 0.00 5043752.00 1267697.42 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BXNB6 2055-10-25 3.409710 0.00 43508274.00 3450294.72 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BXWU4 2055-10-25 2.059710 0.00 25000000.00 876351.34 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BXXC3 2055-08-25 6.000000 0.00 7000000.00 1466410.05 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BXXJ8 2055-08-25 6.000000 0.00 5031250.00 1040268.84 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BXYC2 2055-08-25 6.000000 0.00 4352416.00 899807.13 Agency Collateralized Mortgage Obligation Federal National 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Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BYUJ9 2056-02-25 6.000000 0.00 11291000.00 2375300.10 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BYUV2 2056-02-25 0.959710 0.00 104701778.00 2059879.62 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BYV25 2056-03-25 6.000000 0.00 21963152.00 4553311.67 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BYV66 2056-03-25 0.879710 0.00 96982544.00 1718928.65 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BYVQ2 2053-04-25 6.000000 0.00 4100833.00 567241.34 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G5E71 2056-05-25 5.500000 0.00 2985818.00 673848.68 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G5F88 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Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6AX6 2056-06-25 0.059710 0.00 40000000.00 124544.02 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6BA5 2056-06-25 0.080000 0.00 25000000.00 18558.40 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6BB3 2056-06-25 0.279710 0.00 75000000.00 522734.20 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6BF4 2056-06-25 N/A 0.00 5000000.00 7301.95 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6CA4 2056-01-25 5.500000 0.00 1390667.00 294140.85 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6CJ5 2056-06-25 1.309710 0.00 40000000.00 766374.17 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6CQ9 2056-06-25 1.209710 0.00 155000000.00 3635550.79 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6CT3 2055-03-25 1.409710 0.00 101080944.00 2411101.50 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6CU0 2054-04-25 0.150000 0.00 10292604.00 32555.24 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6CV8 2055-03-25 0.100000 0.00 32078176.00 66908.25 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6DC9 2056-06-25 0.200000 0.00 50000000.00 268722.86 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6DJ4 2056-05-25 3.509710 0.00 41625319.00 4449001.65 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6GH5 2056-06-25 0.010000 0.00 710000000.00 133967.47 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6GK8 2056-06-25 0.959710 0.00 100000000.00 1583217.35 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6GL6 2056-06-25 0.050000 0.00 50000000.00 46311.41 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6GM4 2056-06-25 1.609710 0.00 100000000.00 3788322.93 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6U48 2056-08-25 1.059710 0.00 30000000.00 663305.37 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6U89 2056-08-25 1.809710 0.00 50000000.00 2104646.25 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6V88 2056-08-25 1.059710 0.00 46725483.00 706655.83 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6W20 2056-08-25 1.459710 0.00 58679733.00 2292007.46 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6W53 2056-08-25 3.509710 0.00 50971156.00 4589986.15 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6YA0 2056-07-25 1.809710 0.00 19976928.00 783551.29 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6YJ1 2056-07-25 1.809710 0.00 38922423.00 1164171.35 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6YL6 2056-07-25 1.809710 0.00 80806201.00 2865191.65 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6YY8 2056-07-25 1.859710 0.00 40000000.00 1652144.40 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6ZB7 2056-07-25 1.859710 0.00 38628535.00 1604966.12 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G7JF4 2056-09-25 1.759710 0.00 100000000.00 4023499.28 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G7YM2 2056-10-25 1.797480 0.00 75000000.00 3326073.75 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G7ZH2 2056-10-25 1.604140 0.00 97068634.00 2778181.69 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G7ZR0 2056-10-25 2.251510 0.00 50000000.00 2515185.49 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FNHU7 2049-09-25 2.245230 0.00 67482958.00 1475339.72 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FPXG5 2049-11-25 2.245230 0.00 61023860.00 863120.21 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GBCN3 2054-09-25 6.000000 0.00 2083333.00 421062.04 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GBCQ6 2056-07-25 1.809710 0.00 50000000.00 2128566.86 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GBDB8 2056-07-25 6.000000 0.00 4850392.00 1054017.29 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GBDK8 2056-06-25 6.000000 0.00 666666.00 144162.09 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GBDX0 2056-07-25 1.859710 0.00 86262530.00 4658825.59 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GBDZ5 2056-07-25 2.459710 0.00 58206541.00 3544083.29 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GBE35 2056-07-25 1.509710 0.00 50000000.00 1373970.28 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HQKB6 2056-03-25 0.559710 0.00 50000000.00 509865.51 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HQSN2 2056-03-25 0.050000 0.00 75000000.00 113896.69 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HR2R9 2050-04-25 5.500000 0.00 8456357.00 1394849.30 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HR4G1 2056-04-25 0.180000 0.00 217275508.00 1076177.12 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HR4S5 2056-04-25 5.500000 0.00 24644545.00 3952239.83 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HR5D7 2056-04-25 1.289710 0.00 145760886.00 2415684.60 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HR5L9 2056-04-25 0.250000 0.00 75000000.00 193874.41 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HR5M7 2056-04-25 0.150000 0.00 50000000.00 90361.24 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HR5N5 2056-04-25 0.050000 0.00 250000000.00 87777.81 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HR5P0 2056-04-25 0.009710 0.00 50000000.00 62652.70 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HR5R6 2047-08-15 1.980658 0.00 109608489.00 5162273.58 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HRK40 2056-04-25 N/A 0.00 30000000.00 15879.78 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HRKD0 2056-04-25 0.050000 0.00 100000000.00 111390.87 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HRM97 2056-04-25 6.500000 0.00 22120807.00 5073289.41 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HRMF3 2056-05-25 1.759710 0.00 60295683.00 1381008.58 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GCGV9 2056-06-25 0.100000 0.00 64593236.00 171177.26 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GCJT1 2056-05-25 0.929710 0.00 233333334.00 4244549.66 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GCJU8 2056-09-25 0.709710 0.00 45235738.00 475046.15 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GCJV6 2056-09-25 0.859710 0.00 160000000.00 2269511.87 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GCJW4 2056-09-25 1.703710 0.00 125000000.00 5222740.07 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GCK28 2056-09-25 N/A 0.00 100000.00 14.02 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GCQ22 2055-05-25 6.000000 0.00 437500.00 99536.82 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GCQZ9 2054-05-25 6.000000 0.00 750000.00 142368.03 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GCR21 2055-05-25 6.000000 0.00 100000.00 22587.01 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GCRE5 2056-09-25 2.309710 0.00 100000000.00 4715137.45 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GCRF2 2056-09-25 2.309710 0.00 33803256.00 1593869.98 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GCZ55 2056-10-25 1.713510 0.00 73618734.00 2814811.38 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H8VB4 2052-09-25 2.259710 0.00 94428253.00 4192478.84 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFFQ3 2049-03-15 2.237020 0.00 30959344.00 1346516.43 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HHBU4 2054-11-25 1.009710 0.00 135827942.00 2121398.39 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HHRM5 2054-12-25 0.050000 0.00 290500000.00 106633.98 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HHRN3 2054-12-25 0.050000 0.00 190500000.00 68804.18 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HHRP8 2054-12-25 0.050000 0.00 190500000.00 67521.03 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HHY39 2055-01-25 1.709710 0.00 150000000.00 3299257.86 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HHY47 2055-01-25 1.709710 0.00 100000000.00 2854139.34 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HMGP9 2053-07-25 5.000000 0.00 1445007.00 163434.10 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HMH45 2055-08-25 1.759710 0.00 25000000.00 771846.40 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HMP95 2055-08-25 6.000000 0.00 25346417.00 3257342.20 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HMWL0 2053-01-25 6.000000 0.00 250000.00 30521.92 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HMXB1 2055-03-25 6.000000 0.00 2708459.00 541436.66 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HMXU9 2051-11-25 6.000000 0.00 708333.00 79302.21 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HMYA2 2055-09-25 3.359710 0.00 32122363.00 2258146.66 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HMYC8 2055-09-25 0.050000 0.00 25000000.00 42486.64 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HNBK3 2055-05-25 6.000000 0.00 447916.00 68521.17 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HNK56 2053-01-25 6.000000 0.00 6895000.00 1004615.94 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HNUK2 2052-07-25 5.500000 0.00 7079126.00 862903.72 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HNV88 2055-11-25 2.859710 0.00 62467855.00 4247120.78 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HNVB1 2055-11-25 2.859710 0.00 42754489.00 3216097.76 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HNVC9 2051-05-25 6.000000 0.00 4583333.00 616650.69 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HNVM7 2055-11-25 3.409710 0.00 75000000.00 5699393.49 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HNVP0 2055-11-25 2.059710 0.00 27000000.00 1054627.14 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HNVZ8 2055-11-25 0.050000 0.00 62467855.00 137671.00 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HNYY8 2051-07-25 5.500000 0.00 13372480.00 1496985.67 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HP3E1 2055-12-25 2.909710 0.00 3750000.00 270857.57 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HP3G6 2036-10-25 5.500000 0.00 2958545.00 528542.48 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HPMZ3 2056-01-25 1.709710 0.00 57733661.00 752862.06 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HPZV8 2056-02-25 0.100000 0.00 70000000.00 182651.69 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. 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S6XOOCT0IEG5ABCC6L87 3137HQJ85 2050-03-25 5.500000 0.00 7096307.00 1122266.98 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HQJZ5 2056-03-25 5.500000 0.00 5745681.00 1206685.13 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HQK67 2056-03-25 1.959710 0.00 100000000.00 3548568.84 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GBLJ2 2053-01-25 6.000000 0.00 1041666.00 139786.51 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GBND3 2054-04-25 6.000000 0.00 1245833.00 183210.05 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GBNE1 2055-04-25 6.000000 0.00 100000.00 15825.04 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. 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S6XOOCT0IEG5ABCC6L87 3137GBP41 2056-08-25 1.809710 0.00 61175331.00 3253974.64 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GBP82 2056-08-25 1.009710 0.00 156666667.00 2558620.19 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GBPA7 2056-08-25 0.020000 0.00 94726770.00 59839.01 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GBVS1 2056-08-25 6.000000 0.00 22396000.00 5075382.40 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GCCU5 2051-12-25 5.500000 0.00 3019318.00 453113.94 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GCCW1 2056-06-25 0.809710 0.00 65804739.00 880109.42 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GCDN0 2056-06-25 0.100000 0.00 30000000.00 67472.27 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GCDV2 2055-08-25 5.500000 0.00 90909.00 18459.51 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GCE58 2056-06-25 1.709710 0.00 64593236.00 2510922.96 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GCEB5 2056-06-25 1.059710 0.00 100000000.00 1735124.90 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GCEF6 2056-06-25 1.209710 0.00 130000000.00 3457859.83 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GCEJ8 2056-06-25 1.159710 0.00 60608405.00 1405625.68 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GCEK5 2056-06-25 0.050000 0.00 142188136.00 137714.49 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GCEL3 2056-06-25 0.250000 0.00 141875591.00 639786.13 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136AX5D3 2047-10-25 2.395230 0.00 117305846.00 1405535.61 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136B6AC7 2049-09-25 2.245230 0.00 78844345.00 1779809.83 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BFEA7 2051-03-25 2.500000 0.00 35649200.00 3513080.26 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BJU78 2051-11-25 3.000000 0.00 52605499.00 4743573.95 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BKLH3 2051-12-25 3.000000 0.00 29272044.00 2596344.98 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BRMX2 2054-03-25 6.500000 0.00 29508844.00 3003758.83 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BRVE4 2054-05-25 2.259710 0.00 109383481.00 2571868.53 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BTB85 2054-12-25 2.209710 0.00 84000000.00 2183227.30 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BWXV3 2055-08-25 2.159710 0.00 49499688.00 816846.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BWXX9 2055-08-25 0.709710 0.00 50000000.00 424506.03 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BWYB6 2055-08-25 3.309710 0.00 12600000.00 570105.08 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BWYC4 2055-08-25 0.200000 0.00 25200000.00 142470.23 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BX2M5 2055-11-25 2.909710 0.00 36703385.00 2558574.91 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BX6C3 2051-04-25 5.500000 0.00 9495636.00 701682.96 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BX6E9 2036-11-25 5.500000 0.00 2219377.00 381524.84 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BX6L3 2055-12-25 2.909710 0.00 6250000.00 457002.79 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BX7M0 2055-12-25 2.909710 0.00 7500000.00 518272.40 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BXEM2 2055-09-25 0.020000 0.00 32000000.00 23426.94 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BXET7 2054-02-25 6.000000 0.00 1770895.00 280296.94 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BXFA7 2055-09-25 0.809710 0.00 76000000.00 783461.58 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BXFC3 2055-09-25 1.359710 0.00 30500000.00 449149.88 Agency Collateralized Mortgage Obligation Y Moody's Investors Service, Inc. 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NR Standard and Poor's Ratings Services A-1 2026-10-07 2026-10-07 2026-10-29 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 0.0394 600000000.00 600000000.00 0.0026 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp. 3.950000% ARP1M1J96 RUC0QBLBRPRC 0000009622 ARP1M1J96_3.95_1007 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 31395BZF3 2036-04-25 4.104770 0.00 100000.00 515.88 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 31395DS42 2036-03-25 2.845230 0.00 3050000.00 85.40 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31396ATM6 2029-05-15 N/A 0.00 1000000.00 2272.74 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 31396L2S8 2036-12-25 4.154770 0.00 11000000.00 207352.90 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31396UFA3 2036-07-15 N/A 0.00 600000.00 4523.72 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 31396YSL7 2038-02-25 6.500000 0.00 7100000.00 54.83 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 31397L3N7 2038-07-25 2.195230 0.00 3918472.00 992.98 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 31397NLW3 2049-03-25 5.500000 0.00 56842171.00 2317296.61 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31397PFH8 2037-11-15 N/A 0.00 2715000.00 84623.59 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31397TP97 2038-05-15 2.267020 0.00 18300000.00 724.65 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31397YXB2 2039-02-15 1.987020 0.00 100000000.00 6250.13 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 31398GXG9 2038-02-25 1.442277 0.00 86271611.00 23680.88 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31398QY92 2040-10-15 2.474040 0.00 25531180.00 156643.12 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 31398SAU7 2040-11-25 4.500000 0.00 85388316.00 103150.51 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HCGF3 2054-04-25 3.459710 0.00 43000000.00 1698492.07 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HCJZ6 2054-04-25 0.100000 0.00 52441115.00 36029.51 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HCK35 2054-04-25 0.200000 0.00 15000000.00 43095.84 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HCK43 2054-04-25 0.100000 0.00 1000000.00 1373.39 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HCQS4 2054-05-25 1.659710 0.00 25000000.00 303264.51 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HCTR3 2054-05-25 2.059710 0.00 50000000.00 986517.17 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HCU67 2054-05-25 1.609710 0.00 60000000.00 779648.18 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HCUK6 2054-05-25 1.209710 0.00 20000000.00 256152.98 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HCUT7 2054-05-25 0.200000 0.00 10000000.00 27112.18 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HCUU4 2054-05-25 0.100000 0.00 10000000.00 11463.72 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HCUV2 2054-05-25 0.050000 0.00 15000000.00 20614.16 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HCVC3 2054-05-25 0.050000 0.00 1000000.00 654.56 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HCZ70 2050-05-25 6.500000 0.00 3461539.00 73577.98 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HD7M6 2054-05-25 6.500000 0.00 2599846.00 445187.64 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDB74 2054-06-25 N/A 0.00 50000000.00 188.73 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDB82 2054-06-25 0.150000 0.00 81760575.00 85480.95 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDBG4 2048-12-25 6.000000 0.00 1639442.00 33039.77 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDCX6 2054-06-25 0.050000 0.00 20000000.00 13947.02 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDD49 2054-06-25 0.050000 0.00 44000000.00 26468.20 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDNT3 2054-07-25 1.509710 0.00 50000000.00 1079478.70 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDT75 2054-07-25 0.125000 0.00 727273.00 311104.77 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDTD2 2054-07-25 0.300000 0.00 1000000.00 3353.03 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDTU4 2054-07-25 0.080000 0.00 25000000.00 21645.59 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDTV2 2054-07-25 0.100000 0.00 25000000.00 30313.35 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDU32 2054-07-25 2.859710 0.00 10000000.00 312773.66 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDU40 2054-07-25 0.050000 0.00 2000000.00 2057.92 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDU65 2054-07-25 6.000000 0.00 2000000.00 172238.81 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDUD0 2054-07-25 0.050000 0.00 18000000.00 11317.60 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDWC0 2054-08-25 2.259710 0.00 58934737.00 2093456.36 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDWD8 2054-08-25 2.109710 0.00 10625546.00 227233.96 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDWF3 2054-05-25 6.500000 0.00 6640923.00 1125809.68 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDWM8 2054-08-25 3.359710 0.00 46565800.00 2203692.53 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDWR7 2054-08-25 1.409710 0.00 47400308.00 195248.23 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDWU0 2054-08-25 0.100000 0.00 25000000.00 12323.79 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDWV8 2054-08-25 0.050000 0.00 20500308.00 5129.61 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDWY2 2054-08-25 0.050000 0.00 22000308.00 5419.50 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HF5U5 2054-08-25 3.409710 0.00 50000000.00 2268663.12 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFAR6 2054-08-25 6.000000 0.00 12355603.00 2829741.35 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFGY5 2054-09-25 0.200000 0.00 35000000.00 60840.32 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFH24 2054-09-25 1.509710 0.00 68734103.00 1124707.22 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFHB4 2054-09-25 0.050000 0.00 25000000.00 8569.34 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFHD0 2054-09-25 0.050000 0.00 39000000.00 41840.66 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFHE8 2049-03-15 4.500036 0.00 549928.00 69210.26 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFLC7 2048-10-25 6.000000 0.00 8307078.00 98152.01 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFLD5 2054-09-25 6.000000 0.00 5525000.00 641957.94 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFSG1 2054-10-25 6.000000 0.00 3208976.00 639218.72 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFSR7 2054-09-25 6.000000 0.00 1888374.00 408058.22 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFUD5 2054-10-25 2.259710 0.00 92208232.00 2022271.02 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFUE3 2054-10-25 0.909710 0.00 26136191.00 166179.42 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFUL7 2054-10-25 1.829710 0.00 28433000.00 223784.62 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFVE2 2035-03-25 6.000000 0.00 5014375.00 597144.81 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFVF9 2054-10-25 6.500000 0.00 465568.00 52980.71 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFVP7 2054-10-25 2.339710 0.00 80095276.00 2538380.70 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HHA50 2054-11-25 1.009710 0.00 481710750.00 5498722.04 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HHE23 2054-11-25 0.709710 0.00 74139548.00 493969.82 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HHE31 2054-11-25 1.559710 0.00 70118899.00 508627.34 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HHE64 2054-11-25 0.050000 0.00 30000000.00 24021.27 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HHNF4 2054-12-25 4.990290 0.00 10110000.00 6027240.38 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HHNW7 2054-12-25 0.125000 0.00 50000000.00 22912008.01 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HHPY1 2054-12-25 6.000000 0.00 3333333.00 606373.45 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HHQQ7 2054-12-25 0.050000 0.00 60000000.00 22150.52 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HHRJ2 2054-12-25 1.359710 0.00 50000000.00 192662.99 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HHRT0 2054-12-25 0.150000 0.00 25000000.00 36360.20 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HHRU7 2054-12-25 0.050000 0.00 14000000.00 5215.60 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HHRV5 2054-12-25 0.050000 0.00 100000000.00 41413.87 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 30298WAK3 2039-08-25 N/A 0.00 102000000.00 957655.64 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 30318CAJ6 2040-10-25 0.815908 0.00 100000000.00 960907.95 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 30320MAH4 2041-03-25 0.246104 0.00 78665828.00 1173308.55 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 30320WAR0 2041-01-25 0.286641 0.00 156350000.00 2164390.86 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31339GCH2 2031-10-15 4.362980 0.00 5700000.00 543.05 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 31358S6T3 2031-02-25 1.350010 0.00 115413355.00 526.14 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 31359XDW6 2039-08-17 0.030000 0.00 113514972.00 2.90 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136A2AS2 2041-04-25 4.204770 0.00 100000.00 826.50 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136A4AV1 2042-03-25 2.695230 0.00 18594286.00 58747.51 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136AATJ4 2042-12-25 2.345230 0.00 14970686.00 78946.29 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136AC7M7 2043-02-25 3.392000 0.00 229000.00 80999.08 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136ACPY1 2041-10-25 2.000000 0.00 51176112.00 2943686.16 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136ACWG2 2042-11-25 3.500000 0.00 14062714.00 31591.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136AD6Y0 2028-05-25 3.500000 0.00 7819714.00 163.47 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136ADWW5 2033-04-25 0.947988 0.00 2181819.00 516574.26 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136ADXZ7 2042-12-25 N/A 0.00 680000.00 265454.74 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136AFB37 2043-01-25 4.104770 0.00 1000000.00 109177.85 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136AGEJ7 2043-09-25 2.145230 0.00 69648558.00 460863.50 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136AGXS6 2043-05-25 5.000000 0.00 30105600.00 3300.91 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136AHZU7 2044-01-25 2.795230 0.00 72460572.00 303575.93 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136AJ3A2 2029-05-25 2.500000 0.00 10227310.00 1472.33 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136ALMY4 2043-12-25 4.500000 0.00 8456959.00 9331.98 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136AM4C0 2045-04-25 3.500000 0.00 6806134.00 7953128.75 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136AMC64 2044-01-25 3.500000 0.00 7142857.00 2066.51 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136ANL47 2045-06-25 2.000000 0.00 1286321.00 570228.82 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136APTN2 2045-08-25 2.345230 0.00 200000.00 2319.33 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136APWA6 2045-07-25 3.000000 0.00 1150000.00 95880.92 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136AQ5K2 2036-04-25 2.044540 0.00 17950000.00 1052.77 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136AQXH8 2045-04-25 2.345230 0.00 25931200.00 8972.59 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136ARP44 2039-01-25 2.712676 0.00 290000000.00 1053982.00 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136AT5H3 2039-07-25 3.017980 0.00 83532611.00 85634.07 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136AUF22 2047-01-25 3.500000 0.00 4699000.00 5527806.91 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136AWCM7 2044-07-25 3.500000 0.00 1055000.00 14257.80 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136AWD53 2057-06-25 3.500000 0.00 1213594.00 1353624.02 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136AXG90 2047-09-25 3.000000 0.00 2000000.00 1446693.33 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136AYN33 2047-11-25 3.500000 0.00 2140689.00 1069805.03 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136AYV59 2047-11-25 3.000000 0.00 3424487.00 2737855.66 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HHRX1 2054-12-25 0.100000 0.00 4000000.00 3704.89 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HHRY9 2054-12-25 0.050000 0.00 65193744.00 60247.86 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJ3M7 2055-01-25 0.559710 0.00 3000000.00 19577.17 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJ3N5 2035-11-25 5.500000 0.00 1109363.00 151983.43 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJ3T2 2055-01-25 1.109710 0.00 82000000.00 862909.92 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJ3U9 2055-01-25 0.609710 0.00 58746045.00 303866.70 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJ3W5 2055-01-25 1.459710 0.00 40000000.00 508497.07 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJ3X3 2055-01-25 0.100000 0.00 10000000.00 11007.26 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJ3Y1 2055-01-25 0.050000 0.00 25000000.00 47630.56 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJ3Z8 2055-01-25 0.050000 0.00 10000000.00 7591.08 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJ4A2 2055-01-25 0.150000 0.00 15000000.00 37292.23 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJ4J3 2035-11-25 6.000000 0.00 872750.00 156200.29 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJ6H5 2050-03-15 4.420760 0.00 750000.00 503369.98 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJG76 2055-02-25 2.059710 0.00 123288348.00 2728128.72 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJHA8 2055-02-25 1.309710 0.00 25000000.00 274915.34 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJHC4 2055-02-25 0.100000 0.00 73288348.00 113202.79 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJHE0 2055-02-25 0.400000 0.00 100000000.00 465199.77 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJHG5 2055-02-25 0.050000 0.00 1000000.00 443.93 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJP43 2055-02-25 5.500000 0.00 1025000.00 1020910.80 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJYQ4 2049-09-25 6.000000 0.00 4692010.00 81749.11 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJYY7 2055-02-25 1.259710 0.00 50000000.00 684181.93 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKAP9 2055-03-25 1.509710 0.00 55000000.00 884774.23 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKBB9 2050-02-25 6.000000 0.00 5402375.00 115044.45 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKG65 2055-03-25 2.000000 0.00 25000000.00 449481.50 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKG81 2055-03-25 1.609710 0.00 50666667.00 680376.61 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKHR8 2055-03-25 1.459710 0.00 98716908.00 1615599.43 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKHS6 2055-03-25 0.709710 0.00 38000000.00 305709.29 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKNT7 2055-03-25 0.100000 0.00 34440000.00 48520.42 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKNU4 2055-03-25 0.100000 0.00 250000000.00 319956.11 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKNV2 2055-03-25 0.050000 0.00 140560000.00 105316.15 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKNX8 2055-03-25 0.100000 0.00 20958000.00 20000.76 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKNY6 2055-03-25 0.100000 0.00 13758000.00 13850.53 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKNZ3 2055-03-25 0.100000 0.00 28158000.00 25678.26 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKPT5 2055-04-25 0.200000 0.00 94600000.00 159547.24 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKSD7 2055-04-25 2.209710 0.00 75000000.00 2763732.31 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKVQ4 2055-04-25 0.050000 0.00 51000000.00 58122.18 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKWA8 2055-04-25 0.150000 0.00 14500000.00 54188.52 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKWB6 2055-04-25 0.050000 0.00 40000000.00 33253.21 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HL6T4 2052-01-25 6.000000 0.00 9714500.00 587596.59 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLCC4 2055-05-25 1.209710 0.00 175000000.00 1838399.23 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLDK5 2055-05-25 5.000000 0.00 3200000.00 2864833.59 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLF56 2055-05-25 0.150000 0.00 30000000.00 88124.34 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLG48 2055-05-25 0.050000 0.00 75000000.00 78968.16 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLG71 2055-05-25 0.050000 0.00 55000000.00 46037.16 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLG97 2055-05-25 0.100000 0.00 17000000.00 18131.49 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLGA4 2055-05-25 0.050000 0.00 126000000.00 120247.44 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLGB2 2055-05-25 0.250000 0.00 1000000.00 5679.36 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLGC0 2055-05-25 0.050000 0.00 25000000.00 24541.98 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLGD8 2055-05-25 0.150000 0.00 15000000.00 33227.27 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLGE6 2055-05-25 0.200000 0.00 40000000.00 157650.30 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLGG1 2055-05-25 0.050000 0.00 42000000.00 43567.66 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLGH9 2055-05-25 0.050000 0.00 78195000.00 79517.45 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLGM8 2055-05-25 0.050000 0.00 150000000.00 16789.54 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLHE5 2053-03-25 6.000000 0.00 187500.00 19873.24 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLHN5 2052-08-25 6.000000 0.00 1041667.00 94169.50 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLKW1 2055-06-25 3.309710 0.00 35000000.00 1570056.41 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLT77 2055-06-25 0.100000 0.00 80000000.00 45396.94 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLTL6 2055-06-25 3.309710 0.00 16050000.00 760837.14 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLTQ5 2055-06-25 0.150000 0.00 15000000.00 36459.67 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLTR3 2055-06-25 0.100000 0.00 100000000.00 39739.13 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLU75 2055-06-25 0.100000 0.00 178313000.00 205959.30 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLWZ1 2055-06-25 0.200000 0.00 195000000.00 539559.31 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLYG1 2054-01-25 5.000000 0.00 8320000.00 7374229.19 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLYT3 2055-07-25 5.000000 0.00 2150000.00 1811694.87 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HM2R0 2051-12-25 6.000000 0.00 1881026.00 213031.58 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HM2U3 2055-07-25 1.309710 0.00 102718523.00 592429.11 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HME63 2055-08-25 1.409710 0.00 34000000.00 609994.57 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HMP95 2055-08-25 6.000000 0.00 3333333.00 428376.37 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HMS27 2055-09-25 3.459710 0.00 21088668.00 1171797.09 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HMXP0 2055-09-25 4.790290 0.00 34395654.00 24324302.90 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HN4N5 2032-06-25 0.405230 0.00 125686000.00 1756262.42 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HN5T1 2055-09-25 6.000000 0.00 3119614.00 823722.63 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HNSZ2 2055-11-25 1.659710 0.00 65027690.00 1880856.08 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HP3S0 2049-08-25 5.500000 0.00 30630908.00 3971730.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382YAC7 2071-07-20 0.668910 0.00 43949705.00 802448.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382YM67 2072-12-20 1.410550 0.00 41022646.00 3060418.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382YSZ7 2072-05-20 1.135850 0.00 1540000.00 74486.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382YVK6 2072-04-20 1.092530 0.00 24270227.00 1161164.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383K4A7 2074-11-20 1.386310 0.00 90530000.00 6982750.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383K5P3 2074-12-20 1.349660 0.00 15460000.00 1092836.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383K7U0 2075-01-20 1.186960 0.00 16970000.00 995760.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383KB50 2074-06-20 1.280210 0.00 32560000.00 2152970.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383KG22 2074-08-20 1.384390 0.00 74750000.00 4684805.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383KQP0 2074-01-20 1.493250 0.00 6500000.00 536994.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384LSK6 2075-07-20 1.364100 0.00 13230000.00 858140.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384LVJ5 2075-08-20 1.451080 0.00 39760000.00 3002908.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385QPM3 2076-06-20 1.189950 0.00 43867925.00 3708625.11 Agency Collateralized Mortgage Obligation U.S. Treasury Bill 254900HROIFW 912797UD7 2027-03-18 N/A 0.00 58500.00 57351.64 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZ 3136BBQW5 2050-08-25 1.918379 0.00 19404255.00 230876.99 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BBTG7 2031-08-25 1.500040 0.00 10000000.00 326401.29 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BBTJ1 2030-07-25 0.519760 0.00 28871368.00 180593.54 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BCC73 2030-11-25 1.297060 0.00 1300000.00 791768.59 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BCGK0 2030-10-25 0.668811 0.00 55100000.00 32351.24 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BCU57 2050-12-25 3.000000 0.00 1900000.00 155246.28 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BCUR9 2050-11-25 0.409710 0.00 44000000.00 409566.98 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BD5K0 2033-01-25 1.510470 0.00 10700000.00 4721474.77 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BDLU0 2044-11-25 1.500000 0.00 525000.00 242719.83 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BDXR4 2033-11-25 1.958037 0.00 4075000.00 119238.67 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BDXU7 2033-08-25 0.960150 0.00 12500000.00 240814.34 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BFJR5 2051-01-25 3.000000 0.00 574833.00 48592.46 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BFQY2 2031-03-25 1.764290 0.00 1000000.00 350072.34 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BFU50 2051-04-25 4.000000 0.00 6950958.00 341384.24 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BGFS5 2031-07-25 0.112720 0.00 130547117.00 322694.01 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BGHR5 2051-08-25 N/A 0.00 48224639.00 205560.96 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BHB65 2031-03-25 1.198000 0.00 1050000.00 746567.85 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BHG37 2031-11-25 N/A 0.00 239678944.00 49029.09 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BHKD0 2051-04-25 1.500000 0.00 9875259.00 273003.91 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BHMM8 2051-05-25 4.000000 0.00 1600000.00 667771.17 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BHWA3 2049-12-25 5.424139 0.00 156262.00 10036.78 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BJ4T9 2051-11-25 2.000000 0.00 253750.00 14887.91 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BJ5A9 2051-11-25 2.000000 0.00 378125.00 22663.58 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BJSE6 2031-10-25 1.901592 0.00 10028111.00 8262943.79 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BJW68 2053-04-25 2.000000 0.00 8495500.00 547272.86 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BK2P6 2052-01-25 2.000000 0.00 2562500.00 120937.99 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BK2Y7 2052-01-25 2.000000 0.00 437500.00 19507.75 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BKAW2 2031-11-25 0.500000 0.00 5710000.00 3498717.60 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BKBW1 2031-11-25 0.589710 0.00 37399231.00 483390.23 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BKK84 2049-08-25 2.500000 0.00 102000.00 10576.59 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BKNV0 2051-11-25 2.000000 0.00 6818750.00 249250.73 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BKPF3 2051-11-25 2.000000 0.00 4153750.00 150782.34 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BLB82 2052-02-25 2.000000 0.00 5514000.00 290903.03 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BLJB7 2051-06-25 3.000000 0.00 11206499.00 756252.11 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BM4D7 2052-06-25 N/A 0.00 10000000.00 143.53 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BMH84 2054-07-25 2.000000 0.00 23485876.00 1045946.96 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BNTG1 2052-07-25 N/A 0.00 15000000.00 2219.98 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BNTJ5 2052-07-25 0.459710 0.00 15000000.00 123983.28 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BPFK2 2051-05-25 N/A 0.00 19104644.00 6494298.18 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BPRU7 2033-01-25 3.564020 0.00 5007226.00 4538995.37 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BPRV5 2032-04-25 3.564020 0.00 1500000.00 1042083.60 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BPXC0 2053-03-25 2.559710 0.00 100000000.00 3193833.23 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BQB73 2054-01-25 7.500000 0.00 1499999.00 171991.61 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BQET2 2054-07-25 3.763286 0.00 4152591.00 2141930.23 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BQJN0 2053-10-25 1.909710 0.00 50043784.00 684090.20 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BQM48 2050-03-25 1.464042 0.00 39412051.00 955882.13 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BQND7 2053-11-25 2.309710 0.00 100000000.00 1262811.20 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BQRH4 2053-11-25 3.209710 0.00 50000000.00 1591585.83 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BQSE0 2053-11-25 3.209710 0.00 1841091.00 35164.59 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BQSQ3 2053-11-25 3.209710 0.00 2504910.00 66598.91 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BR5A1 2047-12-25 4.400760 0.00 1000000.00 584374.14 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BR5X1 2054-06-25 2.209710 0.00 68397376.00 1763420.79 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BRBA4 2054-03-25 4.409710 0.00 26901946.00 1000188.12 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BRDE4 2054-03-25 6.500000 0.00 2307692.00 206852.58 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BRFR3 2054-03-25 1.959710 0.00 50000000.00 1480550.24 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BRQE0 2051-03-25 N/A 0.00 1210000.00 635047.38 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BRTJ6 2054-05-25 4.790290 0.00 20897000.00 12064572.34 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BRTK3 2054-05-25 1.709710 0.00 54747000.00 1038212.85 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BRWJ2 2054-05-25 0.100000 0.00 60034424.00 76701.55 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BRWT0 2054-05-25 1.259710 0.00 47618946.00 439736.85 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BRWU7 2054-05-25 0.100000 0.00 47618946.00 39195.17 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BS2A2 2054-07-25 2.209710 0.00 90200000.00 1848294.21 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BS2E4 2054-07-25 0.100000 0.00 5500000.00 4669.66 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BS2Y0 2054-10-25 2.309710 0.00 100000000.00 3138401.39 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BSCW3 2054-06-25 1.709710 0.00 104766702.00 1519455.20 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BSDT9 2054-03-25 3.309710 0.00 84322400.00 1646720.18 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BSM69 2054-09-25 2.209710 0.00 96700182.00 3553328.15 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BSN84 2049-08-25 4.500000 0.00 887397.00 85726.42 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BSP33 2054-09-25 0.050000 0.00 32358563.00 15524.78 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BSTN5 2054-08-25 0.100000 0.00 26000000.00 26228.61 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BSTQ8 2054-08-25 3.339710 0.00 50000000.00 1476098.83 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BSUH6 2051-02-25 6.500000 0.00 192308.00 2265.52 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BT2Q5 2054-12-25 0.050000 0.00 9650000.00 4007.13 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BT2S1 2054-12-25 0.050000 0.00 20000000.00 8304.94 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BTBF9 2054-09-25 6.000000 0.00 416666.00 86436.67 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BTBK8 2054-10-25 0.050000 0.00 55425000.00 51060.77 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BTBM4 2054-10-25 1.759710 0.00 35000000.00 1198105.27 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BTC27 2054-12-25 2.209710 0.00 177633466.00 4686747.59 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BTGK3 2054-11-25 1.459710 0.00 150000000.00 2299463.81 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BTHF3 2034-08-25 4.450000 0.00 929000.00 870743.08 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BTMZ3 2054-11-25 4.940290 0.00 5000000.00 2850274.19 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BTQ71 2054-12-25 2.309710 0.00 31339944.00 425636.92 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BTTL7 2054-11-25 0.050000 0.00 47000000.00 31814.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BTTZ6 2054-11-25 0.125000 0.00 50000000.00 19771497.96 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BTU35 2054-12-25 0.150000 0.00 50000000.00 143194.77 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BTU50 2054-12-25 1.109710 0.00 25000000.00 209936.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BTUF8 2054-11-25 1.339710 0.00 71726826.00 379131.70 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BTW90 2054-12-25 6.000000 0.00 1325000.00 204562.38 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BTX24 2053-03-25 6.000000 0.00 886250.00 50244.17 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BTY23 2052-02-25 6.000000 0.00 3149613.00 144021.05 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BU2J8 2055-02-25 0.400000 0.00 3500000.00 12848.35 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BU2Z2 2051-09-25 6.000000 0.00 11573710.00 360129.76 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BU5S5 2055-03-25 2.159710 0.00 126360054.00 4575621.79 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BU6G0 2036-02-25 6.000000 0.00 5003750.00 675947.27 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BU6U9 2055-03-25 1.409710 0.00 87000000.00 1342025.78 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BUBP4 2055-01-25 0.050000 0.00 15000000.00 11249.99 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BUCP3 2055-01-25 0.050000 0.00 98000000.00 72093.14 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BUSJ0 2055-03-25 2.199710 0.00 57142857.00 1955395.89 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BUSQ4 2055-01-25 0.100000 0.00 20000000.00 18771.11 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BUUB4 2055-02-25 0.200000 0.00 105000000.00 153018.93 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BUUC2 2055-02-25 0.150000 0.00 1000000.00 1240.00 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BUUD0 2055-02-25 0.250000 0.00 12500000.00 23219.91 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BUZ45 2055-03-25 4.690290 0.00 150000.00 120569.54 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BV2W7 2055-05-25 0.409710 0.00 10000000.00 51822.00 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BV4N5 2055-05-25 3.359710 0.00 72652550.00 2881578.14 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BV5Q7 2055-06-25 0.459710 0.00 50000000.00 254569.24 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BVG28 2055-05-25 0.150000 0.00 25000000.00 82985.72 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BVG77 2055-05-25 1.909710 0.00 25050000.00 533008.86 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BVK80 2055-05-25 6.500000 0.00 23502923.00 4222607.28 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BVKJ6 2054-09-25 3.409710 0.00 65000000.00 3440993.99 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BVXN3 2055-04-25 0.070000 0.00 3500000.00 8102.53 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BVYL6 2054-06-25 2.159710 0.00 100000000.00 2599990.29 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BWDC7 2055-06-25 1.409710 0.00 93090980.00 2084932.20 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BWET9 2055-06-25 0.100000 0.00 15000000.00 31258.38 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BWFU5 2052-06-25 6.500000 0.00 204353.00 22673.52 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BWSJ6 2055-07-25 0.080000 0.00 5000000.00 9358.44 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BWTC0 2053-04-25 6.500000 0.00 1867308.00 375758.22 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BX5S9 2049-10-25 5.500000 0.00 27329727.00 3992775.19 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BXC93 2055-10-25 0.979710 0.00 96000000.00 1297924.14 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BXHH0 2055-09-25 2.259710 0.00 54677680.00 952812.62 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BXWV2 2055-10-25 0.050000 0.00 10000000.00 13010.91 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BXXT6 2055-10-25 1.009710 0.00 63000000.00 840871.78 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BY6F4 2056-04-25 4.790290 0.00 6300000.00 5337110.47 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BYCA8 2055-12-25 1.209710 0.00 104372465.00 1543165.54 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BARQ9 2027-08-25 1.461330 0.00 105056777.00 47231.95 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BASJ4 2032-12-25 1.290670 0.00 95500000.00 2814625.84 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BB5H1 2050-10-25 2.000000 0.00 9900000.00 874892.36 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BBBW1 2034-09-25 1.399820 0.00 5600000.00 206842.15 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136B7Y54 2050-01-25 1.829388 0.00 23972632.00 139056.48 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136B86Y0 2028-12-25 1.890090 0.00 29300000.00 696162.97 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136B9EN3 2027-12-25 0.816490 0.00 86641645.00 126146.76 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136B9J99 2037-01-25 1.701850 0.00 13400000.00 623753.79 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136B9NC7 2028-01-25 1.522670 0.00 19000000.00 77900.56 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136B9TN7 2050-05-25 1.638224 0.00 129352688.00 852894.77 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BA3H5 2043-06-25 0.156184 0.00 10000000.00 664807.61 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BA3J1 2043-06-25 0.421555 0.00 10617723.00 68241.59 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136B2TP7 2048-08-25 4.104770 0.00 1617837.00 285755.64 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136B32V1 2049-03-25 2.145230 0.00 67238023.00 222899.55 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136B3YD6 2036-01-25 3.700000 0.00 100000.00 90789.26 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136B3YT1 2036-01-25 0.790858 0.00 20000000.00 168430.05 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136B4TD0 2029-05-25 0.441781 0.00 238530000.00 1141336.90 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136B4TV0 2029-04-25 4.131470 0.00 1240000.00 456975.95 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136B5PC3 2034-06-25 0.934073 0.00 100000000.00 1115941.37 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136B6XE8 2034-06-25 1.247737 0.00 4059992.00 186865.09 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136B75H0 2030-01-25 0.388710 0.00 345000.00 1469.09 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136B7F97 2028-11-25 0.333300 0.00 25000000.00 36676.46 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136B7FE6 2029-11-25 0.201950 0.00 163467055.00 460898.57 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136B7FY2 2029-03-25 1.363550 0.00 10000000.00 158416.61 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136B7FZ9 2031-03-25 1.275720 0.00 100500000.00 2989167.09 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137ATHP0 2027-08-15 3.000000 0.00 1883562.00 107.15 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137ATSK9 2027-09-15 3.500000 0.00 13542857.00 737.34 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137AULL1 2027-09-15 4.000000 0.00 25304885.00 130.49 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137AUUN7 2032-10-15 3.500000 0.00 1000000.00 4043.58 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137AUXL8 2027-10-15 3.000000 0.00 4594014.00 354.35 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137AWVF9 2027-12-15 2.500000 0.00 12000000.00 1051.03 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137AXN33 2028-01-15 2.500000 0.00 19400000.00 3261.57 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137B1C83 2028-04-15 2.500000 0.00 3899999.00 699.33 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137B1CL4 2028-04-15 3.000000 0.00 16703515.00 3581.25 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137B1X49 2028-05-15 3.000000 0.00 14987288.00 2577.12 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137B23M0 2028-05-15 3.500000 0.00 11077125.00 1037.92 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137B25R7 2028-05-15 2.500000 0.00 8000000.00 1642.48 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137B2KM1 2028-06-15 2.500000 0.00 6600000.00 1069.66 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137B4A30 2027-06-15 3.500000 0.00 2300000.00 17.61 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137B7UW7 2043-10-15 5.500000 0.00 7974587.00 63734.08 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137B9FH3 2029-03-15 3.500000 0.00 12471428.00 11163.77 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137B9PA7 2043-11-15 4.500000 0.00 19622220.00 5200.57 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BAJ86 2029-05-15 3.500000 0.00 12514215.00 1473.33 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BBCC2 2027-06-15 3.000000 0.00 13180042.00 245.45 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BKWM8 2044-05-15 3.000000 0.00 4042000.00 307308.81 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BLR59 2044-06-15 5.000000 0.00 3700300.00 1667.78 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BQUW5 2045-12-15 4.500000 0.00 43363802.00 357216.97 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BSAE3 2042-11-15 4.175240 0.00 300000.00 20669.64 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BULA4 2046-09-15 3.000000 0.00 1648732.00 1450064.19 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F1QD3 2047-07-15 0.187020 0.00 87729140.00 183392.45 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F6GV3 2030-09-25 1.004357 0.00 2368000.00 69884.16 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F7VK8 2050-10-25 2.000000 0.00 615000.00 164015.76 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F83S0 2030-10-25 1.102965 0.00 1587000.00 50148.83 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F8ZX4 2030-12-25 0.845714 0.00 2000000.00 51673.71 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FA6H6 2047-06-15 4.000000 0.00 2724812.00 43019.44 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FBUA2 2044-10-25 2.064326 0.00 224832.00 4746.41 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FDK68 2045-09-15 4.000000 0.00 13582636.00 9707.18 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FFHC4 2051-03-25 2.500000 0.00 200000.00 20448.25 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FFXM4 2031-01-25 0.393876 0.00 8790000.00 96505.91 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FHQL0 2048-10-15 4.062980 0.00 22141348.00 5404336.24 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FKKQ8 2033-11-25 0.272489 0.00 44717000.00 293009.79 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FKSV9 2049-02-15 3.250000 0.00 1854386.00 1900376.11 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FLMX9 2029-02-25 0.851635 0.00 14000000.00 215762.36 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FM6K3 2048-09-15 3.500000 0.00 1031000.00 100098.07 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FP2H7 2049-10-25 3.500000 0.00 8567142.00 258686.01 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FQKX0 2033-07-25 1.137533 0.00 5930000.00 299152.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FTBP1 2030-03-25 1.807622 0.00 3925000.00 193335.10 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FTEC7 2042-08-25 0.364011 0.00 9719789.00 36531.76 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FTG27 2030-04-25 1.676911 0.00 3025000.00 136288.45 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FTUF2 2050-06-25 4.204770 0.00 12000000.00 3903534.20 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FWHV5 2030-07-25 1.503612 0.00 1411000.00 59546.65 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FWJ92 2030-06-25 1.219482 0.00 88898767.00 2993053.68 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FWMZ0 2050-10-25 N/A 0.00 1185000.00 4150.38 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FXEJ3 2044-07-25 2.000000 0.00 960000.00 337901.80 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GCCH4 2055-07-25 0.816853 0.00 245000000.00 2500812.41 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GCDG5 2056-06-25 4.840290 0.00 8100000.00 7827235.03 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GCEV1 2056-06-25 4.840290 0.00 11825000.00 10762130.32 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GCKL6 2052-05-25 5.000000 0.00 10000000.00 9604192.16 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GCP49 2056-09-25 2.409710 0.00 55393962.00 3513528.93 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GCQR7 2055-05-25 5.000000 0.00 2150000.00 2040728.78 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GCVT7 2054-01-25 5.250000 0.00 14000000.00 13420276.33 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H0BU1 2051-05-25 1.500000 0.00 1433333.00 31102.70 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H0DK1 2050-01-25 2.000000 0.00 8669750.00 222429.22 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H0EP9 2050-03-25 1.500000 0.00 3386667.00 88694.96 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H0H76 2031-01-25 2.052566 0.00 70000000.00 3764989.61 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H1FN1 2051-07-25 N/A 0.00 4000000.00 163.77 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H1LH7 2051-06-25 1.500000 0.00 3582500.00 81935.60 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H1NH5 2051-08-25 N/A 0.00 35000000.00 26098.72 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H1TW6 2049-04-25 1.500000 0.00 7208741.00 114378.93 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H1VQ6 2049-04-25 1.500000 0.00 6312704.00 100120.83 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H1VZ6 2050-08-25 1.500000 0.00 1355833.00 24915.19 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H1W93 2050-08-25 1.500000 0.00 1000000.00 18341.13 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H2JH8 2051-07-25 2.000000 0.00 23225500.00 1329523.36 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H2NR1 2045-09-25 1.734460 0.00 6389030.00 545194.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H3G22 2050-10-25 2.000000 0.00 9368625.00 297903.07 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H3G48 2051-04-25 1.500000 0.00 1941667.00 55879.03 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H3J86 2051-04-25 1.500000 0.00 5582999.00 160672.53 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H3J94 2051-09-25 2.000000 0.00 1069375.00 31335.79 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H3JL7 2050-10-25 2.000000 0.00 2067500.00 72171.78 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H4B25 2051-08-25 0.654817 0.00 400000.00 97591.27 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H4FP0 2045-10-25 0.104470 0.00 7240773.00 88654.22 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H4K41 2051-12-25 2.000000 0.00 4544250.00 266624.15 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H4RP7 2051-12-25 0.009710 0.00 22038475.00 54036.99 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H53N5 2051-12-25 4.000000 0.00 1000000.00 527149.85 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H54U8 2051-11-25 2.000000 0.00 3756000.00 151861.20 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H5P68 2042-06-15 4.000000 0.00 35800000.00 3413592.00 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H6GL3 2049-11-25 3.500000 0.00 135714.00 8007.65 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H6KD6 2052-02-25 N/A 0.00 240000.00 668.98 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H74E0 2032-04-25 0.497290 0.00 180000000.00 3659687.10 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H7ZE6 2049-06-25 3.686616 0.00 1250000.00 208872.22 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H8RY9 2052-08-25 N/A 0.00 10746342.00 9.11 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H8SB8 2052-08-25 4.000000 0.00 2180131.00 1405084.91 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H8VL2 2052-09-25 5.500000 0.00 29310470.00 6732476.96 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H94U0 2052-10-25 5.500000 0.00 10000000.00 3404657.64 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HAA71 2055-01-25 2.311561 0.00 974273.00 441118.17 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HAHA7 2053-09-25 2.049710 0.00 51704846.00 1477971.08 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HALE4 2053-09-25 2.009710 0.00 30769235.00 570880.13 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HAXD3 2053-11-25 5.240290 0.00 100000000.00 40456670.19 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HAXL5 2053-11-25 7.000000 0.00 357141.00 23139.76 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HBE67 2054-01-25 7.500000 0.00 898802.00 31412.83 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HBFT6 2054-01-25 2.709710 0.00 15000000.00 295238.14 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HBFU3 2054-01-25 1.959459 0.00 29850000.00 381110.65 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HBJK1 2054-02-25 2.669710 0.00 34548839.00 612473.77 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HBKK9 2054-02-25 6.000000 0.00 1997638.00 175305.58 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HBLE2 2053-09-25 5.000000 0.00 1000000.00 985155.62 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HBP99 2033-12-25 0.569376 0.00 122750000.00 3203405.28 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HBW75 2054-03-25 6.500000 0.00 7301500.00 851625.39 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HBW91 2054-03-25 6.500000 0.00 28277076.00 4154029.59 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HBWC4 2054-03-25 2.009710 0.00 59474698.00 1035320.19 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HBWD2 2054-03-25 1.459710 0.00 25000000.00 267993.40 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HBWF7 2054-03-25 2.659710 0.00 30254955.00 568326.77 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HBWG5 2054-03-25 6.500000 0.00 184615.00 14870.65 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HC7F3 2054-04-25 5.500000 0.00 6097168.00 6418978.89 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HCE40 2054-04-25 2.809710 0.00 75000000.00 927288.86 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HCGA4 2054-04-25 0.050000 0.00 87654791.00 49477.98 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HCGB2 2054-04-25 0.050000 0.00 5000000.00 2824.21 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BYGK2 2056-01-25 4.500000 0.00 20000000.00 17041954.15 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BYUS9 2056-02-25 4.490290 0.00 30000.00 27528.62 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G5FC9 2055-03-25 4.690290 0.00 700000.00 580060.98 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G5FF2 2055-07-25 1.309710 0.00 39000000.00 623485.46 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G5QG8 2056-04-25 1.309710 0.00 102529462.00 1721066.66 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G5TK6 2056-05-25 3.109710 0.00 20000000.00 1539017.62 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G5W71 2047-07-25 5.500000 0.00 16905878.00 2790231.40 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6LW6 2056-06-25 1.309710 0.00 65773288.00 1118936.92 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6TW8 2056-02-25 4.690290 0.00 3300000.00 3131004.68 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6XS2 2056-07-25 4.690290 0.00 7851928.00 7558053.14 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6YG7 2056-07-25 2.459710 0.00 59193009.00 3564827.57 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G7CS3 2056-08-25 2.459710 0.00 170473550.00 9731933.48 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137AAV34 2040-03-15 4.212980 0.00 2200000.00 4863.01 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137AHVF2 2040-02-15 3.334040 0.00 300000.00 28994.56 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137AQA40 2041-08-15 2.887020 0.00 34114911.00 23069.51 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137AQG85 2027-05-15 3.500000 0.00 35038180.00 571.73 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137ARF27 2027-06-15 3.500000 0.00 17193615.00 165.56 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137ATCB6 2027-08-15 4.000000 0.00 41266071.00 22.42 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137ATCE0 2027-08-15 2.500000 0.00 14590983.00 962.58 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HPTM5 2032-06-15 4.250000 0.00 400000.00 352480.22 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HQX97 2056-04-25 1.359710 0.00 41000000.00 906150.42 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HR5J4 2056-04-25 0.050000 0.00 9000000.00 18818.93 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. 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P-1 Standard and Poor's Ratings Services A-1 2026-10-07 2026-10-07 2026-10-29 Y Natixis SA 1.0000 7 N Moody's Investors Service, Inc. 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Treasury Bond N/A 912810SV1 2051-02-15 0.125000 0.00 37920800.00 22761989.63 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TD0 2052-02-15 2.250000 0.00 1000.00 544.44 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TS7 2043-05-15 3.875000 0.00 400.00 331.40 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TU2 2043-08-15 4.375000 0.00 1464800.00 1276893.62 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810UD8 2044-08-15 4.125000 0.00 84533000.00 70643488.44 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 9128287D6 2029-07-15 0.250000 0.00 2276900.00 2794222.71 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CLZ2 2031-11-30 4.125000 0.00 18666500.00 18116771.58 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CNJ6 2032-06-30 4.000000 0.00 30300.00 28944.68 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CNR8 2032-07-31 4.000000 0.00 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(including strips) U.S. Treasury Strip N/A 912834KP2 2041-08-15 N/A 0.00 18.88 8.16 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834LB2 2042-02-15 N/A 0.00 531955.00 222137.49 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834LK2 2042-05-15 N/A 0.00 3782999.04 1554990.41 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834NF1 2044-02-15 N/A 0.00 6621992.96 2429231.76 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834PH5 2045-02-15 N/A 0.00 262.32 90.34 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834PM4 2045-08-15 N/A 0.00 10.55 3.53 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834RK6 2047-05-15 N/A 0.00 360.29 109.18 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834TV0 2048-08-15 N/A 0.00 776.28 218.79 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834UB2 2048-11-15 N/A 0.00 47.75 13.26 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834UR7 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NR Standard and Poor's Ratings Services A-1 2026-10-01 2026-10-01 2026-10-01 N N N 0.0390 1000000000.00 1000000000.00 0.0044 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp. 3.950000% ARP1MJMD4 RUC0QBLBRPRC 0000009622 ARP1MJMD4_3.95_1001 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 38381QKL4 2055-06-20 6.000000 0.00 15373729.00 1451535.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380QF80 2071-01-20 1.116170 0.00 17157604.00 729275.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380RBL3 2062-12-16 0.974360 0.00 21420000.00 1008976.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381BFA7 2048-12-16 3.500000 0.00 1423447.00 1530059.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381BZX5 2049-01-16 3.250000 0.00 1309077.00 1294731.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381DQ86 2063-10-16 1.069490 0.00 19000000.00 1381628.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381DR93 2061-08-16 0.001510 0.00 47825000.00 2123489.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381DWD8 2061-06-16 1.432570 0.00 22500000.00 1513939.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381E2N7 2064-01-16 0.710890 0.00 18858000.00 954359.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381H8D6 2064-06-16 0.611130 0.00 22000000.00 1037196.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381HL25 2064-07-16 0.705220 0.00 17300000.00 813856.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381HPE5 2064-06-16 0.822980 0.00 14918000.00 862396.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381L6J6 2067-08-16 1.601510 0.00 35000000.00 1895975.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381PGC1 2055-07-20 3.452170 0.00 15000000.00 925173.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381PHK2 2055-07-20 1.502170 0.00 120000000.00 2521941.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383P7D7 2052-04-20 N/A 0.00 4000000.00 1254848.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383UB25 2052-08-20 1.337430 0.00 6105679.00 2616707.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383VWY0 2053-02-20 2.102170 0.00 166970000.00 2434356.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383Y4R0 2052-10-20 2.552170 0.00 29166665.00 1063066.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383WRY4 2053-03-20 2.652170 0.00 54572337.00 788989.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381D6B1 2063-11-16 0.916980 0.00 26100000.00 1451033.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382YTL7 2072-05-20 1.827820 0.00 75589351.00 2779723.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383KU26 2065-12-20 2.113860 0.00 55107567.00 712486.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382YME0 2072-02-20 1.881980 0.00 44530436.00 1612463.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381UCJ9 2065-08-20 2.302170 0.00 47438278.00 779388.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381UT51 2065-09-20 2.352170 0.00 105134477.00 1662514.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381UUL4 2055-09-20 2.352170 0.00 58294505.00 2649946.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381UVA7 2055-09-20 3.002170 0.00 20679545.00 1449593.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381UW32 2055-09-20 1.052170 0.00 42314319.00 854789.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381PP72 2055-07-20 1.532170 0.00 79000000.00 2224537.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381QWP2 2055-08-20 0.782170 0.00 112727270.00 1967689.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381QWQ0 2055-08-20 5.500000 0.00 1272727.00 721516.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381RGP8 2049-02-20 2.044750 0.00 48182959.00 1009690.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381UA93 2055-09-20 3.552170 0.00 20800000.00 1339541.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LG80 2069-10-20 2.054290 0.00 37250569.00 1542148.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380LWP4 2069-07-20 1.314740 0.00 31851405.00 908581.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380M5L1 2060-11-16 0.980970 0.00 150000000.00 706217.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380ML74 2060-02-16 0.749140 0.00 60771193.00 838401.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380P2F0 2062-06-16 0.885320 0.00 42405000.00 1382173.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380NY52 2062-04-16 0.657860 0.00 62112884.00 1695953.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384AV26 2073-06-20 1.326290 0.00 30843504.00 2084338.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384AW41 2073-06-20 1.338740 0.00 18500000.00 1108354.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384CPR4 2053-08-20 2.252170 0.00 46526598.00 1266670.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384CWD7 2053-08-20 2.152170 0.00 113819457.00 1007846.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384DVU8 2053-10-20 2.652170 0.00 175000000.00 1887986.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384E8B4 2053-09-20 6.500000 0.00 13326684.00 792569.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384GSP6 2053-12-20 3.502170 0.00 60000000.00 1712642.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384HYQ5 2054-01-20 2.102170 0.00 35000000.00 896541.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384HZE1 2054-01-20 3.352170 0.00 50000000.00 912563.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384JC44 2054-02-20 7.500000 0.00 38021202.00 1249599.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384JJH8 2064-02-20 3.202170 0.00 90000000.00 981271.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384JMY7 2054-02-20 2.552170 0.00 75000000.00 1726825.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384JQJ6 2054-02-20 3.352170 0.00 50000000.00 1927713.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384KHP9 2054-03-20 1.561930 0.00 205000000.00 1849799.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384KHT1 2054-03-20 1.602170 0.00 75000000.00 1120349.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384KJ69 2054-03-20 2.352170 0.00 62000000.00 1844493.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384KNG2 2054-03-20 1.672170 0.00 75000000.00 1083859.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384KVY4 2054-03-20 1.552170 0.00 171485000.00 2754071.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384KWQ0 2054-03-20 3.532170 0.00 50000000.00 1182967.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384LP45 2075-08-20 1.779540 0.00 50115511.00 2886096.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384LSE0 2067-12-20 2.559580 0.00 64674849.00 1288580.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384MKW6 2054-04-20 2.252170 0.00 25000000.00 772961.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384MLN5 2064-04-20 3.452170 0.00 45000000.00 817352.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384MLP0 2064-04-20 6.500000 0.00 14548768.00 748436.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384MNB9 2054-04-20 2.352170 0.00 90000000.00 1335954.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384MNK9 2054-04-20 3.552170 0.00 53333333.00 1796770.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384MNQ6 2054-04-20 2.402170 0.00 40000000.00 1297763.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384MPW1 2054-04-20 2.252170 0.00 30000000.00 890427.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384MQA8 2054-04-20 1.552170 0.00 50000000.00 1210962.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384MRE9 2054-04-20 3.502170 0.00 21605608.00 1195088.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384NB87 2054-05-20 1.952170 0.00 50000000.00 911034.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384PBA7 2054-05-20 2.352170 0.00 50000000.00 1280651.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384PBE9 2054-05-20 3.602170 0.00 50000000.00 1000748.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384PLC2 2064-05-20 3.002170 0.00 82236891.00 1257309.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384PRD4 2054-06-20 3.602170 0.00 42708333.00 2351377.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384PTF7 2064-06-20 3.582170 0.00 50000000.00 722065.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384QN53 2054-07-20 2.252170 0.00 95000000.00 1137113.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384QVZ8 2054-07-20 3.002170 0.00 21555943.00 1004841.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384QXY9 2054-07-20 1.652170 0.00 67000000.00 919329.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384TAL6 2065-02-16 1.151510 0.00 30000000.00 1767596.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384TWL2 2068-11-16 0.251510 0.00 50000000.00 977562.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384XH22 2054-11-20 2.352170 0.00 55464420.00 2412223.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384XYJ6 2054-11-20 2.252170 0.00 60000000.00 1047843.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384YPN5 2054-10-20 2.402170 0.00 43658507.00 1258525.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384YW56 2053-05-20 6.000000 0.00 10937784.00 934030.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385BFS4 2064-12-20 2.252170 0.00 112500000.00 1886716.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385BGG9 2054-12-20 2.352170 0.00 100000000.00 2407468.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385BGM6 2064-12-20 1.652170 0.00 197469945.00 1806931.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385CDA3 2054-11-20 2.202170 0.00 39024835.00 1070018.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385CFA1 2055-01-20 1.552170 0.00 50000000.00 771218.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385CFJ2 2055-01-20 2.302170 0.00 22500000.00 874674.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385DDQ6 2055-02-20 6.000000 0.00 1250000.00 811135.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385DNC6 2055-02-20 5.500000 0.00 9090909.00 1604783.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385DPR1 2055-02-20 2.202170 0.00 80000000.00 1573696.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385ENW0 2065-03-20 1.652170 0.00 110666666.00 896130.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385F6L0 2054-08-20 2.252170 0.00 125217211.00 2806944.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385FBD2 2055-04-20 1.652170 0.00 30000000.00 754544.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385FBN0 2055-04-20 1.552170 0.00 50000000.00 1173564.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385FBP5 2055-04-20 1.752170 0.00 30000000.00 806319.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385FBX8 2065-04-20 2.302170 0.00 100000000.00 1142666.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385FGL9 2065-04-20 0.602170 0.00 360000000.00 1104298.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385FQG9 2065-04-20 2.152170 0.00 75000000.00 1019607.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385FXU0 2065-04-20 2.302170 0.00 100706289.00 1427800.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385G5A3 2055-06-20 1.437170 0.00 100000000.00 1414710.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385G5F2 2055-06-20 1.552170 0.00 150000000.00 2398030.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385GF53 2055-06-20 0.802170 0.00 100000000.00 874720.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385GHN2 2055-05-20 1.502170 0.00 55000000.00 1540172.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385GVN6 2055-05-20 2.252170 0.00 50000000.00 2805749.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385H8M2 2055-11-20 3.552170 0.00 16200000.00 1241667.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385HUX3 2065-10-20 2.502170 0.00 50010000.00 1258917.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385HX36 2055-10-20 2.302170 0.00 45250681.00 718562.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385HYC5 2055-10-20 6.000000 0.00 4138855.00 709624.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385JK77 2055-11-20 6.000000 0.00 5633013.00 1298758.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385JN90 2055-11-20 6.000000 0.00 6218317.00 830986.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385JWL3 2055-11-20 1.802170 0.00 30000000.00 1033193.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385JX32 2065-09-20 2.352170 0.00 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Mortgage Corp. 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S6XOOCT0IEG5ABCC6L87 3133BUUF2 2053-02-01 5.500000 0.00 10292953.00 4974385.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BUZF7 2053-02-01 5.000000 0.00 9171615.00 6712489.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BVA47 2053-01-01 5.500000 0.00 1191905.00 782511.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BVA62 2053-02-01 5.500000 0.00 2003672.00 613730.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BVH73 2053-02-01 6.000000 0.00 3671511.00 2457997.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BVJQ9 2053-02-01 6.500000 0.00 1077659.00 412166.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BVPC3 2053-02-01 6.500000 0.00 1107659.00 546520.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BVQ99 2053-02-01 6.000000 0.00 1234068.00 1049165.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BVU94 2053-01-01 5.500000 0.00 1124983.00 784825.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BVUZ6 2053-02-01 6.500000 0.00 1213600.00 667027.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BVVP7 2053-02-01 6.000000 0.00 1201531.00 477317.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BVXD2 2053-02-01 6.000000 0.00 1071785.00 453052.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BW2V4 2053-03-01 4.500000 0.00 1220273.00 742046.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BW2Z5 2053-03-01 5.500000 0.00 671275.00 496990.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BW3T8 2053-03-01 6.500000 0.00 1005089.00 648567.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BW4U4 2053-03-01 6.000000 0.00 10608431.00 5185463.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BWDN0 2053-02-01 5.500000 0.00 1048116.00 412925.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BWF65 2053-01-01 6.500000 0.00 1180118.00 659338.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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S6XOOCT0IEG5ABCC6L87 3133BXCE9 2053-03-01 6.500000 0.00 1257681.00 585979.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BXCJ8 2053-02-01 4.500000 0.00 1234722.00 977775.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BYAT6 2053-03-01 5.500000 0.00 1119500.00 742139.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BYAZ2 2053-03-01 6.000000 0.00 1225550.00 631004.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BYBN8 2053-04-01 6.000000 0.00 445333.00 285230.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133C05H1 2053-04-01 5.000000 0.00 1108239.00 733168.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133C06U1 2053-04-01 5.500000 0.00 108000.00 65943.39 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140J8GD9 2031-01-01 2.000000 0.00 2026000.00 170973.34 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140J8MB6 2033-06-01 4.000000 0.00 1300001.00 129194.50 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140J9AU5 2048-10-01 4.500000 0.00 184623.00 41126.62 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140J9S36 2048-11-01 4.500000 0.00 20491867.00 3457646.54 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140J9V40 2048-11-01 4.000000 0.00 6000000.00 961849.62 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140JAJQ2 2038-05-01 3.000000 0.00 2000000.00 290388.46 Agency Mortgage-Backed Securities Federal National Mortgage Association 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Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QAJD3 2049-01-01 4.500000 0.00 1027.00 66.09 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QAV72 2049-03-01 4.000000 0.00 1333600.00 808746.42 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QDKP8 2050-05-01 2.500000 0.00 350000.00 135667.43 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QDL51 2050-05-01 3.500000 0.00 374232.00 97885.43 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QDQC1 2048-03-01 3.500000 0.00 2763643.00 937993.68 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QELS9 2050-08-01 2.500000 0.00 238583.00 99064.30 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QFHG7 2040-10-01 2.500000 0.00 1000.00 445.95 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QGYP6 2051-02-01 2.000000 0.00 300000.00 152885.26 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QKE38 2051-04-01 2.000000 0.00 501454.00 285905.43 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QKW95 2051-06-01 2.500000 0.00 2957000.00 1453401.83 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QKXN3 2051-06-01 2.000000 0.00 380692.00 193353.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133A02U7 2050-01-01 4.000000 0.00 1115329.00 140602.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133A02X1 2050-01-01 4.500000 0.00 1042720.00 467296.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133A03L6 2050-01-01 4.000000 0.00 1404480.00 565760.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133A03M4 2050-01-01 4.000000 0.00 1893288.00 372215.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133A0L28 2049-12-01 3.500000 0.00 1281750.00 497442.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133A0L36 2049-12-01 3.500000 0.00 2267279.00 774059.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133A0Q23 2049-12-01 4.500000 0.00 1457469.00 123962.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133A0Q64 2049-12-01 3.500000 0.00 2261430.00 570743.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133A0Q80 2049-12-01 3.500000 0.00 435889.00 162432.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133A0QU1 2049-12-01 3.500000 0.00 1899859.00 231303.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133A0WC4 2050-01-01 3.500000 0.00 2271578.00 815411.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133A0XQ2 2049-12-01 3.500000 0.00 1512542.00 542297.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133A1ER9 2050-01-01 4.500000 0.00 318692.00 167618.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133A1VB5 2050-02-01 3.500000 0.00 1079963.00 292399.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133A36B9 2050-04-01 2.500000 0.00 565358.00 164064.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133A5CT8 2050-05-01 2.500000 0.00 1000000.00 317909.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133A6Y70 2050-07-01 3.500000 0.00 1012600.00 591680.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133A9XR1 2050-09-01 2.500000 0.00 2000000.00 883403.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133AAAK8 2050-09-01 2.500000 0.00 1037419.00 465700.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133ABRE2 2050-11-01 2.000000 0.00 397000.00 163869.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133AJFE8 2051-03-01 2.500000 0.00 296000.00 131438.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133AL6Y9 2051-06-01 3.000000 0.00 1267797.00 697272.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133ALLD8 2051-05-01 3.500000 0.00 1099000.00 415672.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133AN5F7 2051-07-01 2.500000 0.00 600000.00 313233.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133AQJF5 2051-08-01 3.500000 0.00 677043.00 234273.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133ARLQ6 2051-08-01 3.000000 0.00 1796086.00 1056919.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133ARXX8 2051-09-01 3.000000 0.00 505194.00 300327.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133ASBJ1 2051-09-01 3.000000 0.00 1981804.00 986251.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133ATTK7 2051-10-01 3.000000 0.00 1253023.00 611571.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133AUE53 2051-10-01 2.500000 0.00 534955.00 289688.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133AYUA6 2051-12-01 2.500000 0.00 758000.00 436162.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133B0DN0 2051-11-01 3.000000 0.00 1080191.00 459884.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133B0VQ3 2051-12-01 3.000000 0.00 1490560.00 627328.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133B6YE4 2052-03-01 3.000000 0.00 2499000.00 1460012.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133B7KA5 2047-04-01 3.000000 0.00 7308560.00 4958248.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133B9NL4 2052-04-01 3.000000 0.00 210684.00 113828.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BBF87 2052-05-01 4.000000 0.00 1700000.00 811479.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BBTH2 2052-05-01 2.500000 0.00 114990.00 67700.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BD3G8 2052-06-01 3.000000 0.00 1315642.00 585160.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BDCA1 2052-06-01 5.000000 0.00 1084699.00 781914.95 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31409EN98 2036-05-01 6.000000 0.00 69862997.00 88274.03 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31409FWT1 2036-03-01 6.000000 0.00 40325753.00 103067.79 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31409GV94 2037-02-01 5.500000 0.00 70006796.00 254936.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133C0FW7 2053-04-01 5.500000 0.00 1225001.00 801120.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133C0T69 2053-04-01 5.500000 0.00 1001838.00 740251.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133C0UB6 2053-04-01 5.500000 0.00 1081963.00 744354.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133C0UJ9 2053-04-01 5.500000 0.00 1191042.00 623097.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133C0WF5 2053-04-01 6.500000 0.00 1689346.00 769008.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133C16G0 2053-05-01 5.500000 0.00 1865685.00 1112123.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133C16S4 2053-05-01 6.000000 0.00 1349514.00 908758.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133C1AW0 2053-04-01 5.000000 0.00 1252933.00 540132.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133C1EV8 2053-04-01 5.500000 0.00 1232787.00 510596.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133C1LL2 2053-04-01 5.000000 0.00 1577500.00 660363.14 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140HPAJ6 2048-09-01 4.500000 0.00 2126716.00 501262.90 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140HPBU0 2048-11-01 4.500000 0.00 2400000.00 699663.39 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140HPU39 2048-06-01 4.000000 0.00 1787175.00 586502.79 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140HPZ42 2048-08-01 4.500000 0.00 2667187.00 214787.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BDYZ2 2052-06-01 5.000000 0.00 1154995.00 709516.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BDZX6 2052-06-01 3.500000 0.00 545000.00 321994.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BE2A0 2052-07-01 5.000000 0.00 354651.00 224560.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BE7G2 2052-07-01 5.000000 0.00 1042917.00 714317.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BENJ8 2052-07-01 5.000000 0.00 1393620.00 604257.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BF7K0 2052-07-01 5.000000 0.00 1095903.00 769933.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BFDK3 2052-07-01 5.000000 0.00 1017331.00 657942.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BFDM9 2052-07-01 5.000000 0.00 197117.00 127378.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BFDQ0 2052-07-01 5.000000 0.00 1052658.00 609964.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BFG95 2052-07-01 5.000000 0.00 1000096.00 786452.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BFGH7 2052-07-01 5.000000 0.00 1349410.00 683896.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BFJR2 2052-07-01 5.000000 0.00 1043175.00 590040.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BFQU7 2052-07-01 4.500000 0.00 1518286.00 692593.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BG4D7 2052-08-01 5.000000 0.00 5462356.00 4030742.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BHAZ9 2052-08-01 4.500000 0.00 26162.00 14302.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BHG91 2052-08-01 5.000000 0.00 1063840.00 813494.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BHKN5 2052-08-01 4.500000 0.00 1703751.00 789310.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BHKV7 2052-08-01 4.500000 0.00 1309205.00 730400.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BHN28 2052-08-01 5.000000 0.00 1407262.00 674967.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BHQH2 2052-08-01 5.000000 0.00 1122520.00 722864.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BHTR7 2052-07-01 5.000000 0.00 1203939.00 759643.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BHTS5 2052-07-01 5.000000 0.00 1615651.00 487813.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BJ3G5 2052-09-01 5.000000 0.00 1325433.00 749384.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BJ6A5 2052-08-01 5.000000 0.00 1076053.00 823381.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BJ6E7 2052-07-01 5.000000 0.00 1051894.00 701872.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BJBL5 2052-08-01 5.000000 0.00 1529007.00 773342.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BJFV9 2052-06-01 5.000000 0.00 1021492.00 529764.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BJSN3 2052-08-01 5.000000 0.00 1044055.00 807956.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BJSU7 2052-08-01 5.000000 0.00 1372991.00 660745.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BJTA0 2052-08-01 5.000000 0.00 1111075.00 697106.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BJUC4 2052-08-01 4.000000 0.00 1413370.00 475519.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BJVN9 2052-09-01 5.000000 0.00 1167750.00 725543.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BJVP4 2052-08-01 5.000000 0.00 1224813.00 974847.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BJWH1 2052-08-01 5.000000 0.00 1004274.00 591130.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BJWJ7 2052-08-01 5.000000 0.00 2184750.00 560784.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BKFK0 2052-09-01 5.000000 0.00 1233758.00 421600.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BKGY9 2052-09-01 5.000000 0.00 1200603.00 792391.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BKK73 2052-09-01 4.500000 0.00 7585664.00 4051060.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BKKC2 2052-09-01 5.000000 0.00 1133995.00 491882.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BKLU1 2052-09-01 4.500000 0.00 5208455.00 3587625.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BKT74 2052-09-01 5.000000 0.00 1114076.00 668283.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BKWL9 2052-09-01 4.500000 0.00 1640988.00 539502.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BKX79 2052-09-01 4.500000 0.00 1125106.00 682395.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133WCHD9 2054-05-01 7.000000 0.00 1262782.00 892561.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133WDQK1 2054-05-01 5.500000 0.00 101303.00 69107.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133WDRE4 2054-05-01 6.500000 0.00 2592250.00 1669297.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133WEHF0 2054-06-01 6.500000 0.00 1091088.00 773454.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133WGC37 2054-06-01 6.500000 0.00 1896962.00 1108375.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133WGJ97 2054-07-01 6.500000 0.00 1176809.00 928156.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133WGRJ6 2054-07-01 6.000000 0.00 1059603.00 914009.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133WGWL5 2054-07-01 6.000000 0.00 1106901.00 848428.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133WHCN1 2054-07-01 6.500000 0.00 1228858.00 891413.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133WPVN2 2041-02-01 3.500000 0.00 1000000.00 756773.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31346YFQ1 2049-11-01 3.000000 0.00 880000.00 243329.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31346YKX0 2049-11-01 4.000000 0.00 2049800.00 467212.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31346YYR8 2049-12-01 3.500000 0.00 1582662.00 693484.76 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31371HXT0 2029-08-01 7.500000 0.00 234614870.00 143609.58 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31371MVU8 2036-06-01 6.000000 0.00 56793417.00 73729.59 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31385WV48 2032-12-01 6.500000 0.00 62697048.00 60008.94 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138A46V2 2040-12-01 4.000000 0.00 1246285.00 45763.46 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138A56L1 2041-01-01 4.000000 0.00 1140994.00 56083.41 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138AGD47 2041-06-01 4.500000 0.00 10093204.00 587773.80 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138ALWZ6 2041-07-01 4.500000 0.00 2464000.00 287760.70 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138E4Z79 2042-03-01 4.000000 0.00 4760000.00 397727.45 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138E5VJ4 2042-02-01 4.000000 0.00 2003418.00 201578.93 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138E7NY6 2042-02-01 3.500000 0.00 5326206.00 701793.38 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138EJ6N3 2042-11-01 3.500000 0.00 2250000.00 278944.57 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138EMJP7 2044-01-01 5.000000 0.00 6514095.00 315220.28 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138ENWD7 2029-03-01 4.000000 0.00 3350000.00 102116.46 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138EPGX6 2044-07-01 5.000000 0.00 724000.00 93520.65 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138EQJ37 2044-07-01 3.500000 0.00 1639000.00 273510.19 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138LQGU2 2042-05-01 4.000000 0.00 12057635.00 770293.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138M1TH1 2042-07-01 4.000000 0.00 1254175.00 150769.77 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138M75L5 2042-08-01 4.000000 0.00 6289104.00 402279.47 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138MDZ88 2042-10-01 4.000000 0.00 1100000.00 101607.12 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138MFAT4 2042-10-01 4.000000 0.00 5886462.00 487042.25 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138ML4H4 2042-11-01 3.500000 0.00 19899030.00 1989652.06 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138MMKV3 2043-01-01 3.500000 0.00 2097699.00 333333.02 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138MNZM5 2042-12-01 3.500000 0.00 2560426.00 540591.08 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138MQZT3 2043-01-01 3.500000 0.00 9226160.00 1221405.23 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138MRDA6 2042-12-01 4.000000 0.00 8266370.00 699851.34 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138MRS77 2042-11-01 4.000000 0.00 1490371.00 122548.70 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138NYVC6 2042-12-01 4.000000 0.00 1046633.00 164351.67 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138W0RU5 2043-03-01 3.500000 0.00 1074117.00 163324.31 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138W7L85 2043-02-01 4.000000 0.00 1252539.00 444688.56 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138W7MR2 2043-04-01 4.000000 0.00 1748193.00 196216.42 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138W7NC4 2043-04-01 4.000000 0.00 1159179.00 408863.58 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138WBUJ2 2044-05-01 4.000000 0.00 4800000.00 428621.61 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138WES42 2045-05-01 4.000000 0.00 51960.00 5087.62 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138WEXL8 2045-06-01 3.500000 0.00 2847000.00 221204.79 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138WFV86 2040-10-01 3.500000 0.00 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Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y9FU3 2056-06-01 4.500000 0.00 1000.00 899.44 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y9UB8 2041-08-01 6.500000 0.00 1000.00 1020.85 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418D4X7 2051-10-01 2.000000 0.00 3815929.00 2090459.23 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418DV66 2051-01-01 1.500000 0.00 196000.00 96948.46 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418ET67 2053-07-01 5.500000 0.00 1159.00 753.51 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FDS3 2034-10-01 5.000000 0.00 1000.00 499.56 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FNF0 2055-08-01 4.000000 0.00 1024.00 848.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31425UMV4 2054-11-01 5.500000 0.00 1017.00 953.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31425VFS7 2054-11-01 5.500000 0.00 1000.00 546.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426CKY9 2055-02-01 5.000000 0.00 2542724.00 1999721.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426TFW2 2055-07-01 5.000000 0.00 1952.00 1781.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427HR38 2055-11-01 5.000000 0.00 1000.00 886.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427NN88 2055-06-01 5.500000 0.00 1008.00 739.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427PYY4 2055-09-01 6.000000 0.00 1008.00 878.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427R7E4 2056-03-01 5.000000 0.00 9401491.00 8392481.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427T6T8 2056-09-01 5.500000 0.00 1008.00 974.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427TRN8 2055-07-01 6.500000 0.00 1019.00 990.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427UKE2 2056-09-01 5.500000 0.00 1000.00 966.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GRFE5 2054-03-01 5.500000 0.00 1024.00 732.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GRS76 2054-05-01 6.500000 0.00 1024.00 646.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GSP69 2054-08-01 6.000000 0.00 1000.00 749.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GTTG1 2055-01-01 5.000000 0.00 1024.00 922.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GTTM8 2055-01-01 5.500000 0.00 1000.00 823.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GUTZ6 2055-05-01 6.000000 0.00 1024.00 737.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GVC82 2055-08-01 6.500000 0.00 1000.00 852.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GWEJ4 2055-12-01 6.000000 0.00 1000.00 909.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GWWU9 2056-02-01 5.500000 0.00 1015.00 927.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GX4N4 2056-08-01 5.500000 0.00 1000.00 953.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142J6DY6 2056-05-01 5.000000 0.00 50406870.00 45415301.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142J6EJ8 2056-07-01 5.000000 0.00 1000.00 912.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JYPY2 2056-04-01 5.500000 0.00 1002.00 963.26 Agency Mortgage-Backed Securities U.S. Treasury Bond N/A 912810RC4 2043-08-15 3.625000 0.00 9746000.00 7651694.24 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810RN0 2045-08-15 2.875000 0.00 100.00 67.86 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810RP5 2045-11-15 3.000000 0.00 2700.00 1886.20 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CKD2 2029-02-28 4.250000 0.00 3926800.00 3880189.27 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQH7 2028-03-31 3.875000 0.00 100.00 98.69 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZ 3140HDD43 2048-06-01 4.500000 0.00 1616567.00 503549.68 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140HFFM6 2048-03-01 4.500000 0.00 1864000.00 348769.66 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140HK2B3 2048-09-01 4.500000 0.00 2480756.00 820267.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140HKV21 2048-11-01 4.500000 0.00 2148380.00 835833.86 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140HKWD6 2048-09-01 4.500000 0.00 1775108.00 797585.77 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140HKXK9 2048-09-01 4.500000 0.00 4441878.00 483305.08 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140HKY36 2048-07-01 4.500000 0.00 1673696.00 501003.03 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140HKY85 2048-07-01 4.500000 0.00 2758275.00 677357.19 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140HKZQ4 2048-08-01 4.500000 0.00 3753688.00 346389.76 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 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2048-10-01 4.500000 0.00 2148872.00 769847.91 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140HMBR4 2048-10-01 4.500000 0.00 2168372.00 481337.96 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140HMJ96 2048-07-01 4.500000 0.00 1165050.00 230712.88 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140HNUQ3 2048-07-01 4.500000 0.00 1830579.00 548518.09 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140HNUS9 2048-07-01 4.500000 0.00 1947518.00 375999.53 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138X17A8 2043-07-01 4.000000 0.00 1446671.00 145772.24 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138X7DM2 2043-08-01 4.000000 0.00 7376292.00 697844.88 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138X9HP7 2038-10-01 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1176433.00 22425.81 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138Y2KC6 2044-10-01 4.000000 0.00 1730055.00 545684.73 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138Y2MY6 2044-09-01 4.000000 0.00 2813555.00 298431.49 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138Y2YK3 2044-08-01 3.500000 0.00 5064851.00 541603.38 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138Y3WK3 2044-09-01 4.000000 0.00 8998384.00 787623.30 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138YAJM8 2044-11-01 4.000000 0.00 3186172.00 295871.15 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138YELY1 2045-01-01 4.000000 0.00 1133294.00 185126.09 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138YGQ88 2045-02-01 4.000000 0.00 1451005.00 96312.99 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138YGXW7 2045-04-01 4.000000 0.00 72722.00 10440.14 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138YHVH0 2045-05-01 3.500000 0.00 1664259.00 86262.91 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138YNDY0 2045-05-01 4.000000 0.00 152472.00 12982.64 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138YR5C8 2045-07-01 3.500000 0.00 1082639.00 261451.38 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138YT4E1 2045-08-01 3.500000 0.00 4294271.00 579195.36 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138YT6V1 2045-11-01 3.500000 0.00 4200000.00 810937.91 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138YYE41 2046-02-01 3.500000 0.00 3500000.00 397252.15 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31402DF70 2034-08-01 6.000000 0.00 4743555.00 27631.77 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31403DVZ9 2036-11-01 6.500000 0.00 79981807.00 379948.41 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31403DWX3 2036-09-01 6.000000 0.00 162157618.00 290973.61 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31406RQE8 2036-04-01 6.000000 0.00 33381310.00 126090.11 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31407HQ58 2036-02-01 6.000000 0.00 51631876.00 275982.74 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31407HU53 2036-03-01 6.000000 0.00 19140364.00 110991.61 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31407HUU8 2036-04-01 6.000000 0.00 44810068.00 477149.67 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31407HV94 2036-05-01 6.000000 0.00 61649342.00 438136.92 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31408EEP3 2036-01-01 6.000000 0.00 69814192.00 166113.10 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31408ETL6 2036-01-01 6.000000 0.00 29755072.00 428246.78 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31408F6U8 2036-01-01 6.000000 0.00 44762425.00 372727.76 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31408FND7 2035-11-01 6.000000 0.00 37407971.00 136865.32 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31408GTS6 2036-04-01 6.000000 0.00 14312686.00 135303.45 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31408H4F9 2036-04-01 6.000000 0.00 22909830.00 135721.67 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31408HEB7 2036-04-01 6.000000 0.00 54326524.00 261102.94 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31408JKU4 2036-01-01 6.000000 0.00 38856185.00 257524.95 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31409EHP9 2036-04-01 6.000000 0.00 20024804.00 431770.63 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140MGLY5 2052-02-01 2.500000 0.00 1952000.00 1060433.50 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140MHGX1 2052-04-01 3.000000 0.00 1055043.00 587465.23 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140MJCM5 2052-04-01 3.500000 0.00 410000.00 262457.85 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140MJT62 2052-07-01 5.000000 0.00 1211705.00 440530.03 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140MJUX1 2052-08-01 5.000000 0.00 1122230.00 804785.30 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140MJWY7 2052-03-01 3.500000 0.00 1148639.00 765181.82 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140MKG89 2052-06-01 3.000000 0.00 360000.00 215933.17 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140MMED6 2052-07-01 5.000000 0.00 1158400.00 488841.65 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140MMPH5 2052-04-01 4.500000 0.00 999900.00 646336.91 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140MNLF1 2052-04-01 3.000000 0.00 1002870.00 682886.82 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140MNY26 2052-06-01 5.000000 0.00 1158878.00 707975.57 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140N7EK2 2052-11-01 5.500000 0.00 1039804.00 479628.16 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140N7QH6 2052-12-01 6.000000 0.00 1153368.00 590323.50 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140N7W71 2052-12-01 6.000000 0.00 1455220.00 817269.16 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140N8LW6 2053-01-01 4.500000 0.00 1065730.00 742023.30 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140N8SW9 2052-12-01 5.000000 0.00 500006.00 321706.97 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140N8SY5 2052-12-01 5.000000 0.00 1010.00 585.14 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140N8U22 2053-01-01 5.000000 0.00 1025.00 573.54 Agency Mortgage-Backed Securities Federal 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3337986.00 531606.32 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140FXBN1 2055-08-01 4.500000 0.00 14678318.00 4260952.09 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140FXFZ0 2057-01-01 4.000000 0.00 1000.00 286.47 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140FXGL0 2051-01-01 4.500000 0.00 3999000.00 819278.78 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140FXKF8 2048-07-01 3.000000 0.00 293891.00 64038.62 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140FXKP6 2058-08-01 4.500000 0.00 1000.00 232.63 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140FXX31 2062-12-01 2.500000 0.00 3358683.00 1973302.08 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140FXZC9 2063-06-01 4.500000 0.00 17369459.00 11090865.34 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Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140W74G2 2037-01-01 3.500000 0.00 574240.00 553693.95 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140W7AT7 2056-02-01 6.500000 0.00 1024.00 964.76 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140W7NT3 2051-05-01 2.500000 0.00 1024.00 812.43 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140W7VF4 2052-07-01 3.000000 0.00 2582864.00 2133886.47 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140W7ZV5 2055-01-01 5.000000 0.00 1973226.00 1855102.34 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140X6RM5 2049-07-01 4.000000 0.00 950445.00 181281.67 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XBGV6 2051-05-01 2.000000 0.00 1000.00 556.83 Agency Mortgage-Backed Securities Federal National 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S6XOOCT0IEG5ABCC6L87 3142K7GB9 2056-06-01 5.500000 0.00 8138768.00 7665296.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142K7JR1 2056-06-01 4.500000 0.00 5421272.00 4854721.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142K8YA9 2056-06-01 5.000000 0.00 6355720.00 5750597.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142KAFL1 2056-07-01 5.000000 0.00 1711578.00 1602121.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142KAGW6 2056-07-01 6.000000 0.00 5210072.00 5115982.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142KBJR2 2056-07-01 5.000000 0.00 14667088.00 13534335.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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MUFG Securities Americas, Inc. 3.950000% ARP1MJMT9 K5HU16E3LMSV 0001656187 ARP1MJMT9_3.95_1001 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 268914.87 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136AQA67 2044-09-25 4.000000 0.00 50000000.00 357695.76 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136B3QN3 2045-12-25 4.000000 0.00 49303440.00 798734.28 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136B8HV4 2050-02-25 2.500000 0.00 19426245.00 5067433.39 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BBQZ8 2050-08-25 3.500000 0.00 100000000.00 4942569.16 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BCMH0 2045-03-25 1.500000 0.00 10000000.00 4534789.05 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BN6B7 2052-09-25 1.559710 0.00 67500000.00 1800070.45 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BPLL3 2052-11-25 1.309710 0.00 50000000.00 969846.38 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BQNG0 2053-11-25 3.209710 0.00 50000000.00 1417292.51 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BQNJ4 2053-11-25 2.459710 0.00 37500000.00 751171.76 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BUDA5 2053-02-25 2.209710 0.00 104121111.00 3421035.19 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BWH90 2055-08-25 1.409710 0.00 116505515.00 2931657.06 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BYGD8 2056-01-25 6.000000 0.00 17302500.00 3416385.88 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BYQ39 2056-03-25 1.409710 0.00 22055140.00 938985.49 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G5DK3 2045-12-25 1.409710 0.00 113794975.00 2459139.97 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G5DR8 2055-02-25 1.309710 0.00 500000000.00 10135435.91 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G5X21 2050-09-25 1.375000 0.00 11000000.00 8230911.15 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6AV0 2056-06-25 1.909710 0.00 42000000.00 1554745.46 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6MH8 2056-06-25 0.409710 0.00 129999999.00 1094234.24 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6Q68 2056-08-25 6.000000 0.00 4000000.00 2476569.37 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6SB5 2056-07-25 2.459710 0.00 122403818.00 7253099.18 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6TK4 2051-08-25 2.000000 0.00 32626000.00 27696343.60 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G7BS4 2056-08-25 1.909710 0.00 46045916.00 1700439.74 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G7QP4 2055-11-25 2.409710 0.00 42857142.00 2589905.77 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137AXUS0 2043-01-15 4.000000 0.00 31514375.00 158072.91 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BE7D0 2044-09-15 4.000000 0.00 24336442.00 285170.16 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BEAE4 2044-09-15 4.000000 0.00 31063537.00 369574.45 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FERS1 2048-03-15 3.000000 0.00 16000000.00 2877798.98 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FFWG8 2042-06-15 0.151500 0.00 69205965.00 2490.37 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FKAB2 2044-10-15 4.000000 0.00 50000000.00 320337.85 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FMZC9 2049-07-25 2.245230 0.00 47997410.00 746598.43 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FVHP0 2043-04-25 2.000000 0.00 34000000.00 6453005.57 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FYWZ5 2051-05-25 2.500000 0.00 8500000.00 789877.38 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GB2U8 2056-07-25 3.509710 0.00 85000000.00 8734883.28 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H36X5 2051-10-25 3.000000 0.00 97207000.00 7779256.84 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H4WY2 2052-01-25 3.000000 0.00 39817481.00 4114018.71 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H5J99 2052-02-25 3.500000 0.00 51428571.00 6832060.58 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H8ML2 2045-03-15 4.500000 0.00 47851536.00 4554067.55 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H94C0 2052-10-25 1.509710 0.00 55660000.00 1283518.02 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H94S5 2052-10-25 0.909710 0.00 76948000.00 1158042.93 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H9AJ8 2052-09-25 1.489710 0.00 48317732.00 1246821.90 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H9XU8 2053-04-25 2.000000 0.00 50000000.00 1782654.79 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HABN5 2052-11-25 2.009710 0.00 21555710.00 975450.13 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HAFF8 2053-08-25 2.209710 0.00 44342249.00 1178708.85 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HAJ49 2053-09-25 1.959710 0.00 35000000.00 582792.37 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HAN77 2053-10-25 2.059710 0.00 100000000.00 2246449.10 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HB5H3 2053-12-25 1.759710 0.00 50557467.00 590206.52 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HBB29 2053-12-25 3.309710 0.00 44895472.00 2659876.57 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HBXL3 2054-03-25 2.159710 0.00 35000000.00 774252.04 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HH2U4 2054-10-25 2.959710 0.00 40000000.00 2352128.78 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJXE2 2055-02-25 2.159710 0.00 28514618.00 933598.53 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLM90 2055-06-25 1.309710 0.00 100000000.00 1558441.63 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HM4N7 2055-07-25 2.709710 0.00 50000000.00 2994612.69 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HPN41 2046-01-25 5.500000 0.00 9090909.00 1657271.50 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HPTB9 2055-11-25 6.000000 0.00 17510250.00 3367768.90 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HQXW6 2055-03-25 1.309710 0.00 150000000.00 2487809.92 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. 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S6XOOCT0IEG5ABCC6L87 3142G5BV9 2053-09-25 1.959710 0.00 100000000.00 1844113.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381N7E2 2052-06-20 4.500000 0.00 16360096.00 2579520.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382J3S3 2050-10-20 3.000000 0.00 103333333.00 8369487.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382JYC4 2050-09-20 2.500000 0.00 54105631.00 3853225.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382LBE0 2050-11-20 2.500000 0.00 74563021.00 6032853.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382LF97 2050-12-20 3.000000 0.00 27957296.00 2899004.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382UVU2 2051-06-20 3.000000 0.00 43872676.00 3633578.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382VJT7 2051-04-20 1.500000 0.00 8000000.00 4145117.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383DKX5 2051-11-20 3.000000 0.00 20976000.00 1798637.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383PBJ9 2051-02-20 3.000000 0.00 45809602.00 4986077.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384B4A6 2053-07-20 6.000000 0.00 2000000.00 1962300.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384D7J0 2053-11-20 6.000000 0.00 10000000.00 9183108.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384GBJ8 2053-11-20 6.000000 0.00 1500000.00 1477050.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384GZ86 2052-01-20 3.500000 0.00 29739390.00 4120254.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384MG68 2054-04-20 6.000000 0.00 2000000.00 1951834.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385LDV7 2056-01-20 6.000000 0.00 19214292.00 3147645.70 Agency Collateralized Mortgage Obligation Y Moody's Investors Service, Inc. 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Corp. S6XOOCT0IEG5ABCC6L87 31281BN63 2036-09-01 5.500000 0.00 16693.00 155.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128MFQJ0 2033-07-01 4.000000 0.00 5450.00 590.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3130G0AV6 2056-08-01 6.500000 0.00 1000.00 1029.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3130G25P1 2056-08-01 5.500000 0.00 1000.00 962.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3130G2EG1 2056-08-01 6.000000 0.00 11712735.00 11576564.82 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140W7F47 2050-11-01 3.000000 0.00 1008.00 828.70 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140W7FS4 2056-07-01 5.000000 0.00 22660032.00 20958678.06 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140W7JP6 2056-08-01 5.500000 0.00 1040.00 993.20 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140W7K82 2047-04-01 2.500000 0.00 1000.00 796.42 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140W7LG3 2056-07-01 5.000000 0.00 5109950.00 4725128.44 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140W7MG2 2056-08-01 5.500000 0.00 1024.00 990.46 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140X4XF8 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Mortgage Association B1V7KEBTPIMZ 3140XGSU4 2052-04-01 3.500000 0.00 1000.00 564.46 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XGXR5 2052-04-01 3.000000 0.00 1000.00 588.45 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XGY45 2051-09-01 2.500000 0.00 72000.00 43849.30 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XH2Z9 2052-08-01 5.000000 0.00 1024.00 643.01 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140X7YP8 2050-09-01 3.000000 0.00 1000.00 208.57 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140X8CV7 2050-10-01 2.000000 0.00 351150.00 155347.82 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140X9JG1 2049-02-01 4.000000 0.00 1000.00 298.84 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XA3J9 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Mortgage Association B1V7KEBTPIMZ 3140QT4Q9 2054-02-01 7.000000 0.00 1000.00 583.31 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QTDG1 2053-10-01 5.500000 0.00 1024.00 765.65 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QTEM7 2053-10-01 6.000000 0.00 1024.00 622.08 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QTG94 2053-11-01 5.500000 0.00 1024.00 751.12 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QTWZ8 2054-01-01 6.000000 0.00 1024.00 704.62 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QUXA9 2054-06-01 6.000000 0.00 1000.00 680.20 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QUZC3 2054-07-01 5.500000 0.00 1000.00 779.47 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QVEL4 2054-09-01 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Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XL5C8 2053-07-01 5.500000 0.00 1000.00 661.55 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XL5K0 2052-10-01 4.000000 0.00 1000.00 636.15 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XL7G7 2053-07-01 6.500000 0.00 1000.00 592.19 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XLAZ1 2053-04-01 5.000000 0.00 1000.00 725.71 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XLCG1 2047-12-01 5.000000 0.00 1000.00 559.13 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XLCS5 2043-02-01 4.000000 0.00 1000.00 617.87 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XLDJ4 2042-04-01 3.000000 0.00 1978.00 1238.56 Agency Mortgage-Backed Securities Federal National Mortgage 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2051-12-25 3.500000 0.00 37983936.00 2666786.11 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BQAG4 2053-07-25 6.000000 0.00 3306144.00 521483.13 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BWHY5 2055-06-25 0.100000 0.00 8500000.00 29130.22 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BWJN7 2055-06-25 6.000000 0.00 1219578.00 247819.13 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BWUH7 2055-07-25 0.100000 0.00 18000000.00 67223.94 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136FES60 2040-01-01 5.500000 0.00 50661376.00 26561.27 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136FG3J4 2041-01-01 4.000000 0.00 1943012.00 2188.36 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136FG3M7 2041-01-01 4.500000 0.00 3078084.00 4208.20 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136FG3V7 2039-11-01 4.500000 0.00 6337576.00 11336.47 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136FG4Y0 2038-01-01 6.000000 0.00 6300000.00 27227.58 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136FG5L7 2038-01-01 5.000000 0.00 20484960.00 60399.63 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136FGC70 2039-10-01 5.500000 0.00 15345760.00 20422.29 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BUG53 2055-02-25 0.150000 0.00 17000000.00 52067.58 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BUK25 2055-02-25 0.070000 0.00 30000000.00 59280.36 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BUP53 2049-08-25 6.000000 0.00 1065916.00 21320.73 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BUY87 2055-03-25 0.050000 0.00 73060736.00 124867.01 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BUZ78 2055-03-25 0.050000 0.00 73060736.00 125879.79 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BW5B8 2055-09-25 0.050000 0.00 126309888.00 238291.20 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BW5U6 2054-06-25 6.000000 0.00 6021976.00 1217613.30 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BW6E1 2055-09-25 6.000000 0.00 125000.00 28669.81 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BWHV1 2055-06-25 0.030000 0.00 195000000.00 199163.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384JDG6 2054-02-20 0.040000 0.00 54999808.00 46003.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384JDV3 2054-02-20 0.100000 0.00 14000000.00 16884.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384JEB6 2054-02-20 6.000000 0.00 1269546.00 168776.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384K7A3 2054-04-20 0.050000 0.00 74999808.00 28466.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384K7B1 2054-04-20 0.050000 0.00 74999808.00 28539.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384K7E5 2054-04-20 6.000000 0.00 51875000.00 6193885.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384K7H8 2054-04-20 0.050000 0.00 128000000.00 111213.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384K7K1 2053-06-20 0.050000 0.00 26275744.00 26630.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384KJ77 2054-03-20 0.050000 0.00 36999936.00 29733.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384KK83 2054-03-20 6.000000 0.00 38583296.00 4610120.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384BNP2 2053-06-20 0.030000 0.00 24999936.00 9156.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384BZY0 2053-07-20 0.050000 0.00 5499904.00 1864.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384CMQ9 2053-08-20 0.100000 0.00 53703040.00 90163.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384CMR7 2053-08-20 0.050000 0.00 12499968.00 10533.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384DCT2 2053-10-20 N/A 0.00 2142856.00 523122.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384ETY1 2053-09-20 0.050000 0.00 19141120.00 9178.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384FBR2 2053-11-20 N/A 0.00 7081136.00 2193874.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384H2G2 2054-01-20 6.000000 0.00 13932016.00 12091943.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384HPW2 2053-12-20 0.050000 0.00 36999680.00 12087.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384HPZ5 2053-12-20 0.100000 0.00 12999936.00 8389.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382CMV0 2049-11-20 3.500000 0.00 4337376.00 1344983.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382CRQ6 2050-02-20 3.500000 0.00 966000.00 60898.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382DAG4 2050-01-20 3.500000 0.00 2353000.00 159802.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382EDT1 2050-04-20 3.500000 0.00 18354784.00 1799811.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382EEL7 2050-03-20 3.500000 0.00 22146300.00 6088155.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382FZV9 2048-04-20 4.000000 0.00 2000000.00 449963.66 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HB7C2 2053-12-25 N/A 0.00 6978392.00 2215888.13 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HBET7 2054-01-25 6.500000 0.00 3104776.00 284512.69 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HBHF4 2054-02-25 0.150000 0.00 21500000.00 39167.83 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HBJ62 2054-02-25 0.020000 0.00 37969920.00 7908.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381SR41 2068-08-16 0.542550 0.00 133335552.00 8801208.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381TSQ9 2049-04-20 2.094750 0.00 48975936.00 116223.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381U5L2 2055-04-20 6.000000 0.00 2954680.00 653817.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381U6F4 2055-09-20 0.020000 0.00 20000000.00 11368.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381U6G2 2055-09-20 0.130000 0.00 50000000.00 185934.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381U6N7 2055-09-20 0.050000 0.00 100000000.00 102393.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381WQY7 2048-01-20 4.000000 0.00 9198250.00 545433.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381XAY2 2049-06-20 4.500000 0.00 3126000.00 131098.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381YAH7 2049-08-20 2.094750 0.00 22737664.00 417800.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382AFG5 2049-10-20 3.500000 0.00 1084000.00 72993.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381MGM6 2066-12-16 1.039650 0.00 100526720.00 8166194.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381N7W2 2049-10-20 4.000000 0.00 4502344.00 702203.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381PQ71 2055-07-20 0.030000 0.00 69999872.00 41390.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381Q3P4 2055-08-20 0.050000 0.00 29999872.00 26072.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381Q4H1 2055-08-20 2.202170 0.00 3436424.00 151462.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381Q5M9 2055-01-20 6.000000 0.00 1666666.00 195905.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381Q5W7 2055-08-20 6.000000 0.00 1291666.00 157824.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381RRQ4 2049-02-20 2.144750 0.00 28926240.00 336208.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381S6M4 2068-08-16 4.500000 0.00 24193472.00 18327443.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381S6N2 2068-08-16 0.363850 0.00 126955392.00 7159380.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381JFV4 2063-03-16 0.500000 0.00 5287440.00 240873.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381JFY8 2064-07-16 0.927570 0.00 50000000.00 3230439.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381JYF8 2065-07-16 1.128090 0.00 39996000.00 3245057.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381L3P5 2066-12-16 0.752990 0.00 55369344.00 3735873.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381LB50 2065-07-16 0.449860 0.00 13922768.00 671470.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381LC34 2065-07-16 0.856380 0.00 121737856.00 7573965.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381LC59 2065-07-16 0.585370 0.00 25000000.00 1322288.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381LCE0 2065-07-16 0.902530 0.00 44000000.00 3018441.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381LCP5 2066-01-16 0.896310 0.00 105932032.00 6878089.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381MF96 2066-12-16 0.879300 0.00 106796416.00 7555082.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380AA56 2045-05-20 4.000000 0.00 1897844.00 2555564.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380AUM7 2046-09-20 2.094750 0.00 559956.00 9425.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380AYX9 2046-09-20 3.500000 0.00 50000000.00 490930.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380BHW8 2046-10-20 3.500000 0.00 1386598.00 38914.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38380HHW5 2047-09-20 3.500000 0.00 15000000.00 277889.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381HHE4 2063-09-16 0.000400 0.00 265427456.00 4716617.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381HHH7 2063-09-16 0.186000 0.00 331784192.00 6141495.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381HWJ6 2064-10-16 0.747620 0.00 70664064.00 4123539.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381JFT9 2064-12-16 0.500000 0.00 3276776.00 191739.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38381JFU6 2065-02-16 0.500000 0.00 717590.00 49474.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378GHA9 2042-11-20 3.500000 0.00 727878.00 16939.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38378TZT0 2041-10-20 3.500000 0.00 15000000.00 27386.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379EZ54 2044-09-16 2.224010 0.00 13956624.00 301848.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379GZ83 2044-11-20 4.000000 0.00 16600000.00 187115.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379NLZ3 2045-06-20 4.000000 0.00 21203872.00 336351.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379NPK2 2045-07-20 3.500000 0.00 60000000.00 339502.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379PUB1 2045-05-20 5.000000 0.00 10000000.00 170248.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379QFR1 2045-09-20 4.000000 0.00 12475000.00 161664.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379YNN4 2046-06-20 4.000000 0.00 430085.00 13035.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38379YXS2 2046-08-20 2.044750 0.00 7000000.00 111951.51 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HRHD4 2050-11-25 5.000000 0.00 1727500.00 221142.94 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 31395QD98 2033-01-01 3.000000 0.00 26000000.00 123894.81 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 31422M2C9 2051-06-01 2.000000 0.00 450000.00 41608.35 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 31423YVM8 2052-10-01 3.000000 0.00 2400000.00 304646.56 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 31424UAB2 2037-06-01 2.000000 0.00 8261648.00 246355.37 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 31424UAC0 2037-07-01 2.500000 0.00 5248360.00 131920.89 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 31424UAZ9 2052-04-01 2.000000 0.00 310000.00 29861.04 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 31424UWR3 2053-08-01 6.000000 0.00 10887696.00 1582721.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38375URX0 2064-10-20 1.433230 0.00 6215312.00 11920.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38377NHJ6 2037-06-16 N/A 0.00 17482784.00 369965.91 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HNYF9 2055-12-25 2.309710 0.00 200000000.00 14167732.62 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HNYJ1 2055-12-25 0.050000 0.00 200000000.00 313284.56 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HNYK8 2055-12-25 0.080000 0.00 100000000.00 252077.12 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HPGA5 2050-08-25 5.000000 0.00 2713050.00 309590.80 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HPGM9 2056-01-25 6.000000 0.00 1456026.00 316386.83 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HPHB2 2052-02-25 5.500000 0.00 2220908.00 313312.77 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HPHS5 2056-01-25 5.500000 0.00 1636364.00 340480.93 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HPJD6 2056-01-25 2.359710 0.00 17472300.00 953074.49 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HQ5F4 2055-05-25 5.500000 0.00 1136362.00 206319.87 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HQ6T3 2056-02-25 1.959710 0.00 55750500.00 2598689.23 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKX41 2055-04-25 6.000000 0.00 3728068.00 786753.44 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HL3H3 2052-02-25 6.000000 0.00 1685590.00 230480.20 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HMBX7 2054-01-25 6.000000 0.00 2389580.00 504813.85 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HME89 2055-08-25 0.020000 0.00 34999808.00 18861.37 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HMEA4 2055-08-25 0.050000 0.00 181903872.00 388323.21 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HMTM2 2054-05-25 6.000000 0.00 5793744.00 1128609.40 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HMUM0 2054-05-25 6.000000 0.00 2435952.00 517406.81 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HMVD9 2055-09-25 6.000000 0.00 1333332.00 268444.56 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HMVP2 2055-09-25 0.050000 0.00 91351168.00 191182.87 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HNXQ6 2055-04-25 5.500000 0.00 909091.00 149524.49 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFBH7 2054-08-25 0.250000 0.00 14000000.00 40618.57 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFBK0 2054-08-25 0.050000 0.00 16071680.00 9277.09 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFBU8 2053-04-25 6.000000 0.00 833334.00 152730.56 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFKQ7 2054-09-25 6.000000 0.00 8456384.00 1465819.61 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFZC2 2054-10-25 0.050000 0.00 5000000.00 5133.42 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HH3K5 2054-10-25 1.859710 0.00 15000000.00 360020.39 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJE37 2055-02-25 5.500000 0.00 4195320.00 4133062.40 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJEJ2 2055-02-25 0.050000 0.00 87802240.00 134084.06 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJF77 2055-02-25 0.050000 0.00 87802240.00 133267.28 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJXK8 2038-06-25 6.000000 0.00 10623920.00 115612.89 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HBR30 2054-03-25 6.500000 0.00 2721240.00 374469.75 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HBSK1 2054-03-25 6.500000 0.00 3600836.00 504823.81 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HBSM7 2054-03-25 6.500000 0.00 5418904.00 579310.87 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HCAW2 2054-04-25 6.500000 0.00 3769336.00 476121.02 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HCB27 2054-04-25 6.500000 0.00 3290140.00 463208.29 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HCT85 2054-05-25 3.379710 0.00 16611008.00 1052842.70 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDD23 2054-06-25 2.000000 0.00 50000000.00 741049.47 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDPC8 2054-07-25 6.500000 0.00 24961536.00 4286151.05 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFAG0 2054-08-25 0.050000 0.00 28860928.00 20381.94 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFB95 2054-08-25 6.000000 0.00 337500.00 72339.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384KM73 2054-03-20 6.000000 0.00 89500000.00 12706706.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384N4M4 2054-06-20 0.100000 0.00 100000000.00 106371.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384N5H4 2054-06-20 6.000000 0.00 1295968.00 279575.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383AL28 2051-09-20 2.500000 0.00 150962.00 8496.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383AZU1 2051-09-20 2.500000 0.00 1500000.00 103300.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383AZY3 2051-09-20 2.500000 0.00 5500000.00 517031.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383CXL9 2063-09-16 1.024690 0.00 147202048.00 6968995.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383DW38 2051-11-20 4.500000 0.00 14788800.00 1516900.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383FDA8 2051-12-20 4.000000 0.00 1355000.00 131099.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383JEL5 2068-09-16 0.462760 0.00 121981440.00 7347159.13 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GBXL4 2056-08-25 2.359710 0.00 59981376.00 4795638.69 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GCAN3 2056-01-25 6.000000 0.00 214583.00 44201.37 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GCVL4 2056-10-25 2.300000 0.00 100000000.00 6355444.50 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H2UH5 2049-01-25 2.500000 0.00 2100000.00 214282.70 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H2Z98 2051-08-25 0.954470 0.00 8000000.00 230767.03 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H3AM4 2050-07-25 3.000000 0.00 1335000.00 137255.62 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H3BX9 2051-10-25 2.500000 0.00 9000000.00 1114940.51 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H3LQ3 2051-11-25 3.000000 0.00 830000.00 76691.08 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H3Q21 2051-11-25 4.000000 0.00 950000.00 97044.45 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H3YE6 2049-01-25 4.000000 0.00 1043000.00 105308.68 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GBHE8 2056-08-25 1.799710 0.00 300000000.00 13884430.98 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GBXK6 2056-09-25 1.779710 0.00 130000000.00 7460698.67 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H5UR6 2048-11-25 3.000000 0.00 5000000.00 391431.43 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H63C7 2046-08-25 3.000000 0.00 2000000.00 165524.24 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H64H5 2048-06-25 3.000000 0.00 4166664.00 184825.71 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HA3X2 2053-05-25 0.150000 0.00 14000000.00 44633.12 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HANZ5 2046-12-15 4.000000 0.00 100000.00 15393.12 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HAUX2 2053-11-25 0.050000 0.00 13461504.00 11921.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384AGS6 2053-05-20 0.050000 0.00 3500000.00 3795.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384AXP3 2053-05-20 2.502170 0.00 13196832.00 520836.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384AXX6 2053-05-20 2.502170 0.00 26436544.00 1325268.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384BA43 2053-07-20 0.100000 0.00 25874432.00 17536.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384BB34 2053-05-20 0.050000 0.00 16966656.00 13809.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384BLP4 2053-06-20 0.050000 0.00 21413632.00 20780.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384BLZ2 2053-06-20 0.050000 0.00 40812288.00 23704.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384BMC2 2053-06-20 0.050000 0.00 25971456.00 15100.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384BMU2 2053-06-20 0.030000 0.00 67096320.00 41732.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383TWM1 2052-06-20 5.000000 0.00 24727072.00 2735970.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383VK23 2053-02-20 2.000000 0.00 45000000.00 1114444.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383VK64 2053-02-20 2.552170 0.00 3425000.00 108860.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383W4P8 2053-03-20 2.000000 0.00 50000000.00 1227036.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38383YSF0 2050-02-20 4.500000 0.00 7361000.00 875976.36 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FTZM2 2035-02-25 1.628666 0.00 111021824.00 9588484.07 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FUQC1 2049-09-25 3.500000 0.00 32528512.00 778922.96 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FWV72 2050-10-25 3.000000 0.00 585000.00 44599.21 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FXMX3 2050-11-25 2.500000 0.00 48321000.00 4341537.11 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FXP69 2050-11-25 2.000000 0.00 6000000.00 477429.80 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GBBW4 2056-07-25 2.409710 0.00 75000000.00 6471991.30 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GBBX2 2056-07-25 1.859710 0.00 125000000.00 5571413.57 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GBHB4 2056-08-25 3.589710 0.00 45355136.00 4723493.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382MZ77 2050-12-20 1.300000 0.00 92709760.00 2935160.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382NVV6 2051-02-20 2.000000 0.00 20000000.00 1527744.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382QN48 2051-05-20 5.000000 0.00 49481216.00 4443161.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382QN63 2051-05-20 3.500000 0.00 28571424.00 2090609.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382RAT5 2051-04-20 3.500000 0.00 14480560.00 868891.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382RRX8 2051-04-20 5.000000 0.00 35224576.00 2774597.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382TNW0 2050-10-20 0.250000 0.00 2275228.00 12204.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382WHH3 2051-01-20 2.100000 0.00 6318000.00 268354.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382GWB4 2050-07-20 2.194750 0.00 3727990.00 121063.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382JCA2 2050-09-20 2.500000 0.00 1500000.00 89060.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382LPQ8 2050-11-20 2.000000 0.00 11254848.00 714409.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38382MCX5 2050-10-20 0.050000 0.00 17021952.00 8641.63 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136FGQM2 2039-05-01 5.500000 0.00 5347024.00 7240.57 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136FLFG6 2041-11-01 3.500000 0.00 25400000.00 202813.63 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136FLFM3 2042-04-01 4.000000 0.00 710000.00 6705.51 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136FLFR2 2039-11-01 4.500000 0.00 16100000.00 79217.16 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G5BP4 2054-09-25 5.500000 0.00 237272.00 38642.87 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G5LT5 2054-09-25 0.050000 0.00 120356096.00 93998.88 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6A65 2056-08-25 1.809710 0.00 200000000.00 8549933.39 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6B98 2056-08-25 1.799710 0.00 200000000.00 8959455.88 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6JR0 2055-12-25 0.859710 0.00 54166656.00 1217522.84 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G6KF4 2056-06-25 6.000000 0.00 17813536.00 4109811.37 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G7HT6 2056-09-25 1.759710 0.00 206000000.00 6930924.22 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136G7UH7 2056-10-25 6.000000 0.00 7404832.00 1852276.76 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137AUUN7 2032-10-15 3.500000 0.00 365541.00 1478.09 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137B1J94 2043-04-15 3.500000 0.00 35753280.00 459275.02 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137B8KC0 2042-12-15 4.500000 0.00 46030208.00 395072.65 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F6P92 2050-11-25 2.500000 0.00 1300000.00 89709.66 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F9CW9 2051-02-25 2.500000 0.00 1000000.00 89687.03 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F9Y54 2050-08-25 3.000000 0.00 540000.00 54576.12 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FRKQ3 2050-03-25 3.500000 0.00 310000.00 12605.33 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FT2J5 2041-01-15 N/A 0.00 500000.00 155401.15 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 30298YAA1 2052-10-25 0.100000 0.00 1189650000.00 2950412.34 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 30298YAC7 2052-10-25 0.100000 0.00 270043136.00 769773.08 Agency Collateralized Mortgage Obligation Federal Home Loan Bank 2549001DPIFG 3130ATBZ9 2037-09-28 5.200000 0.00 2000000.00 1883871.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31325YQS0 2037-05-15 1.500000 0.00 3125000.00 92950.44 Agency Collateralized Mortgage Obligation Federal Farm Credit Bank 254900C5LP6D 3133EWZN3 2046-08-27 5.920000 0.00 6190000.00 6018993.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3136BSXG5 2054-08-25 6.000000 0.00 14095664.00 2995460.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384NXD2 2054-05-20 0.050000 0.00 20000000.00 16045.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384NXQ3 2054-05-20 6.500000 0.00 7457272.00 662212.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384NXX8 2054-04-20 0.100000 0.00 49956608.00 46034.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384PRM4 2054-06-20 3.652170 0.00 2000000.00 218359.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384RBS4 2067-11-16 0.972190 0.00 126282368.00 9264043.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384TNX6 2068-03-16 0.929580 0.00 130052096.00 9663612.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384UJP5 2054-07-20 0.100000 0.00 40000000.00 39813.17 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136B54Z5 2045-04-25 4.000000 0.00 57878848.00 1804142.34 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136B9A49 2050-05-25 3.000000 0.00 5128896.00 251433.26 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BBWT5 2048-06-25 4.000000 0.00 2385000.00 169589.49 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BBXG2 2050-09-25 2.500000 0.00 2700000.00 282297.54 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BCAY6 2050-10-25 2.500000 0.00 1200000.00 123039.61 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BCM72 2050-12-25 2.500000 0.00 40548400.00 3901577.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BDAW8 2043-12-25 5.000000 0.00 35469248.00 2121224.42 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BDY93 2051-02-25 2.500000 0.00 1100000.00 122655.52 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BFDQ3 2049-11-25 4.500000 0.00 16436000.00 1061188.77 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BFLT8 2051-03-25 2.000000 0.00 1125000.00 96695.16 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133QBLH4 2030-10-25 4.850000 0.00 11335100.00 11202274.66 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136AA5E1 2043-01-25 3.000000 0.00 1362000.00 18843.65 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136AC3A7 2043-03-25 4.000000 0.00 3344000.00 19039.94 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136ADKM0 2043-04-25 4.000000 0.00 3256168.00 22485.63 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136AGMW9 2043-10-25 N/A 0.00 20000000.00 2452243.97 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136AYTL7 2047-11-25 2.345230 0.00 39365248.00 620360.58 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136B1TS3 2048-04-25 3.000000 0.00 640000.00 11842.44 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136B23V2 2048-09-25 2.395230 0.00 55745280.00 221420.92 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136B3U73 2049-02-25 4.000000 0.00 3329500.00 32255.83 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136B54Y8 2048-11-25 4.000000 0.00 74215808.00 1476664.95 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BGNQ0 2047-12-25 2.500000 0.00 2000000.00 182929.45 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3136BHEL9 2051-05-25 3.500000 0.00 10322000.00 806795.34 Agency Collateralized Mortgage Obligation U.S. Treasury Note 254900HROIFW 912828YB0 2029-08-15 1.625000 0.00 108619800.00 99255279.72 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CDF5 2028-10-31 1.375000 0.00 13261300.00 12422373.08 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CES6 2029-05-31 2.750000 0.00 39618000.00 37813862.31 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CFU0 2027-10-31 4.125000 0.00 197800.00 200114.88 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CLU3 2031-10-31 4.125000 0.00 50165900.00 48882362.10 U.S. Treasuries (including strips) U.S. Treasury Floating Rate Note 254900HROIFW 91282CMJ7 2027-01-31 4.251148 0.00 532100.00 535853.45 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQK0 2031-04-30 3.875000 0.00 24775500.00 23976756.05 U.S. Treasuries (including strips) U.S. Treasury Floating Rate Note 254900HROIFW 91282CQM6 2028-04-30 4.256148 0.00 10349900.00 10430427.42 U.S. Treasuries (including strips) Government National Mortgage Association N/A 38385XYB2 2056-08-20 0.020000 0.00 49999872.00 32228.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385XYE6 2056-08-20 1.802170 0.00 111666560.00 5410112.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385XYP1 2056-08-20 6.000000 0.00 5263704.00 1260148.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385XYZ9 2056-08-20 1.812170 0.00 51923072.00 2205350.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385XZB1 2056-08-20 1.852170 0.00 50000000.00 2242207.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385YSL5 2056-09-20 1.800000 0.00 80769152.00 5075291.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385YSS0 2056-09-20 1.750000 0.00 66769152.00 3834626.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385YSZ4 2056-09-20 1.850000 0.00 50000000.00 2666294.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385YTD2 2056-09-20 2.380000 0.00 100000000.00 7518411.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385YTH3 2056-09-20 2.300000 0.00 100000000.00 6770388.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385SY23 2055-03-20 0.050000 0.00 22231720.00 33646.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385SY31 2055-10-20 2.302170 0.00 43039104.00 2504086.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385SY49 2053-06-20 0.080000 0.00 8741024.00 21205.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385SY56 2052-02-20 3.000000 0.00 24721728.00 3956544.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385XEY4 2056-07-20 1.852170 0.00 76806016.00 4137847.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385XFE7 2056-07-20 1.852170 0.00 84561792.00 4894801.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385XFM9 2056-07-20 1.892170 0.00 50000000.00 3057477.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385XFW7 2056-07-20 3.702170 0.00 100000000.00 14978776.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385XFX5 2056-07-20 3.142170 0.00 50000000.00 5965184.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385XGD8 2056-07-20 1.972170 0.00 79402496.00 2704702.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385R5U5 2056-05-20 0.060000 0.00 15000000.00 19561.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385R5Y7 2056-05-20 1.952170 0.00 77062016.00 4935734.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385R6K6 2056-05-20 1.302170 0.00 35000000.00 1107940.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385SU76 2052-09-20 5.500000 0.00 6363632.00 1044456.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385SV26 2056-06-20 5.000000 0.00 27195120.00 22023090.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385SW33 2056-06-20 1.902170 0.00 50000000.00 2975399.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385SW41 2056-06-20 1.252170 0.00 15000000.00 420236.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385SW58 2056-06-20 0.050000 0.00 20000000.00 30709.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385SX57 2056-06-20 1.902170 0.00 130000000.00 9309521.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385SX73 2056-06-20 4.000000 0.00 5467216.00 3779963.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385HX44 2055-10-20 0.050000 0.00 90232832.00 148853.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385JJT1 2055-11-20 0.050000 0.00 50000000.00 67963.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385KT34 2055-02-20 0.100000 0.00 15998544.00 34937.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385KWV8 2055-12-20 2.402170 0.00 55263872.00 3441819.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385KZ86 2055-12-20 5.500000 0.00 3232200.00 674770.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385LWE4 2056-01-20 5.500000 0.00 11054816.00 2750417.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385P4S5 2056-04-20 1.952170 0.00 75989504.00 3986188.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385PNK1 2056-03-20 2.002170 0.00 57631296.00 3227867.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385QHE0 2076-05-20 1.275310 0.00 100000000.00 8574659.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385R5L5 2056-05-20 0.532170 0.00 10000000.00 121642.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385D4D5 2055-03-20 0.070000 0.00 175000000.00 214354.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385FTE1 2055-04-20 0.050000 0.00 49999872.00 37110.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385FTW1 2055-04-20 0.050000 0.00 4000000.00 3929.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385FUG4 2055-04-20 N/A 0.00 4545448.00 2539684.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385FUQ2 2055-04-20 N/A 0.00 2727272.00 1487311.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385FUU3 2055-04-20 0.050000 0.00 15000000.00 19584.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385GTC3 2055-05-20 0.050000 0.00 24999936.00 19043.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385HDE4 2055-10-20 0.080000 0.00 66000000.00 190119.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385HFG7 2055-10-20 0.650000 0.00 75000000.00 2027812.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385HJF5 2055-10-20 3.552170 0.00 45000000.00 4070516.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384UKA6 2054-07-20 0.050000 0.00 20000000.00 18996.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384VTU1 2054-10-20 0.030000 0.00 29999872.00 20756.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384WFF7 2054-09-20 2.402170 0.00 64600000.00 3909343.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384XNR0 2052-09-20 6.000000 0.00 1792930.00 213171.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38384YBB6 2054-10-20 1.852170 0.00 93631488.00 3669347.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385AEJ7 2054-11-20 0.050000 0.00 4994909.00 5930.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385AFD9 2054-05-20 6.000000 0.00 15461424.00 2128854.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385BSD3 2054-10-20 6.000000 0.00 20782800.00 2559771.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385D3D6 2055-03-20 0.050000 0.00 42560768.00 42199.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 38385D3N4 2055-03-20 N/A 0.00 4846008.00 2747685.52 Agency Collateralized Mortgage Obligation Y Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-2 2026-10-01 2026-10-01 2026-10-01 N N N 0.0395 800000000.00 800000000.00 0.0035 N Y Y N Wells Fargo Bank NA Wells Fargo Bank NA 3.900000% ARP1MJN76 KB1H1DSPRFMY 0000072971 ARP1MJN76_3.90_1001 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 9128282R0 2027-08-15 2.250000 0.00 200000000.00 196578500.00 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CCH2 2028-06-30 1.250000 0.00 209000000.00 197117932.00 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CCS8 2031-08-15 1.250000 0.00 79442800.00 66559998.06 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CKU4 2031-05-31 4.625000 0.00 49892200.00 49743604.40 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-10-01 2026-10-01 2026-10-01 N N N 0.0390 500000000.00 500000000.00 0.0022 N Y Y N State Street Bank - Fixed Income Clearing Corp. State Street Bank - Fixed Income Clearing Corp. 3.880000% ARP1MJN84 549300H47WTH 0000093748 ARP1MJN84_3.88_1001 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 Bond N/A 912810SS8 2050-11-15 1.625000 0.00 300000000.00 142851564.00 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810UP1 2055-11-15 4.625000 0.00 19000000.00 16673984.66 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TG3 2052-05-15 2.875000 0.00 24000000.00 15268125.12 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SU3 2051-02-15 1.875000 0.00 196059000.00 98519647.50 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TQ1 2043-02-15 3.875000 0.00 100497900.00 82651672.86 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810UL0 2045-05-15 5.000000 0.00 211318600.00 199819899.10 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SX7 2051-05-15 2.375000 0.00 220000000.00 126121875.00 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810RN0 2045-08-15 2.875000 0.00 25000000.00 17057617.25 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TR9 2053-05-15 3.625000 0.00 250000000.00 184218752.50 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810UJ5 2045-02-15 4.750000 0.00 150000000.00 135796876.50 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-10-01 2026-10-01 2026-10-01 N N N 0.0388 999000000.00 999000000.00 0.0044 N Y Y N Wells Fargo Securities LLC - Fixed Income Clearing Corp. Wells Fargo Securities LLC - Fixed Income Clearing Corp. 3.890000% ARP1MJN92 549300H47WTH 0000072971 ARP1MJN92_3.89_1001 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Wells Fargo Securities LLC - Fixed Income Clearing Corp. N U.S. Treasury Note 254900HROIFW 91282CLK5 2029-08-31 3.625000 0.00 353070000.00 341273629.00 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CRG8 2029-08-15 4.250000 0.00 378000100.00 372726431.63 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 700000000.00 700000000.00 0.0031 N Y Y N The Northwestern Mutual Life Insurance Co. The Northwestern Mutual Life Insurance Co. 3.900000% ARP1MJNA9 1DU7IM20QESY 0000073076 ARP1MJNA9_3.90_1001 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 3133AF4D0 2051-02-01 2.000000 0.00 3137300.00 1506486.78 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133B5AW2 2052-02-01 2.000000 0.00 40000000.00 23108681.60 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31329NJE9 2046-12-01 3.000000 0.00 141515000.00 28917741.16 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133AJ5W9 2051-04-01 2.000000 0.00 47207100.00 24758273.90 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KKVF3 2050-12-01 2.000000 0.00 15269300.00 7347992.55 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3140QRUG6 2053-03-01 5.500000 0.00 20173000.00 14376801.04 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3140XMLU8 2053-08-01 6.500000 0.00 63850000.00 30852983.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179WDR6 2051-04-20 2.500000 0.00 32814000.00 14235786.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179WJR0 2051-07-20 2.500000 0.00 100.00 48.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179XDD5 2052-08-20 4.000000 0.00 36499000.00 22908073.95 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133AEMV3 2051-01-01 2.000000 0.00 55518700.00 28163015.91 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133AME36 2051-06-01 2.000000 0.00 24035400.00 12121675.93 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133ACM39 2050-11-01 2.000000 0.00 27557500.00 14204887.05 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133ATS44 2051-10-01 2.000000 0.00 21306700.00 11083744.06 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KNLA9 2052-01-01 2.500000 0.00 39744000.00 21161193.21 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31329JM53 2043-01-01 3.000000 0.00 227794400.00 39153718.33 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131XU5N3 2046-09-01 3.000000 0.00 90262300.00 14464402.69 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A5E92 2046-04-01 4.000000 0.00 122702000.00 11034070.60 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3140QQZ57 2052-12-01 4.500000 0.00 28483000.00 18845823.37 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3140N1WB5 2052-10-01 4.500000 0.00 37249000.00 26091798.09 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3140MN3B0 2052-06-01 5.000000 0.00 30225300.00 16327405.41 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3140M6VM2 2054-11-01 5.000000 0.00 14669000.00 11674035.99 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3140M56R1 2054-04-01 5.500000 0.00 8590000.00 5988916.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179W5E4 2052-05-20 4.000000 0.00 52504000.00 32081066.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179XFH4 2052-09-20 4.500000 0.00 39637000.00 25335416.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179YKR4 2053-11-20 5.000000 0.00 5020000.00 3833217.08 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3140L1JB2 2051-05-01 2.000000 0.00 43621500.00 25089126.44 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3140LRYJ1 2051-10-01 2.000000 0.00 8255200.00 4352299.85 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3140LRWJ3 2051-09-01 2.000000 0.00 23998200.00 10143715.88 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3140XTBE0 2051-02-01 2.500000 0.00 48032000.00 28888782.03 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3140M3B41 2052-02-01 2.500000 0.00 45503000.00 23630819.08 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3140M9MN4 2052-01-01 2.500000 0.00 34429300.00 19093925.82 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3140L5RJ7 2051-06-01 2.500000 0.00 27452500.00 12717399.17 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3138W9GL8 2043-08-01 3.000000 0.00 176440400.00 29174721.85 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3138WE5K1 2045-07-01 3.500000 0.00 154975600.00 21575143.57 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3140XGJT7 2052-03-01 3.500000 0.00 40860700.00 21661622.63 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3140QGZQ3 2051-02-01 2.000000 0.00 17353200.00 8637248.14 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3140MAES9 2052-02-01 2.000000 0.00 31253000.00 16663088.25 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3140MAET7 2052-02-01 2.000000 0.00 14516400.00 7895722.10 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3140L2RT2 2051-01-01 2.000000 0.00 1591500.00 720544.67 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3140L15D3 2051-01-01 2.000000 0.00 7795600.00 3773319.54 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3140LRWC8 2051-07-01 2.000000 0.00 22737600.00 10789658.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3140LUWU1 2051-07-01 2.000000 0.00 45449200.00 24141615.15 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3140LSZT6 2051-06-01 2.000000 0.00 45263300.00 24804224.57 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3140L1LB9 2051-03-01 2.000000 0.00 18928600.00 9551670.63 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3140L7YX4 2051-03-01 2.000000 0.00 34034600.00 16076956.33 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A5EL5 2045-11-01 4.000000 0.00 128531300.00 10504597.08 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426AX86 2055-02-01 5.000000 0.00 11155000.00 8617903.78 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31425YNE3 2055-01-01 5.000000 0.00 6932000.00 5934947.28 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KQW28 2053-03-01 5.000000 0.00 11604000.00 8022946.65 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GSP44 2054-08-01 5.500000 0.00 14602000.00 12160689.28 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KR6P4 2053-09-01 6.000000 0.00 53513000.00 36325005.94 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 31418DVA7 2050-12-01 2.000000 0.00 31638000.00 14773788.04 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3140QPK48 2052-06-01 4.000000 0.00 51500000.00 32146125.41 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3140QUS56 2054-06-01 5.500000 0.00 7458000.00 6043762.57 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3140KVTT7 2050-12-01 2.000000 0.00 29794300.00 14415685.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179XHZ2 2052-10-20 5.000000 0.00 14232000.00 8948083.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179XFJ0 2052-09-20 5.000000 0.00 25294000.00 15810211.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179XTD8 2053-02-20 5.500000 0.00 20151000.00 10984855.99 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZ 3140F5S87 2046-10-01 3.000000 0.00 129588400.00 24449903.46 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31329NC48 2045-10-01 4.000000 0.00 151447200.00 12183863.63 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131XVH32 2046-11-01 3.000000 0.00 31560300.00 6030612.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179VZQ6 2050-12-20 2.000000 0.00 23926100.00 10033422.71 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131XKE88 2042-09-01 3.500000 0.00 150937000.00 13654973.04 Agency Collateralized Mortgage Obligation Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-10-01 2026-10-01 2026-10-01 N N N 0.0390 1000000000.00 1000000000.00 0.0044 N Y Y N Teacher Retirement System of Texas Teacher Retirement System of Texas 4.000000% ARP1MJNJ0 UVCP0ONBRH8AI9HEYC97 0000796848 ARP1MJNJ0_4.00_1002 Other Instrument Forward-settling repo, collateral not yet assigned Y Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-10-02 2026-10-02 2026-10-02 N N N 0.0400 978857843.13 978857843.13 0.0043 N N Y N BMO Harris Bank NA BMO Harris Bank NA 3.900000% ARP1MKAR3 3Y4U8VZURTYW 0000009622 ARP1MKAR3_3.90_1001 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 3128MEX30 2031-08-01 2.000000 0.00 21825718.00 2330219.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132D54Y5 2035-04-01 2.000000 0.00 132186724.00 23858238.01 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140J1MR6 2027-10-01 0.930000 0.00 196545216.00 188827114.79 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140J2VY9 2028-01-01 1.080000 0.00 15870234.00 14274127.44 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140J6EX1 2037-04-01 2.500000 0.00 9739501.00 1453634.21 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140JQSF1 2034-08-01 2.500000 0.00 6459681.00 1203949.99 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418AE95 2032-05-01 3.500000 0.00 10429322.00 505856.86 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418D5P3 2051-09-01 2.000000 0.00 33741906.00 19195111.61 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179NVP0 2043-12-20 4.000000 0.00 9622538.00 514651.70 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179WLQ9 2051-08-20 3.000000 0.00 9054443.00 4377417.06 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3622ABWR9 2037-03-20 1.500000 0.00 2559800.00 1187936.75 Agency Mortgage-Backed Securities Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-10-01 2026-10-01 2026-10-01 N N N 0.0390 250000000.00 250000000.00 0.0011 N Y Y N HSBC Securities (USA) Inc. HSBC Securities (USA) Inc. 3.890000% ARP1MKB27 CYYGQCGNHMHP 0001092524 ARP1MKB27_3.89_1001 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 36179V4W7 2051-01-20 3.000000 0.00 1024.00 321.43 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179VDP2 2050-01-20 3.500000 0.00 1000.00 110.03 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179VFR6 2050-02-20 4.000000 0.00 4000.00 479.62 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179VHS2 2050-02-20 3.000000 0.00 3029.00 407.22 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179VHV5 2049-07-20 4.500000 0.00 8004.00 912.89 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179VKM1 2050-04-20 3.500000 0.00 22824240.00 3863081.45 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179VME7 2050-05-20 3.500000 0.00 4000.00 732.12 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179VMF4 2050-05-20 4.000000 0.00 1000.00 173.98 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179VN30 2050-06-20 3.000000 0.00 13989.00 2985.72 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179VN30 2050-06-20 3.000000 0.00 929000.00 198279.62 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179VQT0 2050-07-20 3.000000 0.00 928451.00 213827.20 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179VSF8 2050-08-20 2.000000 0.00 1990.00 743.67 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179VSJ0 2050-08-20 3.500000 0.00 5438.00 1267.24 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179VSL5 2050-08-20 4.500000 0.00 1999.00 387.84 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179VTV2 2050-09-20 2.000000 0.00 2000.00 788.39 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179VV31 2050-10-20 4.000000 0.00 4045.00 1027.95 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179VZQ6 2050-12-20 2.000000 0.00 4000.00 1684.51 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179WDM7 2051-04-20 4.500000 0.00 587476.00 107411.14 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179WG44 2051-06-20 3.000000 0.00 6785.00 2909.57 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179WG44 2051-06-20 3.000000 0.00 708682.00 303899.76 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179XFK7 2052-09-20 5.500000 0.00 1686.00 918.86 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179XH25 2052-10-20 5.500000 0.00 1024.00 579.89 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179XLG9 2052-11-20 4.500000 0.00 2000.00 1321.79 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179XLJ3 2052-10-20 5.500000 0.00 2000.00 1153.88 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179XND4 2052-12-20 4.000000 0.00 2080.00 1410.67 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179XNE2 2052-12-20 4.500000 0.00 1000.00 673.89 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179XS98 2052-11-20 3.500000 0.00 1000.00 617.50 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179XX68 2053-04-20 5.500000 0.00 39602.00 22766.74 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179YAN4 2053-07-20 3.500000 0.00 4000.00 2567.09 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179YAS3 2053-07-20 5.500000 0.00 3016.00 1839.72 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179YDH4 2053-07-20 4.500000 0.00 1058.00 788.65 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179YPF5 2054-01-20 5.000000 0.00 49000.00 37826.76 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179YRE6 2052-10-20 4.000000 0.00 1001.00 732.50 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179YW26 2054-04-20 4.000000 0.00 1000.00 782.09 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3617B9SG2 2047-09-15 4.000000 0.00 2000.00 657.73 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3617BJRG1 2047-10-15 4.000000 0.00 3000.00 885.90 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3617BTEQ1 2048-01-15 4.000000 0.00 1000.00 394.59 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3617F0WY3 2058-01-15 4.450000 0.00 2814736.00 2546615.40 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3617MKK99 2050-04-20 4.000000 0.00 6002.00 1125.30 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36180MXS1 2043-03-15 3.500000 0.00 3000.00 467.35 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36182AJA0 2043-09-15 3.500000 0.00 3000.00 304.31 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36184CR56 2045-03-15 3.500000 0.00 3999.00 252.87 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618B0HL0 2058-05-15 4.760000 0.00 9000.00 8300.61 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618BWMV2 2053-07-20 6.000000 0.00 1283106.00 934447.33 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618H06Y8 2056-06-20 7.500000 0.00 690660.00 742735.25 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618K4EK7 2065-03-20 6.500000 0.00 4540856.00 3056494.42 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618K6P53 2056-01-20 6.000000 0.00 230398.00 233603.93 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618K6WE6 2055-02-20 6.500000 0.00 3667660.00 2442317.31 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618K6WZ9 2055-01-20 6.500000 0.00 1847364.00 1082845.20 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618KNNY5 2065-05-20 7.000000 0.00 1390560.00 653456.55 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618KPNQ7 2055-08-20 6.500000 0.00 3042316.00 2841325.86 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618KSCZ3 2065-04-20 6.500000 0.00 477546.00 332973.67 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618KSVC3 2064-11-20 5.500000 0.00 26856.00 25570.62 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618KSVE9 2065-02-20 6.500000 0.00 1000.00 470.24 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618KTLP3 2065-03-20 6.500000 0.00 344889.00 164764.67 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618KUX93 2065-04-20 6.500000 0.00 2363884.00 1509149.77 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618KV4H5 2065-05-20 6.500000 0.00 5749264.00 2473225.13 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618KV5E1 2065-05-20 6.500000 0.00 4444088.00 2494102.42 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618KYKM0 2065-05-20 6.500000 0.00 4637552.00 3350138.99 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618L0B35 2065-05-20 6.500000 0.00 45518720.00 28771276.59 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618L0B43 2065-05-20 7.000000 0.00 22616672.00 15126629.90 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618L4VT8 2065-05-20 6.500000 0.00 2092556.00 1276159.91 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618L6B99 2065-05-20 6.500000 0.00 891985.00 894613.51 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618L8DN2 2055-07-20 6.000000 0.00 1284012.00 1277215.03 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618LB4A3 2055-09-20 6.000000 0.00 14221728.00 12934931.51 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618LCEM4 2056-02-20 5.000000 0.00 1341.00 922.53 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618LG4M6 2055-12-20 6.000000 0.00 10249488.00 9514155.25 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618LGWK9 2055-10-20 5.500000 0.00 1950.00 1798.59 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618LGX85 2055-11-20 5.500000 0.00 1463.00 1233.11 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618LJD81 2055-08-20 6.000000 0.00 7033176.00 5881866.22 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618LKLG1 2067-12-15 4.950000 0.00 330805.00 312620.15 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618LLBA3 2055-07-20 6.500000 0.00 1162616.00 965325.61 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618LLL53 2065-09-20 7.000000 0.00 4803040.00 2650661.01 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618LLLJ3 2065-07-20 7.000000 0.00 2534608.00 1507053.55 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618LLLY0 2065-09-20 7.000000 0.00 2702368.00 1705466.04 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618LLM37 2065-09-20 7.000000 0.00 3606056.00 1178779.36 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618LLQV1 2055-07-20 7.500000 0.00 623302.00 653102.18 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XLDS4 2053-04-01 5.500000 0.00 1024.00 676.99 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XLGD4 2053-05-01 5.000000 0.00 2000.00 1355.38 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XLH27 2052-08-01 3.500000 0.00 1000.00 693.29 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XLHJ0 2053-02-01 6.500000 0.00 3212.00 1995.36 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XLHK7 2053-02-01 6.500000 0.00 1100.00 656.59 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XLJ33 2051-10-01 4.000000 0.00 1000.00 624.42 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XLLE6 2053-06-01 5.000000 0.00 1000.00 672.37 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XLMW5 2053-06-01 5.500000 0.00 6040.00 3876.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XLP51 2048-01-01 3.500000 0.00 4038.00 2708.09 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XLP93 2053-01-01 4.000000 0.00 3000.00 2071.11 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XLPD4 2053-05-01 2.500000 0.00 3002.00 1898.65 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XLPK8 2052-04-01 3.500000 0.00 4000.00 2486.41 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XLPW2 2052-01-01 2.500000 0.00 4000.00 2397.52 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XLT32 2053-07-01 6.000000 0.00 1000.00 605.06 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XLUN6 2053-04-01 3.500000 0.00 5000.00 3333.12 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XLV39 2051-09-01 3.000000 0.00 3012.00 2023.30 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XLY44 2053-06-01 5.500000 0.00 1000.00 610.83 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XM3Y0 2053-11-01 5.500000 0.00 5000.00 3526.68 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XM4U7 2032-05-01 1.500000 0.00 9003.00 4163.26 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XM5R3 2052-08-01 3.500000 0.00 3000.00 1996.41 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XMBF2 2053-06-01 5.500000 0.00 1000.00 649.76 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XMC95 2047-03-01 2.500000 0.00 2000.00 1268.21 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418EPC8 2053-02-01 5.000000 0.00 2985.00 1987.87 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418EPT1 2053-02-01 3.500000 0.00 4000.00 2688.49 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418EQR4 2053-03-01 3.500000 0.00 7000.00 4774.92 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418ER93 2053-05-01 6.000000 0.00 1023.00 548.67 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418ERW2 2053-04-01 3.500000 0.00 6000.00 4323.47 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418ES50 2053-06-01 5.500000 0.00 146720.00 92709.46 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418ETL4 2053-06-01 4.000000 0.00 1000.00 717.44 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418EU73 2053-08-01 4.500000 0.00 6000.00 4368.50 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418EV23 2053-08-01 6.000000 0.00 3008.00 1174.93 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418EV56 2053-09-01 4.000000 0.00 1000.00 715.08 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418EVD9 2038-08-01 5.500000 0.00 9000.00 3921.85 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418EVZ0 2053-07-01 3.500000 0.00 2000.00 1437.61 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418EYD6 2053-11-01 4.000000 0.00 2000.00 1472.80 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418EZK9 2054-01-01 5.000000 0.00 3000.00 2333.46 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FAV9 2054-07-01 5.000000 0.00 2000.00 1622.02 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FB48 2054-06-01 3.500000 0.00 1064.00 868.48 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FBU0 2039-08-01 6.000000 0.00 6000.00 2630.40 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FC88 2054-10-01 4.000000 0.00 2000.00 1588.63 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FC96 2054-10-01 4.500000 0.00 2000.00 1632.01 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FCF2 2054-09-01 5.000000 0.00 1000.00 800.92 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FD87 2054-10-01 3.500000 0.00 1000.00 776.26 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FEB9 2054-11-01 4.500000 0.00 12000.00 9654.72 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FFN2 2054-11-01 3.500000 0.00 1000.00 774.49 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FGP6 2055-01-01 3.500000 0.00 1000.00 794.54 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FHV2 2055-03-01 4.000000 0.00 32000.00 25884.77 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FKM8 2055-05-01 5.000000 0.00 1000.00 825.44 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FLF2 2055-05-01 3.500000 0.00 1000.00 789.47 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FLM7 2055-06-01 3.500000 0.00 2000.00 1601.38 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FQG5 2055-10-01 6.000000 0.00 3988.00 3063.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31425VX40 2054-12-01 4.500000 0.00 1000.00 867.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31425WM40 2054-12-01 5.500000 0.00 1000.00 634.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426QKA0 2055-06-01 6.000000 0.00 1000.00 804.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426QMV2 2055-05-01 6.500000 0.00 1000.00 705.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GX6R3 2056-08-01 5.000000 0.00 14770440.00 13722292.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142J6AT0 2055-06-01 3.500000 0.00 1000.00 812.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142J6B28 2055-10-01 5.500000 0.00 1000.00 819.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142J6EA7 2056-06-01 5.500000 0.00 4000.00 3673.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142J6FD0 2056-09-01 4.000000 0.00 1980.00 1734.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JSHW8 2056-01-01 6.500000 0.00 1000.00 1018.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JSNB7 2056-01-01 5.000000 0.00 1024.00 920.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JTWY5 2056-02-01 6.500000 0.00 1000.00 1013.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JUQ29 2056-02-01 7.000000 0.00 1000.00 1036.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JVC97 2056-02-01 6.500000 0.00 1000.00 912.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JWF76 2056-02-01 5.500000 0.00 1000.00 954.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JYG48 2056-03-01 4.500000 0.00 1000.00 897.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JYYW6 2056-04-01 5.000000 0.00 1000.00 926.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142K2DG2 2056-04-01 5.000000 0.00 2000.00 1845.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142K33B2 2056-05-01 5.000000 0.00 1000.00 926.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142K4ST4 2056-05-01 5.000000 0.00 1024.00 931.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142K7PP8 2056-06-01 5.000000 0.00 1000.00 930.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142K8TD9 2056-06-01 5.500000 0.00 1000.00 966.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142K8WB9 2056-06-01 6.000000 0.00 2000.00 1979.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142K9J97 2056-07-01 5.000000 0.00 2998.00 2776.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142KACQ3 2056-07-01 6.000000 0.00 2000.00 1982.60 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36177P3J2 2042-11-20 3.000000 0.00 665000.00 78052.88 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179MEV8 2042-06-20 3.500000 0.00 2500000.00 58763.51 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179RBX6 2045-04-20 3.500000 0.00 8000.00 497.61 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179RF95 2045-06-20 3.500000 0.00 3650.00 266.63 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179S5K9 2047-05-20 3.000000 0.00 1002.00 122.22 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179SQU4 2046-11-20 2.500000 0.00 3000.00 425.03 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179SQW0 2046-11-20 3.500000 0.00 2001.00 210.96 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179SWW3 2047-02-20 3.000000 0.00 1000.00 130.61 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179T7J8 2048-08-20 3.500000 0.00 6000.00 581.15 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179T7K5 2048-08-20 4.000000 0.00 1000.00 79.89 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179TE27 2047-08-20 4.000000 0.00 1000.00 92.79 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179TG41 2047-09-20 3.500000 0.00 1000.00 100.18 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179TJ22 2047-10-20 5.000000 0.00 2000.00 152.96 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179TJX4 2047-10-20 3.500000 0.00 1001.00 102.02 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179TLR4 2047-11-20 3.000000 0.00 1014.00 115.86 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179TQQ1 2047-12-20 4.000000 0.00 4005.00 347.89 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179TSG1 2048-02-20 3.500000 0.00 2000.00 211.27 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179TSH9 2048-02-20 4.000000 0.00 1055.00 88.80 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179TSK2 2048-02-20 5.000000 0.00 12101.00 896.54 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179TXX8 2048-04-20 5.000000 0.00 2297.00 149.29 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179TZ57 2048-06-20 4.000000 0.00 4004.00 304.44 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179U4A7 2049-10-20 2.500000 0.00 4000.00 614.66 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179U6V9 2049-11-20 3.500000 0.00 66559744.00 7048528.37 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179U6Y3 2049-10-20 5.000000 0.00 1000.00 114.77 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179UD82 2048-10-20 3.500000 0.00 1000.00 91.60 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179UGD8 2048-11-20 4.500000 0.00 11000.00 699.54 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179UH39 2048-12-20 3.500000 0.00 25779.00 2564.80 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179UH39 2048-12-20 3.500000 0.00 734000.00 73027.15 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179UH54 2048-12-20 4.500000 0.00 3072.00 177.34 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179UH62 2048-12-20 5.000000 0.00 7031.00 374.53 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179UKY7 2049-01-20 4.500000 0.00 2000.00 110.81 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179UMN9 2049-01-20 5.000000 0.00 6000.00 335.77 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179UPA4 2049-03-20 4.000000 0.00 1994.00 138.63 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179UPB2 2049-03-20 4.500000 0.00 2009.00 127.22 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179UQ70 2049-03-20 5.000000 0.00 3000.00 193.69 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179USV5 2049-05-20 4.500000 0.00 3069.00 247.21 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179UV82 2049-07-20 3.500000 0.00 7927.00 722.98 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179UXT4 2049-08-20 3.500000 0.00 1000.00 101.33 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179UZT2 2049-09-20 3.500000 0.00 1000390.00 98377.23 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179UZT2 2049-09-20 3.500000 0.00 97915000.00 9628852.13 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179V4U1 2051-01-20 2.000000 0.00 1000.00 424.85 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XMD29 2053-01-01 4.500000 0.00 1980.00 1375.20 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XME85 2051-09-01 3.500000 0.00 4000.00 2640.33 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XMFF8 2052-11-01 5.000000 0.00 1024.00 735.06 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XMJA5 2053-08-01 5.500000 0.00 1000.00 672.18 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XMJE7 2053-08-01 5.500000 0.00 2028.00 1471.42 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XMKL9 2053-08-01 5.500000 0.00 2030.00 1621.25 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XMLF1 2051-12-01 3.500000 0.00 1000.00 623.18 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XMM60 2053-08-01 5.500000 0.00 3106.00 1628.35 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XMP34 2052-06-01 3.500000 0.00 4009.00 2585.55 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XMPM2 2053-09-01 5.500000 0.00 1024.00 810.76 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XMPU4 2053-09-01 6.000000 0.00 3072.00 1699.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XMQT6 2053-01-01 4.500000 0.00 1000.00 737.52 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XMR73 2053-09-01 6.000000 0.00 1024.00 719.63 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XMRV0 2053-09-01 6.500000 0.00 2000.00 998.37 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XMSA5 2052-05-01 4.000000 0.00 5000.00 3297.52 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XMT71 2053-10-01 6.500000 0.00 1059.00 633.92 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XMTL0 2053-10-01 6.000000 0.00 6117.00 4068.47 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XMTY2 2053-10-01 6.500000 0.00 1024.00 620.80 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XMX76 2053-08-01 5.500000 0.00 1000.00 742.57 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XN2K9 2052-05-01 3.500000 0.00 2016.00 1340.36 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XNKP8 2053-12-01 3.500000 0.00 3000.00 2153.22 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XNKT0 2052-06-01 2.000000 0.00 2000.00 1304.20 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XNLD4 2038-03-01 2.000000 0.00 3000.00 1862.95 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XNNR1 2052-02-01 2.500000 0.00 1007.00 621.67 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XNQS6 2054-01-01 6.500000 0.00 2000.00 1235.35 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XNSP0 2053-12-01 6.000000 0.00 5139.00 3583.15 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XNUX0 2052-03-01 2.500000 0.00 1000.00 644.12 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XNX82 2054-01-01 6.500000 0.00 1027.00 645.90 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XP2D0 2031-07-01 1.500000 0.00 3000.00 1534.48 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XP4M8 2052-03-01 2.500000 0.00 2000.00 1309.44 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XP6B0 2054-03-01 5.500000 0.00 1000.00 686.69 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XPBT5 2052-10-01 4.500000 0.00 3000.00 2122.69 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XPC23 2053-03-01 4.500000 0.00 3057.00 2099.66 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XPG86 2054-03-01 5.500000 0.00 2133.00 1624.69 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XPJ91 2053-11-01 6.500000 0.00 3135.00 1671.80 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XR2D6 2052-10-01 4.000000 0.00 1008.00 760.57 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XRQF5 2053-08-01 4.500000 0.00 2010000.00 1584300.34 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y67J3 2055-08-01 6.500000 0.00 2085.00 1660.37 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y6C40 2055-03-01 5.000000 0.00 3074.00 2723.33 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y6CN8 2055-03-01 5.500000 0.00 5265.00 4597.64 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y6G20 2055-04-01 6.500000 0.00 5166.00 3615.75 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y6GY0 2055-04-01 5.500000 0.00 4177.00 3549.40 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y6HH6 2055-04-01 5.000000 0.00 1040.00 895.57 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y6JM3 2055-04-01 6.000000 0.00 2000.00 1652.25 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y6MV9 2055-05-01 5.000000 0.00 2078.00 1849.65 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y6NA4 2055-05-01 5.000000 0.00 3118.00 2736.77 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y7U30 2055-11-01 5.000000 0.00 1027.00 890.10 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y7WF1 2055-09-01 6.000000 0.00 4218.00 3910.57 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y8B62 2056-01-01 5.500000 0.00 4002.00 3763.01 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y8BN5 2056-01-01 5.500000 0.00 2000.00 1842.59 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y8BU9 2056-01-01 5.500000 0.00 5086.00 4643.54 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y8DU7 2056-02-01 5.000000 0.00 2460.00 2244.87 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y9KP8 2056-07-01 5.500000 0.00 1047.00 1004.85 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y9L51 2056-07-01 5.500000 0.00 5184.00 4993.46 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y9MJ0 2056-07-01 5.500000 0.00 3240.00 3068.25 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y9RL0 2056-08-01 5.500000 0.00 1000.00 952.23 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y9W34 2056-09-01 5.000000 0.00 1024.00 953.02 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y9WZ3 2056-09-01 5.000000 0.00 1028.00 959.10 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y9X82 2056-09-01 6.000000 0.00 1026.00 1013.60 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31410LJ37 2039-01-01 6.500000 0.00 4266.00 170.87 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31410UWS7 2036-01-01 6.000000 0.00 1002.00 43.17 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31411G4S8 2036-11-01 8.000000 0.00 2006.00 33.81 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31411YEQ2 2037-05-01 6.000000 0.00 1003.00 21.40 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31412HUT4 2031-12-01 5.500000 0.00 1008.00 7.99 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31412QHA0 2039-08-01 5.500000 0.00 8464.00 39.69 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31412QTZ2 2039-09-01 4.000000 0.00 9031.00 469.07 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31414DQY5 2038-05-01 4.500000 0.00 6015.00 153.12 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31416BMZ8 2038-11-01 6.000000 0.00 1199.00 19.74 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31416QD28 2040-02-01 4.000000 0.00 7010.00 127.83 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31416VQM9 2039-02-01 5.000000 0.00 2054.00 50.19 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31416WLC4 2040-07-01 4.500000 0.00 1000.00 54.58 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31416Y5G9 2031-09-01 4.000000 0.00 2244.00 65.61 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31416YBS6 2041-04-01 4.000000 0.00 1002.00 76.15 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31416YND6 2041-05-01 4.000000 0.00 1005.00 60.52 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31417BFC6 2041-08-01 4.500000 0.00 2008.00 114.01 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31417C6U4 2042-09-01 3.500000 0.00 1000.00 63.59 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31417CD36 2042-07-01 3.500000 0.00 5295.00 293.97 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31417CXE0 2042-09-01 3.500000 0.00 9426.00 819.95 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31417DFG3 2027-10-01 2.500000 0.00 2000.00 29.74 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31417EBJ9 2027-12-01 2.000000 0.00 1000.00 12.54 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31417EDF5 2042-12-01 3.500000 0.00 3135.00 454.89 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31417EDG3 2042-12-01 3.500000 0.00 4368.00 697.64 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31417EEH0 2042-12-01 3.500000 0.00 3072.00 293.76 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31417EQZ7 2043-01-01 3.500000 0.00 2000.00 186.56 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31417FED6 2042-06-01 3.500000 0.00 4018.00 355.29 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31417FF29 2042-04-01 3.500000 0.00 2081.00 250.55 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31417FVT2 2043-03-01 3.500000 0.00 11339.00 1894.93 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31417GFD3 2043-05-01 3.500000 0.00 9245.00 1011.86 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31417GKK1 2043-05-01 3.500000 0.00 3000.00 58.33 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31417GV86 2053-06-01 3.500000 0.00 1004.00 194.11 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31417GX92 2043-06-01 3.500000 0.00 4097.00 472.35 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31417QXW9 2039-12-01 4.000000 0.00 1000.00 94.53 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31417YGJ0 2029-10-01 4.500000 0.00 1000.00 8.64 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31417YQ26 2030-07-01 5.000000 0.00 1170.00 15.07 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31417YVU8 2041-01-01 4.000000 0.00 3000.00 36.36 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31417YYE1 2041-02-01 4.500000 0.00 2016.00 71.35 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418ALW6 2027-11-01 2.500000 0.00 2650996.00 27366.21 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418BCC8 2044-03-01 4.500000 0.00 2001.00 319.32 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418BQY5 2045-05-01 3.000000 0.00 1000.00 65.22 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418C4E1 2048-11-01 3.500000 0.00 2067.00 165.38 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418C4X9 2048-12-01 4.500000 0.00 7000.00 434.15 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418C6Y5 2029-02-01 4.000000 0.00 13776.00 564.09 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418C7E8 2049-02-01 4.000000 0.00 8000.00 387.78 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418CAH7 2036-08-01 3.000000 0.00 2002.00 236.06 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418CBF0 2046-09-01 3.000000 0.00 1000.00 138.66 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418CEL4 2046-11-01 3.000000 0.00 4014.00 1025.80 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418CLG7 2047-06-01 3.500000 0.00 24000.00 2152.37 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418CNE0 2047-08-01 4.000000 0.00 31947.00 2854.64 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418CQB3 2047-10-01 4.000000 0.00 2000.00 202.67 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418CQM9 2027-10-01 3.000000 0.00 3000.00 47.24 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418CR89 2047-12-01 3.500000 0.00 4996.00 550.04 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418CSC9 2037-12-01 3.000000 0.00 1000.00 122.64 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418CSK1 2027-12-01 3.000000 0.00 2010.00 45.76 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418CZH0 2048-08-01 4.000000 0.00 5000.00 315.86 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418CZL1 2048-08-01 4.000000 0.00 8003.00 382.85 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418D2V3 2041-07-01 2.000000 0.00 1000.00 514.35 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418D2X9 2031-07-01 1.500000 0.00 1000.00 307.04 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418D3Y6 2051-09-01 2.500000 0.00 5000.00 2614.41 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418D3Z3 2051-09-01 3.000000 0.00 1000.00 444.81 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418D4X7 2051-10-01 2.000000 0.00 7979.00 4371.09 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418D6B3 2051-11-01 2.000000 0.00 1022.00 568.54 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418D7H9 2051-12-01 3.500000 0.00 3000.00 1422.23 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418DAR3 2049-03-01 4.000000 0.00 3000.00 173.22 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418DC67 2049-07-01 3.500000 0.00 3000.00 228.37 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418DEA6 2039-07-01 4.000000 0.00 1000.00 118.80 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418DEU2 2049-08-01 4.000000 0.00 4000.00 359.18 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418DFR8 2049-09-01 3.500000 0.00 3000.00 289.34 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418DUJ9 2050-11-01 3.000000 0.00 6468.00 1899.52 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418DVC3 2050-12-01 2.500000 0.00 10000.00 3956.50 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418DXC1 2050-01-01 2.500000 0.00 2000.00 798.50 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418DYB2 2051-04-01 2.000000 0.00 2000.00 1014.93 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418DZ62 2041-06-01 2.000000 0.00 3075.00 1605.41 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418DZY1 2051-06-01 3.500000 0.00 6000.00 1992.06 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418E2A7 2039-02-01 6.000000 0.00 14000.00 4724.71 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418E3B4 2054-03-01 4.500000 0.00 3000.00 2298.42 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418E3E8 2054-03-01 5.500000 0.00 3997.00 2581.51 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MX4N6 2056-07-20 5.500000 0.00 1004.00 985.08 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MX4P1 2056-07-20 5.500000 0.00 1019.00 994.47 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MXDH9 2056-03-20 6.500000 0.00 1222640.00 1264640.60 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MXPN3 2066-04-20 5.500000 0.00 1000.00 943.92 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MYRS8 2056-03-20 6.500000 0.00 3170576.00 3222982.96 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MYSV0 2056-03-20 5.000000 0.00 2000.00 1873.43 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MYSX6 2056-03-20 5.000000 0.00 1000.00 935.97 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MYV87 2056-08-20 6.000000 0.00 1000.00 1004.14 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MYZ26 2056-05-20 6.000000 0.00 324646.00 329508.49 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MYZ34 2056-05-20 6.000000 0.00 200031.00 202737.28 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618MYZD2 2056-05-20 5.000000 0.00 1000.00 936.49 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N1BW7 2056-04-20 6.500000 0.00 2205480.00 2267067.56 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N27D2 2056-03-20 5.500000 0.00 6375216.00 6262088.24 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N2FJ0 2056-04-20 5.000000 0.00 2988.00 2801.25 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N2K47 2056-05-20 6.500000 0.00 376851.00 383302.38 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N5A25 2054-11-20 4.500000 0.00 3002.00 2407.68 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N5PJ2 2055-05-20 5.500000 0.00 4253600.00 3203740.66 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N5XN4 2055-10-20 4.500000 0.00 4758400.00 4155407.15 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N6FL6 2056-03-20 5.000000 0.00 50367104.00 46345645.36 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N6MZ7 2056-06-20 6.500000 0.00 1922898.00 1913713.42 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618NKQL3 2056-08-20 6.000000 0.00 480944.00 487327.92 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31364EAV6 2027-10-08 N/A 0.00 250000.00 237533.75 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3136F1EQ9 2031-03-17 N/A 0.00 1274000.00 1013432.60 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3136F7NM5 2030-11-15 N/A 0.00 147000.00 119041.78 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140UMF46 2056-07-01 6.000000 0.00 2365112.00 2340345.41 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140UTLT9 2056-08-01 5.000000 0.00 1536550.00 1434329.39 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140W5AC8 2051-10-01 3.500000 0.00 67287000.00 54743645.82 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XFFQ9 2052-01-01 2.500000 0.00 1952002.00 1164821.09 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XGP37 2052-01-01 3.500000 0.00 1000.00 558.48 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XGPW3 2052-04-01 2.000000 0.00 2000.00 1121.52 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XGQ44 2052-03-01 3.000000 0.00 2765.00 1694.99 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XJFW8 2050-04-01 3.500000 0.00 3990.00 2376.36 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XJJF1 2052-10-01 5.500000 0.00 2030.00 1156.22 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XJLH4 2051-12-01 2.500000 0.00 2000.00 1162.50 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XJQM8 2052-10-01 4.500000 0.00 4700.00 3135.47 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XJUH4 2052-09-01 5.500000 0.00 5032.00 3607.32 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XKNC0 2053-02-01 6.000000 0.00 1044.00 601.50 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XKPM6 2053-03-01 5.000000 0.00 2048.00 1282.69 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XKSB7 2053-03-01 4.500000 0.00 7213.00 4556.71 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XKSF8 2053-03-01 5.500000 0.00 1000.00 646.41 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XKVW7 2052-08-01 3.500000 0.00 4000.00 2717.88 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XKXB1 2053-04-01 5.000000 0.00 1000.00 682.16 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XL2S6 2050-09-01 3.500000 0.00 1000.00 618.18 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418E5U0 2044-05-01 6.000000 0.00 2000.00 862.65 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418E7A2 2054-06-01 5.500000 0.00 1050.00 691.57 Agency Mortgage-Backed 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S6XOOCT0IEG5ABCC6L87 3128S12D4 2042-02-01 3.500000 0.00 1008.00 53.71 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFG 3130AJB24 2040-03-19 2.590000 0.00 5070000.00 3560581.85 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFG 3130AJKT5 2030-05-14 1.600000 0.00 10000000.00 8166642.41 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFG 3130AK7K6 2045-09-25 2.080000 0.00 3500000.00 1962071.61 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFG 3130AL5W0 2036-02-25 2.000000 0.00 2780000.00 2066100.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3130G03F9 2056-07-01 6.500000 0.00 2014.00 2060.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3130G0R97 2056-08-01 6.000000 0.00 1000.00 991.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3130G0W26 2056-08-01 5.500000 0.00 1019.00 980.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3130G13J9 2056-08-01 6.000000 0.00 1000.00 997.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3130G2JJ0 2056-09-01 5.000000 0.00 1024.00 953.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3130G2XC9 2056-09-01 6.000000 0.00 1000.00 998.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3130G3RT7 2056-09-01 6.000000 0.00 1000.00 999.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3130G3RU4 2056-09-01 6.000000 0.00 1550.00 1546.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3130G3T99 2056-07-01 5.000000 0.00 1024.00 919.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3130G3VH8 2056-08-01 5.000000 0.00 2000.00 1864.37 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6D 3133EKVA1 2034-07-18 2.990000 0.00 2000000.00 1712042.00 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6D 3133EML59 2041-06-21 2.700000 0.00 10000000.00 7028700.00 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6D 3133ENAM2 2036-10-14 2.340000 0.00 11772000.00 9043638.88 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6D 3133ENCF5 2046-10-26 2.550000 0.00 1095000.00 660141.92 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6D 3133ENEE6 2036-11-17 2.480000 0.00 17694000.00 13623021.49 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6D 3133ENFH8 2041-11-29 2.690000 0.00 7000000.00 4905707.72 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6D 3133ENHL7 2041-12-16 2.920000 0.00 38840000.00 27581470.78 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6D 3133ENUW8 2037-04-20 4.490000 0.00 4852000.00 4405516.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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S6XOOCT0IEG5ABCC6L87 3142GX6U6 2056-08-01 5.000000 0.00 1000.00 922.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GX7C5 2056-08-01 5.500000 0.00 1000.00 943.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GXKA4 2056-05-01 5.000000 0.00 1024.00 937.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GXMW4 2056-05-01 5.500000 0.00 2000.00 1846.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GXS81 2056-06-01 5.500000 0.00 1000.00 942.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GXSR9 2056-06-01 5.000000 0.00 4584704.00 4247866.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GXZC4 2056-07-01 5.500000 0.00 1000.00 961.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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S6XOOCT0IEG5ABCC6L87 3142JCC99 2041-06-01 3.000000 0.00 1000.00 875.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JCDU1 2041-09-01 4.500000 0.00 1005.00 943.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JP2N0 2055-12-01 4.500000 0.00 1000.00 892.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JQF46 2055-12-01 6.500000 0.00 1000.00 472.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JR4P9 2056-01-01 5.000000 0.00 1001.00 704.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JRL21 2055-12-01 5.000000 0.00 1000.00 922.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JSGQ2 2056-01-01 5.000000 0.00 1000.00 918.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JSQB4 2055-12-01 5.500000 0.00 1000.00 969.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JSUV5 2056-01-01 4.500000 0.00 1000.00 898.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JULX6 2056-02-01 6.500000 0.00 1000.00 1010.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JULY4 2056-02-01 6.000000 0.00 1000.00 984.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JUT59 2056-02-01 5.500000 0.00 1000.00 954.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142K1QV7 2056-04-01 5.000000 0.00 1000.00 934.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142K25T3 2056-05-01 4.500000 0.00 1000.00 900.11 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140W3G94 2055-06-01 6.500000 0.00 2432.00 1971.04 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140W4FK8 2055-11-01 6.000000 0.00 1024.00 849.15 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140W4FK8 2055-11-01 6.000000 0.00 6372472.00 5284366.03 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140W5E91 2056-02-01 5.000000 0.00 8988006.00 8164120.06 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140W7AK6 2055-07-01 6.500000 0.00 16852311.00 16349453.19 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140X4YM2 2049-06-01 4.000000 0.00 1003.00 146.65 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140X6J51 2049-05-01 4.000000 0.00 1000.00 232.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XBRV4 2048-11-01 3.000000 0.00 1000.00 406.06 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XCGF9 2035-12-01 3.000000 0.00 337000.00 95820.62 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XFHJ3 2051-12-01 3.000000 0.00 1023.00 611.84 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XLQM3 2053-05-01 6.500000 0.00 25206400.00 12003263.93 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XNWC4 2053-12-01 6.500000 0.00 1000.00 540.85 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XQXF9 2053-11-01 6.000000 0.00 8387161.00 5785423.17 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XRCY9 2050-07-01 3.000000 0.00 1000.00 709.18 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y6JB7 2055-04-01 6.000000 0.00 8227728.00 6856364.80 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y6JY7 2055-04-01 6.500000 0.00 1024.00 789.39 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y6SS0 2055-06-01 6.500000 0.00 1000.00 769.98 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y7DA3 2055-09-01 5.000000 0.00 1040.00 901.52 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y7J58 2055-10-01 4.500000 0.00 479759.00 406267.54 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y7MK1 2055-10-01 6.500000 0.00 1045.00 906.57 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y8CC8 2056-01-01 6.000000 0.00 1021.00 963.35 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y9AQ7 2056-05-01 5.000000 0.00 76003870.00 70191439.59 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y9DW1 2056-06-01 4.500000 0.00 6099968.00 5483172.72 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y9R97 2056-08-01 5.000000 0.00 1000.00 911.67 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418C4B7 2033-11-01 3.500000 0.00 1112998.00 62701.19 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418CEF7 2046-12-01 3.000000 0.00 1000.00 161.15 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418CS54 2048-01-01 4.000000 0.00 2451133.00 265397.72 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418CZ80 2048-09-01 3.500000 0.00 1000.00 78.87 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418DVA7 2050-12-01 2.000000 0.00 18457000.00 8624623.56 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418E7A2 2054-06-01 5.500000 0.00 1008.00 663.90 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418EKV1 2052-11-01 5.500000 0.00 1000.00 645.17 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418ES68 2053-06-01 6.000000 0.00 1000.00 512.66 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418ET75 2053-07-01 6.000000 0.00 92449920.00 50681709.78 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418EVA5 2053-08-01 6.000000 0.00 183080448.00 98192387.54 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FBN6 2054-08-01 5.500000 0.00 51063156.00 34885688.06 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FD46 2054-09-01 6.500000 0.00 1000.00 332.11 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FHV2 2055-03-01 4.000000 0.00 100000.00 80889.91 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FMS3 2045-07-01 6.000000 0.00 4654504.00 3405231.74 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FQG5 2055-10-01 6.000000 0.00 4024808.00 3091631.54 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FUN5 2056-01-01 6.000000 0.00 1000.00 863.01 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FV20 2056-04-01 6.500000 0.00 1000.00 880.41 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FVV6 2056-04-01 4.000000 0.00 1024.00 877.92 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FWL7 2056-05-01 3.500000 0.00 8892.00 7411.63 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FZH3 2056-08-01 4.500000 0.00 9619659.00 8570559.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31425VZC0 2054-12-01 5.500000 0.00 1952145.00 1680946.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31425YAH0 2055-01-01 4.500000 0.00 1000.00 848.29 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Q2LY2 2036-03-01 4.650000 0.00 5134000.00 4822421.82 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Q3XQ4 2031-09-01 4.410000 0.00 47625878.00 45729867.98 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QCB96 2049-11-01 3.500000 0.00 31949537.00 6432566.21 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QKUF3 2051-05-01 2.000000 0.00 1000.00 516.95 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QKVC9 2051-05-01 2.500000 0.00 50000.00 25387.25 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QNWN8 2052-04-01 2.500000 0.00 53000.00 31949.41 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QQB87 2052-09-01 5.000000 0.00 143000.00 93003.60 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QRW82 2053-04-01 5.500000 0.00 1065.00 713.56 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QS4Y4 2053-09-01 6.500000 0.00 1207418.00 563562.23 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QSSU6 2053-07-01 4.500000 0.00 9408720.00 7157155.27 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QTKZ1 2053-11-01 6.500000 0.00 111983000.00 59736414.41 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QTLD9 2053-11-01 6.500000 0.00 1651065.00 729139.81 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QTQD4 2053-12-01 6.500000 0.00 1024.00 610.91 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QUGG5 2054-04-01 6.000000 0.00 3590787.00 2536286.73 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QV3U6 2055-01-01 6.000000 0.00 6785333.00 5377559.49 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QVEZ3 2054-09-01 6.000000 0.00 9403344.00 7313209.50 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QVPQ1 2054-11-01 5.500000 0.00 83887360.00 70974323.44 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140UCAM3 2056-04-01 4.500000 0.00 1000.00 899.66 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140UMMS5 2056-07-01 5.000000 0.00 3197907.00 2968901.27 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140UQWF3 2056-09-01 5.000000 0.00 1000.00 931.26 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140UTWW0 2056-07-01 5.000000 0.00 1000.00 933.50 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140UV4E6 2056-09-01 5.500000 0.00 1000.00 964.85 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140UX4D4 2056-09-01 5.500000 0.00 1000.00 962.01 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140UXTU9 2056-10-01 5.500000 0.00 352515.00 338770.29 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140W04G7 2055-02-01 6.000000 0.00 16870592.00 12951958.69 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140W1BG7 2055-03-01 6.000000 0.00 1024.00 829.66 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140W1KF9 2055-03-01 6.000000 0.00 10007168.00 8184484.72 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140W1WZ2 2055-04-01 5.500000 0.00 58870151.00 48060942.96 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140W2G21 2055-06-01 6.000000 0.00 7390109.00 6189858.03 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140W2NJ6 2052-04-01 2.000000 0.00 2300.00 1620.05 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140W2Z87 2055-07-01 6.500000 0.00 492048.00 430673.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWJF1 2053-09-01 5.500000 0.00 1000.00 675.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWK93 2054-04-01 5.500000 0.00 11275888.00 7319094.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWKJ1 2054-01-01 6.500000 0.00 2040430.00 665703.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWLT8 2054-06-01 5.500000 0.00 31228160.00 20413829.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWMK6 2054-09-01 5.500000 0.00 11688.00 7949.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWMY6 2054-11-01 5.500000 0.00 27050496.00 19520900.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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S6XOOCT0IEG5ABCC6L87 3128M55N6 2038-03-01 5.500000 0.00 5631.00 26.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128QSLS3 2037-08-01 6.676000 0.00 3087.00 20.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132CWMH4 2035-04-01 3.500000 0.00 46259.00 11427.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DNTC7 2052-08-01 4.500000 0.00 224984.00 136840.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DTDJ6 2054-06-01 5.000000 0.00 4289153.00 3236160.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DTM31 2054-07-01 6.000000 0.00 2500000.00 1536395.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DVK20 2050-04-01 3.500000 0.00 39633.00 11879.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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S6XOOCT0IEG5ABCC6L87 31335AJX7 2045-10-01 4.000000 0.00 1000.00 164.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KH6J0 2050-06-01 2.000000 0.00 19943000.00 8118233.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KNGK3 2046-12-01 2.000000 0.00 1000.00 545.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KNVT7 2052-03-01 3.000000 0.00 1000.00 568.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133L0A36 2046-09-01 5.000000 0.00 1024.00 971.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133USJD4 2050-09-01 2.000000 0.00 1000.00 576.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133WQ3C5 2041-08-01 4.000000 0.00 1519556.00 1406518.12 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140BS3D7 2055-11-01 5.500000 0.00 1000.00 918.72 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140J7PH2 2037-04-01 4.000000 0.00 1008.00 218.74 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140KKX33 2050-09-01 2.000000 0.00 1000.00 412.07 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140L5R40 2051-08-01 2.500000 0.00 26994200.00 14095493.30 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140MLEM8 2055-11-01 5.500000 0.00 1000.00 905.42 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QD6N9 2050-07-01 2.000000 0.00 10357700.00 3990699.40 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QGEZ6 2050-12-01 2.500000 0.00 1000.00 511.16 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QPSF5 2052-07-01 3.500000 0.00 1000.00 659.62 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QUTN6 2054-06-01 4.500000 0.00 1000.00 797.54 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QUWS1 2054-06-01 6.000000 0.00 1000.00 708.88 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QV5R1 2055-01-01 7.000000 0.00 1024.00 607.16 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140U0S24 2055-12-01 6.000000 0.00 16189472.00 14610415.47 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140UFEW0 2056-07-01 5.000000 0.00 1000.00 935.70 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140UJQS8 2056-08-01 5.500000 0.00 1004.00 973.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140UYFP3 2046-09-01 5.500000 0.00 1351390.00 1310376.07 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140W0WV3 2052-05-01 2.000000 0.00 1000.00 671.61 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140W3FM6 2055-09-01 6.500000 0.00 1000.00 800.53 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140W54D3 2055-03-01 5.000000 0.00 48276480.00 43266498.70 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140W6JD5 2056-05-01 5.500000 0.00 119665308.00 112063447.12 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140W6ZS4 2056-06-01 5.500000 0.00 105003772.00 99344980.77 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140W7MD9 2056-08-01 5.000000 0.00 1000.00 932.75 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140X5QE6 2049-05-01 4.500000 0.00 36299000.00 5816384.69 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140X9ST3 2051-02-01 2.500000 0.00 1000.00 450.29 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140X9VZ5 2051-02-01 2.000000 0.00 1000.00 520.34 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XNKM5 2052-09-01 3.500000 0.00 1000.00 695.82 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XQEF0 2054-05-01 7.000000 0.00 1000.00 578.20 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y6PM6 2055-05-01 5.000000 0.00 54278640.00 45321086.25 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y9R30 2056-08-01 5.000000 0.00 40333696.00 37672865.70 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y9SW5 2056-08-01 5.500000 0.00 1024.00 978.83 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y9YH1 2056-09-01 6.500000 0.00 4236944.00 4304566.10 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140Y9YR9 2056-09-01 6.500000 0.00 10358016.00 10476450.70 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418DHL9 2049-11-01 3.000000 0.00 13304000.00 1766773.32 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418ER77 2053-05-01 5.000000 0.00 15085824.00 10571834.13 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418EW48 2053-10-01 6.000000 0.00 1000.00 522.61 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418EYM6 2053-12-01 5.500000 0.00 1000.00 667.33 Agency Mortgage-Backed Securities Y Moody's Investors Service, Inc. 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S6XOOCT0IEG5ABCC6L87 3128MVN90 2037-07-01 5.500000 0.00 1994.00 41.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128UHHW8 2041-10-01 6.473000 0.00 100096.00 4454.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132D94Z4 2046-02-01 4.500000 0.00 26518400.00 23146130.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DM2M6 2051-12-01 2.500000 0.00 36858901.00 19047050.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DN3D3 2047-04-01 2.000000 0.00 19988800.00 12373345.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DPM62 2053-01-01 5.500000 0.00 10643233.00 6551876.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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S6XOOCT0IEG5ABCC6L87 3132ACSF8 2048-09-01 4.500000 0.00 732852080.00 97817231.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DPNZ7 2052-12-01 5.000000 0.00 65430695.00 40824221.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DPTP3 2053-02-01 6.500000 0.00 16350995.00 9091472.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DQLX2 2053-05-01 5.000000 0.00 3100000.00 2154249.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DT5N6 2054-06-01 6.500000 0.00 138562465.00 99914027.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DTHE3 2054-06-01 6.000000 0.00 160356843.00 130014337.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DUP27 2052-11-01 4.500000 0.00 8511976.00 6684915.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DVMP7 2054-01-01 6.500000 0.00 148181425.00 97968219.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWES8 2052-09-01 4.500000 0.00 122168000.00 81231204.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWFG3 2052-11-01 5.000000 0.00 6106485.00 4189788.49 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6D 31331J5S8 2026-12-17 4.440000 0.00 125000.00 126622.42 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6D 31331YK90 2029-05-01 5.270000 0.00 43000.00 44251.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BKE54 2052-09-01 4.500000 0.00 900000.00 608813.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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Mortgage-Backed Securities Government National Mortgage Association N/A 3618F82L5 2067-06-15 5.060000 0.00 8730275.00 8260761.78 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618LW3X8 2055-10-20 6.000000 0.00 10053181.00 8385621.12 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618W0HE3 2056-07-20 5.500000 0.00 8689254.00 8408796.40 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179WZD3 2052-03-20 4.500000 0.00 15747470.00 8536067.68 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179YS70 2054-03-20 6.000000 0.00 20036483.00 8619283.69 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179W7K8 2052-06-20 3.000000 0.00 15067710.00 8655339.64 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618VUUN3 2056-06-20 5.000000 0.00 1030319.00 963539.69 Agency Mortgage-Backed Securities Government 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Mortgage-Backed Securities Government National Mortgage Association N/A 3618HNBS5 2067-03-15 5.450000 0.00 1065132.00 1041030.49 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618VAYC7 2056-05-20 6.500000 0.00 1025102.00 1042791.68 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618VLDK8 2056-08-20 5.500000 0.00 1080383.00 1044039.37 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618VYY27 2056-08-20 6.500000 0.00 1023510.00 1045045.73 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179UGD8 2048-11-20 4.500000 0.00 16822650.00 1069828.46 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618LHA62 2055-12-20 5.000000 0.00 1160173.00 1079960.20 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618VRR53 2056-07-20 5.500000 0.00 7197827.00 6990028.26 Agency Mortgage-Backed Securities Government National 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Association N/A 36225CU46 2032-05-20 5.250000 0.00 5000000.00 5660.39 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179VAM2 2034-12-20 4.000000 0.00 44770.00 5674.00 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36225C6F8 2034-04-20 5.250000 0.00 1408845.00 6078.42 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179RM30 2030-09-20 3.000000 0.00 160000.00 6290.51 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36202F2A3 2038-10-20 6.000000 0.00 306059.00 6753.26 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36225C2P0 2033-12-20 5.125000 0.00 1082473.00 6907.17 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36225EW65 2040-01-20 5.000000 0.00 415000.00 7025.01 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36225CVC7 2032-06-20 5.250000 0.00 1442812.00 4006.70 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Association N/A 36225CB54 2027-04-20 5.250000 0.00 62337530.00 5127.72 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36225DQW7 2035-06-20 5.250000 0.00 616234.00 5187.58 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36225C5J1 2034-03-20 5.000000 0.00 805566.00 3033.56 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36225CXJ0 2033-03-20 5.000000 0.00 1031584.00 3159.74 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36225DM43 2035-03-20 5.000000 0.00 164137.00 3231.39 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36225DB94 2034-07-20 5.375000 0.00 476031.00 3318.66 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179QWC1 2044-11-20 2.500000 0.00 30000.00 3333.52 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36225CC95 2027-07-20 5.375000 0.00 33350000.00 3616.62 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Mortgage-Backed Securities Government National Mortgage Association N/A 3618VLFE0 2056-09-20 5.500000 0.00 1224986.00 1211476.31 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618L7WT0 2055-08-20 6.500000 0.00 1181697.00 1218261.11 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618H2B77 2054-04-20 6.500000 0.00 3081819.00 1219981.79 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618K5WG3 2055-02-20 6.000000 0.00 1255260.00 1227811.14 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618VKAB3 2056-07-20 5.500000 0.00 1271538.00 1227906.55 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618WHNF6 2056-09-20 5.500000 0.00 1264175.00 1228592.97 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618W0BH2 2056-06-20 5.000000 0.00 1645553.00 1539161.95 Agency Mortgage-Backed Securities Government National 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S6XOOCT0IEG5ABCC6L87 31427GVA9 2055-11-01 6.500000 0.00 1000.00 850.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JQHY8 2055-12-01 5.500000 0.00 1000.00 865.89 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140W7GW4 2052-08-01 3.500000 0.00 1024.00 866.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140B2PQ1 2055-01-01 4.500000 0.00 1000.00 869.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427PYY4 2055-09-01 6.000000 0.00 1000.00 871.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KY6U8 2046-01-01 4.500000 0.00 1000.00 875.65 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140W7FV7 2053-07-01 2.500000 0.00 1000.00 780.79 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140ARRC6 2054-10-01 5.500000 0.00 1000.00 795.31 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N5EU9 2055-01-20 5.000000 0.00 1000.00 802.82 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QVVY7 2054-12-01 4.500000 0.00 1000.00 802.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BXB42 2053-03-01 5.500000 0.00 1000.00 802.97 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140U3RY9 2056-02-01 4.500000 0.00 1000.00 814.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DT2G4 2054-09-01 6.000000 0.00 1001.00 823.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427TX43 2052-06-01 3.000000 0.00 1000.00 823.70 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 31418FSK4 2045-12-01 5.500000 0.00 1008.00 825.66 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140BVQB9 2055-11-01 5.500000 0.00 1000.00 837.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133C9K44 2053-08-01 5.500000 0.00 1053.00 707.53 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140XLDR6 2052-09-01 5.000000 0.00 1000.00 715.12 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QHUY9 2053-07-01 6.000000 0.00 1000.00 723.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BKXF1 2052-09-01 5.500000 0.00 1000.00 726.27 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N5XR5 2055-10-20 6.000000 0.00 1008.00 737.58 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140W7L99 2054-01-01 2.000000 0.00 1000.00 737.97 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140W0DY8 2054-05-01 6.000000 0.00 1024.00 755.46 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140B0JL3 2054-11-01 4.500000 0.00 1000.00 756.53 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618N5PJ2 2055-05-20 5.500000 0.00 1024.00 771.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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S6XOOCT0IEG5ABCC6L87 3130G6XG1 2056-09-01 6.000000 0.00 2097892.00 2079066.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3130G6GN5 2056-09-01 6.500000 0.00 1426000.00 1454803.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DSKD3 2054-01-01 6.500000 0.00 8040896.00 4494131.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142J6BM4 2055-08-01 7.000000 0.00 7213000.00 4235694.57 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138W6EE2 2043-04-01 3.000000 0.00 9256.00 1371.14 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QMMJ0 2051-11-01 3.000000 0.00 1200.00 670.68 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138LJZV5 2032-08-01 3.060000 0.00 1000.00 884.81 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138LKJT5 2032-09-01 3.200000 0.00 1009.00 900.45 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138LJ2G4 2037-07-01 3.210000 0.00 16630555.00 13923164.39 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138EK4H5 2042-09-01 3.500000 0.00 135395794.00 10921920.19 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140QNQ39 2052-03-01 3.500000 0.00 2676116.00 1557048.22 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3140W3E54 2047-09-01 3.500000 0.00 2190.00 1703.90 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZ 3138LNFJ5 2030-06-01 3.550000 0.00 1000.00 941.39 Agency Mortgage-Backed Securities Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 2100000000.00 2100000000.00 0.0093 N Y Y N BNP Paribas SA BNP Paribas SA 3.880000% ARP1MKE57 R0MUWSFPU8MP 0001272025 ARP1MKE57_3.88_1001 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 91282CHC8 2033-05-15 3.375000 0.00 59714400.00 54567869.66 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFW 912797WN3 2027-01-05 N/A 0.00 55500500.00 54891659.52 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFW 912797VW4 2026-11-10 N/A 0.00 12652000.00 12594939.48 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810PV4 2028-01-15 1.750000 0.00 8044500.00 12714988.48 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810QC5 2039-08-15 4.500000 0.00 17015000.00 15728955.26 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFW 912797WB9 2027-02-11 N/A 0.00 16453400.00 16199524.04 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803HQ9 2055-11-15 N/A 0.00 93579400.00 18640829.32 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834PM4 2045-08-15 N/A 0.00 57060966.40 19071943.29 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810UT3 2046-02-15 4.625000 0.00 27647200.00 24467806.56 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SD1 2048-08-15 3.000000 0.00 39078400.00 26136767.19 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CNT4 2035-08-15 4.250000 0.00 36020000.00 33699681.65 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912833XX3 2030-02-15 N/A 0.00 57962000.00 48882426.59 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810UJ5 2045-02-15 4.750000 0.00 2138500.00 1934011.28 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFW 912797VZ7 2026-12-01 N/A 0.00 2143500.00 2128731.29 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFW 912797VS3 2027-01-07 N/A 0.00 2972800.00 2939474.91 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CNZ0 2032-09-30 3.875000 0.00 4966300.00 4649301.07 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810RT7 2046-08-15 2.250000 0.00 8640600.00 5151668.29 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803EL3 2045-02-15 N/A 0.00 19090100.00 6725633.13 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CNU1 2028-08-15 3.625000 0.00 8633700.00 8480289.94 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CFF3 2032-08-15 2.750000 0.00 10860200.00 9602214.17 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810QX9 2042-08-15 2.750000 0.00 17039800.00 12040995.75 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912833QB9 2027-11-15 N/A 0.00 13035000.00 12370866.75 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912834JH2 2040-11-15 N/A 0.00 2032.02 924.14 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CQS3 2028-05-31 4.000000 0.00 47300.00 47293.07 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 91282CGB1 2029-12-31 3.875000 0.00 185100.00 180602.35 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TV0 2053-11-15 4.750000 0.00 279600.00 250100.11 U.S. Treasuries (including strips) U.S. Treasury Floating Rate Note 254900HROIFW 91282CNQ0 2027-07-31 4.312148 0.00 353200.00 356080.13 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803HF3 2054-11-15 N/A 0.00 2747000.00 573312.64 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912833XY1 2030-08-15 N/A 0.00 767148.00 630118.49 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810QK7 2040-08-15 3.875000 0.00 771500.00 658433.39 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFW 912797VX2 2026-11-17 N/A 0.00 811300.00 807015.52 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810QQ4 2041-05-15 4.375000 0.00 966900.00 875124.02 U.S. Treasuries (including strips) U.S. Treasury Strip N/A 912803DZ3 2042-11-15 N/A 0.00 300.00 121.72 U.S. Treasuries (including strips) U.S. Treasury Floating Rate Note 254900HROIFW 91282CPG0 2027-10-31 4.343148 0.00 300.00 302.62 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-10-01 2026-10-01 2026-10-01 N N N 0.0388 400000000.00 400000000.00 0.0018 N Y Y N Morgan Stanley Institutional Liquidity Funds 2026-10-07 Lonnie Bae Lonnie Bae Vice President