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R-1H Fitch, Inc. F1+ Moody's Investors Service, Inc. 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Federal Home Loan Mortgage Corp. 3.199600% 3137EAES4 S6XOOCT0IEG5ABCC6L87 US3137EAES48 U.S. Government Agency Debt Y 2023-06-26 2023-06-26 2023-06-26 N N N 0.0484 198749658.34 198749658.34 0.0025 N N N N ING Financial Markets LLC Tri Party Repo ING Financial Markets LLC Tri Party Repo 4.310000% 0000319432 46599J009_4.31_0202 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N Federal Home Loan Mortgage Corp. 2052-11-01 5.500000 3003.00 3051.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2049-11-01 3.500000 699866.00 259023.90 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2040-12-01 5.500000 240561.00 12570.04 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2041-02-01 6.000000 1087942.00 100530.06 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2041-01-01 5.500000 7003.00 699.71 Agency Mortgage-Backed Securities Federal 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165088.00 26301.52 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2042-04-01 3.500000 21035812.00 4210042.45 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2042-03-01 3.500000 3345000.00 531045.44 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2039-01-01 3.500000 1523546.00 328117.13 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2034-08-01 3.500000 26778893.00 6459135.14 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2045-10-01 3.500000 22882218.00 7210909.49 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2044-10-01 3.057000 3118335.00 168108.23 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2045-01-01 3.374000 66383680.00 5331567.20 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2032-05-01 3.500000 81691701.00 7961020.61 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2042-05-01 4.000000 3256.00 407.21 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2042-06-01 3.500000 3325283.00 575859.50 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2042-06-01 4.000000 1811.00 313.35 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2027-06-01 3.500000 14414771.00 1015171.11 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2042-09-01 3.500000 1000.00 258.44 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2042-10-01 3.500000 3000.00 1001.32 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2042-10-01 3.500000 92419.00 24092.83 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2032-11-01 3.000000 3032.00 469.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2053-01-01 6.000000 6690758.00 7026794.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2052-09-01 5.000000 1024.00 1012.37 Agency Mortgage-Backed Securities Federal Home Loan 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1386384.00 494896.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2044-12-01 3.500000 2300544.00 727496.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2049-08-01 3.000000 6063875.00 2680269.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2049-06-01 4.000000 600065.00 225610.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2048-11-01 5.000000 95794.00 49859.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2048-10-01 4.500000 443377.00 376975.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2048-09-01 4.000000 6414800.00 1772342.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2048-07-01 4.000000 12201310.00 4586181.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2047-11-01 3.500000 579210.00 187450.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2047-02-01 3.500000 558467.00 169619.11 Agency 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12001.00 3108.10 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2044-03-01 4.500000 24193795.00 2908925.05 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2029-09-01 3.000000 1000.00 128.75 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2044-10-01 4.000000 1000.00 254.94 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2046-07-01 3.500000 46497788.00 14121279.53 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2046-08-01 3.500000 10835755.00 3827239.42 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2046-08-01 3.500000 7219752.00 2993338.32 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2047-05-01 3.500000 9871184.00 2486374.61 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2047-05-01 4.000000 8489535.00 2308084.93 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2047-06-01 3.500000 8704.00 3048.71 Agency 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2049-11-01 2.759000 760000.00 231058.77 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2049-11-01 2.839000 230000.00 64247.55 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2049-11-01 2.842000 110000.00 40656.51 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2050-01-01 2.669000 10000000.00 2635044.83 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2047-07-01 2.362000 330000.00 99735.10 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2046-07-01 2.887000 2000000.00 682954.86 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2042-05-01 3.390000 16986539.00 446840.21 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2047-04-01 3.392000 15949676.00 2297085.62 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2047-04-01 3.518000 296000.00 106522.35 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2037-11-01 5.000000 156802722.00 153488532.98 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2037-10-01 4.045000 1110609.00 54660.10 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2043-05-01 3.033000 14600000.00 902523.38 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2042-09-01 3.114000 1100000.00 73394.35 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2044-05-01 2.679000 462000.00 16775.63 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2044-04-01 2.437000 1119000.00 96289.70 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2044-04-01 2.528000 44223452.00 2494464.22 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2044-12-01 3.833000 2328000.00 211581.61 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2044-08-01 3.595000 7200000.00 420581.83 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2044-07-01 3.579000 1600000.00 117681.98 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2044-10-01 3.825000 1397000.00 92217.99 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2044-12-01 3.828000 13780000.00 1158756.31 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2044-11-01 3.812000 16341819.00 1719257.10 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2045-10-01 5.086000 8300000.00 613049.97 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2045-10-01 5.519000 789000.00 37903.28 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2040-11-01 3.972000 4085000.00 455742.31 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2046-09-01 3.802000 5325000.00 607156.60 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2046-07-01 3.316000 1137000.00 111438.34 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2046-10-01 2.713000 657000.00 47316.42 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2042-03-01 3.121000 20900000.00 2193611.14 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2047-02-01 3.037000 5000000.00 803481.38 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2044-09-01 3.366000 335000.00 42481.69 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2045-04-01 2.603000 701000.00 77609.88 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2046-04-01 3.561000 11269807.00 1280695.47 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2044-10-01 3.066000 356000.00 39621.07 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2044-03-01 2.322000 15975924.00 1988695.99 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2042-06-01 3.368000 2746624.00 46549.99 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2042-06-01 3.450000 8381532.00 213707.80 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2042-09-01 5.474000 510000.00 22063.09 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2040-02-01 3.041000 4225000.00 47646.85 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2034-04-01 3.500000 23900000.00 1338462.50 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2039-12-01 4.028000 1378000.00 29818.19 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2040-06-01 3.505000 12584331.00 375189.56 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2037-09-01 3.042000 23423435.00 660762.02 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2038-08-01 2.886000 11087834.00 159854.19 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2040-12-01 4.036000 9680000.00 293064.83 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2041-01-01 3.493000 6612000.00 134804.77 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2040-10-01 4.022000 15054152.00 323061.61 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2040-12-01 4.085000 8419850.00 168617.94 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2043-03-01 2.009000 40150175.00 4726236.17 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2043-09-01 3.810000 10349493.00 1452627.12 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2044-02-01 2.030000 10000000.00 526537.71 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2045-01-01 1.925000 10000000.00 281949.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2037-01-01 4.687000 2742606.00 28644.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2044-07-01 3.778000 1215000.00 49878.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2043-08-01 3.751000 9200000.00 667237.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2043-02-01 3.229000 8400000.00 599918.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2046-02-01 2.843000 610000.00 54478.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2035-01-01 4.175000 4675000.00 65943.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2043-10-01 3.440000 10880000.00 1351258.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2043-07-01 3.593000 300000.00 42985.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2034-10-01 4.066000 1500000.00 13833.78 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2033-03-01 2.375000 4211814.00 16306.03 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2025-02-01 2.686000 26749873.00 19469.94 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2036-07-01 4.008000 15015000.00 109223.52 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2041-05-01 3.500000 30695706.00 266941.60 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2043-07-01 3.785000 8627050.00 1108661.85 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2045-08-01 3.840000 8500000.00 1261200.71 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2032-08-01 5.180000 2470359.00 23292.08 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2040-04-01 3.672000 38350572.00 582571.73 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2039-07-01 3.522000 43350679.00 668604.60 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2035-01-01 3.395000 700000.00 14270.84 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2036-06-01 3.514000 30788872.00 425119.15 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2036-09-01 4.041000 8389554.00 166924.08 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2034-04-01 3.756000 8000000.00 71610.06 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2034-08-01 4.268000 14858979.00 172373.09 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2034-12-01 3.511000 2699999.00 28537.15 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2034-12-01 4.307000 7500000.00 46306.37 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2035-09-01 3.038000 26204766.00 390733.70 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2035-02-01 2.842000 875000.00 24277.76 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2035-10-01 4.087000 5350000.00 62761.26 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2035-10-01 3.826000 50002447.00 260255.48 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2035-09-01 4.353000 5000000.00 39374.24 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2036-02-01 2.298000 3750000.00 29292.78 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2045-12-01 3.840000 510000.00 20068.50 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2045-12-01 5.866000 557000.00 23131.39 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2047-01-01 2.509000 2625000.00 205776.60 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2047-04-01 3.145000 1298700.00 141693.31 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2050-11-01 1.584000 1303857.00 566268.13 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2042-09-01 3.667000 4248700.00 772539.04 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2044-09-01 3.525000 1000000.00 120593.85 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2047-07-01 3.213000 140000.00 16314.05 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2042-04-01 3.038000 33217212.00 2523052.62 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2047-08-01 3.437000 18877687.00 2069513.89 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2047-09-01 2.831000 1000000.00 146601.77 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2047-04-01 3.749000 292000.00 50619.72 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2044-07-01 3.443000 120000.00 13175.92 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2044-05-01 3.561000 175000.00 21712.08 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2045-07-01 3.781000 4926442.00 805449.39 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2049-01-01 3.384000 5000000.00 485827.70 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2044-11-01 3.330000 4166608.00 877513.52 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2045-05-01 3.645000 500000.00 105062.52 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2044-07-01 3.367000 3010000.00 539438.20 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2047-11-01 2.705000 254000.00 46837.82 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2049-11-01 3.056000 23828464.00 3502385.58 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2049-01-01 3.571000 440000.00 66316.92 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2044-09-01 3.499000 500000.00 101625.01 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2044-12-01 3.708000 500000.00 68139.00 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2047-12-01 3.904000 300000.00 29649.39 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2049-04-01 3.380000 31347754.00 3729814.76 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2048-09-01 3.191000 22612591.00 2337991.42 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2047-04-01 2.642000 5000000.00 1708300.61 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2051-12-01 1.703000 23976783.00 21508550.97 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2052-06-01 2.276000 28309032.00 25318045.33 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2051-12-01 1.930000 37672301.00 33938669.06 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2052-05-01 2.499000 24659062.00 23296241.95 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2047-04-01 2.833000 513000.00 140969.26 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2041-11-01 4.068000 5500000.00 188846.40 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2041-11-01 4.080000 10032965.00 489075.44 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2041-12-01 4.075000 10033141.00 364875.27 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2043-03-01 3.436000 4555518.00 206213.00 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2043-11-01 3.774000 3000000.00 333025.17 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2043-05-01 2.671000 41000000.00 3898967.86 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2050-05-01 2.578000 10000000.00 4365212.18 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2050-08-01 2.392000 3000000.00 1873322.25 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2052-04-01 2.844000 14498620.00 12935042.35 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2037-10-01 4.000000 2993048.00 2849473.68 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2052-09-01 6.000000 115552.00 119364.27 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2052-11-01 5.500000 1604462.00 1661851.80 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2052-11-01 6.000000 5522531.00 5712142.20 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2048-11-01 3.058000 8329097.00 2210219.25 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2050-05-01 2.500000 1741858.00 1261330.72 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2050-05-01 2.472000 2000000.00 568467.89 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2050-09-01 2.054000 9718727.00 3750189.38 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2049-03-01 3.232000 2896749.00 1517018.63 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2051-02-01 2.000000 108423322.00 77960011.23 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2051-05-01 3.000000 2077288.00 1384927.36 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2052-06-01 3.000000 13022880.00 11774845.13 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2034-08-01 4.500000 1769589.00 520857.29 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2026-09-01 5.000000 717915.00 14074.43 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2036-06-01 2.000000 106267.00 80154.36 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2051-08-01 2.500000 2000000.00 1589608.64 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2037-05-01 2.500000 75718621.00 69046587.78 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2053-01-01 6.000000 5977645.00 6179115.55 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2052-12-01 5.500000 141201497.00 143790614.72 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2036-09-01 3.960000 4050000.00 58608.74 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2036-07-01 4.205000 12070000.00 353171.91 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2036-08-01 3.922000 18250000.00 305130.68 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2037-10-01 3.160000 2150000.00 34282.76 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2037-08-01 3.526000 1490000.00 25634.79 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2037-04-01 6.500000 1630000.00 21895.97 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2036-12-01 3.870000 9000000.00 101023.61 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2036-09-01 3.818000 5596852.00 830077.73 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2037-05-01 4.741000 4867292.00 62157.65 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2037-07-01 3.189000 31541197.00 117820.81 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2038-01-01 6.000000 1030022.00 246734.90 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2035-07-01 3.597000 3000000.00 108819.35 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2042-07-01 4.000000 365000.00 39340.47 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2042-08-01 3.000000 815568.00 73171.44 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2043-10-01 4.500000 100000.00 19460.29 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2046-05-01 3.500000 383935.00 128855.03 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2047-11-01 4.500000 559372.00 44656.98 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2041-07-01 2.000000 1594227.00 1205952.04 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2041-11-01 2.000000 1000000.00 789895.72 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2042-02-01 2.000000 2000000.00 1626133.30 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2052-05-01 3.500000 14773664.00 13317625.40 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2033-01-01 5.000000 2244071.00 2289346.63 Agency Mortgage-Backed Securities Federal Home Loan 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3087204.93 U.S. Treasuries (including strips) US TREASURY N/B 2027-09-30 4.125000 96998900.00 100071170.28 U.S. Treasuries (including strips) Y 2023-02-01 2023-02-01 2023-02-01 N N N 0.0430 950000000.00 950000000.00 0.0117 N Y Y N Prudential Legacy Insurance Company of New Jersey Repo Prudential Legacy Insurance Company of New Jersey Repo 4.310000% 5493005NCNV4ZW27HH91 932HJC000_4.31_0201 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N STRIP PRINC 2045-02-15 N/A 50000000.00 21790350.00 U.S. Treasuries (including strips) STRIPS 2043-11-15 3.750000 1220000.00 1221343.85 U.S. Treasuries (including strips) US TREASURY N/B 2041-08-15 1.750000 50000000.00 36745584.24 U.S. Treasuries (including strips) STRIPS 2030-11-15 N/A 15000000.00 11314335.00 U.S. Treasuries (including strips) STRIPS 2029-11-15 N/A 9500000.00 7426017.00 U.S. Treasuries (including strips) US TREASURY N/B 2030-08-15 N/A 37000000.00 28152708.00 U.S. Treasuries (including strips) Y 2023-02-01 2023-02-01 2023-02-01 N N N 0.0431 104218450.00 104218450.00 0.0013 N Y Y N Royal Bank of Canada Tri Party Repo Royal Bank of Canada Tri Party Repo 4.300000% ES7IP3U3RHIGC71XBU11 933UAV007_4.30_0201 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N Federal National Mortgage Assoc. 2052-06-01 4.500000 1276883.00 1222763.63 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2043-02-01 3.500000 231969.00 129153.05 Agency Mortgage-Backed Securities TREASURY BILL 2023-05-16 N/A 36182000.00 35702841.77 U.S. Treasuries (including strips) TREASURY BILL 2023-03-09 N/A 19832600.00 19743789.62 U.S. Treasuries (including strips) Federal National Mortgage Assoc. 2052-06-01 4.500000 331739.00 321517.93 Agency Mortgage-Backed Securities Y 2023-02-01 2023-02-01 2023-02-01 N N N 0.0430 56000000.00 56000000.00 0.0007 N Y Y N Fixed Income Clearing Co Repo Fixed Income Clearing Co Repo 4.300000% 0000093748 934QAV005_4.30_0201 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N US TREASURY N/B 2029-04-15 3.875000 586000.00 1230375.37 U.S. Treasuries (including strips) US TREASURY N/B 2032-04-15 3.375000 227000.00 452604.85 U.S. Treasuries (including strips) US TREASURY N/B 2029-01-15 2.500000 594000.00 878434.20 U.S. Treasuries (including strips) US TREASURY N/B 2039-08-15 4.500000 613619000.00 696482576.64 U.S. Treasuries (including strips) US TREASURY N/B 2040-02-15 2.125000 107000.00 165435.07 U.S. Treasuries (including strips) US TREASURY N/B 2041-02-15 2.125000 156000.00 238701.52 U.S. Treasuries (including strips) TSY INFL IX N/B 2042-02-15 0.750000 15461000.00 18131324.70 U.S. Treasuries (including strips) TSY INFL IX N/B 2043-02-15 3.125000 45284500.00 41724344.59 U.S. Treasuries (including strips) US TREASURY N/B 2043-02-15 0.625000 209000.00 233416.40 U.S. Treasuries (including strips) TSY INFL IX N/B 2043-08-15 3.625000 49488000.00 49213832.45 U.S. Treasuries (including strips) US TREASURY N/B 2044-02-15 1.375000 291000.00 369049.48 U.S. Treasuries (including strips) TSY INFL IX N/B 2044-05-15 3.375000 19630000.00 18562449.29 U.S. Treasuries (including strips) TSY INFL IX N/B 2044-11-15 3.000000 100309000.00 89084419.44 U.S. Treasuries (including strips) US TREASURY N/B 2045-02-15 0.750000 324000.00 356820.41 U.S. Treasuries (including strips) TSY INFL IX N/B 2046-02-15 1.000000 167000.00 191514.41 U.S. Treasuries (including strips) US TREASURY N/B 2046-08-15 2.250000 673277000.00 519804605.58 U.S. Treasuries (including strips) TSY INFL IX N/B 2046-11-15 2.875000 791113000.00 684329818.40 U.S. Treasuries (including strips) US TREASURY N/B 2047-02-15 0.875000 209000.00 227241.88 U.S. Treasuries (including strips) US TREASURY N/B 2047-11-15 2.750000 299387000.00 252721757.14 U.S. Treasuries (including strips) US TREASURY N/B 2048-02-15 3.000000 1423251000.00 1270290192.80 U.S. Treasuries (including strips) TSY INFL IX N/B 2048-02-15 1.000000 155000.00 169391.88 U.S. Treasuries (including strips) TSY INFL IX N/B 2048-05-15 3.125000 627338000.00 568480113.39 U.S. Treasuries (including strips) TSY INFL IX N/B 2048-08-15 3.000000 180206000.00 160979537.84 U.S. Treasuries (including strips) US TREASURY N/B 2048-11-15 3.375000 933963500.00 886819467.08 U.S. Treasuries (including strips) TSY INFL IX N/B 2049-02-15 3.000000 130177400.00 116614011.52 U.S. Treasuries (including strips) TSY INFL IX N/B 2049-02-15 1.000000 148000.00 158310.96 U.S. Treasuries (including strips) TSY INFL IX N/B 2050-02-15 2.000000 76345100.00 55085167.97 U.S. Treasuries (including strips) US TREASURY N/B 2050-02-15 0.250000 229000.00 195520.61 U.S. Treasuries (including strips) TSY INFL IX N/B 2050-08-15 1.375000 50381800.00 30783382.48 U.S. Treasuries (including strips) US TREASURY N/B 2050-11-15 1.625000 1353552800.00 878566070.54 U.S. Treasuries (including strips) TSY INFL IX N/B 2051-02-15 0.125000 234000.00 188295.09 U.S. Treasuries (including strips) US TREASURY N/B 2051-08-15 2.000000 1000000000.00 716841032.61 U.S. Treasuries (including strips) US TREASURY N/B 2041-08-15 1.750000 70402000.00 51871256.18 U.S. Treasuries (including strips) TSY INFL IX N/B 2052-02-15 2.250000 750000000.00 570366847.83 U.S. Treasuries (including strips) TSY INFL IX N/B 2042-05-15 3.250000 1250000000.00 1168992791.78 U.S. Treasuries (including strips) US TREASURY N/B 2052-08-15 3.000000 16524000.00 14830739.02 U.S. Treasuries (including strips) US TREASURY N/B 2052-11-15 4.000000 2472508000.00 2659666439.65 U.S. Treasuries (including strips) TSY INFL IX N/B 2027-11-15 2.250000 115000000.00 108551551.71 U.S. Treasuries (including strips) US TREASURY N/B 2028-02-15 2.750000 62500000.00 60735606.32 U.S. Treasuries (including strips) US TREASURY N/B 2029-07-15 0.250000 1633000.00 1785288.89 U.S. Treasuries (including strips) TSY INFL IX N/B 2024-01-15 0.625000 250000000.00 312713436.33 U.S. Treasuries (including strips) US TREASURY N/B 2024-08-15 2.375000 10015000.00 9806960.83 U.S. Treasuries (including strips) US TREASURY N/B 2025-01-15 0.250000 70000000.00 84888523.63 U.S. Treasuries (including strips) US TREASURY N/B 2026-05-15 1.625000 20194000.00 18894394.77 U.S. Treasuries (including strips) US TREASURY N/B 2023-07-15 0.375000 430000000.00 546872437.64 U.S. Treasuries (including strips) TSY INFL IX N/B 2025-07-15 0.375000 84100000.00 102124075.40 U.S. Treasuries (including strips) US TREASURY N/B 2026-08-31 1.375000 294040000.00 272328659.05 U.S. Treasuries (including strips) TSY INFL IX N/B 2030-01-15 0.125000 151856000.00 161885262.47 U.S. Treasuries (including strips) US TREASURY N/B 2025-05-31 0.250000 47881000.00 43884202.58 U.S. Treasuries (including strips) US TREASURY N/B 2030-07-15 0.125000 357848000.00 382226412.50 U.S. Treasuries (including strips) TSY INFL IX N/B 2025-07-31 0.250000 23537000.00 21462964.42 U.S. Treasuries (including strips) US TREASURY N/B 2030-08-15 0.625000 500000000.00 408709239.13 U.S. Treasuries (including strips) US TREASURY N/B 2025-08-31 0.250000 264873000.00 241171279.53 U.S. Treasuries (including strips) Y 2023-02-01 2023-02-01 2023-02-01 N N N 0.0430 14000000043.42 14000000043.42 0.1731 N Y Y N Fixed Income Clearing Co Tri Party Repo Fixed Income Clearing Co Tri Party Repo 4.300000% 93748 0000093748 934QYA005_4.30_0201 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N TSY INFL IX N/B 2025-01-15 0.250000 272587500.00 330350475.09 U.S. Treasuries (including strips) TSY INFL IX N/B 2027-10-15 1.625000 784805300.00 801429601.44 U.S. Treasuries (including strips) US TREASURY N/B 2027-09-30 4.125000 40000000.00 41219954.95 U.S. Treasuries (including strips) Y 2023-02-01 2023-02-01 2023-02-01 N N N 0.0430 1150000000.00 1150000000.00 0.0142 N Y Y N National Australia Bank Ltd Repo National Australia Bank Ltd Repo 4.300000% 549300E2IPL06NDXMZ63 935EJW000_4.30_0201 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N US TREASURY N/B 2028-07-31 1.000000 410945000.00 357072678.91 U.S. Treasuries (including strips) Y 2023-02-01 2023-02-01 2023-02-01 N N N 0.0430 350000000.00 350000000.00 0.0043 N Y Y N Banco Santander Tri Party Repo Banco Santander Tri Party Repo 4.305000% 5493006QMFDDMYWIAM13 0000891478 936TGF006_4.30_0201 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N GOVERNMENT NATIONAL MORTGAGE A 2030-12-20 9.000000 1000.00 10.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2047-04-01 4.000000 112040520.00 32689583.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2047-05-01 4.000000 2920296.00 1519447.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2047-08-01 4.000000 6372559.00 2324858.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2047-07-01 4.000000 28651427.00 11721503.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2048-04-01 4.000000 1000.00 191.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2048-05-01 4.500000 13262648.00 3865986.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2046-09-01 3.500000 69361672.00 24174630.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2052-09-01 5.000000 4000.00 3895.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2052-09-01 6.000000 1000.00 945.42 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2052-09-01 4.500000 2048.00 1993.67 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2052-09-01 4.500000 1000.00 960.64 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2052-05-01 4.000000 1066.00 1006.49 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2052-10-01 3.500000 1024.00 957.79 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2052-11-01 5.000000 2000.00 1990.16 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2052-09-01 4.500000 1000.00 993.25 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2053-01-01 6.000000 39824.00 41223.27 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2035-03-01 3.000000 300931.00 99634.86 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2051-12-01 2.500000 1585500.00 1286445.95 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2041-08-01 6.000000 521096.00 105355.92 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2042-08-01 4.000000 3048.00 244.98 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2040-01-01 5.500000 2036.00 122.97 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2042-08-01 3.500000 2000.00 333.05 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2051-10-01 2.000000 1000.00 775.58 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2041-05-01 2.000000 2064.00 1538.59 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2042-04-01 2.000000 1000.00 824.05 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2037-01-01 5.000000 1000.00 1020.18 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2052-01-01 5.500000 1024.00 1042.54 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2052-01-01 6.500000 1024.00 1064.21 Agency Mortgage-Backed Securities US TREASURY N/B 2045-02-15 2.500000 1193800.00 972149.52 U.S. Treasuries (including strips) Federal National Mortgage Assoc. 2042-08-01 3.500000 5461408.00 712344.76 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2044-07-01 4.000000 7721632.00 1759575.33 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2044-11-01 3.500000 2000.00 188.61 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2046-07-01 3.500000 2010.00 610.43 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2047-02-01 4.500000 23423552.00 10050605.63 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2047-06-01 4.500000 6160.00 2453.46 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2047-04-01 4.500000 1700744.00 492446.37 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2047-07-01 4.500000 4240.00 1059.35 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2044-02-01 4.500000 3024.00 812.73 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2044-02-01 4.500000 16406348.00 4291674.08 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2044-02-01 4.500000 2008.00 439.99 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2045-04-01 3.000000 4256000.00 735961.70 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2047-04-01 4.000000 21853696.00 6447718.25 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2047-06-01 4.500000 6944.00 1922.86 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2057-01-01 4.000000 2144.00 1024.55 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2057-09-01 3.500000 5048.00 2358.43 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2047-09-01 3.500000 8192.00 2954.60 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2048-02-01 3.500000 1000.00 353.70 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2048-06-01 4.500000 2018.00 722.51 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2048-11-01 4.500000 3000.00 1021.32 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2044-04-01 4.500000 5000.00 2072.48 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2046-06-01 4.000000 4413760.00 1844652.25 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2044-06-01 4.500000 6679528.00 2370184.80 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2049-12-01 3.500000 6368.00 1605.63 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2049-12-01 3.500000 2000.00 1157.07 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2050-06-01 2.500000 5072.00 3270.99 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2052-05-01 3.500000 267699.00 245557.37 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2051-11-01 2.000000 1000.00 800.86 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2052-08-01 4.500000 7475.00 7180.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2052-10-01 5.000000 67884.00 65008.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2052-10-01 6.500000 1000.00 1088.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2053-01-01 5.000000 1024.00 1032.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2052-08-01 5.000000 13209829.00 12744292.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2052-09-01 5.000000 235777.00 234654.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2052-09-01 5.000000 4428126.00 4455590.88 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2042-03-01 5.000000 6004.00 865.73 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2042-02-01 4.500000 3019578.00 611294.03 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2042-04-01 4.000000 45002096.00 9768986.52 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2030-01-01 3.000000 1000.00 219.14 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2052-11-01 5.500000 1000.00 1016.06 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2052-09-01 5.000000 466516.00 351335.05 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2052-07-01 5.000000 2172.00 2131.93 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2052-12-01 5.000000 871500.00 874955.46 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2052-08-01 5.000000 1004.00 1006.12 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2052-08-01 5.000000 1016.00 915.92 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2052-09-01 5.500000 1000.00 1035.30 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2052-09-01 5.000000 1000.00 1004.05 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2053-01-01 6.000000 1000.00 1032.77 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2053-01-01 5.500000 1000.00 1018.10 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2053-01-01 6.000000 1000.00 1032.61 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2047-09-01 3.500000 7168.00 2819.42 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2047-09-01 3.500000 5000.00 1855.59 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2047-09-01 4.000000 1308032.00 355845.54 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2047-12-01 4.000000 2000.00 616.48 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2048-02-01 4.500000 3072.00 1209.24 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2048-11-01 4.500000 13683660.00 4032192.39 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2048-07-01 4.500000 2008.00 502.87 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2048-08-01 5.000000 36260.00 7429.25 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2048-09-01 5.000000 1465825.00 319684.06 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2048-10-01 4.000000 5000.00 1802.62 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2049-05-01 4.000000 5096.00 2121.34 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2048-12-01 4.500000 175400.00 57202.60 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2048-12-01 5.000000 3072.00 534.06 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2049-01-01 4.500000 2653284.00 759919.65 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2050-06-01 2.000000 3000.00 1920.57 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2050-06-01 2.000000 17142.00 11255.65 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2050-06-01 2.000000 30060292.00 16580709.61 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2051-04-01 2.000000 1170.00 877.48 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2051-05-01 2.500000 1973824.00 1431222.75 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2051-11-01 2.500000 8192.00 6728.95 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2052-08-01 4.500000 2000.00 1890.42 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2052-08-01 5.000000 1000.00 1011.62 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2052-09-01 5.000000 7092417.00 7098832.08 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2052-09-01 5.000000 7596791.00 7522287.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2040-05-01 5.000000 1000.00 35.33 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2051-09-01 2.000000 1000.00 770.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2052-03-01 3.000000 1000.00 870.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2028-12-01 3.500000 7838.00 1012.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2039-06-01 5.000000 1000.00 69.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2040-09-01 5.000000 1000.00 66.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2052-09-01 4.500000 3167580.00 3065284.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2052-09-01 5.000000 6375.00 6350.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2041-04-01 5.000000 2394887.00 348602.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2041-04-01 5.000000 1014403.00 141715.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2041-04-01 5.000000 2474180.00 291114.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2041-07-01 5.000000 1994676.00 188259.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2041-07-01 5.000000 2376978.00 461827.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2042-06-01 4.500000 20982480.00 4179931.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2042-09-01 4.000000 133483000.00 43882717.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2029-12-01 3.000000 22677776.00 3542504.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2044-02-01 4.500000 28126314.00 6910317.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2045-11-01 3.500000 54871250.00 13628452.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2049-04-01 4.500000 9828050.00 3226648.34 Agency Mortgage-Backed Securities Y 2023-02-01 2023-02-01 2023-02-01 N N N 0.0431 250000000.00 250000000.00 0.0031 N Y Y N MUFG Securities Tri Party Repo MUFG Securities Tri Party Repo 4.300000% 549300Y1PMK3RWXMWR72 937KGC001_4.30_0201 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N Federal Home Loan Mortgage Corp. 2052-01-01 2.500000 803888.00 662613.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2049-03-01 3.000000 14710800.00 3290507.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2052-06-01 3.000000 1925174.00 1716953.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2051-05-01 2.500000 5059158.00 3670390.46 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2041-01-01 4.000000 274605520.00 18163668.06 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2041-08-01 4.500000 295100000.00 14712300.40 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2046-05-01 3.500000 69618048.00 23446887.71 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2046-12-01 3.500000 104895394.00 35124811.04 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2047-11-01 4.500000 51844196.00 18359957.15 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2051-11-01 2.000000 846529.00 647450.65 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2048-11-01 4.500000 92420.00 33072.38 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2048-12-01 4.000000 11722000.00 3217413.22 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2049-03-01 4.500000 12418512.00 3264961.85 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2052-02-01 2.000000 1024.00 831.43 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2052-12-01 6.000000 1363956.00 1406983.54 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2052-09-01 5.000000 20703161.00 20574809.86 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2052-09-01 5.000000 18385006.00 18539031.17 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2052-10-01 5.000000 50000000.00 49824775.94 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2052-10-01 5.000000 12057280.00 12127680.67 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2043-07-01 3.500000 626464.00 396415.37 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2052-08-01 5.000000 24581396.00 24175148.37 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2052-08-01 4.500000 1408.00 1364.91 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2038-04-01 5.000000 8851400.00 123457.92 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2042-06-01 3.500000 4651663.00 1091465.22 Agency Mortgage-Backed Securities TSY INFL IX N/B 2025-01-15 2.375000 100.00 158.70 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE A 2052-07-20 4.000000 445565.00 426893.65 Agency Mortgage-Backed Securities Y 2023-02-01 2023-02-01 2023-02-01 N N N 0.0430 250000000.00 250000000.00 0.0031 N Y Y N MUFG Securities Tri Party Repo MUFG Securities Tri Party Repo 4.310000% 549300Y1PMK3RWXMWR72 937KGC001_4.31_0202 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, 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317.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2033-07-15 5.500000 25175.00 257.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2033-07-15 5.000000 25000.00 422.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2033-10-15 6.000000 280000.00 1624.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2034-09-20 6.000000 88000.00 1591.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2034-09-20 7.000000 35000.00 241.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2034-10-20 5.000000 215041.00 3926.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2034-10-20 5.500000 42000.00 866.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2035-01-20 5.000000 69950.00 1722.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2034-11-20 5.000000 52750.00 934.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2034-11-20 6.000000 37300.00 947.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2034-12-20 5.000000 82000.00 1959.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2035-03-20 5.000000 43300.00 1141.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2035-02-20 5.000000 50000.00 1247.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2035-02-20 5.500000 28000.00 759.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2035-06-20 5.000000 39000.00 806.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2035-06-20 6.000000 113550.00 2752.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2035-04-20 5.000000 96000.00 2090.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2035-09-20 5.000000 135675.00 3060.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2035-09-20 5.500000 83000.00 2391.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL 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GOVERNMENT NATIONAL MORTGAGE A 2035-10-20 7.000000 50000.00 4055.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2036-02-20 5.500000 51000.00 976.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2035-12-20 5.000000 10000.00 257.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2029-05-15 6.500000 73036.00 44.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2029-05-15 7.500000 26507.00 76.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2029-04-15 6.000000 25639.00 1512.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2029-05-15 6.000000 42000.00 527.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2029-02-15 6.500000 50000.00 78.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2029-01-15 6.000000 100000.00 275.38 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2046-08-01 3.000000 1000.00 197.75 Agency Mortgage-Backed 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Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2043-08-01 4.000000 1667.00 410.42 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2043-12-01 4.500000 2311.00 173.94 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2043-11-01 4.500000 2500.00 530.47 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2028-12-01 3.500000 2000.00 206.13 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2044-02-01 3.500000 1000.00 248.38 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2029-01-01 3.500000 5000.00 272.95 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2044-09-01 4.000000 1000.00 101.04 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2044-03-01 4.500000 6000.00 82.99 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2044-03-01 4.500000 1000.00 38.58 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2029-03-01 3.500000 4000.00 358.19 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2044-06-01 4.000000 4500.00 813.91 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2044-08-01 4.000000 1004.00 268.54 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2044-06-01 4.000000 1274.00 71.62 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2027-01-01 3.500000 3000.00 169.82 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2044-07-01 4.500000 2000.00 379.00 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2044-09-01 4.000000 1000.00 72.75 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2029-11-01 3.500000 2000.00 345.37 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2036-02-01 3.500000 19000.00 2690.57 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2046-07-01 3.000000 1000.00 169.28 Agency Mortgage-Backed Securities Federal National 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Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2029-10-01 3.000000 1000.00 139.07 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2044-10-01 4.000000 7000.00 895.99 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2044-09-01 4.000000 10000.00 738.77 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2027-06-01 3.500000 4000.00 362.92 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2044-12-01 4.000000 8000.00 1201.81 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2045-03-01 3.500000 9500.00 1032.18 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2045-01-01 4.500000 1000.00 14.57 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2045-06-01 3.500000 2000.00 189.51 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2045-02-01 3.000000 1003.00 229.38 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2045-05-01 4.000000 5000.00 148.78 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2030-06-01 3.500000 2000.00 174.29 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2045-06-01 4.000000 3500.00 822.47 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2034-11-01 6.000000 35445.00 399.46 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2033-08-01 5.500000 8000.00 146.66 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2033-06-01 6.500000 10000.00 126.37 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2035-02-01 5.500000 3000.00 37.86 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2035-04-01 6.000000 26460.00 313.98 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2035-06-01 5.000000 8000.00 122.47 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2033-10-01 5.500000 10000.00 194.83 Agency Mortgage-Backed Securities Federal National 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5.000000 15018.00 100.41 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2033-09-01 5.500000 10000.00 164.27 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2033-06-01 6.000000 44707.00 1731.90 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2035-10-01 4.500000 10000.00 106.64 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2035-12-01 5.500000 1000.00 13.27 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2035-12-01 6.000000 14000.00 143.99 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2036-03-01 6.000000 3000.00 31.22 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2036-05-01 5.000000 17000.00 110.38 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2036-05-01 5.500000 16000.00 42.39 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2036-06-01 5.000000 6003.00 69.03 Agency Mortgage-Backed Securities Federal National 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16000.00 85.97 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2035-11-01 6.000000 9000.00 118.76 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2048-11-01 4.000000 1000.00 162.95 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2049-05-01 4.000000 2500.00 473.27 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2049-07-01 4.000000 4000.00 885.75 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2049-07-01 3.500000 3000.00 499.53 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2050-01-01 4.000000 4000.00 953.97 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2032-05-01 3.560000 17000.00 16332.66 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2048-07-01 4.500000 2500.00 289.36 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2048-09-01 4.000000 1000.00 101.56 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2049-03-01 4.500000 3500.00 453.47 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2049-07-01 3.500000 4100.00 621.62 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2049-07-01 4.000000 2000.00 294.74 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2034-11-01 3.500000 13000.00 4328.40 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2050-09-01 2.000000 1900.00 1287.43 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2049-05-01 4.000000 2000.00 463.00 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2049-08-01 3.500000 8000.00 791.16 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2049-08-01 3.500000 1000.00 173.09 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2049-02-01 4.000000 2000.00 239.04 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2049-09-01 3.500000 2000.00 391.00 Agency Mortgage-Backed Securities 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Mortgage-Backed Securities Federal National Mortgage Assoc. 2046-09-01 3.500000 2000.00 339.16 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2047-05-01 4.500000 4000.00 723.60 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2032-02-01 3.500000 1000.00 178.23 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2047-05-01 4.500000 3000.00 767.80 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2048-05-01 4.000000 5000.00 673.90 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2048-08-01 4.500000 3000.00 174.14 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2048-08-01 4.000000 3000.00 289.81 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2030-11-01 3.500000 1000.00 190.57 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2047-02-01 4.000000 6500.00 1111.46 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2048-11-01 3.000000 1750.00 394.01 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2049-02-01 3.500000 1000.00 115.64 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2036-07-01 6.500000 6000.00 47.53 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2035-11-01 5.000000 29000.00 512.10 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2036-12-01 6.000000 23000.00 162.54 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2036-12-01 5.000000 3000.00 40.19 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2037-08-01 6.500000 14000.00 167.64 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2037-10-01 6.500000 14000.00 147.16 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2037-11-01 7.500000 25000.00 188.93 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2038-10-01 6.500000 4000.00 58.29 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2024-07-01 5.500000 2000.00 1.41 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2039-10-01 6.500000 1000.00 19.39 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2037-10-01 6.500000 22000.00 471.19 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2038-05-01 5.500000 12000.00 119.69 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2038-06-01 5.500000 1000.00 11.65 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2038-05-01 6.000000 20330.00 176.55 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2036-12-01 5.000000 3000.00 56.37 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2038-07-01 6.000000 11000.00 102.71 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2023-07-01 5.500000 8000.00 5.50 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2023-10-01 5.000000 5000.00 3.53 Agency Mortgage-Backed Securities Federal 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Mortgage-Backed Securities Federal National Mortgage Assoc. 2036-10-01 6.500000 30000.00 820.94 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2036-11-01 5.000000 30000.00 248.98 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2036-07-01 7.000000 75000.00 1420.47 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2037-01-01 5.000000 2000.00 70.91 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2037-02-01 5.000000 1000.00 8.33 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2037-02-01 6.500000 36435.00 367.67 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2037-06-01 6.500000 8000.00 533.19 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2036-12-01 6.000000 85000.00 7699.98 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2038-05-01 6.500000 12000.00 169.73 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2036-12-01 6.000000 5000.00 64.80 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2037-02-01 5.500000 1000.00 4.80 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2037-04-01 5.500000 14000.00 98.12 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2037-05-01 5.500000 26000.00 251.78 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2037-09-01 6.500000 2000.00 38.92 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2037-10-01 6.500000 19500.00 284.29 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2037-12-01 6.000000 42000.00 57.10 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2038-03-01 6.500000 71000.00 890.53 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2038-10-01 6.000000 3000.00 12.08 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2039-04-01 4.500000 1000.00 89.38 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2040-02-01 4.500000 2000.00 65.53 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2024-08-01 4.500000 94000.00 724.10 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2038-11-01 5.000000 1057.00 4.59 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2037-06-01 6.500000 11000.00 87.86 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2037-07-01 5.500000 1000.00 9.92 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2037-06-01 6.000000 10000.00 177.55 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2037-07-01 5.500000 13000.00 88.34 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2037-06-01 5.000000 3000.00 69.79 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2037-06-01 6.000000 1000.00 17.85 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2037-05-01 5.000000 6000.00 408.64 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2037-05-01 5.500000 15000.00 40.23 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2036-09-01 5.500000 1000.00 29.53 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2037-07-01 6.000000 8000.00 79.25 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2037-02-01 5.500000 9500.00 72.63 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2037-11-01 6.500000 25000.00 267.96 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2037-11-01 6.500000 3000.00 36.38 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2038-04-01 5.500000 22000.00 233.95 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2038-04-01 5.000000 7554.00 103.92 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2038-01-01 6.500000 2000.00 48.31 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2038-03-01 5.500000 23000.00 201.74 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2039-02-01 4.500000 2000.00 30.26 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2038-04-01 5.000000 8000.00 198.04 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2038-03-01 6.500000 7000.00 96.83 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2038-06-01 6.000000 14500.00 258.19 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2038-09-01 6.000000 3000.00 37.57 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2023-07-01 6.500000 5655.00 7.65 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2038-04-01 5.000000 4000.00 16.23 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2038-05-01 5.000000 1000.00 16.58 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2038-05-01 5.500000 9000.00 62.63 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2023-05-01 4.500000 46000.00 11.00 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2038-07-01 5.500000 7000.00 90.69 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2038-06-01 5.500000 67000.00 201.67 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2023-08-01 6.500000 94737.00 379.31 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2038-06-01 5.500000 1000.00 2.37 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2037-07-01 6.500000 100000.00 408.47 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2037-10-01 6.500000 4000.00 74.59 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2037-08-01 6.000000 44000.00 271.92 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2037-08-01 6.500000 66032.00 350.69 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2037-07-01 6.500000 2000.00 28.65 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2037-10-01 6.000000 10000.00 87.53 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2037-11-01 5.500000 1000.00 6.43 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2037-08-01 6.500000 1000.00 8.58 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2037-09-01 6.000000 3000.00 28.70 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2037-04-01 6.500000 90000.00 1970.50 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2039-06-01 5.000000 1000.00 90.11 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2039-04-01 4.500000 28000.00 792.62 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2040-08-01 4.500000 4000.00 127.78 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2041-02-01 4.000000 1334.00 170.11 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2041-08-01 4.000000 6000.00 359.02 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 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4.500000 1000.00 90.03 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2049-01-01 3.500000 2750.00 374.69 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2049-02-01 4.000000 3500.00 272.28 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2046-10-01 3.000000 2000.00 429.38 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2046-12-01 3.000000 1000.00 243.48 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2047-03-01 3.000000 1000.00 286.64 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2047-04-01 4.000000 8500.00 1115.27 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2047-05-01 4.000000 1000.00 135.89 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2047-06-01 3.500000 25500.00 3587.85 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2047-06-01 4.000000 6000.00 828.95 Agency Mortgage-Backed Securities Federal National 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3.500000 4000.00 750.12 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2045-04-01 3.000000 26000.00 1729.42 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2045-08-01 4.000000 3000.00 414.52 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2046-02-01 4.000000 3000.00 408.08 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2048-04-01 3.500000 3000.00 507.95 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2048-04-01 3.000000 4000.00 786.26 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2033-05-01 3.500000 2000.00 315.63 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2033-04-01 3.500000 1000.00 184.39 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2048-05-01 4.500000 2000.00 249.32 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2048-06-01 4.000000 1000.00 112.09 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2033-06-01 3.500000 2000.00 306.12 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2048-07-01 4.500000 1000.00 106.98 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2048-09-01 3.500000 5750.00 713.04 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2048-09-01 4.000000 2750.00 265.99 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2048-08-01 3.500000 2000.00 245.97 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2048-08-01 4.000000 11750.00 1183.87 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2041-07-01 2.000000 10000.00 7564.49 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2034-03-01 3.500000 1500.00 187.78 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2029-05-01 3.500000 1000.00 182.33 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2034-05-01 3.500000 1000.00 155.69 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2049-05-01 3.500000 1000.00 101.32 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2049-04-01 3.500000 2000.00 209.52 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2049-07-01 3.500000 3000.00 368.27 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2049-07-01 4.500000 1500.00 232.53 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2049-06-01 3.000000 2000.00 262.64 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2049-06-01 3.500000 3000.00 350.38 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2048-10-01 4.500000 3000.00 354.16 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2048-11-01 4.000000 7500.00 781.49 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2033-05-01 6.000000 135000.00 738.14 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2033-05-01 6.000000 24000.00 105.68 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2033-04-01 6.000000 38000.00 175.25 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2033-07-01 6.000000 1815.00 10.23 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2040-06-01 3.449000 150000.00 771.32 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2030-12-01 7.000000 60000.00 62.30 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2030-12-01 7.500000 50000.00 20.00 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2030-12-01 6.000000 8000.00 127.03 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2031-01-01 7.500000 15000.00 9.27 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2031-01-01 7.500000 25000.00 5.78 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2031-03-01 7.500000 10000.00 2.59 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2031-05-01 6.500000 15000.00 216.88 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2031-04-01 6.000000 6000.00 24.40 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2031-06-01 6.500000 11000.00 46.39 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2024-10-01 6.000000 50000.00 32.11 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2031-05-01 6.500000 5000.00 12.14 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2031-06-01 6.500000 15000.00 9.03 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2031-09-01 6.500000 7000.00 9.88 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2031-08-01 7.500000 150000.00 65.89 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2030-07-01 6.000000 77416.00 911.47 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2031-08-01 6.500000 18000.00 50.25 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2031-08-01 6.500000 13000.00 5.16 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2031-08-01 7.500000 25000.00 154.20 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2031-09-01 6.000000 15000.00 9.55 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2031-11-01 6.500000 40600.00 125.73 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2031-11-01 6.500000 25000.00 44.92 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2031-12-01 6.500000 18000.00 44.47 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2031-12-01 6.000000 15000.00 11.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2052-11-01 4.500000 1000000.00 974652.39 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2038-01-01 5.000000 553691.00 564862.09 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2029-02-01 6.000000 15000.00 19.82 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2029-03-01 6.500000 100000.00 400.18 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2029-05-01 6.000000 5000.00 5.69 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2029-06-01 7.000000 23000.00 20.00 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2029-03-01 6.500000 25000.00 18.10 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2029-03-01 6.500000 2896.00 3.07 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2029-04-01 6.500000 10000.00 11.70 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2029-05-01 6.000000 15000.00 68.22 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2030-04-01 8.500000 100000.00 187.14 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2030-02-01 7.500000 13000.00 11.78 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2029-11-01 6.000000 10000.00 25.77 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2029-11-01 6.500000 35000.00 44.04 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2028-12-01 6.000000 67500.00 115.59 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2030-02-01 6.500000 5000.00 9.27 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2030-02-01 7.000000 33000.00 40.54 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2030-05-01 8.000000 16831.00 14.39 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2030-02-01 7.000000 10000.00 16.70 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2031-04-01 6.000000 71626.00 99.28 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2031-05-01 6.000000 30000.00 31.28 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2031-05-01 6.000000 40000.00 53.75 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2030-06-01 8.000000 50000.00 171.02 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2032-01-01 5.500000 12000.00 50.47 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2031-07-01 7.500000 45000.00 69.89 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2031-06-01 6.000000 6000.00 8.44 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2032-07-01 6.500000 217319.00 562.82 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2032-07-01 6.500000 16058.00 36.50 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2032-08-01 6.500000 135000.00 354.84 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2032-08-01 6.500000 69096.00 141.17 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2032-07-01 7.000000 250000.00 932.77 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2032-11-01 6.000000 59040.00 223.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2037-05-01 4.500000 165000.00 147.71 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2049-08-01 3.000000 2500.00 365.31 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2049-08-01 3.500000 3000.00 406.77 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2049-08-01 4.000000 1500.00 220.95 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2049-08-01 4.500000 4500.00 635.71 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2034-09-01 2.500000 1400.00 284.07 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2049-09-01 3.500000 4500.00 685.34 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2049-10-01 3.500000 19500.00 3168.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2035-11-01 5.000000 10000.00 66.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2037-04-01 7.500000 80000.00 444.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2037-09-01 6.000000 50000.00 261.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2037-10-01 6.000000 80000.00 1030.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2038-07-01 6.000000 80667.00 604.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2036-09-01 6.500000 19000.00 122.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2036-12-01 6.000000 50000.00 562.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2037-01-01 6.000000 18000.00 174.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2037-04-01 5.500000 10000.00 86.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2037-10-01 6.000000 40000.00 210.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2037-11-01 5.500000 19000.00 158.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2038-01-01 6.500000 2000.00 25.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2038-03-01 6.000000 31000.00 389.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2038-09-01 5.500000 9000.00 90.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2038-09-01 4.500000 4500.00 64.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2036-01-01 5.500000 19000.00 265.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2038-10-01 6.000000 4000.00 113.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2038-12-01 5.000000 20000.00 243.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2038-12-01 5.500000 25000.00 230.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2039-05-01 5.000000 10000.00 236.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2041-11-01 4.500000 1000.00 91.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2038-09-01 6.500000 15000.00 346.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2040-08-01 5.500000 1000.00 64.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2043-10-01 3.000000 1000.00 223.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2043-12-01 4.000000 1000.00 120.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2043-12-01 5.500000 1000.00 95.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2045-03-01 3.500000 7000.00 1213.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2026-10-01 3.500000 16168.00 581.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2024-04-01 5.000000 4000.00 5.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2024-02-01 5.500000 39000.00 20.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2024-11-01 4.000000 10000.00 24.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2024-12-01 5.500000 67500.00 17.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2026-06-01 5.000000 21558.00 50.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2026-06-01 5.000000 20000.00 46.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2024-12-01 5.500000 3000.00 2.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2024-12-01 5.500000 12000.00 6.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2047-08-01 4.000000 5250.00 788.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2047-12-01 3.000000 1000.00 195.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2048-02-01 3.000000 1000.00 180.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2048-08-01 4.000000 1000.00 99.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2048-09-01 4.500000 1000.00 111.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2048-11-01 4.000000 1000.00 96.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2048-12-01 4.500000 3000.00 300.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2049-01-01 4.000000 3750.00 319.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2049-01-01 4.500000 4000.00 344.79 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2031-12-01 7.000000 8000.00 27.72 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2031-12-01 6.000000 20000.00 38.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2032-04-01 6.500000 2500.00 9.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2040-08-01 4.500000 4000.00 132.97 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2023-12-01 6.500000 25000.00 5.25 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2029-07-01 7.500000 16000.00 58.77 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2032-12-01 6.000000 14000.00 98.33 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2025-07-01 7.000000 35000.00 27.55 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2028-12-01 6.500000 30000.00 46.86 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2031-05-01 6.000000 152000.00 202.16 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2031-10-01 6.500000 15000.00 13.70 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2047-07-01 4.500000 1000.00 132.55 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2049-03-01 3.500000 3000.00 297.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2045-09-01 4.000000 5500.00 624.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2045-07-01 3.500000 1000.00 136.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2045-08-01 4.000000 1000.00 118.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2046-03-01 4.500000 5500.00 637.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2046-04-01 3.000000 1000.00 170.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2045-10-01 4.000000 6000.00 680.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2045-10-01 4.500000 1000.00 195.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2045-12-01 4.000000 5000.00 650.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2046-02-01 4.000000 10465.00 1350.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2046-05-01 3.500000 16374.00 2283.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2046-06-01 4.500000 3000.00 279.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2046-09-01 3.000000 3000.00 611.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2046-10-01 3.000000 1000.00 204.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2047-05-01 4.000000 1000.00 137.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2046-12-01 3.000000 2000.00 460.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2024-07-01 4.000000 5000.00 25.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2024-04-01 4.000000 38000.00 108.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2025-05-01 4.000000 10000.00 90.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2027-02-01 3.000000 1000.00 44.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2027-07-01 2.500000 1000.00 72.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2029-01-01 3.500000 3000.00 379.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2030-01-01 3.000000 1011.00 146.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2029-08-01 3.500000 1000.00 112.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2029-09-01 3.500000 3000.00 343.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2029-10-01 3.000000 3000.00 380.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2030-06-01 3.000000 4000.00 695.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2032-04-01 3.500000 1000.00 181.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2033-07-01 3.500000 1000.00 146.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2033-05-01 3.500000 1000.00 157.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2034-04-01 3.500000 1000.00 143.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2025-06-01 4.500000 45000.00 423.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2026-09-01 6.500000 25000.00 267.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2023-09-01 5.000000 4885.00 1.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2024-10-01 5.000000 5000.00 35.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2025-09-01 4.000000 1038.00 12.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2025-10-01 3.500000 6347.00 94.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2025-10-01 3.500000 2000.00 32.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2026-01-01 3.500000 27000.00 883.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2026-10-01 3.000000 13000.00 503.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2026-11-01 3.000000 2000.00 120.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2027-01-01 3.500000 1000.00 65.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2027-02-01 3.500000 5000.00 139.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2027-03-01 3.000000 6019.00 300.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2027-04-01 2.500000 5000.00 343.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2029-06-01 6.000000 70000.00 186.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2027-10-01 7.500000 60000.00 30.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2025-03-01 8.000000 25000.00 3.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2026-10-01 7.000000 1000.00 0.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2027-03-01 8.000000 175000.00 58.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2028-07-01 6.000000 25000.00 25.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2031-08-01 7.000000 5000.00 3.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2032-04-01 7.000000 15000.00 31.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2032-04-01 7.000000 758000.00 1263.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2032-08-01 6.500000 7000.00 13.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2032-05-01 7.500000 64000.00 318.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2033-09-01 4.000000 10000.00 309.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2031-12-01 6.500000 18000.00 42.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2032-02-01 6.000000 7000.00 86.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2032-08-01 6.000000 20000.00 68.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2032-09-01 6.500000 44000.00 251.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2051-05-01 3.431000 50000.00 23008.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2026-02-01 5.500000 15000.00 26.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2026-02-01 7.500000 50000.00 87.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2027-09-01 7.000000 105000.00 42.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2032-08-01 6.000000 99990.00 394.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2033-01-01 5.500000 12500.00 82.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2033-03-01 5.000000 10000.00 104.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2033-06-01 6.000000 48000.00 476.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2034-04-01 5.000000 10000.00 169.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2040-06-01 5.000000 25000.00 928.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2040-12-01 4.000000 4000.00 119.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2042-02-01 3.500000 4000.00 243.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2042-04-01 3.500000 2000.00 335.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2045-02-01 4.000000 11000.00 702.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2028-06-01 7.000000 5000.00 82.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2039-05-01 4.000000 1000.00 13.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2039-09-01 5.500000 2000.00 65.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2039-09-01 4.500000 60000.00 3056.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2040-01-01 4.000000 1129.00 60.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2028-09-01 7.500000 49000.00 49.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2029-04-01 7.000000 46000.00 41.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2029-11-01 7.000000 15000.00 20.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2040-08-01 4.500000 2000.00 26.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2040-11-01 4.000000 1034.00 50.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2041-01-01 4.000000 2000.00 157.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2041-01-01 4.500000 16000.00 1053.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2041-01-01 3.500000 9000.00 766.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2041-02-01 4.500000 10000.00 183.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2041-02-01 4.500000 1096.00 43.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2041-02-01 4.500000 9000.00 448.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2041-02-01 4.000000 4071.00 280.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2041-03-01 4.000000 2077.00 131.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2029-12-01 7.000000 5000.00 2.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2030-04-01 7.000000 10000.00 8.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2025-03-01 5.000000 19926.00 71.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2025-04-01 4.000000 35000.00 203.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2025-04-01 5.000000 3188.00 25.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2025-07-01 4.000000 2000.00 14.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2026-05-01 3.500000 4000.00 90.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2033-07-01 5.500000 10000.00 39.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2033-08-01 5.500000 50000.00 470.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2033-08-01 5.000000 5000.00 30.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2033-10-01 5.500000 5000.00 186.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2033-11-01 5.000000 45000.00 587.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2033-11-01 5.500000 15000.00 163.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2034-06-01 6.000000 5000.00 397.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2031-03-01 7.000000 20000.00 81.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2029-07-01 8.000000 100000.00 2584.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2035-11-01 5.000000 12000.00 101.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2049-04-01 4.000000 6000.00 593.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2049-05-01 5.000000 1000.00 176.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2034-07-01 6.000000 10000.00 127.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2035-02-01 5.000000 10000.00 161.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2035-07-01 5.500000 20750.00 388.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2036-08-01 6.500000 6000.00 72.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2037-03-01 6.000000 2000.00 22.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2037-06-01 6.000000 15000.00 133.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2039-02-01 5.000000 1334.00 21.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2042-01-01 3.500000 1000.00 91.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2043-08-01 4.000000 3000.00 274.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2044-08-01 4.500000 2500.00 190.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2044-09-01 4.000000 2000.00 178.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2044-08-01 3.500000 2021.00 210.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2044-10-01 4.000000 2006.00 192.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2044-11-01 3.500000 3314.00 335.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2045-01-01 3.500000 7000.00 807.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2045-01-01 4.000000 11500.00 1173.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2045-02-01 3.500000 1000.00 118.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2034-03-01 3.500000 1000.00 145.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2048-12-01 4.500000 6000.00 599.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2048-11-01 4.500000 1000.00 157.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2049-05-01 4.000000 4500.00 495.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2049-06-01 4.000000 1300.00 171.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2038-01-01 5.000000 387804.00 395628.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2049-07-01 4.500000 1000.00 150.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2049-07-01 4.000000 4000.00 563.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2049-12-01 3.000000 2000.00 455.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2049-12-01 4.000000 2000.00 422.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2050-02-01 3.000000 8000.00 1901.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2050-02-01 3.500000 1000.00 197.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2050-04-01 3.500000 32000.00 8665.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2050-05-01 4.500000 2500.00 803.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2050-07-01 3.000000 1000.00 360.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2052-02-01 2.000000 25076.00 20069.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2052-02-01 3.000000 2000.00 1693.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2052-08-01 4.000000 10000000.00 9429328.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2052-08-01 4.500000 7910653.00 7539191.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2052-12-01 6.000000 697433.00 706990.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2041-05-01 4.000000 2000.00 202.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2041-07-01 4.500000 2000.00 133.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2041-08-01 4.000000 3680.00 197.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2041-12-01 3.500000 1000.00 168.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2042-04-01 3.500000 1006.00 121.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2042-06-01 3.500000 1000.00 107.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2042-06-01 3.500000 1000.00 105.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2042-12-01 3.000000 1000.00 225.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2043-03-01 3.500000 2167.00 456.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2043-04-01 3.500000 20000.00 2043.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2043-10-01 4.500000 1000.00 172.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2044-03-01 4.500000 3000.00 229.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2045-02-01 4.000000 5000.00 643.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2047-04-01 4.000000 15000.00 2027.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2047-07-01 3.500000 1000.00 157.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2048-04-01 4.000000 5286.00 962.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2048-07-01 4.500000 5750.00 509.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2048-10-01 4.000000 3000.00 283.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2049-07-01 4.000000 2000.00 282.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2044-12-01 4.500000 1000.00 93.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2042-02-01 5.000000 20000.00 3338.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2041-06-01 5.500000 3000.00 1179.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2024-08-01 8.000000 40000.00 4.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2025-10-01 6.500000 25102.00 9.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2026-05-01 8.000000 6000.00 1.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2029-08-01 7.000000 5000.00 4.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2029-09-01 7.500000 10000.00 14.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2029-11-01 7.500000 15000.00 22.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2023-10-01 6.000000 2000.00 0.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2025-07-01 8.000000 12000.00 5.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2025-10-01 8.000000 20000.00 9.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2027-01-01 6.500000 35000.00 27.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2027-03-01 7.000000 10000.00 4.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2027-05-01 7.000000 5000.00 2.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2027-12-01 6.000000 4000.00 2.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2028-11-01 6.000000 5000.00 8.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2029-12-01 8.000000 270000.00 182.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2030-01-01 7.000000 3000.00 3.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2030-03-01 8.000000 10000.00 7.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2030-06-01 8.000000 5000.00 2.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2031-05-01 7.000000 60000.00 40.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2031-08-01 7.000000 30000.00 48.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2031-09-01 6.000000 9000.00 25.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2031-11-01 6.500000 75000.00 113.57 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2029-06-01 6.000000 10000.00 18.46 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2038-09-01 6.000000 27000.00 225.00 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2040-05-01 4.500000 6000.00 233.98 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2023-02-25 7.250000 25000.00 7.12 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2024-04-01 7.000000 27000.00 6.80 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2024-03-01 7.500000 16000.00 0.68 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2024-05-01 7.500000 4000.00 1.27 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2024-07-01 7.000000 18521.00 13.07 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2025-07-01 7.000000 18000.00 1.59 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2025-10-01 7.000000 10000.00 5.70 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2026-03-01 6.500000 5000.00 1.98 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2026-05-01 6.500000 44500.00 46.14 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2026-07-01 7.500000 12000.00 3.81 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2027-01-01 7.000000 6000.00 1.27 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2028-10-01 6.500000 5000.00 7.74 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2028-08-01 6.000000 6700.00 6.36 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2028-01-01 8.000000 15000.00 16.20 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2028-03-01 6.500000 7000.00 4.90 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2028-04-01 6.500000 5000.00 3.79 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2028-09-01 6.500000 1362641.00 1920.77 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2029-12-01 7.000000 14000.00 16.09 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2029-11-01 7.500000 19000.00 23.92 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2029-12-01 8.000000 16000.00 14.01 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2028-11-01 6.000000 105000.00 129.58 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2029-02-01 6.500000 90000.00 414.41 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2029-03-01 7.000000 25000.00 56.83 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2029-03-01 6.500000 80000.00 435.26 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2028-05-01 8.000000 32000.00 86.11 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2029-05-01 6.000000 15000.00 32.88 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2029-05-01 7.000000 14000.00 69.07 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2029-08-01 6.500000 5000.00 9.82 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2029-09-01 7.000000 25000.00 34.43 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2029-07-01 7.000000 12000.00 15.36 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2031-04-01 6.500000 5000.00 6.22 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2031-06-01 6.500000 40000.00 59.30 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2030-05-01 8.000000 10000.00 12.39 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2030-10-01 7.000000 15000.00 4.12 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2031-01-01 7.000000 10000.00 10.63 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2031-03-01 6.000000 10000.00 22.32 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2031-03-01 6.000000 109000.00 245.44 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2033-04-01 6.000000 15000.00 125.34 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2023-04-01 5.000000 10000.00 1.51 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2023-04-01 6.000000 90000.00 0.54 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2023-06-01 5.000000 27000.00 11.20 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2031-06-01 6.500000 175000.00 753.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2023-03-01 7.000000 58615.00 34.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2030-05-01 6.500000 105000.00 395.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2029-02-01 5.000000 13000.00 336.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2030-01-01 7.000000 19000.00 69.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2031-01-01 6.500000 25000.00 69.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2031-10-01 6.000000 80000.00 294.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2027-09-01 3.000000 1000.00 73.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2028-02-01 3.000000 3000.00 292.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2028-10-01 3.500000 3000.00 523.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2029-02-01 3.500000 1000.00 124.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2030-07-01 3.500000 2000.00 291.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2034-03-01 3.500000 3000.00 450.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2048-11-01 4.500000 3000.00 283.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2048-11-01 4.000000 5000.00 626.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2045-09-01 3.500000 53000.00 4848.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2049-05-01 4.000000 2000.00 215.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2032-09-01 3.500000 1000.00 216.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2033-07-01 3.500000 9000.00 1313.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2033-09-01 3.500000 1500.00 214.54 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2024-01-01 5.000000 60000.00 125.05 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2034-05-01 6.500000 7000.00 140.75 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2037-01-01 5.500000 35000.00 141.16 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2037-01-01 6.000000 40000.00 151.13 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2025-09-01 5.000000 28000.00 192.95 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2026-05-01 6.000000 45000.00 343.46 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2036-07-01 6.000000 5000.00 27.57 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2037-02-01 5.000000 1000.00 10.38 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2038-01-01 6.500000 15000.00 66.54 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2048-02-01 6.500000 25000.00 310.37 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2038-04-01 5.000000 5082.00 35.94 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2038-06-01 5.500000 6000.00 75.91 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2023-06-01 5.500000 2000.00 1.51 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2023-11-01 5.500000 29000.00 27.78 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2024-02-01 6.500000 36000.00 1.06 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2024-09-01 6.500000 5000.00 30.95 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2024-09-01 8.000000 35000.00 14.13 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2024-09-01 8.000000 185000.00 43.58 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2025-10-01 7.000000 5000.00 2.42 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2025-06-01 9.000000 50000.00 4.14 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2026-02-01 6.500000 91645.00 74.84 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2038-10-01 6.500000 44000.00 329.78 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2037-08-01 5.500000 41000.00 2267.72 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2044-09-01 5.500000 11000.00 1720.88 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2026-12-01 8.000000 6000.00 2.19 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2026-12-01 8.500000 100000.00 68.33 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2024-10-01 6.500000 125000.00 20.26 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2029-04-01 7.500000 30000.00 23.75 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2029-05-01 6.000000 11000.00 22.37 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2024-12-01 7.000000 50000.00 16.32 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2029-07-01 6.000000 77000.00 147.57 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2029-07-01 6.000000 10000.00 13.12 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2029-07-01 6.500000 15000.00 34.74 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2025-09-01 6.250000 10000.00 105.78 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2025-12-01 7.000000 81103.00 17.12 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2025-11-01 6.000000 90000.00 347.75 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2026-02-01 7.000000 3000.00 1.73 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2026-02-01 7.000000 1000.00 0.18 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2026-03-01 6.500000 10000.00 2.96 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2032-05-01 6.500000 11273.00 2.36 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2033-11-01 5.500000 10000.00 115.96 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2035-02-01 5.500000 25000.00 448.83 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2035-09-01 6.000000 14000.00 192.35 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2027-06-01 7.500000 58000.00 158.55 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2028-01-01 6.500000 100000.00 90.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2024-08-01 6.000000 25000.00 98.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2023-06-01 4.500000 35000.00 16.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2023-12-01 5.000000 20000.00 35.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2049-10-01 4.000000 2000.00 504.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2050-10-01 2.000000 2000.00 1145.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2049-12-01 3.000000 2000.00 481.92 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2023-06-01 7.000000 20000.00 0.88 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2023-04-01 7.000000 15000.00 0.39 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2023-05-01 7.000000 4000.00 0.12 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2023-07-01 7.500000 18000.00 0.45 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2023-09-01 7.000000 17000.00 1.45 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2023-11-01 6.000000 27000.00 12.53 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2023-12-01 6.000000 28000.00 13.11 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2024-01-01 6.000000 12000.00 4.31 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2024-01-01 7.000000 1000.00 0.22 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2023-08-01 6.500000 15000.00 0.96 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2023-08-01 8.500000 3500.00 0.00 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2026-01-01 8.500000 20000.00 9.09 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2025-12-01 8.500000 20000.00 7.43 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2028-03-01 6.500000 100000.00 70.12 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2028-09-01 6.500000 7000.00 50.63 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2026-01-01 7.500000 5000.00 25.77 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2028-04-01 7.000000 7000.00 4.59 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2028-04-01 7.000000 6000.00 11.52 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2028-06-01 6.000000 8000.00 5.64 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2028-06-01 6.500000 1000.00 1.57 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2028-07-01 6.000000 80000.00 54.93 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2028-08-01 6.000000 60688.00 383.50 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2027-07-01 8.000000 39000.00 295.73 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2029-02-01 6.500000 14000.00 49.02 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2028-09-01 6.500000 51000.00 137.00 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2028-12-01 5.500000 512500.00 421.80 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2028-12-01 6.000000 90100.00 117.16 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2028-11-01 7.500000 26000.00 29.33 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2025-09-15 8.167000 21293.00 4.02 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2029-01-01 6.500000 45000.00 144.26 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2029-01-01 6.000000 5000.00 5.25 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2031-10-01 6.500000 30000.00 52.93 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2031-09-01 7.500000 6000.00 9.65 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2031-10-01 8.000000 170000.00 584.46 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2032-01-01 6.000000 22000.00 69.17 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2032-02-01 7.000000 10000.00 24.37 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2032-03-01 6.000000 10000.00 30.68 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2032-03-01 7.000000 18000.00 71.33 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2032-05-01 6.000000 35000.00 150.35 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2032-07-01 5.500000 32000.00 394.80 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2032-09-01 5.500000 23000.00 125.78 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2032-09-01 6.000000 18000.00 60.43 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2032-10-01 5.500000 35000.00 201.59 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2032-11-01 6.000000 75000.00 311.56 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2033-01-01 6.000000 20000.00 128.85 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2023-02-25 5.500000 64000.00 0.21 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2033-09-01 4.500000 2000.00 40.54 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2033-11-01 5.000000 19000.00 330.95 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2034-01-01 5.500000 8000.00 98.87 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2033-11-01 7.000000 90500.00 703.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2029-07-15 7.500000 25487.00 71.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2029-03-15 7.000000 50000.00 115.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2029-05-15 6.500000 50284.00 182.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2028-11-15 6.000000 35000.00 70.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2028-11-15 6.000000 34000.00 392.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2028-12-15 6.000000 100000.00 364.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2031-03-15 6.000000 25002.00 154.30 Agency Mortgage-Backed Securities GOVERNMENT 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7.000000 25320.00 21.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2029-08-15 7.500000 27000.00 35.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2029-11-15 7.500000 53000.00 138.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2027-11-15 7.500000 72000.00 59.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2029-05-20 6.500000 42000.00 881.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2027-02-15 7.250000 25000.00 46.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2027-03-15 8.000000 25000.00 65.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2027-04-15 7.250000 25000.00 88.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2023-04-15 4.500000 40000.00 40.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2023-02-15 4.500000 89000.00 27.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2032-08-20 7.000000 2000.00 104.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2037-12-15 6.000000 25000.00 67.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2038-07-15 6.000000 25028.00 2223.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2038-04-15 5.000000 11000.00 179.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2038-05-20 5.500000 24000.00 321.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2038-04-15 5.500000 25000.00 263.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2038-09-15 5.500000 25000.00 123.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2038-10-15 6.500000 25000.00 182.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2023-06-15 5.000000 20000.00 33.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2023-08-15 6.500000 30000.00 72.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2039-05-15 5.000000 25029.00 537.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2038-07-15 6.500000 26884.00 225.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2038-08-15 5.500000 5000.00 126.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2038-08-15 6.000000 50000.00 332.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2023-08-15 5.000000 23500.00 15.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2034-07-20 6.500000 80000.00 2628.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2039-05-15 3.500000 11000.00 823.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2038-10-15 7.000000 6250.00 219.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2039-01-15 7.000000 50000.00 2950.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2038-10-15 6.500000 45000.00 330.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2038-12-15 7.000000 10000.00 110.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2039-03-15 4.500000 8000.00 679.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2039-01-15 5.000000 7000.00 125.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2038-12-15 7.000000 49000.00 552.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2024-01-15 4.500000 80000.00 412.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2039-04-15 4.500000 30000.00 290.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2039-05-15 5.000000 25000.00 194.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2039-03-15 5.500000 16995.00 703.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2038-04-15 5.500000 6000.00 29.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2029-08-20 6.000000 125000.00 538.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2029-08-20 7.000000 231675.00 470.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2029-06-20 6.500000 124750.00 320.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2029-06-20 7.000000 55000.00 122.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2029-07-20 7.000000 221990.00 323.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2029-10-20 7.000000 155000.00 249.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2029-10-20 7.500000 25524.00 30.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2029-08-20 7.500000 195000.00 410.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2029-08-20 8.000000 25000.00 4.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2029-09-20 7.000000 180000.00 338.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2029-09-20 7.500000 136000.00 272.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2029-11-20 7.000000 145000.00 241.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2029-11-20 7.500000 252500.00 338.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2030-01-20 7.000000 61002.00 56.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2030-01-20 7.500000 173641.00 197.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2030-01-20 8.000000 50000.00 47.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2030-02-20 7.000000 152706.00 236.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2030-02-20 7.500000 73218.00 100.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2030-05-20 7.000000 135488.00 104.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2030-05-20 7.500000 210055.00 241.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2030-05-20 8.000000 25000.00 22.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2030-03-20 7.000000 60000.00 276.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2030-03-20 7.500000 50000.00 48.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2030-03-20 8.000000 50171.00 68.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2030-04-20 8.000000 25000.00 32.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2030-04-20 8.500000 25107.00 13.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2030-08-20 7.000000 97500.00 156.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2030-06-20 7.500000 35000.00 37.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2030-06-20 8.000000 45000.00 55.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2027-05-20 7.100000 275000.00 3710.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2027-04-15 7.500000 25000.00 42.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2027-12-15 7.000000 25046.00 60.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2028-06-15 7.000000 36000.00 45.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2031-04-15 6.500000 227500.00 261.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2028-11-15 6.500000 200000.00 214.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2027-09-15 7.250000 63000.00 347.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2028-07-15 7.000000 50000.00 39.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2028-04-15 7.000000 60000.00 158.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2027-12-15 7.000000 100000.00 112.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2027-11-15 7.000000 80000.00 68.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2029-02-15 6.000000 40000.00 400.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2028-03-15 7.000000 40000.00 6.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2026-01-20 7.000000 31000.00 240.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2026-07-15 7.000000 50000.00 685.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2033-11-15 5.500000 37000.00 531.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2026-07-15 7.500000 51513.00 33.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2028-03-15 6.500000 25000.00 312.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2026-04-15 7.000000 67500.00 431.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2026-12-15 7.000000 25000.00 33.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2026-10-15 7.500000 25000.00 102.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2027-10-15 7.000000 25811.00 64.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2033-12-15 6.000000 35000.00 67.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2026-08-15 7.250000 30000.00 285.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2026-04-15 8.000000 25134.00 127.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2026-04-15 7.500000 50538.00 82.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2026-07-15 7.500000 75000.00 57.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2026-12-15 8.000000 25000.00 78.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2028-08-15 7.000000 30000.00 47.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2030-03-15 8.500000 25307.00 39.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2028-11-15 6.500000 42651.00 167.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2029-08-15 7.000000 127500.00 270.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2030-07-20 7.500000 130000.00 45.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2030-10-20 7.000000 81787.00 122.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2030-10-20 7.500000 25000.00 28.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2030-08-20 7.500000 50000.00 52.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2030-09-20 7.000000 208000.00 485.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2030-09-20 7.500000 150000.00 135.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2030-09-20 9.000000 265000.00 100.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2030-11-20 6.500000 30000.00 25.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2030-11-20 7.000000 96000.00 110.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2030-11-20 7.500000 40294.00 42.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2030-12-20 7.000000 50000.00 83.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2030-12-20 7.500000 30000.00 36.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2030-12-20 8.000000 40000.00 55.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2031-03-20 6.000000 213377.00 701.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2031-01-20 6.500000 25051.00 67.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2031-01-20 7.000000 751000.00 1215.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2031-01-20 7.500000 500484.00 729.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2031-02-20 6.000000 291439.00 434.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2028-06-15 6.500000 69300.00 1051.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2028-05-15 6.750000 203000.00 289.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2029-02-15 6.000000 92000.00 378.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2029-03-15 6.000000 34000.00 306.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2028-06-20 6.500000 90000.00 1011.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2023-10-15 6.500000 100000.00 110.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2028-10-15 6.000000 275000.00 933.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2028-11-15 6.000000 80000.00 1079.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2029-10-15 8.500000 25000.00 73.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2028-06-15 6.750000 50000.00 73.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2028-08-15 6.500000 182000.00 447.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2028-10-15 7.000000 25000.00 143.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2028-12-15 6.000000 105000.00 389.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2029-09-15 7.000000 75000.00 268.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2028-11-15 6.000000 41000.00 10.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2028-12-15 6.000000 155000.00 484.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2029-01-15 6.000000 100000.00 510.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2029-02-15 6.500000 125000.00 507.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2029-02-15 6.500000 82000.00 176.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2028-09-15 6.500000 85000.00 124.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2028-09-15 6.500000 26000.00 103.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2031-06-15 6.000000 43500.00 137.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2031-06-15 6.500000 65000.00 530.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2027-12-15 8.000000 100000.00 112.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2028-01-15 7.000000 29499.00 27.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2028-02-15 7.000000 63853.00 100.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2028-05-15 6.500000 70000.00 161.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2028-06-15 7.000000 50000.00 62.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2029-03-15 6.500000 50000.00 133.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2029-03-15 6.000000 25000.00 134.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2028-07-15 6.500000 102218.00 66.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2029-03-15 7.000000 100000.00 194.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2031-04-15 6.500000 110000.00 455.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2028-10-15 6.000000 135000.00 479.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2029-02-15 6.500000 385000.00 685.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2028-07-15 6.500000 25000.00 61.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2028-04-15 7.000000 370000.00 824.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2028-11-15 6.000000 116000.00 169.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2029-02-15 7.000000 35000.00 177.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2029-05-15 7.000000 519000.00 924.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2031-11-20 6.000000 192000.00 1053.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2031-12-20 5.500000 42000.00 356.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2031-12-20 6.000000 241000.00 1398.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2032-01-20 5.500000 56000.00 443.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2032-01-20 6.000000 307853.00 1546.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2032-02-20 5.500000 89941.00 702.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2032-02-20 6.000000 441795.00 2741.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2032-02-20 6.500000 126315.00 470.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2032-02-20 7.000000 25000.00 95.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2032-05-20 6.000000 335360.00 1738.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2032-05-20 6.500000 53077.00 195.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2032-03-20 6.000000 119680.00 685.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2032-03-20 6.500000 105000.00 318.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2032-04-20 6.000000 105000.00 545.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2032-04-20 6.500000 174000.00 557.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2032-04-20 7.000000 240000.00 792.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2032-08-20 5.500000 140000.00 1795.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2031-02-20 6.500000 235750.00 276.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2031-02-20 7.000000 88000.00 149.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2031-05-20 6.000000 95456.00 286.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2031-05-20 6.500000 71500.00 238.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2031-03-20 6.500000 125220.00 213.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2031-03-20 7.500000 25000.00 32.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2031-04-20 6.000000 195652.00 607.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2031-04-20 6.500000 114000.00 229.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2031-07-20 8.000000 200000.00 339.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2031-06-20 6.000000 133750.00 562.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2031-06-20 6.500000 229000.00 533.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2031-07-20 5.500000 52168.00 520.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2029-07-15 6.500000 36000.00 241.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2028-08-15 6.500000 28000.00 57.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2028-12-15 6.500000 25000.00 336.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2029-05-15 6.500000 25000.00 54.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2029-05-15 7.000000 50000.00 362.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2029-06-15 6.500000 80000.00 94.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2029-07-15 6.500000 151500.00 506.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2025-11-15 7.000000 105000.00 61.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2024-01-15 6.500000 65000.00 18.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2035-07-15 5.500000 25524.00 210.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2033-06-15 5.500000 25000.00 299.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2032-05-15 6.750000 50000.00 536.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2032-11-15 5.500000 75000.00 265.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2024-10-20 7.500000 108000.00 53.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2025-11-20 7.500000 25000.00 17.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2029-05-20 7.000000 246500.00 648.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2030-07-20 7.000000 75000.00 65.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2051-09-20 3.000000 486387.00 192561.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2050-03-20 2.500000 242029.00 27174.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2031-07-20 6.000000 84000.00 310.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2031-07-20 6.500000 148000.00 402.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2031-07-20 7.000000 72667.00 288.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2031-08-20 6.000000 57000.00 305.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2031-08-20 6.500000 686537.00 1736.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2031-08-20 7.000000 48000.00 154.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2031-09-20 6.000000 63000.00 265.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2031-09-20 6.500000 102000.00 281.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2031-12-20 6.500000 81000.00 307.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2031-10-20 6.000000 131333.00 674.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2031-10-20 6.500000 111566.00 321.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 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Securities GOVERNMENT NATIONAL MORTGAGE A 2047-08-15 4.500000 400000.00 36602.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2047-09-20 3.500000 1623578.00 984739.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2047-10-20 4.000000 3300000.00 337767.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2047-12-15 4.000000 68000.00 35447.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2048-06-20 4.000000 37323008.00 2455338.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2050-01-20 3.500000 21482752.00 1683239.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2050-01-20 4.000000 3175476.00 227130.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2050-02-20 1.664300 71532928.00 2032820.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2050-02-20 1.564300 49341120.00 724919.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 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Assoc. 2053-01-01 7.500000 1238394.00 1309995.46 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2053-02-01 6.000000 7613060.00 7853830.64 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2049-07-25 1.544100 47535680.00 1696367.20 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2043-03-25 1.544100 5000000.00 113095.92 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2049-07-25 1.544100 35604288.00 1927521.98 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2049-07-25 1.544100 19872860.00 826118.60 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2049-08-25 1.544100 12121200.00 129474.42 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2049-08-25 3.000000 303030.00 233762.61 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2049-10-25 1.594100 52245696.00 2632481.62 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2047-02-25 1.484700 14895168.00 59665.87 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2049-12-25 1.494100 17587040.00 751731.15 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2050-01-25 1.494100 17165000.00 826537.03 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2047-10-25 3.500000 8571424.00 242459.79 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2050-01-25 1.494100 19961856.00 685563.10 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2050-02-25 3.500000 25533120.00 329269.47 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2059-07-25 1.544100 45000000.00 2884545.55 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2060-06-25 1.544100 35039168.00 2375859.31 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2050-06-25 0.494100 5500000.00 358080.02 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2050-06-25 5.000000 13500000.00 965309.05 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2050-10-25 2.500000 44430500.00 4192717.62 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2050-08-25 2.500000 100000.00 12480.85 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2050-12-25 2.500000 2400000.00 277304.98 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2050-12-25 4.000000 530222.00 59996.93 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2050-11-25 N/A 26247168.00 1236395.04 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2051-03-25 2.500000 52652800.00 6626059.38 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2050-06-25 4.500000 33150016.00 3209289.30 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2035-11-25 1.500000 134284544.00 5867806.24 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2051-01-25 3.000000 11962000.00 1042286.48 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2053-01-01 5.500000 1252006.00 1299651.51 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2053-01-01 5.500000 1987092.00 2071083.07 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2053-01-01 5.500000 1797882.00 1868897.14 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2053-01-01 5.500000 1186068.00 1221433.38 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2053-01-01 5.500000 1575452.00 1651156.14 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2053-01-01 5.500000 1013858.00 1034507.58 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2053-01-01 5.000000 1087966.00 1119948.57 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2053-01-01 5.500000 7981576.00 8128176.27 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2053-01-01 6.000000 13470940.00 13924964.56 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2053-02-01 5.500000 2851140.00 2909429.66 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2047-10-01 4.000000 50000000.00 16934805.27 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2048-05-01 4.000000 84311808.00 24451920.50 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2048-05-01 4.500000 820260.00 231492.02 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2048-04-01 4.500000 88976480.00 28887333.83 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2048-04-01 4.500000 35862784.00 10142267.68 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2048-11-01 4.500000 100000000.00 22266786.02 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2048-08-01 4.500000 27722.00 5935.46 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2048-08-01 4.500000 103633664.00 36680050.38 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2048-09-01 4.500000 100140032.00 42509599.94 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2048-09-01 4.500000 1239570.00 358241.81 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2048-12-01 4.000000 6764064.00 2468049.92 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2049-02-01 4.000000 42679360.00 11780383.16 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2049-03-01 4.500000 78848000.00 25645734.21 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2034-04-01 4.000000 5644904.00 1616347.30 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2049-08-01 4.000000 34570432.00 14078859.20 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2049-10-01 3.500000 50000000.00 29253415.45 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2035-02-01 3.000000 24500000.00 11821140.34 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2050-03-01 3.500000 32068224.00 17243609.12 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2050-03-01 4.500000 30000.00 6235.31 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2053-01-01 7.000000 1090492.00 1148354.96 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2052-12-01 6.500000 1571260.00 1634488.80 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2053-01-01 6.000000 1293492.00 1356416.51 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2051-01-25 2.500000 56305680.00 7141594.32 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2051-01-25 3.500000 60147392.00 5334275.44 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2051-02-25 2.500000 225000000.00 32984740.17 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2051-02-25 3.500000 14198000.00 1187155.28 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2050-11-25 3.000000 26146432.00 3061086.60 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2051-03-25 3.500000 21538624.00 2326146.40 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2050-02-25 3.000000 52144000.00 3322456.85 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2051-04-25 3.000000 44000000.00 3813704.65 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2051-04-25 3.000000 69678592.00 6643209.08 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2051-04-25 2.500000 13824688.00 1348637.43 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2051-03-25 3.000000 23662000.00 3301047.35 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2051-08-25 3.000000 20000000.00 2181545.41 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2051-07-25 2.500000 69928960.00 7881376.30 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2051-07-25 3.000000 57116096.00 6110780.46 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2051-07-25 3.000000 165881088.00 19730540.92 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2051-06-25 2.500000 54711760.00 7177000.21 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2051-05-25 3.000000 35408704.00 2989559.30 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2051-07-25 3.000000 36789312.00 3986141.49 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2041-10-25 4.500000 21449856.00 2570756.74 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2046-12-25 3.000000 9506080.00 1166566.93 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2051-11-25 3.000000 169065472.00 21619854.70 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2051-12-25 3.000000 100719232.00 8952068.99 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2050-09-25 3.000000 25781664.00 2896366.66 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2051-12-25 2.500000 3823528.00 2382468.82 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2048-06-25 4.000000 10555968.00 1212185.29 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2049-11-25 2.500000 16500000.00 2023578.54 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2051-12-25 3.000000 4140000.00 503863.64 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2051-02-25 2.500000 6000000.00 839892.30 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2034-11-01 2.500000 60000.00 26827.34 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2049-11-01 5.000000 256000.00 78654.13 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2048-10-01 4.000000 39703744.00 10312007.67 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2050-07-01 2.500000 24243936.00 15304967.86 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2050-07-01 2.500000 927319.00 590188.87 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2050-08-01 4.000000 9995984.00 5297248.24 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2050-11-01 3.000000 30678784.00 22700639.79 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2051-02-01 4.000000 3798912.00 2081594.51 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2051-02-01 2.500000 34594368.00 25480277.56 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2036-02-01 2.000000 49490304.00 34715826.34 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2051-02-01 3.000000 16205024.00 10572550.46 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2051-02-01 3.000000 1430000.00 1036224.12 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2051-05-01 2.500000 18477060.00 13654034.19 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2051-06-01 3.000000 18067104.00 14711553.77 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2052-03-01 2.500000 365791.00 300101.23 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2052-03-01 3.000000 2070876.00 1817230.72 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2052-04-01 3.000000 67000.00 58647.59 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2052-07-01 4.000000 20469728.00 19433394.87 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2052-09-01 4.500000 1406314.00 1381651.19 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2042-10-01 6.000000 1187806.00 1238431.43 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2045-11-01 3.500000 8691232.00 3984167.97 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2049-09-01 4.000000 852871.00 166234.73 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2050-10-01 3.000000 2814452.00 1575501.07 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2050-11-01 2.500000 8408992.00 5504866.44 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2036-01-01 2.000000 615000.00 418723.48 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2050-08-01 4.000000 482000.00 157930.63 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2050-04-01 3.500000 200304.00 111943.33 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2051-09-01 3.000000 32870912.00 26985874.70 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2050-10-25 2.000000 14017620.00 1884902.27 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2050-09-25 0.359900 29301408.00 1062988.62 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2040-10-25 1.544100 66387968.00 8184.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2049-12-15 3.500000 15415000.00 1072294.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2043-10-20 3.500000 2496576.00 243105.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2053-01-20 6.000000 2984096.00 3127490.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2051-09-20 1.814300 74307200.00 4249730.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2052-12-20 2.540200 31808840.00 2840208.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2049-10-20 5.000000 14302112.00 2674202.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2040-04-15 4.500000 356340.00 23147.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2040-05-15 4.500000 900000.00 352000.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2040-01-15 5.000000 37901888.00 1759683.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2039-07-15 5.500000 10000000.00 933343.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2040-03-15 5.000000 87605.00 5860.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2041-01-15 4.500000 325422.00 72159.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2041-03-15 4.000000 29500000.00 9339682.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2041-10-15 4.000000 25000.00 9708.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2033-10-20 2.114300 29982719.00 6046.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2033-02-16 2.141000 43663360.00 17000.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2034-02-20 2.714300 25000000.00 29540.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2034-08-16 2.141000 24993792.00 17904.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2034-11-16 1.641000 44990464.00 23265.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2034-10-16 1.641000 14999552.00 9264.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2034-10-16 1.741000 34996224.00 27796.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2039-12-16 4.500000 269500000.00 1545217.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2042-08-20 2.114300 33333312.00 252353.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2037-11-16 N/A 1150000.00 46191.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2050-08-16 0.468100 145973248.00 139782.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2040-02-20 1.664300 122815000.00 574497.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2035-08-20 0.431300 66139008.00 337856.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2040-03-20 1.194300 59000000.00 237060.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2040-05-20 2.064300 34959232.00 194042.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2040-06-20 2.094300 183038000.00 659070.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2040-11-16 4.000000 29559424.00 12897705.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2040-12-20 N/A 289643520.00 1169087.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2041-02-16 2.141000 31098440.00 359166.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2041-02-20 2.114300 32451584.00 281634.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2041-04-20 1.964300 180000000.00 2027652.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2041-07-16 3.000000 50000.00 56164.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2041-11-20 4.000000 4278704.00 38486.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2041-04-16 4.000000 4987000.00 7560971.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2054-04-16 0.551300 53000000.00 185164.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2045-04-16 0.215600 120979456.00 19341.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2042-03-20 2.114300 18292640.00 223235.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2036-11-20 2.220600 30004224.00 78240.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2042-09-20 2.000000 34000.00 19575.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2042-04-20 4.000000 2510812.00 33554.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2054-06-16 0.358700 60000000.00 271076.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2049-02-16 0.349000 217675000.00 351423.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2055-09-16 0.255100 50995200.00 41060.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2043-02-20 3.500000 35691392.00 87280.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2042-11-20 N/A 25096800.00 54354.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2039-12-20 1.564300 17000000.00 150989.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2040-02-20 4.500000 28085472.00 468549.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2043-06-20 1.664300 18961000.00 156968.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2043-06-20 1.564300 24887360.00 488240.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2043-09-20 1.614300 20708448.00 161020.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2051-02-16 0.483900 6330000.00 8345.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2054-09-16 3.250000 2000000.00 980400.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL 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15470.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2042-09-20 3.310000 410000.00 145293.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2051-04-16 0.572900 1765000.00 7666.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2046-05-20 3.500000 11709712.00 562940.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2040-10-20 2.214300 45711360.00 7047.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2045-11-20 N/A 13436944.00 32863.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2047-05-20 4.000000 38786368.00 203196.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2059-11-16 0.567500 75000000.00 1408207.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2047-11-20 1.714300 39531392.00 742818.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2058-09-16 0.833700 2158120.00 12324.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2058-09-16 3.250000 692308.00 11860.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2050-12-16 0.250000 3734344.00 8847.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2052-03-16 0.250000 4636400.00 36309.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2052-11-16 0.250000 5285960.00 68819.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2058-06-16 0.250000 9166290.00 198224.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2061-05-16 2.450000 20000000.00 10504840.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2051-10-16 3.000000 11630240.00 737057.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2054-01-16 3.000000 1115890.00 280237.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2060-01-16 3.000000 551889.00 185733.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2060-01-16 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Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2046-10-15 1.591000 20654560.00 785814.39 Agency Mortgage-Backed Securities FHLMC MULTIFAMILY STRUCTURED P 2044-12-25 1.897900 650000.00 39613.98 Agency Mortgage-Backed Securities FHLMC MULTIFAMILY STRUCTURED P 2026-11-25 0.155100 12971000.00 70700.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2047-07-15 N/A 87729120.00 1127620.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2050-11-25 2.000000 10284368.00 2088535.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2050-11-25 2.500000 22700000.00 1777943.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2050-11-25 N/A 27816200.00 1885515.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2048-11-15 N/A 137362944.00 2093174.86 Agency Mortgage-Backed Securities FHLMC MULTIFAMILY STRUCTURED P 2049-01-25 2.631000 2500000.00 382128.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2045-06-25 4.000000 19000000.00 1999275.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2051-01-25 2.500000 39252600.00 4835435.99 Agency Mortgage-Backed Securities FHLMC MULTIFAMILY STRUCTURED P 2045-11-25 2.010100 11000000.00 896413.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2047-12-15 3.500000 10000000.00 11247158.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2048-02-15 1.691000 5700000.00 270264.08 Agency Mortgage-Backed Securities FHLMC MULTIFAMILY STRUCTURED P 2046-05-25 2.171100 450000.00 22135.60 Agency Mortgage-Backed Securities FHLMC MULTIFAMILY STRUCTURED P 2036-07-25 3.053000 9000000.00 1939978.21 Agency Mortgage-Backed Securities FHLMC MULTIFAMILY STRUCTURED P 2045-08-25 2.266600 51603456.00 5212351.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2058-10-15 N/A 2677024.00 893738.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2056-08-15 N/A 1590092.00 500689.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2056-08-15 N/A 2205000.00 803925.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2041-10-15 2.091000 21891680.00 297262.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2040-09-15 1.541000 11791520.00 130134.90 Agency Mortgage-Backed Securities FHLMC MULTIFAMILY STRUCTURED P 2051-11-25 2.300500 1467600.00 155501.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2049-02-15 1.591000 32833088.00 419697.71 Agency Mortgage-Backed Securities FHLMC MULTIFAMILY STRUCTURED P 2029-04-25 2.296800 25167000.00 2832494.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2049-05-15 1.591000 10200000.00 565852.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2049-05-15 3.500000 2850500.00 2594678.08 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2045-10-01 4.000000 43000.00 6496.63 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2048-10-01 3.500000 61000.00 6936.09 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2048-10-01 4.500000 48000.00 5666.51 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2036-09-01 2.500000 200000.00 39287.74 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2046-10-01 4.500000 1086240.00 114829.57 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2046-12-01 2.500000 8581712.00 2742446.74 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2037-02-01 4.000000 496349.00 97066.77 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2047-06-01 4.000000 1041620.00 143908.41 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2047-11-01 3.000000 25000.00 5665.70 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2032-10-01 3.000000 360000.00 73927.56 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2037-12-01 4.500000 208000.00 67726.35 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2033-01-01 4.000000 3557896.00 1121541.45 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2033-05-01 3.500000 180000.00 28406.65 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2048-06-01 4.000000 964418.00 108099.89 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2048-07-01 3.500000 267000.00 38424.86 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2033-07-01 4.000000 239000.00 30938.31 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2033-08-01 3.500000 61000.00 8062.68 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2031-07-01 2.000000 715725.00 498585.46 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2049-01-01 3.000000 1595676.00 255728.46 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2049-04-01 5.500000 1150644.00 295732.52 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2049-08-01 4.000000 330000.00 48609.97 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2049-10-01 4.000000 130000.00 25029.35 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2037-12-01 6.000000 3423608.00 101558.47 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2038-11-01 6.000000 1128152.00 35182.84 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2038-02-01 5.500000 3000000.00 61587.17 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2050-07-01 3.000000 77000.00 28302.07 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2051-01-01 1.500000 50300000.00 34663902.51 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2041-05-01 2.000000 21054976.00 15695197.53 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2051-06-01 3.500000 360000.00 196990.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2027-11-01 5.500000 26245440.00 189583.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2024-12-01 4.500000 962000.00 5421.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2025-06-01 4.500000 1982842.00 21133.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2025-06-01 4.500000 1303732.00 14392.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2025-12-01 3.500000 630636.00 13541.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2026-01-01 3.500000 282800.00 10302.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2026-06-01 4.500000 1736702.00 28922.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2030-05-01 2.500000 24463.00 5305.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2041-05-01 4.500000 944000.00 31285.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2043-04-01 3.000000 100000.00 28112.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2043-05-01 3.000000 2000000.00 490244.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2044-02-01 4.500000 635000.00 103078.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2046-03-01 4.500000 29056.00 9642.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2046-04-01 4.000000 94000.00 22203.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2046-10-01 3.000000 164393.00 50569.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2046-12-01 4.500000 15000.00 8857.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2048-04-01 4.500000 2015556.00 363863.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2048-06-01 5.000000 1244700.00 651568.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2048-07-01 4.500000 108000.00 9562.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2026-04-01 5.000000 1226944.00 12587.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2043-03-01 3.000000 168000.00 45351.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2042-10-01 3.500000 15200000.00 3535406.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2048-11-01 5.000000 500000.00 83440.87 Agency Mortgage-Backed Securities FREDDIEMAC STRIP 2042-08-15 2.091000 29166656.00 438003.95 Agency Mortgage-Backed Securities FREDDIEMAC STRIP 2042-08-15 1.541000 36355880.00 793201.56 Agency Mortgage-Backed Securities FREDDIEMAC STRIP 2042-09-15 1.541000 6464280.00 122565.58 Agency Mortgage-Backed Securities FREDDIEMAC STRIP 2042-09-15 1.591000 144110592.00 3637358.92 Agency Mortgage-Backed Securities FREDDIEMAC STRIP 2042-10-15 1.541000 31228224.00 308566.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2035-09-01 5.000000 868953.00 38733.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2035-10-01 5.000000 1397612.00 19879.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2036-06-01 6.000000 869950.00 13654.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2045-07-25 0.050000 58488064.00 74608.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2049-08-25 1.544100 5400000.00 212966.56 Agency Mortgage-Backed Securities FHLMC MULTIFAMILY STRUCTURED P 2047-08-25 2.100500 1760000.00 188577.76 Agency Mortgage-Backed Securities FHLMC MULTIFAMILY STRUCTURED P 2029-06-25 1.598300 10884000.00 834627.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2049-09-25 1.544100 10077000.00 367360.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2049-09-25 1.544100 75939200.00 2904454.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2049-09-25 1.594100 63156544.00 2404315.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2049-10-25 1.544100 33012608.00 1136967.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2049-10-25 1.544100 17173824.00 501703.55 Agency Mortgage-Backed Securities FHLMC MULTIFAMILY STRUCTURED P 2047-10-25 1.952800 8056410.00 817977.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2048-01-25 1.644100 9000000.00 445670.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2049-11-25 1.494100 5680000.00 391594.45 Agency Mortgage-Backed Securities FHLMC MULTIFAMILY STRUCTURED P 2047-11-25 1.872300 11544840.00 1107834.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2042-07-15 1.991000 46796096.00 1796160.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2041-11-15 1.991000 76548736.00 3150493.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2049-12-25 1.494100 49282496.00 2086535.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2049-12-25 1.494100 46553856.00 3129419.75 Agency Mortgage-Backed Securities FHLMC MULTIFAMILY STRUCTURED P 2034-10-25 2.859000 7879930.00 6898709.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2049-09-25 1.544100 23384096.00 1607560.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2050-02-25 1.544100 50000000.00 2208082.54 Agency Mortgage-Backed Securities FHLMC MULTIFAMILY STRUCTURED P 2030-01-25 2.253000 1100000.00 981489.85 Agency Mortgage-Backed Securities FHLMC MULTIFAMILY STRUCTURED P 2047-02-25 1.897100 31290000.00 3210509.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2049-11-25 1.544100 15296416.00 325834.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2050-05-25 1.544100 32181376.00 1353284.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2050-07-25 1.594100 11000000.00 593740.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2050-07-25 4.000000 56760064.00 3007142.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2050-07-25 4.000000 18500000.00 1781866.33 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2052-04-01 3.000000 23000.00 19984.23 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2052-06-01 4.500000 12352976.00 11665196.71 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2052-09-01 4.000000 54619648.00 51618620.77 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2052-11-01 5.000000 12835520.00 12692616.77 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2052-11-01 5.500000 55000000.00 54744792.95 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2037-10-01 4.500000 2412032.00 2288086.81 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2053-01-01 6.500000 995950.00 1029410.39 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2052-01-01 4.500000 17364928.00 17165144.50 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2039-08-01 6.500000 380220.00 5618.79 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2024-10-01 4.500000 2557000.00 19655.87 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2040-04-01 4.500000 3600000.00 193257.16 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2040-03-01 6.500000 1535864.00 133686.44 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2025-04-01 4.000000 4550000.00 32976.58 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2040-07-01 5.500000 816225.00 15306.00 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2040-08-01 4.500000 782000.00 26693.76 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2040-08-01 5.000000 831851.00 30957.69 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2040-08-01 5.000000 342000.00 10810.84 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2040-05-01 6.500000 725009.00 38155.63 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2037-04-01 5.500000 2474284.00 111093.32 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2040-11-01 4.000000 193557.00 15798.05 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2040-10-01 4.000000 286024.00 12789.47 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2040-11-01 4.000000 64007936.00 5799364.62 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2040-12-01 4.000000 322911.00 24453.34 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2040-11-01 4.000000 84014.00 8554.55 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2040-11-01 4.000000 491567.00 57446.02 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2040-12-01 4.000000 346316.00 8961.60 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2049-12-01 3.500000 109999.00 20192.35 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2050-01-01 3.500000 482000.00 89315.48 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2050-02-01 3.000000 25000.00 5612.89 Agency Mortgage-Backed Securities FREDDIEMAC STRIP 2044-03-15 1.491000 225125000.00 4146760.85 Agency Mortgage-Backed Securities FREDDIEMAC STRIP 2044-09-15 1.591000 17000000.00 548236.32 Agency Mortgage-Backed Securities FREDDIEMAC STRIP 2047-10-15 1.591000 14163248.00 197620.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2032-06-01 7.500000 6069456.00 19596.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2034-05-01 5.000000 735000.00 12045.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2040-09-01 4.500000 905000.00 35255.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2026-10-01 6.000000 1000000.00 9937.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2026-10-01 6.500000 2207540.00 32861.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2027-09-01 5.500000 1831000.00 6520.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2028-01-01 6.000000 5849128.00 85578.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2030-07-01 4.500000 616097.00 21048.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2030-08-01 4.000000 1251432.00 40590.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2030-12-01 4.500000 2642812.00 168120.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2032-04-01 4.000000 150000.00 18414.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2034-01-01 4.000000 300000.00 53753.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2037-09-01 3.000000 4041264.00 821077.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2049-01-01 4.500000 1490272.00 143944.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2039-02-01 4.500000 4087960.00 731634.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2048-10-01 4.500000 33872000.00 3084207.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2034-11-01 6.000000 6789300.00 78904.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2035-07-01 5.000000 1500000.00 23142.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2037-07-01 6.000000 4703000.00 82445.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2037-11-01 6.000000 5102392.00 47956.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2037-11-01 6.000000 425000.00 9531.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2037-05-01 6.000000 9679904.00 85135.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2036-03-01 5.500000 3300000.00 41898.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2036-12-01 5.000000 580832.00 11450.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2037-12-01 5.500000 490000.00 14844.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2038-01-01 5.500000 530000.00 33262.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2048-06-15 4.000000 5841968.00 221142.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2048-06-15 1.641000 27504992.00 1160480.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2044-01-15 1.491000 44068640.00 1856645.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2042-08-15 3.000000 4539808.00 229739.74 Agency Mortgage-Backed Securities FHLMC MULTIFAMILY STRUCTURED P 2030-06-25 1.116500 1475000.00 96095.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2050-09-25 2.500000 200000.00 25394.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2050-09-25 4.000000 268376.00 28856.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2050-09-25 4.000000 63416640.00 6948273.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2050-09-25 2.500000 100000.00 12981.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2050-09-25 4.000000 15942000.00 1132428.62 Agency Mortgage-Backed Securities FREDDIEMAC STRIP 2043-09-15 1.431000 13978976.00 266430.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2048-08-15 1.591000 16492672.00 185849.83 Agency Mortgage-Backed Securities FHLMC MULTIFAMILY STRUCTURED P 2029-05-25 0.952400 6000000.00 287538.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2050-10-25 2.000000 900000.00 104560.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2050-10-25 2.000000 37500000.00 3106772.18 Agency Mortgage-Backed Securities FHLMC MULTIFAMILY STRUCTURED P 2031-01-25 0.329500 15767744.00 318986.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2051-03-25 2.500000 5000000.00 456189.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2040-10-15 1.561000 111330560.00 909647.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2040-10-15 N/A 149044000.00 243285.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2050-09-25 3.000000 10833328.00 1219193.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2051-03-25 3.000000 24671520.00 3066414.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2051-03-25 2.000000 11326096.00 1224684.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2051-01-25 2.500000 4416568.00 491546.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2051-09-25 2.500000 77934080.00 7806224.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2046-11-25 2.000000 37500000.00 3257568.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2049-01-25 4.500000 11400000.00 1926634.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2051-03-25 2.000000 67379900.00 8586815.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2046-07-15 4.000000 25605504.00 1648156.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2051-07-25 3.000000 2175128.00 254224.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2035-12-01 5.500000 1500000.00 67388.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2038-08-01 6.000000 1250000.00 88220.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2038-08-01 5.500000 6465000.00 56490.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2031-06-01 5.500000 7510000.00 134037.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2036-03-01 5.000000 1725000.00 29082.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2038-10-01 7.000000 1600000.00 11236.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2038-03-01 5.000000 389188096.00 5903733.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2042-04-01 5.000000 71000.00 15056.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2040-02-01 5.500000 8460848.00 141867.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2039-11-01 6.000000 16244640.00 414932.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2039-11-01 4.500000 2092000.00 60876.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2041-06-01 5.500000 123000.00 14077.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2036-01-01 6.000000 6020728.00 87164.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2045-08-01 3.500000 296000.00 38359.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2045-08-01 4.000000 203000.00 24089.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2046-03-01 4.000000 42000.00 5967.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2045-10-01 4.500000 62000.00 12129.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2045-11-01 4.000000 124000.00 16094.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2048-02-01 3.500000 3325000.00 524885.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2048-07-01 4.500000 2740000.00 335355.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2048-05-01 5.000000 984444.00 116952.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2048-09-01 5.000000 500000.00 72699.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2025-05-01 4.500000 2000000.00 49788.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2032-09-01 3.500000 7607000.00 1432047.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2033-05-01 3.000000 127000.00 27255.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2031-09-01 2.500000 14000000.00 3898372.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2027-09-01 5.000000 9929680.00 192889.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2024-04-01 4.500000 2055000.00 5301.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2031-04-01 3.000000 500000.00 89385.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2051-02-25 2.000000 109854336.00 11508916.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2052-01-25 3.000000 35115904.00 4609699.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2046-12-15 3.000000 22368672.00 2499251.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2052-01-25 3.000000 39817472.00 5054177.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2052-01-25 3.000000 55045248.00 8529234.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2052-02-25 3.000000 31300000.00 3077040.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2052-02-25 3.000000 61709568.00 6696058.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2051-11-25 3.000000 40412288.00 4505941.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2048-11-25 3.000000 5000000.00 620410.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2052-03-25 N/A 30000000.00 546907.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2052-04-25 N/A 25000000.00 96671.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2048-01-15 1.691000 22728352.00 2291145.22 Agency Mortgage-Backed Securities FHLMC MULTIFAMILY STRUCTURED P 2050-04-25 3.140300 11184000.00 2359476.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2047-12-25 4.000000 9824464.00 9209141.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2047-12-25 4.500000 8125056.00 976484.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2047-01-25 1.494100 39190848.00 3600287.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2049-02-25 3.000000 31831424.00 26687899.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2052-02-25 2.300000 65771136.00 2686489.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2052-07-25 N/A 100000000.00 1983988.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2052-01-15 2.122900 96812160.00 5326887.95 Agency Mortgage-Backed Securities FHLMC MULTIFAMILY STRUCTURED P 2032-11-25 3.780000 40000000.00 39088720.00 Agency Mortgage-Backed Securities FHLMC MULTIFAMILY STRUCTURED P 2038-08-25 3.283900 3250000.00 856773.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2050-10-25 1.744100 22031232.00 1553976.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2050-08-25 3.000000 11234832.00 1413133.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2051-02-25 2.000000 346291200.00 45488004.02 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2030-02-01 7.000000 5931008.00 5368.88 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2030-02-01 7.000000 5550691.00 6819.03 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2032-03-01 7.500000 6615160.00 12667.58 Agency Mortgage-Backed Securities Federal National Mortgage Assoc. 2031-02-01 7.500000 224829.00 11002.28 Agency Mortgage-Backed Securities Y 2023-02-01 2023-02-01 2023-02-01 N N N 0.0431 5465000000.00 5465000000.00 0.0676 N Y Y N HSBC Tri Party Repo HSBC Tri Party Repo 4.300000% 549300LBOHZ4QSIWU288 0000083246 99VDKY004_4.30_0201 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N Federal National Mortgage Assoc. 2050-10-01 2.500000 14294685.00 10200000.05 Agency Mortgage-Backed Securities Y 2023-02-01 2023-02-01 2023-02-01 N N N 0.0430 10000000.00 10000000.00 0.0001 N Y Y N Bank of America Tri Party Repo Bank of America Tri Party Repo 4.300000% 0000065100 99VDNE005_4.30_0201 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N GOVERNMENT NATIONAL MORTGAGE A 2052-05-20 2.500000 28890290.00 24781149.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2052-11-20 4.000000 49510130.00 47942959.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2052-07-20 4.000000 102950000.00 98635891.12 Agency Mortgage-Backed Securities Y 2023-02-01 2023-02-01 2023-02-01 N N N 0.0430 168000000.00 168000000.00 0.0021 N Y Y N Societe Generale Tri Party Repo Societe Generale Tri Party Repo 4.300000% 254900J6B390XMPVLV82 0000865845 99VDQL006_4.30_0201 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N US TREASURY FRN 2024-10-31 4.768500 63491200.00 64184387.39 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE A 2052-12-20 5.000000 37480097.00 37815681.30 Agency Mortgage-Backed Securities Y 2023-02-01 2023-02-01 2023-02-01 N N N 0.0430 100000000.00 100000000.00 0.0012 N Y Y N Societe Generale Tri Party Repo Societe Generale Tri Party Repo 4.300000% 254900J6B390XMPVLV82 0000865845 99VDQL006_4.30_0202 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N Federal Home Loan Mortgage Corp. 2044-12-01 4.000000 288847428.00 28791844.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2049-03-01 4.500000 112984040.00 27612224.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2051-10-01 3.000000 48796416.00 38853428.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2052-08-01 4.500000 40455286.00 39280974.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2047-01-01 3.500000 54635499.00 30577078.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2052-10-01 5.000000 31324800.00 31058799.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2052-05-01 4.500000 40941036.00 37841781.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2052-06-01 4.500000 36652288.00 35183443.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2049-05-01 4.500000 19125344.00 5974222.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2052-08-01 4.500000 42477499.00 40737767.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2052-12-01 5.000000 19367226.00 19501340.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2053-01-01 5.500000 39641396.00 40387499.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2051-10-01 2.000000 49454273.00 38637680.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2051-09-01 3.000000 33397525.00 28246192.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2051-10-01 3.000000 36591024.00 31711444.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2051-10-01 3.000000 46416074.00 35604278.27 Agency Mortgage-Backed Securities Y 2023-02-02 2023-02-02 2023-02-01 N N N 0.0430 500000000.00 500000000.00 0.0062 N N Y N STATE STREET MASTER FUNDS 2023-02-07 /s/ Chad Hallett Chad Hallett Deputy Treasurer