N-MFP2 0001403166 XXXXXXXX 2018-01-31 0001403166 S000054189 1 N N UBS ASSET MANAGEMENT (AMERICAS), INC. 801-34910 Ernst & Young LLP New York NY UBS ASSET MANAGEMENT (AMERICAS) INC. None N Y 0001060517 UBS Select Government Capital Fund 333-52965 S000053133 0001060517 UBS RMA Government Money Market Fund 333-52965 S000053134 0001060517 UBS Select Government Institutional Fund 333-52965 S000053131 0001060517 UBS Select Government Investor Fund 333-52965 S000053135 0001060517 UBS Select Government Preferred Fund 333-52965 S000053132 N Exempt Government N 29 103 3997026686.54 3934981861.44 2543717337.27 2835427707.54 9341154710.17 8597869599.19 7932340527.10 8140659539.18 0.00 0.2450 0.2424 0.1655 0.1829 0.5727 0.5297 0.5160 0.5252 0.0000 255469395.19 14961801387.79 14961571292.76 6269466.93 219312971.53 15003997183.35 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 C000170250 0.00 15003997183.35 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.0000 N Barclays Capital Inc. Tri Party Repo Barclays Capital Inc. Tri Party Repo 1.320000% 0001484212 0673PA005_1.32_0201 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMA B1V7KEBTPIMZEU4LTD58 2025-01-01 4.500000 36742000.00 3092721.04 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2037-08-01 3.500000 4000000.00 3953531.42 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2032-09-01 4.000000 3026141.00 3033121.42 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2038-01-01 3.500000 4033035.00 4110721.59 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2040-07-01 5.000000 16950000.00 3508845.19 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2040-08-01 4.500000 15850000.00 3879770.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2032-01-01 3.500000 7663252.00 3627837.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2026-10-01 3.000000 14182205.00 4343690.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2037-05-01 3.250000 60028.00 29225.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2032-11-01 3.500000 3483825.00 3578006.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2027-11-01 3.000000 4142299.00 4117457.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2027-11-01 2.500000 3184479.00 3112508.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2032-07-01 3.000000 3288068.00 3258436.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2036-11-01 5.500000 4714335.00 3687423.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2043-05-01 3.000000 4708000.00 3044875.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2043-05-01 3.500000 5600000.00 3165325.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2043-07-01 3.000000 6315310.00 4101830.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2045-08-01 3.500000 5243999.00 4359953.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2047-11-01 3.000000 4354833.00 4261575.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2048-01-01 3.500000 3081052.00 3129260.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2045-04-01 4.000000 5512311.00 4355913.14 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2041-05-01 4.500000 19923000.00 3332259.69 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2029-01-01 5.500000 8265985.00 3050720.43 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2030-08-01 3.500000 4876000.00 3533173.09 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2045-08-01 3.000000 4790000.00 3709241.57 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2046-01-01 3.500000 4339112.00 3742140.57 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2046-11-01 3.000000 3531610.00 3231762.77 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2046-07-01 3.500000 4131769.00 3896344.43 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2045-03-01 4.000000 6480391.00 3943488.11 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2045-08-01 2.500000 5307000.00 4084659.07 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-12-01 4.000000 2953259.00 3083138.62 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-08-01 3.500000 3005000.00 3007162.74 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-09-01 3.500000 3193637.00 3231778.70 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-08-01 3.500000 4344879.00 4279408.39 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2032-10-01 3.000000 3719655.00 3700430.95 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-08-01 4.500000 3346944.00 3457872.01 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-11-01 3.500000 3169100.00 3210511.02 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2048-01-01 4.000000 2870000.00 3009295.23 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2038-01-01 3.000000 3876103.00 3859158.86 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2038-01-01 3.000000 3226024.00 3212234.36 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2038-01-01 3.000000 3289951.00 3278378.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2041-03-01 4.500000 1875813.00 670350.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2026-08-01 3.500000 21976876.00 4343250.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2031-02-01 3.000000 4543206.00 4001792.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2032-03-01 4.000000 4290469.00 4281964.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2032-03-01 4.000000 5598477.00 4060921.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2032-09-01 3.000000 3950670.00 3761951.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2042-03-01 4.500000 8099546.00 3123781.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2042-07-01 3.500000 7313920.00 4033614.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2047-07-01 4.000000 3126303.00 3027793.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2047-08-01 4.000000 3049451.00 3020651.58 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2022-11-01 5.499999 220934314.00 3299916.30 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2027-09-01 6.000000 100723575.00 3900457.09 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2026-02-01 3.500000 13425374.00 4333303.74 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2046-01-01 3.500000 5150000.00 4322691.26 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2031-03-01 3.000000 5606205.00 4150558.31 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2027-01-01 4.500000 3990282.00 2034883.09 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2042-05-01 3.999999 5355062.00 3092520.02 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2042-12-01 3.500000 6900342.00 4111067.45 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2034-05-01 4.000000 4633759.00 3104839.92 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2037-02-01 4.000000 4243436.00 4065140.58 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2028-10-01 2.500000 5255505.00 3005006.30 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2043-12-01 4.000000 7540000.00 4104653.43 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2030-06-01 3.000000 4391825.00 3362993.29 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2046-08-01 3.500000 3361880.00 3136962.38 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2046-09-01 3.500000 3509522.00 3229127.37 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2032-03-01 4.000000 3941298.00 3907285.26 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2032-04-01 3.000000 4287685.00 3958203.50 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2037-02-01 4.000000 4236748.00 4073353.12 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-04-01 3.500000 4016958.00 3918132.01 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2040-02-01 5.000000 14461687.00 3835038.26 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2042-04-01 3.999999 10000000.00 4122604.16 Agency Mortgage-Backed Securities Y 2018-02-01 2018-02-01 2018-02-05 N N N 0.0132 250000000.00 250000000.00 0.0167 N Y Y N Barclays Capital Inc. Tri Party Repo Barclays Capital Inc. Tri Party Repo 1.320000% 0001484212 0673PA005_1.32_0206 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2032-02-01 3.500000 4535443.00 1815596.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2041-06-01 5.000000 5987266.00 2147471.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2024-12-01 5.500000 7453976.00 1785151.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2030-12-01 3.000000 2500000.00 1815591.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2039-06-01 5.000000 20000000.00 2435028.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2039-11-01 4.500000 10000000.00 2061827.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2040-08-01 5.000000 8235000.00 2234182.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2026-08-01 3.500000 9135272.00 1939664.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2028-03-01 2.499999 4000000.00 2006069.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2029-04-01 3.500000 5954438.00 2159439.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2032-06-01 3.000000 1783814.00 1736152.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2032-08-01 3.500000 1961763.00 1974359.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2027-08-01 3.000000 2553623.00 2483290.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2024-02-01 5.500000 2908232.00 2418595.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2041-07-01 5.000000 8700000.00 2681515.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2042-10-01 3.000000 3569415.00 2040094.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2043-01-01 3.999999 4259683.00 2347188.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2043-05-01 4.000000 2980946.00 2422815.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2029-04-01 3.000000 3731253.00 2022407.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2044-09-01 4.500000 5154475.00 2929703.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2044-09-01 4.500000 4342475.00 2468400.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2044-12-01 4.500000 2702550.00 1909407.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2045-06-01 4.000000 3385138.00 2883497.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2045-11-01 4.500000 1842935.00 1699103.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2046-01-01 4.500000 3274012.00 2240635.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2047-04-01 4.000000 2172295.00 2223575.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2047-07-01 4.000000 2794009.00 2884570.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2043-03-01 4.000000 2989000.00 1724363.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2029-08-01 3.000000 3200000.00 1952741.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2047-06-01 4.500000 2194127.00 2075629.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2047-08-01 4.500000 2738297.00 2706832.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2047-12-01 4.000000 2000000.00 2061192.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2048-01-01 4.500000 2224945.00 2347110.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2044-05-01 4.000000 5393000.00 2123317.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2046-02-01 4.000000 2438544.00 1704922.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2029-06-01 3.000000 3419000.00 1722052.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2032-09-01 3.500000 2229766.00 2189962.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2032-12-01 2.000000 3075846.00 2889247.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2036-04-01 3.500000 3030000.00 2390461.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2037-04-01 3.000000 2269915.00 2128804.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2037-02-01 3.000000 2000000.00 1854969.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2037-10-01 3.999999 1669879.00 1707062.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2026-01-01 3.500000 11869451.00 2903634.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2025-01-01 3.500000 3321709.00 1832019.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2032-08-01 3.000000 1911980.00 1773560.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2032-08-01 3.500000 2606278.00 2646344.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2032-09-01 3.500000 2048935.00 2083386.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2032-09-01 3.500000 2433835.00 2481640.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2032-09-01 3.500000 2981786.00 2955976.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2032-09-01 3.500000 2890000.00 2919627.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2032-09-01 3.000000 2226401.00 2205000.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2032-10-01 3.000000 2937294.00 2920277.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2032-11-01 3.500000 2118111.00 2165265.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2032-11-01 3.500000 2592106.00 2570797.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2028-01-01 2.500000 2018738.00 1995808.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2033-01-01 3.000000 2439590.00 2454050.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2033-01-01 3.000000 2951365.00 2980836.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2025-06-01 5.000000 2812222.00 2358098.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2025-10-01 5.500000 2487706.00 2307896.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2043-01-01 3.000000 3131124.00 2059681.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2024-01-01 5.500000 3605951.00 1926718.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2043-05-01 3.999999 4120850.00 2345660.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2037-12-01 4.000000 2520227.00 2550729.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2045-04-01 4.000000 2385576.00 1881050.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2046-04-01 4.000000 3010847.00 1969515.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2047-06-01 4.500000 2395664.00 2547430.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2047-09-01 4.500000 2264461.00 2429769.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2047-09-01 4.500000 2020095.00 2168761.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2047-09-01 3.500000 1802650.00 1822427.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2047-09-01 3.500000 1930575.00 1928187.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2047-10-01 3.500000 1345554.00 1360172.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2047-11-01 4.000000 2263845.00 2369275.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2047-10-01 3.500000 2839771.00 2883347.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2048-01-01 4.000000 2545698.00 2639930.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2047-12-01 4.500000 1770259.00 1900689.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2048-01-01 4.500000 2794955.00 2996388.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2048-01-01 3.500000 1680322.00 1709404.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2044-07-01 5.000000 3800000.00 2336591.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2024-05-01 5.499999 53236987.00 2521967.13 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2023-02-01 5.500000 140765868.00 2253861.47 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2023-08-01 5.500000 76970097.00 2150571.27 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2027-02-01 5.500000 74792345.00 2893820.06 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2026-01-01 5.500000 65557949.00 2810269.30 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2041-04-01 5.000000 4152684.00 2493716.44 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2045-05-01 3.500000 3000000.00 2399130.00 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2031-07-01 3.000000 2150000.00 1833213.86 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2041-05-01 4.500000 6030475.00 2852000.00 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2031-04-01 3.500000 2392000.00 2000277.68 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2042-08-01 4.500000 3536665.00 1704438.69 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2042-09-01 3.000000 4300000.00 2484712.03 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2042-09-01 3.000000 3000000.00 1777169.26 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2042-12-01 3.500000 2790245.00 1719721.33 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2043-08-01 3.500000 3695000.00 2215605.42 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2045-05-01 3.500000 3875000.00 2966606.66 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2045-06-01 3.500000 2679000.00 2037101.86 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2045-10-01 3.500000 3001000.00 2617110.86 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2046-11-01 3.000000 3091660.00 2800818.87 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2043-04-01 3.500000 4500000.00 2666332.41 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2043-09-01 3.500000 3775000.00 2393481.16 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2043-11-01 5.000000 4197706.00 2266194.60 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2044-03-01 4.000000 3000000.00 1955479.43 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2044-03-01 4.500000 3863696.00 2845573.86 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2044-04-01 5.000000 3439274.00 2047276.56 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2045-04-01 4.000000 2309730.00 2059184.12 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2045-06-01 3.500000 3249796.00 2915826.41 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2045-12-01 3.500000 1915032.00 1823914.12 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2046-01-01 3.500000 2980000.00 2480149.51 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2046-07-01 3.500000 2354000.00 2064530.32 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2046-10-01 3.000000 2389076.00 2294017.50 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-04-01 4.000000 2716166.00 2801172.27 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-02-01 4.000000 1783370.00 1839147.96 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-10-01 3.500000 2575702.00 2594032.49 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-06-01 4.000000 2734699.00 2808713.92 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-09-01 3.500000 2677957.00 2703362.29 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2032-10-01 2.500000 2430059.00 2365667.82 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-10-01 4.000000 1864108.00 1941917.60 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-07-01 3.500000 2029237.00 2047029.80 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-09-01 3.000000 2562056.00 2504685.02 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-08-01 3.999999 2754183.00 2708379.20 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-10-01 3.500000 2134169.00 2161193.20 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-11-01 3.500000 1688963.00 1706779.00 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-11-01 4.000000 2625887.00 2744552.33 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-11-01 4.000000 1706737.00 1774771.92 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2037-11-01 3.500000 1786100.00 1816516.73 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2032-12-01 3.000000 2787491.00 2798574.00 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2048-01-01 4.000000 2296584.00 2400966.21 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2048-01-01 4.000000 2300000.00 2409499.17 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-12-01 4.500000 2467663.00 2648704.63 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-12-01 3.500000 2068139.00 2107191.33 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2048-01-01 4.000000 2366955.00 2480274.09 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2037-09-01 4.500000 1979273.00 2099800.90 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2029-02-01 5.500000 54533213.00 2639875.02 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2040-08-01 5.000000 11100000.00 2781359.75 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2042-12-01 3.000000 2785000.00 1722714.70 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2020-03-01 4.000000 69703983.00 2440797.99 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2032-06-01 3.500000 2366629.00 2352118.79 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2048-01-01 3.000000 2000000.00 1966740.00 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2038-01-01 3.999999 2780000.00 2900680.61 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2029-01-01 5.690000 3000000.00 1963296.65 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2026-03-01 3.500000 7243772.00 2090624.34 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2026-03-01 3.999999 6703185.00 1879324.30 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2026-11-01 3.000000 7754992.00 2808605.60 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2026-11-01 3.000000 10527965.00 2958678.44 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2042-01-01 3.999999 7970502.00 2029201.40 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2041-12-01 3.999999 4203558.00 2504684.73 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2027-04-01 3.000000 4735010.00 1977644.59 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2026-08-01 4.500000 10424000.00 2044744.07 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2042-09-01 3.500000 4608113.00 2830261.15 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2029-06-01 3.000000 4350000.00 2581113.01 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2044-07-01 4.000000 5000000.00 2948646.39 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2030-09-01 3.000000 2470000.00 1732006.55 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2042-07-01 3.999999 3525000.00 2590316.54 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2045-11-01 4.000000 3147708.00 2431887.79 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2025-09-01 5.000000 3794192.00 1945876.55 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2028-11-01 6.000000 2708819.00 1691686.90 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2046-04-01 4.000000 2240510.00 1787875.56 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2027-01-01 4.500000 1891760.00 964721.40 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2027-08-01 3.500000 5496600.00 1987671.79 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2042-08-01 3.999999 5019392.00 2586451.82 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2042-10-01 3.000000 5016618.00 2945860.98 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2042-12-01 3.999999 2930140.00 1965781.48 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2028-04-01 3.000000 5875167.00 2915226.91 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2028-11-01 3.500000 4068466.00 2331587.69 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2045-02-01 4.000000 2750000.00 1899885.78 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2031-03-01 3.000000 3165287.00 2503172.42 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2036-12-01 4.000000 2804776.00 2571398.21 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2037-01-01 4.000000 2000291.00 1908753.69 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2028-06-01 3.000000 3577908.00 2336627.92 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2028-05-01 3.000000 3043428.00 1750063.50 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2028-06-01 3.000000 3419155.00 1896736.89 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2043-07-01 3.000000 2837930.00 2271815.02 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2043-07-01 3.000000 3804032.00 2468328.73 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2043-09-01 4.500000 4105238.00 2761163.49 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2033-12-01 3.500000 2500701.00 1709976.76 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2043-11-01 4.500000 4696366.00 2312820.10 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2034-02-01 4.000000 3011289.00 1995065.06 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2044-03-01 4.000000 4000000.00 2553468.68 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2029-03-01 3.500000 5206775.00 1941573.33 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2029-03-01 3.500000 4574400.00 1702575.72 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2029-04-01 3.500000 6587277.00 2781906.36 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2044-09-01 4.500000 3831205.00 2112094.95 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2026-02-01 6.500000 54657164.00 1892741.70 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2035-09-01 5.000000 13330610.00 1890646.05 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2036-09-01 6.140000 2262376.00 2032942.00 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2046-03-01 4.500000 2403505.00 2118053.06 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2046-05-01 4.000000 2093793.00 2116406.80 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2036-06-01 4.000000 2483535.00 2209472.71 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2046-12-01 4.500000 2068211.00 1967686.30 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2042-02-01 3.500000 2280959.00 2261802.01 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2032-06-01 3.000000 2074161.00 1914280.56 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2037-03-01 4.000000 3051937.00 2956615.35 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-06-01 3.500000 2129252.00 2072439.40 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2032-05-01 3.000000 2108051.00 1886999.27 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2036-09-01 6.000000 43233358.00 2416565.01 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2025-12-01 3.500000 5177692.00 1993780.81 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2039-04-01 3.500000 10772571.00 1860521.45 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2039-04-01 4.500000 19800000.00 2912912.57 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2039-06-01 4.500000 9437521.00 2440820.23 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2041-12-01 3.999999 4325000.00 1952839.33 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2032-07-01 3.000000 3644087.00 1726326.67 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2033-02-01 3.000000 4500000.00 2562297.45 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2037-07-01 3.500000 2104953.00 2040633.47 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2038-05-01 6.000000 20068000.00 2466765.98 Agency Mortgage-Backed Securities Y 2018-02-06 2018-02-06 2018-02-05 N N N 0.0132 450000000.00 450000000.00 0.0300 N N Y N Barclays Capital Inc. Tri Party Repo Barclays Capital Inc. Tri Party Repo 1.360000% 0001484212 0673PA005_1.36_0207 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2032-04-01 4.000000 2402868.00 1373757.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2035-05-01 5.500000 28760000.00 1307455.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2035-12-01 6.000000 12000000.00 1221755.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2039-05-01 4.500000 4976874.00 1008493.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2038-11-01 6.500000 14873760.00 1467415.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2040-05-01 4.500000 2912950.00 1268405.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2043-11-01 4.500000 2219000.00 1352813.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2023-10-01 6.000000 20000000.00 1314689.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2022-08-01 5.000000 38347263.00 939544.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2020-08-01 4.500000 24325744.00 1496326.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2025-10-01 4.000000 2576595.00 1103942.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2038-12-01 5.500000 21789174.00 1098642.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2032-12-01 2.500000 1679148.00 1630337.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2032-12-01 3.500000 1323515.00 1340166.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2032-08-01 3.500000 753739.00 729138.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2034-05-01 3.500000 1875000.00 961308.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2038-01-01 5.742000 25526339.00 265293.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2038-01-01 5.578000 1630.00 104.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2038-04-01 4.834000 18102810.00 1300672.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2042-06-01 3.999999 5000000.00 1491007.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2039-07-01 3.999999 3400000.00 1107518.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2040-08-01 5.000000 8053663.00 1214088.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2028-05-01 2.499999 2020400.00 1023905.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2028-08-01 3.000000 2099000.00 1106973.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2029-07-01 3.500000 3429125.00 1600251.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2032-06-01 3.000000 1224938.00 1193378.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2032-05-01 3.500000 1049987.00 1041989.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2027-05-01 2.500000 1124342.00 1048291.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2042-12-01 2.499999 2000000.00 1308319.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2041-07-01 4.500000 4549503.00 1530410.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2041-10-01 3.999999 5000000.00 1007954.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2043-09-01 4.500000 1522834.00 1036176.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2043-09-01 4.500000 1511073.00 1237737.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2043-09-01 4.500000 1588316.00 1414444.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2043-10-01 3.500000 1562000.00 1193422.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2029-08-01 3.000000 2700000.00 1516389.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2035-04-01 3.000000 2569116.00 1433698.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2044-06-01 4.000000 1268128.00 676543.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2044-12-01 4.500000 1766601.00 1176134.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2045-04-01 4.000000 1068300.00 1051772.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2045-08-01 3.500000 2000000.00 1537771.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2046-02-01 4.500000 1331130.00 1142873.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2047-04-01 4.500000 1160870.00 1229796.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2047-06-01 3.500000 1277217.00 1239858.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2047-06-01 3.500000 965529.00 971836.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2047-11-01 4.500000 883000.00 924118.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2022-05-17 9.500000 1770.00 3.46 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2024-06-01 5.500000 18921054.00 1047455.97 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2036-01-01 3.122000 1010000.00 115209.76 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2026-03-01 3.999999 3964884.00 1296372.01 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2026-06-01 3.999999 2000000.00 582776.24 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2042-01-01 4.500000 2838418.00 931362.75 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2042-03-01 4.500000 3161564.00 1216848.82 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2042-03-01 4.500000 2358184.00 1360499.16 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2035-09-01 3.449000 16800000.00 3910282.11 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2039-04-01 6.500000 4500000.00 1142754.39 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2039-06-01 5.000000 2718039.00 537836.20 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2027-01-01 4.500000 7347927.00 1127678.39 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2045-03-01 4.000000 1606638.00 1279690.72 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2045-04-01 4.500000 2164449.00 1546306.83 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2031-08-01 3.000000 1688581.00 1423486.53 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2046-12-01 3.500000 1703000.00 1664780.25 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2045-11-01 4.000000 1816378.00 1442202.95 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2037-08-01 3.500000 5001500.00 1551273.28 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2042-09-01 3.500000 1861038.00 1014840.34 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2042-12-01 3.999999 3112813.00 1398774.19 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2028-04-01 3.000000 2172834.00 1243943.26 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2028-09-01 3.000000 2458343.00 1091122.38 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2033-10-01 3.500000 1980000.00 1154732.25 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2033-03-01 3.500000 2745424.00 1176784.52 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2028-09-01 2.499999 2750000.00 1464000.73 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2043-11-01 3.999999 2326480.00 1460991.04 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2029-07-01 3.000000 2356954.00 1190109.12 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2044-08-01 4.500000 1905000.00 1429986.96 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2034-09-01 3.000000 2018802.00 1266299.98 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2045-02-01 4.000000 2000000.00 1421674.63 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2045-07-01 4.000000 1300000.00 1027711.06 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2045-07-01 3.500000 1433626.00 1102376.45 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2030-10-01 3.000000 1991330.00 1507312.20 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2045-09-01 3.500000 1703535.00 1256638.17 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-03-01 3.500000 1421883.00 1425784.70 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2046-01-01 3.500000 1790453.00 1380850.92 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2036-03-01 4.000000 1455230.00 1364762.98 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2046-06-01 4.000000 1238866.00 1257315.92 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2046-07-01 4.500000 1481402.00 1319472.46 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2046-08-01 3.500000 1690441.00 1550708.23 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2046-10-01 4.000000 1655010.00 1438982.13 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2046-11-01 4.000000 1081435.00 1101894.40 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2036-07-01 4.000000 1360058.00 1211259.83 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2036-07-01 4.000000 1271172.00 1273738.85 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2039-01-01 5.000000 1474178.00 1069739.89 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2037-04-01 4.000000 1602607.00 1636080.76 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2046-12-01 3.500000 1270783.00 1044658.45 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2032-06-01 3.000000 1237153.00 1123292.36 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-02-01 4.000000 1316702.00 1355610.73 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-02-01 4.000000 1631145.00 1677638.35 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-02-01 3.500000 1402213.00 1398944.82 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2046-12-01 3.500000 1433340.00 1423348.81 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2037-02-01 4.000000 1505338.00 1411288.87 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-03-01 4.000000 1493945.00 1540186.07 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-03-01 4.500000 1194603.00 1196094.73 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-04-01 3.500000 1549979.00 1411723.40 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-05-01 4.000000 1572232.00 1622980.94 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-06-01 4.000000 1536918.00 1513794.36 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-06-01 4.500000 1171489.00 1242425.95 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-06-01 3.500000 1244962.00 1108248.42 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2046-12-01 3.500000 928000.00 854782.94 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2036-02-01 6.000000 4500000.00 544737.39 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2023-04-01 5.000000 15945140.00 1215866.64 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2039-01-01 5.000000 8564025.00 1290054.19 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2024-07-01 5.000000 6317534.00 1032671.09 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2037-06-01 3.654999 6133.00 135.65 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2023-03-01 4.500000 28865000.00 1005344.39 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2038-06-01 5.205000 1933.00 19.78 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2024-05-01 5.500000 15495556.00 943729.19 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2023-09-01 4.500000 76159721.00 1084987.05 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2038-06-01 4.500000 20000000.00 1200992.52 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2039-06-01 3.999999 3372914.00 1057740.68 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2039-03-01 5.000000 8455036.00 1509025.66 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2024-04-01 5.000000 14574241.00 1223316.44 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2025-11-01 3.000000 6100000.00 1097531.60 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2040-10-01 4.000000 2850000.00 1085157.21 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2024-12-01 4.500000 6200000.00 954238.75 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2032-03-01 3.500000 4000000.00 1442529.68 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2022-07-01 2.499999 3000000.00 671379.48 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2027-08-01 2.500000 643295.00 580803.48 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2037-09-01 3.000000 1694973.00 1645165.35 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2040-01-01 4.370000 8538.00 795.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2028-05-01 5.500000 8000000.00 648485.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2024-08-01 5.500000 9816227.00 873125.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2037-05-01 5.000000 41990508.00 1640147.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2038-03-01 5.000000 16500000.00 988918.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2038-07-01 5.500000 15065429.00 859845.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2038-10-01 5.500000 9219583.00 563033.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2038-08-01 5.500000 8029729.00 583984.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2037-12-01 4.500000 4350000.00 614037.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2041-06-01 4.500000 2500000.00 655355.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2043-06-01 3.500000 1313000.00 771029.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2026-10-01 3.500000 5854897.00 1252322.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2024-07-01 4.000000 7927395.00 519335.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2025-03-01 3.999999 5500000.00 488243.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2026-10-01 3.999999 2500000.00 616307.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2026-07-01 4.000000 5750000.00 801693.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2026-06-01 4.000000 1472000.00 560563.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2032-02-01 3.000000 920000.00 832341.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2028-12-01 4.000000 682647.00 574747.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2047-09-01 3.500000 1006841.00 997605.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2048-01-01 3.500000 586376.00 593004.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2043-06-01 3.000000 1000000.00 646484.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2043-10-01 4.000000 4044000.00 1475603.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2044-09-01 4.000000 1348000.00 624158.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2044-06-01 4.000000 1887000.00 776432.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2045-04-01 4.000000 1079000.00 597074.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2045-01-01 3.500000 1681678.00 978162.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2045-06-01 4.000000 809000.00 500591.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2045-10-01 4.000000 1887000.00 1223859.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2046-01-01 4.000000 1079000.00 727551.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2046-08-01 3.500000 825000.00 702960.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2047-06-01 3.000000 661165.00 634920.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2047-02-01 3.999999 1618000.00 1447921.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2024-06-01 4.000000 9262497.00 653721.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2025-10-01 3.500000 6007475.00 730244.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2027-08-01 2.499999 2232905.00 864694.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2032-03-01 2.000000 1360833.00 1198715.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2032-02-01 3.500000 822177.00 746763.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2032-09-01 3.500000 1085972.00 1081890.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2032-09-01 2.499999 1047226.00 988083.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2034-01-01 4.500000 2044431.00 1216405.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2026-05-01 5.500000 21867938.00 595643.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2026-11-01 5.500000 48084779.00 1445099.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2027-08-01 5.500000 13117242.00 753350.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2030-05-01 5.000000 4747189.00 679247.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2031-08-01 4.000000 4500000.00 1151051.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2025-02-01 4.000000 4782220.00 540574.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2024-11-01 5.000000 4410000.00 898797.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2025-07-01 3.999999 5400000.00 516921.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2025-06-01 4.000000 5000000.00 521466.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2025-11-01 3.500000 5486096.00 1289431.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2025-12-01 3.500000 3352917.00 802859.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2021-03-01 4.000000 10274481.00 686490.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2027-02-01 3.000000 1500000.00 558838.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2041-06-01 3.630000 1139.00 60.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2044-12-01 4.000000 1483000.00 648108.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2040-02-01 4.500000 2379678.00 851722.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2040-06-01 5.500000 4800000.00 749609.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2041-01-01 4.500000 1750000.00 636129.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2034-11-01 5.000000 8481015.00 508889.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2029-08-01 6.000000 59680664.00 561240.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2029-05-01 3.500000 1525000.00 631878.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2029-06-01 3.000000 1400000.00 855665.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2030-05-01 3.000000 1028639.00 710667.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2030-06-01 3.500000 1014000.00 739165.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2030-07-01 3.500000 1156000.00 887266.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2030-08-01 3.500000 850000.00 593861.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2030-08-01 3.500000 1444000.00 1053382.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2030-10-01 3.500000 1214095.00 886404.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2030-11-01 3.500000 1601000.00 1305351.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2030-11-01 3.500000 966000.00 766048.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2032-02-01 3.000000 753102.00 685008.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2027-11-01 2.500000 1256652.00 1227893.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2027-07-01 2.500000 1025413.00 941655.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2032-09-01 3.500000 1368477.00 1395449.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2032-09-01 3.000000 1579002.00 1561785.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2032-09-01 3.000000 1676365.00 1662576.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2032-09-01 3.000000 1241865.00 1228050.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2032-09-01 3.000000 1415775.00 1404981.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2027-09-01 2.500000 1525100.00 1457387.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2027-10-01 2.500000 1043648.00 1006253.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2032-10-01 3.500000 1450176.00 1473072.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2033-01-01 3.000000 1522756.00 1533070.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2033-01-01 2.500000 1000000.00 988083.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2028-01-01 3.000000 1065579.00 1076524.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2033-01-01 3.000000 1459360.00 1471677.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2033-01-01 3.500000 1218716.00 1264840.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2024-05-01 5.000000 987464.00 813849.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2025-07-01 5.500000 1220445.00 1023670.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2026-02-01 6.000000 1147604.00 1044731.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2023-02-01 5.500000 1254980.00 496449.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2023-02-01 5.500000 1429633.00 724579.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2023-02-01 5.500000 1346062.00 796114.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2022-12-01 5.500000 1222711.00 756050.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2025-11-01 5.500000 1063471.00 997677.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2026-03-01 5.500000 1115433.00 1027802.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2028-07-01 3.000000 1412418.00 617454.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2041-08-01 5.500000 1250000.00 569022.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2041-07-01 5.000000 1225000.00 649217.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2042-01-01 4.000000 1930000.00 966491.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2043-03-01 3.500000 900000.00 604064.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2042-08-01 3.000000 1351312.00 919152.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2042-11-01 3.000000 1450000.00 857255.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2042-12-01 3.500000 1705300.00 902505.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2028-11-01 5.500000 915121.00 501234.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2024-01-01 5.500000 1498240.00 755610.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2043-05-01 3.500000 1250000.00 693512.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2043-09-01 4.500000 1551845.00 798239.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2044-04-01 4.500000 900000.00 579663.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2044-05-01 4.000000 2197000.00 1030097.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2044-12-01 3.500000 900000.00 654612.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2045-03-01 3.500000 1100000.00 813175.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2045-04-01 3.000000 698584.00 536622.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2046-02-01 4.000000 622000.00 511176.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2046-06-01 3.000000 1038000.00 934111.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2046-06-01 3.000000 1212143.00 1069432.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2047-04-01 4.000000 1079000.00 1020262.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2047-06-01 4.500000 1395058.00 1490265.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2047-08-01 4.000000 849706.00 858288.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2047-09-01 3.999999 1444942.00 1495751.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2047-09-01 3.000000 1566913.00 1530856.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2047-09-01 4.000000 1245920.00 1295103.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2047-10-01 3.500000 850000.00 844829.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2047-10-01 3.500000 317961.00 321415.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2047-10-01 3.500000 765000.00 774873.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2047-09-01 4.500000 1215897.00 1280714.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2048-01-01 4.000000 850000.00 880906.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2048-01-01 4.000000 1067336.00 1116411.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2045-12-01 4.000000 750000.00 596658.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2046-08-01 3.500000 1000000.00 890364.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2022-12-01 5.500000 116485693.00 1219459.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2023-05-01 5.500000 45434941.00 943205.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2023-07-01 5.500000 18682345.00 575897.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2023-12-01 5.000000 25377797.00 953462.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2023-12-01 5.500000 27734269.00 997881.18 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2023-07-01 5.500000 23258097.00 685852.13 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2021-12-01 6.500000 105085587.00 731362.17 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2021-12-01 6.500000 86055282.00 575987.43 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2022-04-01 6.500000 60964500.00 507565.53 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2023-07-01 4.500000 17700000.00 595570.44 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2023-11-01 5.500000 14570063.00 537866.86 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2023-12-01 6.000000 20079325.00 750728.41 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2024-03-01 5.500000 23993849.00 966235.33 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2026-12-01 6.000000 29289951.00 1244994.07 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2025-06-01 5.500000 18907781.00 872738.46 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2026-03-01 6.000000 10050000.00 499294.73 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2027-05-01 5.500000 14056287.00 512938.23 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2027-06-01 5.500000 27384273.00 914085.55 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2027-08-01 5.500000 19227354.00 598302.97 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2027-10-01 5.500000 25978369.00 866191.97 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2028-02-01 5.500000 26808588.00 1078083.69 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2028-09-01 5.500000 27883427.00 943805.98 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2029-01-01 5.500000 37430199.00 1296718.27 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2024-02-01 5.500000 1581782.00 1020466.16 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2026-01-01 5.500000 1257637.00 684534.76 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2040-12-01 4.500000 3300000.00 818113.46 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2040-12-01 4.500000 2700000.00 780135.02 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2026-02-01 3.500000 2950000.00 579833.84 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2041-04-01 4.500000 2000000.00 858365.76 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2026-04-01 3.999999 2749686.00 698475.30 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2041-04-01 4.500000 3770463.00 1117416.52 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2026-06-01 4.500000 3514966.00 619775.94 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2041-10-01 4.000000 1160000.00 538717.43 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2026-11-01 3.000000 2500000.00 654679.98 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2041-12-01 4.500000 4079659.00 1095459.24 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2026-11-01 3.000000 1250000.00 506984.98 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2027-01-01 3.000000 2000000.00 840919.52 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2037-04-01 3.500000 4424695.00 796648.90 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2027-04-01 3.000000 1741685.00 658751.38 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2025-01-01 5.500000 7347787.00 736941.02 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2039-10-01 6.000000 3000000.00 512903.32 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2026-02-01 6.000000 4461461.00 702003.66 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2038-02-01 5.499999 4800000.00 705798.69 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2027-05-01 3.500000 2125000.00 648410.01 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2043-02-01 3.000000 2725845.00 1677549.73 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2041-09-01 5.499999 2000000.00 519111.82 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2028-06-01 3.000000 1420000.00 576230.65 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2028-10-01 3.500000 2385000.00 1102133.57 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2043-09-01 4.500000 1400000.00 689117.12 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2027-11-01 3.000000 1120000.00 484181.91 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2028-12-01 2.499999 1250000.00 689647.74 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2043-11-01 4.000000 1025000.00 595670.10 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2029-04-01 3.500000 1800272.00 1088365.89 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2029-09-01 3.500000 1174015.00 722057.78 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2034-01-01 3.500000 1620000.00 889120.58 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2042-03-01 5.000000 1600000.00 630147.41 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2044-01-01 3.500000 1000000.00 727339.87 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2044-10-01 3.000000 779000.00 543918.15 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2044-12-01 5.000000 2171000.00 1129399.75 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2030-04-01 5.500000 1307686.00 681669.50 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2029-06-01 5.500000 1618279.00 1017732.03 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2029-03-01 6.000000 1478953.00 852308.74 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2042-02-01 5.500000 1002460.00 585259.25 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2030-04-01 5.500000 1474715.00 866538.83 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2040-09-01 3.500000 730000.00 484107.38 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2030-10-01 3.000000 1150000.00 826625.49 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2028-12-01 6.000000 2829128.00 1389832.83 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2046-01-01 3.500000 957852.00 819748.94 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2031-09-01 3.500000 900000.00 799214.61 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2041-07-01 6.000000 752166.00 640730.81 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2028-10-01 3.500000 1348000.00 903526.79 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2031-04-01 3.500000 1802000.00 1486141.92 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2034-04-01 4.500000 1074720.00 706190.44 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2031-06-01 3.500000 1658000.00 1350845.20 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2028-11-01 6.500000 1248710.00 653615.45 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2042-05-01 3.000000 1501229.00 784185.42 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2042-08-01 3.500000 1357851.00 617666.77 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2042-10-01 4.000000 1289858.00 648684.89 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2042-10-01 4.000000 1144113.00 611530.71 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2032-11-01 3.500000 1644650.00 895174.06 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2032-11-01 3.500000 1641550.00 751437.20 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2042-11-01 4.000000 881210.00 510013.65 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2027-12-01 2.499999 1250000.00 607760.50 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2032-12-01 3.000000 1581478.00 805831.19 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2043-01-01 3.500000 1650000.00 978603.05 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2032-12-01 3.000000 1635012.00 864769.26 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2028-02-01 2.499999 1200000.00 526282.13 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2043-03-01 3.000000 1058000.00 717607.73 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2043-08-01 3.000000 1028399.00 695314.50 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2029-06-01 3.000000 1120917.00 657247.86 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2029-05-01 3.000000 1242100.00 757420.08 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2029-08-01 3.000000 1461969.00 795556.28 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2044-12-01 4.000000 1296994.00 584817.76 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2030-01-01 3.500000 2215000.00 1416400.55 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2030-01-01 3.000000 1595685.00 780422.75 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2030-07-01 3.000000 900000.00 589141.20 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2045-05-01 3.500000 1360544.00 1035294.32 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2045-12-01 3.500000 1533938.00 1270466.15 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2030-09-01 3.000000 843068.00 606843.15 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2045-10-01 3.500000 1120000.00 904012.48 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2030-11-01 3.500000 1067000.00 795640.67 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2046-03-01 3.500000 1214000.00 1020526.10 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2046-09-01 3.500000 695000.00 632682.25 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2046-07-01 3.500000 1534659.00 1360015.78 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2046-08-01 4.000000 2000000.00 1616356.89 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2046-11-01 3.000000 1296281.00 1177673.80 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2046-11-01 3.500000 767542.00 699276.04 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2043-05-01 3.000000 196653.00 118397.43 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2043-06-01 3.000000 1137168.00 834767.73 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2043-05-01 3.500000 1000000.00 626134.55 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2028-07-01 3.000000 1542518.00 941736.02 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2043-09-01 4.000000 1425000.00 861315.41 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2043-08-01 3.500000 1130000.00 647405.65 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2043-12-01 4.000000 1059422.00 749658.53 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2043-12-01 3.999999 1241515.00 977141.37 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2044-07-01 4.000000 1400000.00 642969.45 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2044-05-01 4.500000 1587325.00 950802.17 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2044-05-01 4.000000 1148047.00 791807.98 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2029-06-01 3.000000 1073809.00 657112.24 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2027-01-01 3.000000 1500000.00 745890.39 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2044-07-01 5.000000 1098155.00 705508.87 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2044-09-01 4.500000 1145779.00 583490.36 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2027-06-01 3.000000 1143614.00 616198.46 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2044-10-01 4.000000 1425000.00 890426.66 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2029-10-01 3.000000 1715271.00 974738.73 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2031-02-01 3.000000 1164246.00 949625.68 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2035-03-01 3.000000 1000000.00 742232.63 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2031-05-01 3.500000 1134176.00 1066647.38 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2035-04-01 3.000000 1365770.00 804582.13 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2045-05-01 3.000000 1162354.00 869760.41 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2030-08-01 3.500000 930000.00 667110.95 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2030-05-01 3.500000 1134192.00 764057.99 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2031-03-01 3.500000 1329192.00 1155818.88 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2022-05-01 6.500000 41304137.00 859483.93 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2019-05-01 4.000000 39875873.00 677499.95 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2035-05-01 6.000000 11209210.00 994365.31 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2035-09-01 5.000000 15800000.00 569131.10 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2045-09-01 3.500000 1237429.00 876212.30 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2030-11-01 3.000000 595000.00 490094.51 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2045-10-01 4.500000 1023909.00 654763.20 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2031-01-01 3.500000 801000.00 577372.28 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2031-04-01 3.500000 589000.00 503287.54 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2046-01-01 3.500000 610000.00 529323.48 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2031-04-01 3.000000 1019106.00 925825.28 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2031-03-01 3.000000 672895.00 508191.95 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2046-07-01 3.500000 850000.00 735999.33 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2031-07-01 3.000000 809468.00 714906.43 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2031-02-01 3.500000 821000.00 622844.15 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2046-03-01 4.000000 1003290.00 1016757.20 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2046-02-01 4.500000 1022734.00 812339.36 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2046-10-01 3.000000 848161.00 774913.13 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2031-03-01 3.000000 664949.00 536321.07 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2046-10-01 3.500000 1030095.00 1015019.32 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2046-08-01 3.000000 585000.00 506169.25 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2046-11-01 3.000000 1789000.00 1631637.99 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2032-09-01 3.000000 1277705.00 1264173.11 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2032-02-01 2.000000 775559.00 702421.74 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-05-01 3.999999 1010000.00 1023673.86 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-06-01 3.999999 980000.00 991235.41 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2046-12-01 2.500000 1726013.00 1566243.56 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2032-05-01 3.500000 1028610.00 918744.34 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2032-04-01 3.500000 756000.00 715744.00 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2032-04-01 3.500000 1173000.00 1142919.78 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2032-05-01 3.500000 658000.00 634388.66 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2032-05-01 3.500000 942000.00 915934.24 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-04-01 4.000000 885000.00 877530.54 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-09-01 3.500000 1078109.00 1088414.27 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-05-01 4.500000 1097295.00 1166542.11 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-06-01 4.000000 1262517.00 1311686.59 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2032-07-01 3.000000 1119028.00 1074479.48 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-07-01 4.000000 1149206.00 1193062.79 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-07-01 4.000000 1288802.00 1338526.40 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-09-01 4.500000 1016232.00 1085329.83 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-09-01 4.000000 1580709.00 1642877.13 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-07-01 4.500000 1542821.00 1623647.36 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-08-01 4.000000 1030372.00 1061561.14 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2032-10-01 3.500000 1032473.00 1053737.11 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-08-01 3.500000 1545462.00 1563290.84 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2032-11-01 2.500000 710109.00 683456.55 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2048-01-01 4.500000 1024592.00 1103877.62 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-10-01 3.500000 1008847.00 1020646.23 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-10-01 3.500000 1239459.00 1255124.10 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-10-01 4.000000 1270997.00 1321913.43 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-10-01 4.500000 1035271.00 1110561.69 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2048-01-01 4.000000 1323458.00 1386818.25 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-11-01 3.500000 1498645.00 1412023.02 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2037-11-01 4.000000 1531233.00 1606730.44 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-12-01 3.500000 1145319.00 1161996.09 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-12-01 4.000000 1291924.00 1345541.29 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-11-01 3.500000 1547984.00 1571945.01 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2033-01-01 3.500000 1472206.00 1524313.02 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2033-01-01 3.000000 1463253.00 1469624.94 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2048-01-01 3.000000 767383.00 754621.42 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2048-01-01 4.000000 1052391.00 1102774.24 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2048-01-01 3.500000 1093526.00 1112152.02 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-12-01 4.000000 830000.00 869127.23 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-12-01 4.500000 1300110.00 1398378.67 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-12-01 4.500000 1218039.00 1304787.25 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2033-01-01 3.000000 1287040.00 1300283.40 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2021-05-01 4.000000 1000000.00 570671.36 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-04-01 3.000000 615000.00 573293.47 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2032-01-01 3.500000 1296000.00 1240628.22 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2026-05-01 4.500000 832343.00 521499.51 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-10-01 3.999999 1580795.00 1591790.95 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-10-01 3.500000 1200000.00 1201916.27 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2048-01-01 3.500000 1165000.00 1180583.82 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2037-04-01 6.999999 15000000.00 557287.98 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2028-02-01 6.000000 18652942.00 808718.14 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2039-02-01 5.000000 6073238.00 816765.39 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2023-03-01 5.500000 15786769.00 564005.05 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2041-06-01 5.000000 1043685.00 572627.65 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2036-09-01 6.000000 14052625.00 629252.02 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2036-10-01 6.000000 10990000.00 781465.10 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2035-12-01 4.500000 9000000.00 843091.91 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2028-03-01 5.500000 9296826.00 554280.85 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2024-04-01 5.000000 5875780.00 806925.32 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2039-04-01 5.000000 4595665.00 722978.47 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2019-05-01 4.000000 26146402.00 484629.05 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2024-05-01 4.500000 7497661.00 631491.95 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2020-02-01 4.000000 16662133.00 497152.52 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2037-06-01 5.499999 5393960.00 934222.40 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2037-05-01 5.499999 2430855.00 605328.30 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2037-06-01 6.000000 4284365.00 550632.16 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2037-06-01 6.000000 25000000.00 668376.45 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2023-12-01 5.000000 11171295.00 630607.13 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2023-06-01 4.500000 11660531.00 571546.82 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2038-07-01 5.000000 2336335.00 537003.81 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2023-06-01 5.000000 33054485.00 521104.87 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2039-06-01 4.500000 2500000.00 559053.59 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2039-03-01 5.499999 7500000.00 696901.13 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2024-01-01 5.500000 13436324.00 503359.20 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2035-06-01 5.000000 4454452.00 622003.89 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2039-05-01 4.500000 2271813.00 1014312.89 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2028-12-01 6.000000 19368370.00 896468.88 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2020-01-01 4.500000 59480302.00 672250.31 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2040-06-01 4.500000 1406536.00 567186.28 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2025-09-01 3.999999 5400000.00 494624.86 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2025-10-01 3.500000 2820480.00 560282.64 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2040-12-01 3.999999 2238462.00 964514.57 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2021-01-01 4.000000 8803060.00 485368.82 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2041-10-01 4.000000 2075000.00 844404.72 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2041-12-01 3.500000 1750000.00 917946.85 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2042-07-01 3.500000 1500000.00 641635.24 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2032-11-01 3.000000 1275000.00 681120.23 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2032-11-01 3.000000 1771376.00 785423.56 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2043-02-01 3.000000 1541998.00 883398.21 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2028-04-01 2.499999 1000000.00 523436.16 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2043-03-01 3.000000 956745.00 598315.04 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2043-05-01 3.000000 900000.00 590349.61 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2028-04-01 3.500000 1278966.00 620973.41 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2039-08-01 6.000000 2643032.00 506875.47 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2029-08-01 4.500000 3510000.00 913358.23 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2039-09-01 4.500000 6131333.00 723276.80 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2019-05-01 4.000000 32874988.00 619795.94 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2019-08-01 4.000000 21981060.00 506427.79 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2019-09-01 4.000000 29968936.00 772736.30 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2019-09-01 4.500000 20543408.00 539344.38 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2020-02-01 4.000000 21696941.00 705211.43 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2025-04-01 3.999999 5000000.00 655664.29 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2020-07-01 4.000000 10034669.00 494607.98 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2020-08-01 3.999999 15376902.00 795508.82 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2021-01-01 3.500000 14982530.00 1291512.42 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2026-03-01 4.500000 4299824.00 813666.59 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2021-12-01 3.000000 5087000.00 728223.99 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2032-02-01 3.999999 4350000.00 1455389.83 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2032-04-01 3.500000 2500000.00 950352.73 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2022-04-01 3.500000 6346864.00 1125700.78 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2023-08-01 2.499999 1515000.00 543603.36 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2043-08-01 3.500000 800000.00 584556.52 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2036-04-01 3.000000 1000000.00 766588.89 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2024-02-01 3.500000 1339430.00 495400.79 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2030-07-01 3.000000 1004145.00 671140.17 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2025-11-01 3.000000 2575000.00 1622651.21 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-10-01 3.000000 510278.00 494281.58 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-10-01 3.500000 1572364.00 1563911.57 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2032-09-01 3.500000 1392890.00 1406734.85 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2027-11-01 3.000000 1281768.00 1252900.41 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2048-01-01 3.000000 829942.00 814373.16 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2033-01-01 2.500000 901031.00 884000.40 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2022-08-01 4.000000 28519615.00 561449.42 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2025-03-01 5.000000 8718170.00 567773.64 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2030-12-01 6.500000 3375000.00 551211.59 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2040-08-01 3.999999 1108063.00 705281.93 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2034-07-01 6.999999 3000000.00 686716.31 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2027-12-01 5.500000 13602042.00 1001029.68 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2040-09-01 5.000000 4113147.00 739426.66 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2025-12-01 4.500000 2525000.00 551330.89 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2019-07-01 4.000000 49149715.00 571649.09 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2040-10-01 5.000000 2000000.00 586169.73 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2040-10-01 3.999999 4430000.00 786394.73 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2040-11-01 3.500000 2000000.00 716545.94 Agency Mortgage-Backed Securities Y 2018-02-07 2018-02-07 2018-02-05 N N N 0.0136 500000000.00 500000000.00 0.0333 N N Y N Federal Home Loan Banks Federal Home Loan Banks 1.523000% 3130A7G90 US3130A7G909 U.S. Government Agency Debt Y 2018-03-08 2018-03-08 2018-03-08 N N N 0.0160 50008255.50 50008255.50 0.0033 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.670000% 3130A8NL3 US3130A8NL33 U.S. Government Agency Debt Y 2018-03-29 2018-03-29 2018-03-29 N N N 0.0157 100027403.00 100027403.00 0.0067 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.281000% 3130A8YG2 US3130A8YG29 U.S. Government Agency Debt Y 2018-02-05 2018-02-05 2018-02-05 N N N 0.0157 50000514.00 50000514.00 0.0033 N N Y N Federal Home Loan Banks Federal Home Loan Banks 1.544000% 3130A9R29 US3130A9R290 U.S. Government Agency Debt Y 2018-02-12 2018-04-12 2018-04-12 N N N 0.0145 150036795.00 150036795.00 0.0100 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.458000% 3130A9RD5 US3130A9RD53 U.S. Government Agency Debt Y 2018-04-16 2018-04-16 2018-04-16 N N N 0.0158 139982390.80 139982390.80 0.0093 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.480000% 3130A9SV4 US3130A9SV43 U.S. Government Agency Debt Y 2018-04-20 2018-04-20 2018-04-20 N N N 0.0156 89991411.30 89991411.30 0.0060 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.321000% 3130AACD8 US3130AACD89 U.S. Government Agency Debt Y 2018-03-01 2018-05-30 2018-05-30 N N N 0.0158 50006108.00 50006108.00 0.0033 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.332000% 3130AACP1 US3130AACP10 U.S. Government Agency Debt Y 2018-03-05 2018-06-05 2018-06-05 N N N 0.0158 99011471.13 99011471.13 0.0066 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.424000% 3130AALN6 US3130AALN60 U.S. Government Agency Debt Y 2018-04-12 2018-04-12 2018-04-12 N N N 0.0158 74987823.75 74987823.75 0.0050 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.510000% 3130AAS25 US3130AAS256 U.S. Government Agency Debt Y 2018-02-06 2019-02-06 2019-02-06 N N N 0.0148 77545961.38 77545961.38 0.0052 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.273000% 3130AAWH7 US3130AAWH73 U.S. Government Agency Debt Y 2018-03-06 2019-03-06 2019-03-06 N N N 0.0158 86768632.22 86768632.22 0.0058 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.447000% 3130ABBT2 US3130ABBT24 U.S. Government Agency Debt Y 2018-02-28 2018-10-26 2018-10-26 N N N 0.0146 74998707.75 74998707.75 0.0050 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.421000% 3130ABFY7 US3130ABFY72 U.S. Government Agency Debt Y 2018-02-25 2018-05-25 2018-05-25 N N N 0.0145 39998730.80 39998730.80 0.0027 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.461000% 3130ABN77 US3130ABN776 U.S. Government Agency Debt Y 2018-02-21 2018-12-21 2018-12-21 N N N 0.0147 95008461.65 95008461.65 0.0063 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.461000% 3130ABN93 US3130ABN933 U.S. Government Agency Debt Y 2018-02-21 2018-12-21 2018-12-21 N N N 0.0147 100008907.00 100008907.00 0.0067 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.467000% 3130ABP26 US3130ABP268 U.S. Government Agency Debt Y 2018-02-28 2018-12-28 2018-12-28 N N N 0.0147 75006237.00 75006237.00 0.0050 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.448000% 3130ABP59 US3130ABP599 U.S. Government Agency Debt Y 2018-02-01 2018-10-01 2018-10-01 N N N 0.0146 100000660.00 100000660.00 0.0067 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.449000% 3130ABPP5 US3130ABPP55 U.S. Government Agency Debt Y 2018-02-03 2018-10-03 2018-10-03 N N N 0.0146 45001720.35 45001720.35 0.0030 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.464000% 3130ABS80 US3130ABS809 U.S. Government Agency Debt Y 2018-02-11 2019-01-11 2019-01-11 N N N 0.0147 35005681.20 35005681.20 0.0023 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.469000% 3130ABSL1 US3130ABSL15 U.S. Government Agency Debt Y 2018-02-14 2019-01-14 2019-01-14 N N N 0.0147 40006380.00 40006380.00 0.0027 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.431000% 3130ABTK2 US3130ABTK23 U.S. Government Agency Debt Y 2018-02-25 2018-07-25 2018-07-25 N N N 0.0146 91997262.08 91997262.08 0.0061 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.446000% 3130ACAU8 US3130ACAU88 U.S. Government Agency Debt Y 2018-02-25 2018-08-24 2018-08-24 N N N 0.0145 67004184.82 67004184.82 0.0045 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.491000% 3130ACBQ6 US3130ACBQ67 U.S. Government Agency Debt Y 2018-02-25 2019-02-25 2019-02-25 N N N 0.0148 80026975.20 80026975.20 0.0053 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.456000% 3130ACG32 US3130ACG323 U.S. Government Agency Debt Y 2018-02-18 2018-12-18 2018-12-18 N N N 0.0147 80007336.80 80007336.80 0.0053 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.478000% 3130ACG81 US3130ACG810 U.S. Government Agency Debt Y 2018-02-19 2019-03-19 2019-03-19 N N N 0.0148 80017258.40 80017258.40 0.0053 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.466000% 3130ACGK4 US3130ACGK43 U.S. Government Agency Debt Y 2018-02-21 2018-12-21 2018-12-21 N N N 0.0147 90011988.00 90011988.00 0.0060 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.429000% 3130ACJ62 US3130ACJ624 U.S. Government Agency Debt Y 2018-02-12 2018-09-12 2018-09-12 N N N 0.0146 73999330.30 73999330.30 0.0049 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.445000% 3130ACKX1 US3130ACKX18 U.S. Government Agency Debt Y 2018-02-07 2019-01-07 2019-01-07 N N N 0.0147 74998481.25 74998481.25 0.0050 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.419000% 3130ACMZ4 US3130ACMZ48 U.S. Government Agency Debt Y 2018-02-16 2018-10-16 2018-10-16 N N N 0.0146 76988585.52 76988585.52 0.0051 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.242000% 3130ACRT3 US3130ACRT33 U.S. Government Agency Debt Y 2018-02-07 2019-11-07 2019-11-07 N N N 0.0165 74976692.25 74976692.25 0.0050 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.414000% 3130ACS54 US3130ACS542 U.S. Government Agency Debt Y 2018-02-15 2018-08-15 2018-08-15 N N N 0.0145 92991158.49 92991158.49 0.0062 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.423000% 3130ACTB0 US3130ACTB07 U.S. Government Agency Debt Y 2018-02-09 2018-11-09 2018-11-09 N N N 0.0146 99989054.00 99989054.00 0.0067 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.436000% 3130ACU93 US3130ACU936 U.S. Government Agency Debt Y 2018-02-20 2018-11-20 2018-11-20 N N N 0.0147 67994175.12 67994175.12 0.0045 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.456000% 3130ACW75 US3130ACW759 U.S. Government Agency Debt Y 2018-02-22 2019-02-22 2019-02-22 N N N 0.0148 74997748.50 74997748.50 0.0050 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.479000% 3130ACXK5 US3130ACXK59 U.S. Government Agency Debt Y 2018-02-03 2019-06-03 2019-06-03 N N N 0.0151 80986639.86 80986639.86 0.0054 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.447000% 3130ACYG3 US3130ACYG39 U.S. Government Agency Debt Y 2018-02-04 2018-09-04 2018-09-04 N N N 0.0146 81004603.23 81004603.23 0.0054 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.445000% 3130ACZH0 US3130ACZH03 U.S. Government Agency Debt Y 2018-02-07 2018-12-07 2018-12-07 N N N 0.0147 98751649.13 98751649.13 0.0066 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.441000% 3130AD5C2 US3130AD5C29 U.S. Government Agency Debt Y 2018-02-18 2018-12-18 2018-12-18 N N N 0.0147 167993374.08 167993374.08 0.0112 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.402000% 3130ADBY7 US3130ADBY74 U.S. Government Agency Debt Y 2018-02-05 2018-07-05 2018-07-05 N N N 0.0145 135983102.00 135983102.00 0.0091 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.417000% 3130ADC34 US3130ADC346 U.S. Government Agency Debt Y 2018-02-05 2018-10-05 2018-10-05 N N N 0.0146 159978912.00 159978912.00 0.0107 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.419000% 3130ADE24 US3130ADE243 U.S. Government Agency Debt Y 2018-02-12 2018-10-12 2018-10-12 N N N 0.0146 72992151.04 72992151.04 0.0049 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.414000% 3130ADEK4 US3130ADEK44 U.S. Government Agency Debt Y 2018-02-25 2018-07-25 2018-07-25 N N N 0.0146 73992428.32 73992428.32 0.0049 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.424000% 3130ADEL2 US3130ADEL27 U.S. Government Agency Debt Y 2018-02-16 2018-10-16 2018-10-16 N N N 0.0146 230973892.38 230973892.38 0.0154 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.432000% 3130ADJ52 US3130ADJ523 U.S. Government Agency Debt Y 2018-02-28 2019-01-28 2019-01-28 N N N 0.0146 72985552.57 72985552.57 0.0049 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.432000% 3130ADK27 US3130ADK273 U.S. Government Agency Debt Y 2018-02-28 2019-01-28 2019-01-28 N N N 0.0145 73994698.64 73994698.64 0.0049 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.443500% 3130ADKV3 US3130ADKV35 U.S. Government Agency Debt Y 2018-03-01 2019-03-01 2019-03-01 N N N 0.0148 217930115.74 217930115.74 0.0145 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 313313M54 US313313M548 U.S. Government Agency Debt Y 2018-10-30 2018-10-30 2018-10-30 N N N 0.0174 49360150.00 49360150.00 0.0033 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 313313WF1 US313313WF14 U.S. Government Agency Debt Y 2018-05-01 2018-05-01 2018-05-01 N N N 0.0150 99636600.00 99636600.00 0.0066 N N N N Federal Home Loan Banks Federal Home Loan Banks 313385SN7 US313385SN70 U.S. Government Agency Debt Y 2018-02-01 2018-02-01 2018-02-01 N N N 0.0120 39000000.00 39000000.00 0.0026 N Y Y N Federal Home Loan Banks Federal Home Loan Banks 313385SP2 US313385SP29 U.S. Government Agency Debt Y 2018-02-02 2018-02-02 2018-02-02 N N N 0.0132 208767484.10 208767484.10 0.0139 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313385SS6 US313385SS67 U.S. Government Agency Debt Y 2018-02-05 2018-02-05 2018-02-05 N N N 0.0132 49992800.00 49992800.00 0.0033 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313385SU1 US313385SU14 313385SU1 U.S. Government Agency Debt Y 2018-02-07 2018-02-07 2018-02-07 N N N 0.0132 250045728.30 250045728.30 0.0167 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313385SW7 US313385SW79 U.S. Government Agency Debt Y 2018-02-09 2018-02-09 2018-02-09 N N N 0.0132 287916768.00 287916768.00 0.0192 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313385TB2 US313385TB24 313385TB2 U.S. Government Agency Debt Y 2018-02-14 2018-02-14 2018-02-14 N N N 0.0132 72965763.00 72965763.00 0.0049 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313385TD8 US313385TD89 U.S. Government Agency Debt Y 2018-02-16 2018-02-16 2018-02-16 N N N 0.0132 154915990.00 154915990.00 0.0103 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313385TJ5 US313385TJ59 U.S. Government Agency Debt Y 2018-02-21 2018-02-21 2018-02-21 N N N 0.0132 104924190.00 104924190.00 0.0070 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313385TL0 US313385TL06 U.S. Government Agency Debt Y 2018-02-23 2018-02-23 2018-02-23 N N N 0.0132 268286811.00 268286811.00 0.0179 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313385TR7 US313385TR75 313385TR7 U.S. Government Agency Debt Y 2018-02-28 2018-02-28 2018-02-28 N N N 0.0132 215140033.75 215140033.75 0.0143 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313385TT3 US313385TT32 U.S. Government Agency Debt Y 2018-03-02 2018-03-02 2018-03-02 N N N 0.0135 238744031.00 238744031.00 0.0159 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313385TW6 US313385TW60 313385TW6 U.S. Government Agency Debt Y 2018-03-05 2018-03-05 2018-03-05 N N N 0.0135 49940900.00 49940900.00 0.0033 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313385TY2 US313385TY27 313385TY2 U.S. Government Agency Debt Y 2018-03-07 2018-03-07 2018-03-07 N N N 0.0135 257675952.00 257675952.00 0.0172 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313385UF1 US313385UF19 313385UF1 U.S. Government Agency Debt Y 2018-03-14 2018-03-14 2018-03-14 N N N 0.0135 145778810.00 145778810.00 0.0097 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313385UH7 US313385UH74 U.S. Government Agency Debt Y 2018-03-16 2018-03-16 2018-03-16 N N N 0.0135 147764828.00 147764828.00 0.0098 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313385UM6 US313385UM69 U.S. Government Agency Debt Y 2018-03-20 2018-03-20 2018-03-20 N N N 0.0135 337712711.20 337712711.20 0.0225 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313385UN4 US313385UN43 313385UN4 U.S. Government Agency Debt Y 2018-03-21 2018-03-21 2018-03-21 N N N 0.0135 257403812.45 257403812.45 0.0172 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313385UP9 US313385UP90 U.S. Government Agency Debt Y 2018-03-22 2018-03-22 2018-03-22 N N N 0.0128 99828400.00 99828400.00 0.0067 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313385UQ7 US313385UQ73 U.S. Government Agency Debt Y 2018-03-23 2018-03-23 2018-03-23 N N N 0.0135 90831923.00 90831923.00 0.0061 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313385UT1 US313385UT13 313385UT1 U.S. Government Agency Debt Y 2018-03-26 2018-03-26 2018-03-26 N N N 0.0135 137729796.00 137729796.00 0.0092 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313385UV6 US313385UV68 U.S. Government Agency Debt Y 2018-03-28 2018-03-28 2018-03-28 N N N 0.0135 702245132.40 702245132.40 0.0468 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313385UW4 US313385UW42 U.S. Government Agency Debt Y 2018-03-29 2018-03-29 2018-03-29 N N N 0.0135 33929654.00 33929654.00 0.0023 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313385VB9 US313385VB95 U.S. Government Agency Debt Y 2018-04-03 2018-04-03 2018-04-03 N N N 0.0144 129687220.00 129687220.00 0.0086 N N N N Federal Home Loan Banks Federal Home Loan Banks 313385VC7 US313385VC78 313385VC7 U.S. Government Agency Debt Y 2018-04-04 2018-04-04 2018-04-04 N N N 0.0144 370092534.00 370092534.00 0.0247 N N N N Federal Home Loan Banks Federal Home Loan Banks 313385VD5 US313385VD51 U.S. Government Agency Debt Y 2018-04-05 2018-04-05 2018-04-05 N N N 0.0138 149627250.00 149627250.00 0.0100 N N N N Federal Home Loan Banks Federal Home Loan Banks 313385VE3 US313385VE35 U.S. Government Agency Debt Y 2018-04-06 2018-04-06 2018-04-06 N N N 0.0144 399987876.00 399987876.00 0.0267 N N N N Federal Home Loan Banks Federal Home Loan Banks 313385VJ2 US313385VJ22 U.S. Government Agency Debt Y 2018-04-10 2018-04-10 2018-04-10 N N N 0.0144 145458830.30 145458830.30 0.0097 N N N N Federal Home Loan Banks Federal Home Loan Banks 313385VK9 US313385VK94 313385VK9 U.S. Government Agency Debt Y 2018-04-11 2018-04-11 2018-04-11 N N N 0.0144 155575368.00 155575368.00 0.0104 N N N N Federal Home Loan Banks Federal Home Loan Banks 313385VM5 US313385VM50 U.S. Government Agency Debt Y 2018-04-13 2018-04-13 2018-04-13 N N N 0.0144 144593855.00 144593855.00 0.0096 N N N N Federal Home Loan Banks Federal Home Loan Banks 313385VS2 US313385VS21 U.S. Government Agency Debt Y 2018-04-18 2018-04-18 2018-04-18 N N N 0.0144 145562292.00 145562292.00 0.0097 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397TT8 S6XOOCT0IEG5ABCC6L87 US313397TT87 U.S. Government Agency Debt Y 2018-03-02 2018-03-02 2018-03-02 N N N 0.0135 62932527.00 62932527.00 0.0042 N N Y N Federal Farm Credit Banks Federal Farm Credit Banks 1.601900% 3133EESR2 US3133EESR27 U.S. Government Agency Debt Y 2018-02-05 2018-03-05 2018-03-05 N N N 0.0143 100018493.00 100018493.00 0.0067 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 1.704500% 3133EEZY9 US3133EEZY94 U.S. Government Agency Debt Y 2018-04-23 2018-04-23 2018-04-23 N N N 0.0155 100041248.00 100041248.00 0.0067 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 1.610000% 3133EFCT2 US3133EFCT22 U.S. Government Agency Debt Y 2018-02-08 2018-06-08 2018-06-08 N N N 0.0148 128772168.53 128772168.53 0.0086 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 1.651400% 3133EGCH6 US3133EGCH66 U.S. Government Agency Debt Y 2018-02-25 2018-05-25 2018-05-25 N N N 0.0142 100078805.00 100078805.00 0.0067 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 1.695000% 3133EGJQ9 US3133EGJQ92 U.S. Government Agency Debt Y 2018-02-06 2018-07-06 2018-07-06 N N N 0.0144 118644091.26 118644091.26 0.0079 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 1.646900% 3133EGWQ4 US3133EGWQ46 U.S. Government Agency Debt Y 2018-02-05 2018-10-05 2018-10-05 N N N 0.0145 95138473.90 95138473.90 0.0063 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 1.603800% 3133EGXT7 US3133EGXT75 U.S. Government Agency Debt Y 2018-02-11 2018-07-11 2018-07-11 N N N 0.0144 133114056.81 133114056.81 0.0089 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 1.541200% 3133EGYY5 US3133EGYY51 U.S. Government Agency Debt Y 2018-02-20 2018-04-20 2018-04-20 N N N 0.0143 23006513.60 23006513.60 0.0015 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 1.469300% 3133EHES8 US3133EHES86 U.S. Government Agency Debt Y 2018-02-03 2018-12-03 2018-12-03 N N N 0.0146 100023362.00 100023362.00 0.0067 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 1.482800% 3133EHZU0 US3133EHZU04 U.S. Government Agency Debt Y 2018-02-28 2019-05-30 2019-05-30 N N N 0.0148 77012537.14 77012537.14 0.0051 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 1.592000% 3135G0L35 B1V7KEBTPIMZEU4LTD58 US3135G0L358 U.S. Government Agency Debt Y 2018-03-21 2018-03-21 2018-03-21 N N N 0.0149 30009561.30 30009561.30 0.0020 N N N N Goldman Sachs & Co. Tri Party Repo Goldman Sachs & Co. Tri Party Repo 1.300000% FOR8UP27PHTHYVLBNG30 384999009_1.30_0201 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2022-01-15 2.060000 135000.00 11285.31 Agency Mortgage-Backed Securities FCSB 2025-05-15 2.740000 14015000.00 13792979.04 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2018-07-20 1.125000 3776000.00 3767475.68 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2026-09-24 1.875000 1737000.00 1614563.21 Agency Mortgage-Backed Securities U.S. Treasury Note 2022-09-30 1.750000 116510000.00 113412402.40 U.S. Treasuries (including strips) U.S. Treasury Bill 2018-08-16 0.00 100.00 99.11 U.S. Treasuries (including strips) U.S. Treasury Bond 2028-08-15 5.500000 100.00 127.84 U.S. Treasuries (including strips) U.S. Treasury Bond 2040-02-15 4.625000 600.00 780.51 U.S. Treasuries (including strips) U.S. Treasury Bill 2018-07-26 0.00 300.00 297.64 U.S. Treasuries (including strips) Y 2018-02-01 2018-02-01 2018-02-01 N N N 0.0130 130000000.00 130000000.00 0.0087 N Y Y N MUFG Securities Americas Inc. Tri Party Repo MUFG Securities Americas Inc. Tri Party Repo 1.320000% C3GTMMZIHMY46P4OIX74 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y Y Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2018-10-01 4.500000 120421.00 672.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2043-03-01 3.500000 2534702.00 1328574.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2037-04-01 4.500000 494457.00 445489.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2038-01-01 3.000000 289479.00 288575.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2038-01-01 3.500000 1653675.00 1689918.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2046-07-01 2.396000 13276.00 10387.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2048-01-01 3.057000 3513586.00 3525800.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2028-06-01 2.500000 8327584.00 4161285.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2041-06-01 4.500000 15341289.00 5053935.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2041-08-01 3.999999 8229082.00 3833242.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2045-10-01 3.500000 325000.00 271880.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2048-01-01 4.000000 408837.00 427151.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2048-01-01 4.500000 2005901.00 2170905.75 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2046-10-25 3.000000 18803400.00 17069829.78 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-12-25 3.000000 461078.00 408155.37 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2045-08-25 3.000000 4304938.00 4211615.22 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2030-04-25 3.000000 1848000.00 1829851.61 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-06-25 3.500000 13532679.00 13767642.39 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2048-02-25 0.00 1038882.00 1054420.56 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2027-11-01 5.960000 822336.00 818946.89 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2042-05-01 2.667000 28463424.00 11636667.11 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2036-07-01 3.154000 14967128.00 10245643.15 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2040-06-01 3.140000 10832600.00 9786783.12 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2025-03-01 2.640000 9749000.00 9603447.43 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-06-01 2.985000 5431694.00 5230890.63 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2037-10-01 3.000000 1025773.00 1011367.74 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-10-01 2.836000 10000.00 9928.88 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-12-01 3.133000 1507484.00 1509061.59 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2048-01-01 2.954000 1013666.00 1019956.63 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2048-02-01 4.000000 1000.00 1034.79 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2040-01-01 3.491000 72723456.00 4635182.48 Agency Mortgage-Backed Securities GNMA 2047-11-20 3.000000 1476000.00 1362036.42 Agency Mortgage-Backed Securities GNMA 2047-11-20 3.000000 1635382.00 1625590.94 Agency Mortgage-Backed Securities GNMA 2047-03-20 3.000000 123126.00 122053.63 Agency Mortgage-Backed Securities GNMA 2046-09-20 3.000000 575744.00 571826.22 Agency Mortgage-Backed Securities GNMA 2047-10-20 3.000000 41919000.00 41533068.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2032-11-01 2.500000 2274839.00 2209538.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2042-08-15 3.000000 813728.00 440409.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2038-01-01 3.536000 37633409.00 2193197.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2042-04-01 3.390000 2000000.00 228424.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2039-08-01 5.000000 16159880.00 1160572.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2026-04-01 3.500000 9566180.00 1816973.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2032-11-01 3.500000 1613032.00 1634744.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2032-02-01 3.500000 912000.00 330213.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2036-12-01 3.550000 3410835.00 291491.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2038-07-01 4.184000 4122.00 206.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2036-10-01 3.308000 2206.00 137.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2042-05-01 3.159000 947464.00 513039.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2044-05-01 2.813000 37666194.00 11592967.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2043-04-01 2.548000 719595.00 399243.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2043-07-01 2.164000 35535335.00 22228847.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2044-05-01 2.923000 944000.00 510801.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2047-05-01 2.987000 16691602.00 14253969.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2046-11-01 2.338000 1859613.00 1515675.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2047-11-01 3.077000 7503715.00 7516448.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2028-10-01 3.500000 1828602.00 955538.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2042-11-01 3.500000 3093476.00 2207157.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2037-10-01 3.500000 75756.00 73832.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2046-05-01 4.000000 1571472.00 1461748.39 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2041-12-25 2.500000 28500000.00 17330307.40 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2033-02-25 2.000000 1177000.00 1003862.91 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2044-02-25 3.000000 19603857.00 19045725.92 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-11-25 3.000000 14329293.00 13436296.98 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2029-03-25 3.000000 5257000.00 5076389.75 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2046-10-25 3.000000 59495000.00 57067945.95 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-08-25 3.500000 4792000.00 4671090.49 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2045-11-25 3.500000 413500.00 419927.20 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2028-05-01 3.348000 36578850.00 261630.89 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2024-02-01 3.061000 2834.00 32.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2046-06-15 3.000000 1033689.00 922781.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2047-02-15 3.500000 1991000.00 1929645.08 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2027-03-01 4.267666 305000.00 293328.42 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2032-01-01 3.629000 2461238.00 47336.08 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2025-12-01 4.000000 63380.00 17178.78 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2041-04-01 3.563000 447771.00 89763.90 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2041-08-01 3.559000 1686099.00 227453.01 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2041-10-01 3.198000 5466496.00 536469.36 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2041-10-01 3.097000 649515.00 137217.47 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2042-02-01 3.482000 794470.00 116882.62 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2042-03-01 3.534000 20027708.00 1754971.87 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2042-03-01 3.500000 55992.00 27227.65 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2037-11-01 3.482000 29587128.00 1916233.08 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2040-08-01 3.579000 1524521.00 204790.79 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2041-08-01 4.500000 2912389.00 1049988.86 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2043-01-01 2.716000 2146849.00 872530.19 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2041-07-01 3.400000 224776.00 55280.08 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2045-04-01 3.101000 4000460.00 2019732.33 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2044-05-01 2.727000 4760609.00 1978600.38 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2046-01-01 3.999999 458874.00 388227.61 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2043-02-01 3.535000 7841782.00 3572822.59 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2038-07-01 3.447000 223183.00 136868.06 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2040-04-01 3.462000 1522.00 1259.20 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2042-09-01 3.544000 401698.00 282887.03 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2031-03-01 3.000000 2520205.00 1947068.37 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2046-03-01 2.621000 1165100.00 691678.65 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2046-04-01 4.000000 792880.00 577539.78 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2023-11-01 3.570000 516880.00 502589.55 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2024-10-01 3.110000 976859.00 990507.35 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2024-12-01 2.930000 22064168.00 22107458.13 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2027-03-01 2.850000 195110.00 183792.91 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2035-05-01 3.150000 19944264.00 18268207.41 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-06-01 4.500000 1738895.00 1784206.96 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2043-06-01 2.340999 194816.00 104639.18 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2043-04-01 2.027000 3695626.00 2060183.73 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2043-05-01 2.320000 2748403.00 540461.05 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2043-07-01 1.963000 4725300.00 1236226.65 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2043-08-01 2.107000 3648150.00 1990226.77 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2044-10-01 2.999000 16925440.00 5643017.27 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2044-07-01 2.794000 39034716.00 20727935.51 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2044-12-01 2.496999 28464.00 13549.24 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2045-05-01 2.398000 94918.00 60491.52 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2045-10-01 3.999999 2656902.00 2093859.68 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2036-01-01 3.128000 30093551.00 1739861.17 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2036-03-01 3.030000 27115085.00 2805834.08 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2045-09-01 3.999999 600000.00 392300.94 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2045-10-01 3.500000 251507.00 209849.45 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2045-11-01 2.586000 9789166.00 6329697.01 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-04-01 2.705000 823866.00 745868.76 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2046-05-01 2.464000 3704870.00 2811623.44 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2046-08-01 2.405000 3733478.00 2652911.64 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2046-12-01 2.433000 415267.00 338255.39 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-04-01 2.773000 9274016.00 7670369.74 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-06-01 4.500000 467853.00 492025.41 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-09-01 2.402000 583253.00 585616.16 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2035-12-01 2.992000 5701633.00 5478880.17 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-07-01 2.958000 4418829.00 4233533.57 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2036-12-01 3.537000 30452.00 2688.55 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2037-02-01 3.301000 6647103.00 439975.06 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2038-03-01 3.375000 24858897.00 1804516.33 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2037-07-01 3.410000 20948682.00 1457853.95 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2037-09-01 3.215000 154809.00 7325.33 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2037-08-01 3.377000 15697868.00 283051.71 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2019-03-01 5.540000 224000.00 202576.53 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2038-02-01 2.995000 451643.00 17721.56 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2048-08-01 5.499999 193514.00 7227.59 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2037-10-01 3.999999 3301973.00 3388806.57 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2038-01-01 3.500000 1504051.00 1533022.88 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2037-10-01 3.427000 366323.00 73835.13 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2040-03-01 3.565000 12242756.00 1138000.92 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2040-08-01 3.575000 17838919.00 1268580.35 Agency Mortgage-Backed Securities GNMA 2065-03-20 4.646000 2688435.00 2661350.92 Agency Mortgage-Backed Securities GNMA 2045-08-20 3.000000 1222880.00 1052672.62 Agency Mortgage-Backed Securities GNMA 2047-01-20 3.000000 2796686.00 2573006.77 Agency Mortgage-Backed Securities GNMA 2047-06-20 2.500000 1394.00 1185.67 Agency Mortgage-Backed Securities GNMA 2047-03-20 3.000000 1753903.00 1375649.88 Agency Mortgage-Backed Securities Y 2018-02-01 2018-03-07 2018-03-07 N N N 0.0132 500000000.00 500000000.00 0.0333 N N N Y U.S. Treasury Bill U.S. Treasury Bill 912796MB2 US912796MB23 U.S. Treasury Debt Y 2018-05-24 2018-05-24 2018-05-24 N Y US TREASURY 1.0000 N 0.0151 318525827.20 318525827.20 0.0212 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796PF0 US912796PF00 U.S. Treasury Debt Y 2018-05-10 2018-05-10 2018-05-10 N Y US TREASURY 1.0000 N 0.0147 146420673.00 146420673.00 0.0098 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.000000% 912828H94 US912828H946 U.S. Treasury Debt Y 2018-02-15 2018-02-15 2018-02-15 N Y US TREASURY 1.0000 N 0.0131 249969955.00 249969955.00 0.0167 N Y Y N Merrill Lynch Pierce Fenner & Smith, Inc. Tri Party Repo Merrill Lynch Pierce Fenner & Smith, Inc. Tri Party Repo 1.310000% 8NAV47T0Y26Q87Y0QP81 0000065100 922URC004_1.31_0206 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMA B1V7KEBTPIMZEU4LTD58 2042-01-01 3.999999 101702677.00 43608100.33 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2044-11-01 4.000000 92001022.00 60397576.74 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2045-01-01 4.000000 65684117.00 48994323.05 Agency Mortgage-Backed Securities Y 2018-02-06 2018-02-06 2018-02-06 N N N 0.0131 150000000.00 150000000.00 0.0100 N N Y N Toronto-Dominion Bank Tri Party Repo Toronto-Dominion Bank Tri Party Repo 1.310000% 971XCT007_1.31_0201 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2029-05-01 4.000000 1208385.00 544229.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2029-04-01 4.000000 1110312.00 560626.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2029-05-01 4.000000 1086549.00 794058.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2029-08-01 3.500000 1193139.00 680720.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2029-12-01 3.500000 1028214.00 778661.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2030-03-01 3.500000 1017726.00 887449.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2032-07-01 3.500000 444023.00 446298.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2034-01-01 3.999999 1194890.00 790266.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2034-02-01 3.999999 1115488.00 727251.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2044-04-01 4.500000 1364126.00 739107.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2044-05-01 4.500000 1021262.00 734047.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2044-04-01 4.500000 1043696.00 861775.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2044-05-01 4.000000 1284388.00 564554.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2044-07-01 4.500000 1081821.00 879067.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2044-06-01 4.000000 1138180.00 902568.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2044-10-01 4.500000 1506083.00 449540.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2044-11-01 4.000000 1489961.00 837032.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2044-12-01 5.000000 1117861.00 491065.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2045-02-01 4.000000 1167455.00 615934.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2045-07-01 4.500000 2018600.00 810027.15 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2041-01-01 5.499999 1869800.00 194048.67 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2041-01-01 5.499999 2190258.00 282707.87 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2026-02-01 3.999999 1808000.00 472087.22 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2041-03-01 5.499999 2121558.00 383452.22 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2041-06-01 5.499999 1106318.00 251680.93 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2026-05-01 3.500000 3066817.00 911885.50 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2042-03-01 3.500000 1186150.00 421421.10 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2042-04-01 3.500000 1109175.00 439980.13 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2027-11-01 2.499999 1265000.00 499470.32 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2043-10-01 3.999999 560259.00 396010.17 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2027-08-01 3.000000 1019350.00 426095.25 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2043-03-01 3.500000 1118370.00 752714.74 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2028-08-01 2.500000 1100000.00 601806.98 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2029-04-01 4.000000 1600803.00 811309.27 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2044-08-01 5.000000 1522447.00 880786.26 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2033-07-01 3.500000 2021770.00 871400.85 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2043-08-01 3.000000 757360.00 332046.56 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2043-08-01 3.000000 682121.00 418628.26 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2043-12-01 4.500000 1013834.00 667347.06 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2033-11-01 3.999999 2286509.00 787507.27 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2044-12-01 4.500000 1000000.00 405712.46 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2044-04-01 5.000000 1015430.00 596097.99 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2044-05-01 5.000000 1080066.00 626283.37 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2044-02-01 4.500000 1143477.00 549021.85 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2029-05-01 4.000000 1108054.00 711853.51 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2029-05-01 3.500000 369000.00 201895.14 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2044-06-01 4.500000 1165529.00 861742.92 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2046-09-01 4.500000 1193674.00 673562.57 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2044-07-01 5.000000 1317875.00 810091.57 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2044-07-01 5.000000 1076393.00 579358.56 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2044-09-01 5.000000 1002069.00 341240.67 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2044-09-01 5.000000 1102587.00 829468.74 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2044-10-01 5.000000 1008125.00 300832.31 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2044-12-01 4.000000 1284122.00 895758.44 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2045-01-01 4.000000 1068782.00 723176.35 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2044-12-01 4.500000 1103390.00 255832.95 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2045-03-01 4.000000 1160686.00 879798.26 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2045-01-01 3.999999 1133294.00 793090.86 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2030-01-01 3.500000 1147634.00 840525.89 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2030-03-01 3.000000 1132433.00 718228.65 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2045-02-01 3.500000 1032736.00 749116.97 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2045-06-01 4.000000 1049017.00 673367.02 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2045-06-01 4.000000 480000.00 318040.00 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2045-08-01 4.500000 1000100.00 748330.93 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2045-11-01 4.000000 1132629.00 776298.06 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2046-04-01 3.500000 1054030.00 842209.02 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2046-01-01 4.500000 558594.00 476155.00 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2031-05-01 3.000000 1030134.00 832320.42 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2031-10-01 3.000000 1043082.00 855176.24 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-12-01 4.000000 500000.00 518220.34 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-06-01 3.999999 750000.00 778439.59 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2032-12-01 2.500000 705632.00 692224.81 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2032-12-01 2.500000 295764.00 290919.48 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2025-04-01 4.500000 7000000.00 767255.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2027-09-01 4.000000 575000.00 279391.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2032-06-01 3.500000 340000.00 341090.87 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2027-01-01 3.000000 1556834.00 499884.52 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2033-08-01 3.500000 730000.00 427789.31 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2030-05-01 3.000000 650000.00 449517.11 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2032-02-01 3.000000 735000.00 662528.74 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2045-04-01 3.000000 700000.00 554237.33 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2028-07-01 2.500000 525000.00 276443.50 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2046-04-01 3.500000 220000.00 193298.07 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2028-07-01 2.500000 135000.00 66944.75 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2028-05-01 2.499999 900000.00 440558.62 Agency Mortgage-Backed Securities Y 2018-02-01 2018-02-01 2018-02-07 N N N 0.0131 50000000.00 50000000.00 0.0033 N Y Y N MUFG Securities Americas Inc. Tri Party Repo MUFG Securities Americas Inc. Tri Party Repo 1.300000% K5HU16E3LMSVCCJJJ255 985FHY004_1.30_0201 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2042-10-01 2.291000 4600680.00 1767677.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2041-08-01 2.559000 1824457.00 497168.61 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2044-05-25 3.000000 85067598.00 38733519.29 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2046-10-25 3.000000 11008200.00 9993304.41 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2046-08-25 3.000000 6696220.00 6104745.88 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-05-25 3.500000 1000000.00 949284.07 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-12-25 3.500000 10000000.00 9659979.67 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-12-25 3.000000 2554172.00 2283406.53 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-12-25 3.000000 3759816.00 3328263.57 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2045-08-25 3.000000 4381800.00 4286811.00 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-11-25 3.500000 2366577.00 2352695.25 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2037-10-25 3.500000 2357000.00 2364223.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2044-08-15 3.000000 148562940.00 71501921.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2045-12-15 3.000000 30380800.00 15259802.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2048-01-15 3.000000 34081527.00 32859114.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2048-01-15 3.000000 15545669.00 13800400.23 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2037-09-01 3.201000 2500000.00 319695.06 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2046-12-01 2.505999 1331858.00 1216856.32 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2025-06-01 2.800000 5487110.00 5460708.68 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2048-01-01 3.066000 3532961.00 3552153.03 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2048-02-01 3.046000 4588039.00 4656023.98 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2048-02-01 2.917000 2984000.00 2977905.04 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2048-02-01 3.500000 17307250.00 17601138.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2026-11-01 3.218000 23710.00 65.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2032-09-01 3.143000 745455.00 55615.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2036-12-01 3.550000 4652722.00 397623.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2038-04-01 3.565000 13127986.00 9225587.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2040-01-01 3.472000 13560800.00 9309647.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2037-11-01 3.491000 5443025.00 672796.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2037-06-01 3.673000 5080185.00 1458688.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2038-04-01 3.181000 4479643.00 757254.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2041-03-01 3.514000 41846421.00 5348538.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2041-07-01 3.725999 7774626.00 97626.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2041-10-01 3.119000 18914907.00 5601401.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2038-07-01 4.184000 12190.00 611.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2036-10-01 3.308000 29301511.00 1825833.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2042-05-01 3.159000 895009.00 484636.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2042-11-01 3.500000 1500000.00 228064.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2043-05-01 2.454000 5550000.00 2019450.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2043-06-01 1.821000 1210000.00 321832.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2043-09-01 2.598000 2220.00 1241.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2045-08-01 2.857000 10021457.00 7935166.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2047-07-01 2.971000 2100624.00 2013969.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2046-09-01 2.408000 958393.00 831374.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2046-11-01 2.338000 2519284.00 2053339.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2047-01-01 2.380000 246495.00 135644.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2047-08-01 3.024000 5828917.00 5579633.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2047-09-01 3.081000 902620.00 906033.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2047-10-01 2.959000 1164005.00 1170022.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2047-10-01 2.862000 692010.00 694232.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2047-11-01 3.077000 4510032.00 4517685.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2047-11-01 2.789000 5062200.00 5055317.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2044-01-15 3.000000 910061.00 651323.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2043-06-01 3.582000 1275.00 1159.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2047-09-01 2.897000 2051268.00 1878903.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2047-07-01 3.021000 5751065.00 5548984.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2037-10-15 1.710000 326899788.00 122922999.48 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2043-04-25 3.000000 11179000.00 2373139.37 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2033-06-25 2.500000 2100000.00 1279433.89 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2042-08-25 3.000000 1451053.00 761401.27 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2039-09-25 2.000000 3000000.00 1337058.13 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-02-25 3.500000 10466000.00 10044596.63 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2033-07-25 4.000000 6742478.00 7057992.48 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-03-25 3.000000 32888000.00 31836463.20 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2046-10-25 3.000000 31759350.00 30731427.79 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2045-11-25 3.500000 19336295.00 19636846.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2041-07-15 4.000000 2000000.00 1968788.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2046-12-15 2.750000 79000.00 64190.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2047-04-15 3.000000 10625369.00 10217487.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2047-12-15 3.000000 20756186.00 20427133.57 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2041-12-01 3.520000 11334263.00 2572612.85 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2042-11-01 2.764000 2353853.00 1166633.98 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2043-04-01 2.528000 4072463.00 1836655.91 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2041-07-01 3.400000 5927159.00 1457690.38 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2043-12-01 2.805000 20823671.00 4236896.85 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2044-04-01 2.900000 14565361.00 7106783.96 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2044-11-01 3.313000 5400000.00 874695.43 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2037-10-01 3.583000 16747127.00 8663618.38 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2041-02-01 3.458000 21980040.00 10343874.86 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2038-03-01 3.262000 2079.00 999.02 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2044-05-01 2.727000 16091137.00 6687785.06 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2044-05-01 3.418000 2772661.00 1387663.27 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2043-02-01 3.535000 14301747.00 6516070.56 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2042-11-01 3.482000 2050000.00 743029.37 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2041-10-01 3.530000 11003488.00 8466073.19 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2042-09-01 2.667000 14904480.00 11035091.50 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2043-11-01 3.453000 9425478.00 7741343.29 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2040-04-01 3.462000 9211494.00 7620973.27 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2042-09-01 3.544000 1730772.00 1218858.33 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2044-03-01 2.590000 1409748.00 1194894.70 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2040-03-01 3.669000 2040000.00 1449055.74 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2046-01-01 2.618000 2204546.00 1467669.34 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2042-08-01 3.568000 1023126.00 553934.36 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2024-03-01 3.600000 2234798.00 2297624.21 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2024-07-01 2.880000 4448837.00 4345448.86 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2024-10-01 3.110000 2026672.00 2054987.99 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2025-03-01 2.740000 196449.00 185744.15 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2027-03-01 2.850000 509518.00 479964.10 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2035-05-01 3.150000 6387336.00 5850563.29 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2027-05-01 2.690000 674740.00 624751.31 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2026-11-01 2.573000 94311.00 90748.29 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2028-12-01 2.620000 1562072.00 1473315.48 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2027-03-01 2.970000 5695011.00 5650989.13 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2027-05-01 3.010000 4457940.00 4402524.75 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2042-05-01 2.462000 148505.00 67151.19 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2042-06-01 2.442000 18400000.00 10327425.80 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2042-08-01 2.317000 24753235.00 9962870.76 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2042-08-01 2.377000 4194840.00 1427535.31 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2043-06-01 2.021000 1490133.00 473609.15 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2043-09-01 3.267000 74058.00 33781.70 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2043-05-01 2.460999 2105274.00 1437747.93 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2043-08-01 2.412000 17067337.00 9234891.56 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2043-10-01 3.457000 1067178.00 654677.63 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2044-01-01 2.619000 20047927.00 5068245.78 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2043-11-01 3.170000 5792045.00 1791484.29 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2044-04-01 2.580000 1827792.00 710948.73 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-10-01 3.051000 631985.00 630013.88 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2044-02-01 2.928000 2231901.00 988326.30 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2044-06-01 2.473000 1500000.00 630372.98 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2044-07-01 2.794000 2799120.00 1486368.67 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2044-05-01 2.517999 5521390.00 2037906.65 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2044-08-01 2.664000 3968828.00 2098228.26 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2044-08-01 2.770000 1223521.00 514841.09 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2045-01-01 2.807000 24798075.00 10121092.98 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2045-01-01 2.400000 1500000.00 616001.35 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2045-07-01 2.162000 5370279.00 2444062.69 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-10-01 2.924000 736750.00 527423.51 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2032-11-01 3.323000 18167909.00 300560.29 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2032-08-01 3.385000 10747381.00 77134.58 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2027-05-01 2.765000 18176661.00 129139.37 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2033-01-01 2.789000 6689038.00 365477.26 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2033-01-01 3.525000 8250000.00 314693.83 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2033-03-01 3.160000 1150000.00 41564.38 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2033-06-01 2.875000 4000000.00 33070.23 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2033-08-01 3.398000 991022.00 82744.71 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2033-06-01 3.090999 2000000.00 60201.59 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2034-01-01 3.491000 5356988.00 32905.65 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2033-09-01 3.432000 4000000.00 84232.94 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2034-03-01 3.395000 822714.00 101252.35 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2038-03-01 3.502000 79464842.00 8824675.36 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2035-09-01 2.813000 1100000.00 73865.88 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2033-11-01 3.520000 13172567.00 321835.12 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2033-09-01 3.198000 3500000.00 34306.87 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2028-08-01 2.684000 2454995.00 86464.84 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2033-09-01 3.426000 2651.00 27.99 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2033-10-01 3.266000 5000000.00 125715.42 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2035-12-01 3.340000 1955000.00 100615.22 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2033-08-01 2.863000 175272454.00 8743630.12 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2034-07-01 3.288000 850000.00 32038.97 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2036-08-01 3.445000 1700000.00 54663.41 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2033-09-01 3.327000 1000000.00 31624.95 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2034-05-01 3.124000 2000000.00 53896.19 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2034-01-01 3.550000 1800000.00 71363.42 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2034-01-01 3.469000 4934371.00 81601.88 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2034-02-01 3.483000 13000027.00 355956.58 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2034-04-01 3.525000 2802295.00 51754.53 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2034-06-01 3.390000 1000000.00 51780.59 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2034-08-01 3.366000 25000000.00 1675069.11 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2034-12-01 3.531000 1000000.00 54861.86 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2034-06-01 3.315000 1950560.00 89298.02 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2034-11-01 3.425000 2896124.00 46080.68 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2034-10-01 3.550000 13240294.00 841502.43 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2035-07-01 3.181000 25516306.00 1848581.79 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2035-09-01 3.581000 6093986.00 715883.57 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2035-09-01 3.367000 1000000.00 60775.16 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2035-09-01 3.200000 1300000.00 49626.00 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2035-10-01 2.991000 50013319.00 3113526.90 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2035-08-01 3.533000 300000.00 30697.80 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2035-11-01 3.662000 739998.00 39156.85 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2035-12-01 3.499000 1228126.00 94462.15 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2036-06-01 3.527000 9959081.00 527437.80 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2020-12-01 5.569666 7032000.00 6259755.79 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2036-01-01 3.128000 66001636.00 3815890.11 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2046-10-01 2.375000 1660614.00 1285403.27 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2046-06-01 2.424000 11787974.00 7785114.85 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2046-05-01 2.464000 3831741.00 2907905.76 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2046-12-01 2.556999 11934912.00 10823131.99 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2046-06-01 2.379000 2633323.00 2083327.50 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-03-01 2.881000 13943897.00 11501735.56 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2046-08-01 2.405000 12590962.00 8946807.70 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-02-01 2.925000 5380501.00 4982287.74 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-08-01 2.704000 966443.00 894860.60 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-06-01 3.196000 4707507.00 4582645.75 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-05-01 2.751000 280701.00 236148.21 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-10-01 2.547000 2085391.00 1724914.88 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-11-01 2.973000 1206886.00 1211530.09 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-11-01 2.931000 10144483.00 10185454.20 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-09-01 2.799000 10447.00 10115.89 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-09-01 2.580000 568733.00 146320.06 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-10-01 2.832000 2005890.00 2002733.79 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-12-01 2.912000 6052289.00 6097858.03 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2035-12-01 2.992000 4368895.00 4198209.91 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2044-07-01 2.513000 13943368.00 11970281.24 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2042-09-01 3.434000 3472427.00 3247176.56 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-04-01 2.446000 1013745.00 892645.06 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2047-07-01 2.958000 9808112.00 9396826.95 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2036-06-01 3.810000 2802575.00 509285.01 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2037-10-01 3.557000 4666292.00 218683.67 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2033-06-01 3.391000 2331000.00 202903.73 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2034-09-01 3.414000 2071000.00 228946.64 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2033-06-01 2.908000 5757000.00 488091.45 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2035-08-01 3.378000 15000000.00 1326028.68 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2037-11-01 3.026000 1117.00 41.20 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2037-12-01 3.405000 5000000.00 3008359.01 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2036-09-01 3.405000 25020051.00 1246198.03 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2036-09-01 3.457000 5150000.00 402687.94 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2036-09-01 3.560000 15407514.00 509242.83 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2036-10-01 3.504000 5500000.00 299931.21 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2036-06-01 3.293000 26000000.00 679134.04 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2037-09-01 3.384000 4650000.00 352995.53 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2036-11-01 3.825000 12493991.00 666489.82 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2037-09-01 3.125000 12229042.00 72713.72 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2037-03-01 3.476000 4595000.00 287885.64 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2037-03-01 3.425000 721686.00 135073.03 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2037-05-01 3.419000 9592204.00 833981.26 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2027-04-01 3.255000 709117.00 52460.34 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2037-12-01 3.375000 4100000.00 302389.59 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2038-03-01 3.363000 1030.00 70.26 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2038-05-01 3.379000 5776612.00 577889.74 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2040-01-01 3.375000 21393227.00 986623.43 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2037-04-01 2.510000 1000002.00 63916.86 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2037-10-01 3.424000 12611871.00 197908.02 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2037-08-01 3.584000 29998422.00 617626.37 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2037-09-01 3.198000 3497229.00 453381.77 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2037-09-01 3.651000 2044.00 36.23 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2037-08-01 2.434000 4700000.00 285961.97 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2038-01-01 3.518000 16992683.00 2093122.55 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2037-09-01 2.390000 23116912.00 1431449.04 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2037-10-01 3.553000 75731902.00 1763458.95 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2038-04-01 3.816000 9623712.00 789892.07 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2038-03-01 3.539000 1950000.00 150738.78 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2036-06-01 3.103000 8439490.00 1478774.00 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2038-05-01 4.770000 1381825.00 31529.97 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2038-06-01 3.663000 206328.00 25915.58 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2038-08-01 3.765000 20027834.00 405735.30 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2037-12-01 3.450000 8805925.00 1016807.78 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2038-03-01 3.375000 1665.00 42.21 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2037-03-01 3.780000 1905730.00 119724.31 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2038-04-01 3.525000 3251970.00 349340.94 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2035-09-01 3.325000 2852978.00 593109.72 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2036-05-01 3.158000 777626.00 71121.01 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2036-07-01 2.950000 4547260.00 99620.75 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2039-10-01 3.435000 22148034.00 1858008.35 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2039-09-01 3.555000 13027.00 680.12 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2039-09-01 3.559000 1148.00 90.19 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2039-08-01 3.590000 29510964.00 631153.42 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2040-04-01 3.505000 2605468.00 283478.33 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2040-05-01 3.592000 20300000.00 785470.74 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2040-04-01 3.511000 15430328.00 1191689.24 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2040-05-01 3.670000 13253019.00 2128173.40 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2040-06-01 3.578000 25217893.00 1563265.77 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2040-06-01 3.550000 16252372.00 986084.16 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2038-03-01 3.232000 2544329.00 708205.60 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2035-08-01 2.941000 371054.00 82952.29 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2038-02-01 3.275000 7036130.00 1686908.61 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2036-06-01 3.410000 620130.00 174404.22 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2040-08-01 3.526000 128656.00 17643.77 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2041-03-01 3.560000 3815.00 196.95 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2040-12-01 3.243000 745512.00 129802.53 Agency Mortgage-Backed Securities Y 2018-02-01 2018-02-01 2018-02-01 N N N 0.0130 940000000.00 940000000.00 0.0626 N Y Y N BNP Paribas SA Tri Party Repo BNP Paribas SA Tri Party Repo 1.330000% 0001197610 99VDDX004_1.33_0201 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FCSB 2028-04-21 5.250000 5000.00 5990.94 Agency Mortgage-Backed Securities FCSB 2035-05-01 3.370000 7746000.00 7551508.70 Agency Mortgage-Backed Securities FCSB 2033-02-01 3.330000 1000.00 987.80 Agency Mortgage-Backed Securities FCSB 2032-09-21 3.080000 207000.00 198793.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2029-09-15 0.00 1000.00 680.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2032-07-15 0.00 35841000.00 22090600.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2033-10-11 4.125000 1000.00 1027.22 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2022-05-15 0.00 21000.00 18749.43 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2029-05-15 6.250000 12517000.00 8654253.80 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2028-03-23 0.00 6119000.00 4413879.46 Agency Mortgage-Backed Securities US Treasury Strip Principal 2027-11-15 0.00 11683900.00 8955826.19 U.S. Treasuries (including strips) U.S. Treasury Note 2019-09-15 0.875000 1211100.00 1192104.67 U.S. Treasuries (including strips) U.S. Treasury Note 2020-10-15 1.625000 1000.00 988.65 U.S. Treasuries (including strips) U.S. Treasury Note 2019-11-30 1.750000 2177000.00 2169202.57 U.S. Treasuries (including strips) U.S. Treasury Note 2019-11-30 1.750000 46407000.00 46240782.62 U.S. Treasuries (including strips) U.S. Treasury Note 2019-07-15 0.750000 233600.00 229360.51 U.S. Treasuries (including strips) U.S. Treasury Note 2018-03-31 0.750000 274900.00 275296.02 U.S. Treasuries (including strips) Y 2018-02-01 2018-02-01 2018-02-01 N N N 0.0133 100000000.00 100000000.00 0.0067 N Y Y N UBS Master Trust 2018-02-07 /s/Nancy Osborn Nancy Osborn Vice President