N-MFP LIVE N 2015-07-31 0000763852 S000003909 11 N N 002-95973 J.P. Morgan Investment Management Inc. 801-21011 PricewaterhouseCoopers, LLP New York NY JPMorgan Funds Management, Inc. 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(REMIC) ADJUSTABLE RATE 100000000.00 616438.39 Ginnie Mae REMIC Trust 2043-12-16 5.913000 Government Agency Debt GNMA ADJUSTABLE RATE REMIC 41732481.00 4638251.62 Fannie Mae REMIC Trust 2042-01-25 6.738000 Government Agency Debt FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 9951200.00 5227176.51 Ginnie Mae REMIC Trust 2043-11-20 4.312000 Government Agency Debt GNMA ADJUSTABLE RATE REMIC 11250014.00 570544.88 Ginnie Mae REMIC Trust 2035-08-20 6.162000 Government Agency Debt GNMA ADJUSTABLE RATE REMIC 119568891.00 2352162.79 Ginnie Mae REMIC Trust 2037-04-16 6.623000 Government Agency Debt GNMA ADJUSTABLE RATE REMIC 16250000.00 501176.17 Fannie Mae REMIC Trust 2039-11-25 6.413000 Government Agency Debt FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 17865565.00 2135618.77 Ginnie Mae REMIC Trust 2045-02-20 3.000000 Government Agency Debt GNMA ADJUSTABLE RATE REMIC 18599165.00 17427307.80 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC 2040-10-20 5.183000 Government Agency Debt GNMA ADJUSTABLE RATE REMIC 100000000.00 4470111.56 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 2035-06-15 6.097800 Government Agency Debt GOLD ADJUSTABLE RATE REMIC 45257372.00 957901.30 Ginnie Mae REMIC Trust 2038-07-20 5.992000 Government Agency Debt GNMA ADJUSTABLE RATE REMIC 42800000.00 590541.07 Federal Home Loan Mortgage Corporation 2031-06-15 7.000000 Government Agency Debt GOLD ADJUSTABLE RATE REMIC 7000000.00 862367.86 Federal Home Loan Mortgage Corporation 2040-06-15 6.284000 Government Agency Debt GOLD ADJUSTABLE RATE REMIC 58500000.00 5363760.34 Ginnie Mae REMIC Trust 2033-03-20 6.312000 Government Agency Debt GNMA ADJUSTABLE RATE REMIC 35000000.00 604755.00 GOVERNMENT NATL MTG ASSN GTD 2033-08-16 6.415000 Government Agency Debt GNMA ADJUSTABLE RATE REMIC 260000000.00 1750295.87 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC 2043-04-16 3.000000 Government Agency Debt GNMA FIXED RATE REMIC 9564006.00 6984188.69 Fannie Mae REMIC Trust 2045-03-25 3.000000 Government Agency Debt FEDERAL NAT MORT REAL EST REMIC (FIXED) 16399898.00 15068082.90 Federal Home Loan Mortgage Corporation 2042-09-15 5.864000 Government Agency Debt GOLD ADJUSTABLE RATE REMIC 28571428.00 4964316.71 Ginnie Mae REMIC Trust 2043-12-16 5.363000 Government Agency Debt GNMA ADJUSTABLE RATE REMIC 100000.00 11766.70 Ginnie Mae REMIC Trust 2038-02-20 6.302000 Government Agency Debt GNMA ADJUSTABLE RATE REMIC 100000000.00 1223680.25 Federal Home Loan Mortgage Corporation 2028-12-15 7.865000 Government Agency Debt GOLD ADJUSTABLE RATE REMIC 99050000.00 190345.47 FEDERAL HOME LN MTG CORP 2034-07-15 8.564000 Government Agency Debt GOLD ADJUSTABLE RATE REMIC 12581795.00 172406.38 Federal Home Loan Mortgage Corporation 2024-04-15 55.907600 Government Agency Debt GOLD ADJUSTABLE RATE REMIC 5176684.00 495778.41 GOVERNMENT NATL MTG ASSN GTD HECM MBS REMIC PASS 2065-07-20 0.000000 Government Agency Debt GNMA ADJUSTABLE RATE REMIC 2033535.00 1810547.72 Fannie Mae REMIC Trust 2040-05-25 5.809500 Government Agency Debt FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 46004042.00 2006631.06 Fannie Mae REMIC Trust 2040-06-25 5.583000 Government Agency Debt FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 16377675.00 709132.69 Ginnie Mae REMIC Trust 2043-03-20 5.963000 Government Agency Debt GNMA ADJUSTABLE RATE REMIC 37809887.00 3827498.23 Fannie Mae REMIC Trust 2022-08-25 13.938000 Government Agency Debt FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 19582000.00 275031.94 Federal Home Loan Mortgage Corporation 2039-11-15 6.365000 Government Agency Debt GOLD ADJUSTABLE RATE REMIC 18333333.00 1018318.83 Ginnie Mae REMIC Trust 2036-04-20 5.912000 Government Agency Debt GNMA ADJUSTABLE RATE REMIC 122028700.00 4277998.79 Ginnie Mae Remic Trust 2038-02-20 6.287000 Government Agency Debt GNMA ADJUSTABLE RATE REMIC 100000000.00 1217658.25 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CT 2038-02-15 1.769000 Government Agency Debt FMAC STRUCTURED PASS THROUGH ADJ REMIC 42110193.00 3113545.04 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CT 2041-09-15 6.464000 Government Agency Debt GOLD ADJUSTABLE RATE REMIC 100000.00 11689.25 Ginnie Mae REMIC Trust 2036-03-20 0.300000 Government Agency Debt GNMA ADJUSTABLE RATE REMIC 37594585.00 283338.03 Federal Home Loan Mortgage Corporation 2040-06-15 4.812700 Government Agency Debt GOLD ADJUSTABLE RATE REMIC 50000000.00 2590245.98 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC 2040-04-20 5.542000 Government Agency Debt GNMA ADJUSTABLE RATE REMIC 100000000.00 5785100.16 Fannie Mae REMIC Trust 2039-03-25 6.463000 Government Agency Debt FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 23574399.00 1316007.79 Federal Home Loan Mortgage Corporation 2032-02-15 6.314000 Government Agency Debt GOLD ADJUSTABLE RATE REMIC 2848990.00 313233.11 FEDERAL NATL MTG ASSN GTD 2039-03-25 6.439500 Government Agency Debt FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 12902952.00 683148.16 Federal Home Loan Mortgage Corporation 2040-07-15 4.314000 Government Agency Debt GOLD ADJUSTABLE RATE REMIC 145000000.00 4764783.80 Fannie Mae REMIC Trust 2044-12-25 5.913000 Government Agency Debt FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 21767227.00 2814281.02 Ginnie Mae REMIC Trust 2043-05-16 6.563000 Government Agency Debt GNMA ADJUSTABLE RATE REMIC 880639.00 91346.29 Fannie Mae REMIC Trust 2041-01-25 6.343000 Government Agency Debt FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 100000000.00 4984693.89 GINNIE MAE 2045-07-20 3.500000 Government Agency Debt GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 339356967.00 354552240.79 Federal Home Loan Mortgage Corporation 2031-04-15 8.514000 Government Agency Debt GOLD ADJUSTABLE RATE REMIC 74149501.00 97217.00 GOVERNMENT NATL MTG ASSN GTD MULTIFAMILY REMIC P 2054-11-16 3.390000 Government Agency Debt GNMA ADJUSTABLE RATE REMIC 11666194.00 10850275.76 Fannie Mae REMIC Trust 2043-02-25 5.813000 Government Agency Debt FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 2192983.00 420946.93 Federal Home Loan Mortgage Corporation 2031-02-15 6.320000 Government Agency Debt GOLD ADJUSTABLE RATE REMIC 6000000.00 6265601.33 Ginnie Mae REMIC Trust 2035-01-20 5.912000 Government Agency Debt GNMA ADJUSTABLE RATE REMIC 4595000.00 69826.96 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC 2045-04-20 3.000000 Government Agency Debt GNMA ADJUSTABLE RATE REMIC 17806545.00 16245093.72 Ginnie Mae REMIC Trust 2043-01-20 6.562000 Government Agency Debt GNMA ADJUSTABLE RATE REMIC 45741195.00 4594749.23 GINNIE MAE 2045-06-20 3.500000 Government Agency Debt GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 43046128.00 44880000.08 Fannie Mae REMIC Trust 2041-09-25 5.763000 Government Agency Debt FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 6424183.00 417483.26 Fannie Mae REMIC Trust 2027-03-18 6.600000 Government Agency Debt FEDERAL NAT MORT REAL EST REMIC (FIXED) 10000000.00 768202.36 Fannie Mae REMIC Trust 2042-11-25 5.963000 Government Agency Debt FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 4126650.00 466734.01 Federal Home Loan Mortgage Corporation 2042-02-15 6.515000 Government Agency Debt GOLD ADJUSTABLE RATE REMIC 44542816.00 6412910.67 FEDERAL NATL MTG ASSN GTD REMIC PASS THRU TR 2042-11-25 3.809500 Government Agency Debt FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 44256673.00 28334207.80 Ginnie Mae REMIC Trust 2038-12-16 6.493000 Government Agency Debt GNMA ADJUSTABLE RATE REMIC 50000000.00 205576.83 Ginnie Mae REMIC Trust 2040-11-16 5.863000 Government Agency Debt GNMA ADJUSTABLE RATE REMIC 7844736.00 793263.18 Fannie Mae REMIC Trust 2036-08-25 6.909500 Government Agency Debt FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 20000000.00 343411.84 Ginnie Mae REMIC Trust 2043-01-20 3.000000 Government Agency Debt GNMA ADJUSTABLE RATE REMIC 32682220.00 13408354.43 Ginnie Mae REMIC Trust 2037-04-16 6.613000 Government Agency Debt GNMA ADJUSTABLE RATE REMIC 94323131.00 4726303.14 Fannie Mae REMIC Trust 2036-04-25 6.509500 Government Agency Debt FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 36466368.00 1828810.75 Fannie Mae REMIC Trust 2027-05-18 8.315000 Government 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5.863000 Government Agency Debt FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 14153413.00 1890458.51 Federal Home Loan Mortgage Corporation 2040-05-15 6.264000 Government Agency Debt GOLD ADJUSTABLE RATE REMIC 120000000.00 5341498.51 Federal Home Loan Mortgage Corporation 2041-09-15 6.264000 Government Agency Debt GOLD ADJUSTABLE RATE REMIC 57447360.00 7115901.40 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 2037-10-15 1.502000 Government Agency Debt FMAC STRUCTURED PASS THROUGH ADJ REMIC 72000626.00 1602541.74 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC 2039-08-20 6.502000 Government Agency Debt GNMA ADJUSTABLE RATE REMIC 21091017.00 1587559.06 Federal Home Loan Mortgage Corporation 2036-11-15 1.931000 Government Agency Debt FMAC STRUCTURED PASS THROUGH ADJ REMIC 192499435.00 6784447.83 Fannie Mae REMIC Trust 2039-03-25 6.443000 Government Agency Debt FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 34910643.00 2373587.45 Ginnie Mae REMIC Trust 2040-07-20 6.412000 Government Agency Debt GNMA ADJUSTABLE RATE REMIC 25646416.00 646044.66 Federal Home Loan Mortgage Corporation 2032-03-15 7.814000 Government Agency Debt GOLD ADJUSTABLE RATE REMIC 50000000.00 123625.59 Federal Home Loan Mortgage Corporation 2041-08-15 6.264000 Government Agency Debt GOLD ADJUSTABLE RATE REMIC 50000000.00 6014244.72 Ginnie Mae REMIC Trust 2043-12-16 5.963000 Government Agency Debt GNMA ADJUSTABLE RATE REMIC 2971615.00 475755.29 Fannie Mae REMIC Trust 2043-04-25 5.959500 Government Agency Debt FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 6750215.00 1131537.30 Ginnie Mae REMIC Trust 2038-01-20 6.312000 Government Agency Debt GNMA ADJUSTABLE RATE REMIC 99816196.00 1238649.04 Fannie Mae REMIC Trust 2036-03-25 6.389500 Government Agency Debt FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 49744714.00 1049891.33 FANNIE MAE 2035-08-25 5.889500 Government Agency Debt FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 18181814.00 594514.58 Federal Home Loan Mortgage Corporation 2041-02-15 12.644000 Government Agency Debt GOLD ADJUSTABLE RATE REMIC 4900000.00 5040969.61 Fannie Mae REMIC Trust 2044-01-25 5.863000 Government Agency Debt FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 50000000.00 5981021.65 First Tier Security 2015-08-06 2015-08-06 N N N 1000000000.00 1000000000.00 0.0160 N 1000000000.00 1000000000.00 BARCLAYS CAPITAL INC. (REPO) BARCLAYS CAPITAL INC. (REPO) 0.15 0BAR19FP5 0001197490 Government Agency Repurchase Agreement Y FEDERAL NATL MTG ASSN GTD REMIC PASS THRU TR 2042-11-25 3.809500 Government Agency Debt FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 10237216.00 6554116.83 Ginnie Mae REMIC Trust 2039-09-16 6.013000 Government Agency Debt GNMA ADJUSTABLE RATE REMIC 22500000.00 905078.45 FEDERAL HOME LN MTG CORP 2036-02-15 6.414500 Government Agency Debt GOLD ADJUSTABLE RATE REMIC 100000000.00 3402245.33 GINNIE MAE 2041-03-20 4.500000 Government Agency Debt GNMA II SINGLE FAMILY PLATINUM POOL 94997211.00 80554672.31 FREMF Mortgage Trust 2048-01-25 3.811000 Government Agency Debt FEDERAL HOME LOAN ADJUSTABLE RATE REMIC 10190000.00 9866426.74 GINNIE MAE 2045-06-20 4.500000 Government Agency Debt GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 33370445.00 35980244.26 GOVERNMENT NATL MTG ASSN GTD HECM MBS REMIC PASS 2064-11-20 0.980000 Government Agency Debt GNMA ADJUSTABLE RATE REMIC 39354137.00 2520007.52 Fannie Mae REMIC Trust 2042-10-25 7.013000 Government Agency Debt FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 7767056.00 1063447.94 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CT 2042-02-15 6.314500 Government Agency Debt GOLD ADJUSTABLE RATE REMIC 26000000.00 3470429.22 Fannie Mae REMIC Trust 2040-09-25 4.459500 Government Agency Debt FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 10523200.00 1572021.39 GOVERNMENT NATL MTG ASSN GTD 2036-03-20 6.062000 Government Agency Debt GNMA ADJUSTABLE RATE REMIC 43052857.00 717590.43 GINNIE MAE 2039-06-15 4.500000 Government Agency Debt GNMA I SINGLE FAMILY LOAN POOL 15-30 YR 150000000.00 40809232.58 Fannie Mae REMIC Trust 2037-05-25 6.773000 Government Agency Debt FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 23363000.00 538296.07 Ginnie Mae REMIC Trust 2044-08-16 3.500000 Government Agency Debt GNMA ADJUSTABLE RATE REMIC 8113456.00 8287521.95 FEDERAL NATL MTG ASSN GTD REMIC PASS THRU TR 2042-12-25 5.959500 Government Agency Debt FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 16000000.00 2538364.15 Ginnie Mae REMIC Trust 2040-09-20 5.712000 Government Agency Debt GNMA ADJUSTABLE RATE REMIC 102320061.00 4702970.26 Ginnie Mae REMIC Trust 2037-04-16 6.001000 Government Agency Debt GNMA ADJUSTABLE RATE REMIC 13800000.00 554838.65 GINNIE MAE 2028-07-20 2.500000 Government Agency Debt GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 32052764.00 32877748.72 GINNIE MAE 2044-11-20 4.000000 Government Agency Debt GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 61086322.00 54431320.59 Fannie Mae REMIC Trust 2043-06-25 6.513000 Government Agency Debt FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 6065003.00 1200799.31 Fannie Mae REMIC Trust 2042-03-25 6.313000 Government Agency Debt FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 40000000.00 4082084.23 GINNIE MAE 2040-10-20 4.500000 Government Agency Debt GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 157025000.00 65732073.99 Ginnie Mae REMIC Trust 2039-11-16 5.500000 Government Agency Debt GNMA FIXED RATE REMIC 2739257.00 194459.79 Ginnie Mae REMIC Trust 2035-01-20 5.912000 Government Agency Debt GNMA ADJUSTABLE RATE REMIC 61071428.00 801202.81 GINNIE MAE 2042-12-20 4.000000 Government Agency Debt GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 50000000.00 33538985.10 GINNIE MAE 2039-08-20 5.000000 Government Agency Debt GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 200280000.00 55111462.66 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC 2041-04-20 6.412000 Government Agency Debt GNMA ADJUSTABLE RATE REMIC 25000000.00 1599477.01 GINNIE MAE 2041-03-20 4.500000 Government Agency Debt GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 100000000.00 64462586.44 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CT 2042-10-15 5.962700 Government Agency Debt GOLD ADJUSTABLE RATE REMIC 57977320.00 8946958.81 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC 2045-02-20 3.500000 Government Agency Debt GNMA ADJUSTABLE RATE REMIC 5763712.00 3834876.46 Fannie Mae REMIC Trust 2041-01-25 6.293000 Government Agency Debt FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 85000000.00 4287461.06 GINNIE MAE 2041-01-15 4.000000 Government Agency Debt GNMA I SINGLE FAMILY LOAN POOL 15-30 YR 50470804.00 35238965.61 Freddie Mac Giant Ioette Strips 2043-01-15 3.872000 Government Agency Debt GOLD ADJUSTABLE RATE REMIC 1809119.00 243781.74 Fannie Mae REMIC Trust 2041-12-25 6.309500 Government Agency Debt FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 42166115.00 5836441.34 Federal Home Loan Mortgage Corporation 2043-01-15 5.962700 Government Agency Debt GOLD ADJUSTABLE RATE REMIC 30925669.00 5479127.29 Fannie Mae REMIC Trust 2043-05-25 6.013000 Government Agency Debt FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 28783361.00 4537370.30 Fannie Mae REMIC Trust 2043-10-25 0.000000 Government Agency Debt FEDERAL NAT MORT REAL EST REMIC (FIXED) 50000000.00 36382476.85 Fannie Mae REMIC Trust 2040-02-25 6.013000 Government Agency Debt FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 20514971.00 2930670.76 GINNIE MAE 2039-10-15 5.000000 Government Agency Debt GNMA I SINGLE FAMILY LOAN POOL 15-30 YR 66708258.00 35070358.00 Federal Home Loan Mortgage Corporation 2043-03-15 4.500000 Government Agency Debt GOLD REMIC (FIXED) 1777777.00 274583.28 GINNIE MAE 2044-12-20 3.500000 Government Agency Debt GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 50000000.00 47905806.53 Federal Home Loan Mortgage Corporation 2044-04-15 5.812700 Government Agency Debt GOLD ADJUSTABLE RATE REMIC 40000000.00 5390817.97 Fannie Mae REMIC Trust 2044-12-25 5.913000 Government Agency Debt FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 25000000.00 5425446.03 Federal Home Loan Mortgage Corporation 2033-11-15 3.500000 Government Agency Debt GOLD REMIC (FIXED) 6428571.00 857528.34 Fannie Mae REMIC Trust 2043-02-25 5.813000 Government Agency Debt FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 2192983.00 420946.93 FNMA 2045-08-25 0.000000 Government Agency Debt FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 41000000.00 7794264.00 GINNIE MAE 2040-04-15 4.500000 Government Agency Debt GNMA I SINGLE FAMILY LOAN POOL 15-30 YR 169901403.00 57948067.06 Ginnie Mae REMIC Trust 2038-08-20 7.312000 Government Agency Debt GNMA ADJUSTABLE RATE REMIC 16460516.00 288828.51 GINNIE MAE 2041-04-15 4.500000 Government Agency Debt GNMA I SINGLE FAMILY LOAN POOL 15-30 YR 100490497.00 58619536.69 GOVERNMENT NATL MTG ASSN GTD HECM MBS REMIC PASS 2065-06-20 1.800000 Government Agency Debt GNMA ADJUSTABLE RATE REMIC 58014983.00 6647530.80 FEDERAL NATL MTG ASSN GTD 2042-08-25 5.809500 Government Agency Debt FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 143166971.00 20729337.11 FNMA 2045-08-25 0.000000 Government Agency Debt FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 24414312.00 5859459.29 Fannie Mae REMIC Trust 2042-01-25 6.738000 Government Agency Debt FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 2048800.00 1076195.76 Ginnie Mae REMIC Trust 2042-09-20 2.500000 Government Agency Debt GNMA ADJUSTABLE RATE REMIC 3618198.00 2015894.02 Federal Home Loan Mortgage Corporation 2042-02-15 6.515000 Government Agency Debt GOLD ADJUSTABLE RATE REMIC 2227142.00 320645.71 Ginnie Mae REMIC Trust 2040-05-20 6.302000 Government Agency Debt GNMA ADJUSTABLE RATE REMIC 50000000.00 2609407.53 Fannie Mae REMIC Trust 2042-12-25 5.963000 Government Agency Debt FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 33000000.00 5807307.29 FREMF Mortgage Trust 2048-04-25 3.714000 Government Agency Debt FEDERAL HOME LOAN FIXED RATE REMIC 945000.00 878299.07 Fannie Mae REMIC Trust 2042-10-25 5.849500 Government Agency Debt FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 11714285.00 1460937.13 GINNIE MAE 2040-12-20 5.000000 Government Agency Debt GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 100000000.00 40250781.70 GINNIE MAE 2040-06-15 5.000000 Government Agency Debt GNMA I SINGLE FAMILY PLATINUM POOL 30 YR 51982875.00 30754918.96 Ginnie Mae Remic Trust 2037-10-20 6.362000 Government Agency Debt GNMA ADJUSTABLE RATE REMIC 221360000.00 2855611.97 Fannie Mae REMIC Trust 2041-09-25 6.313000 Government Agency Debt FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 60000000.00 6786743.56 Fannie Mae REMIC Trust 2041-01-25 6.259500 Government Agency Debt FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 45882500.00 6034070.10 GINNIE MAE 2040-06-15 4.500000 Government Agency Debt GNMA I SINGLE FAMILY LOAN POOL 15-30 YR 86449433.00 31147162.07 Ginnie Mae REMIC Trust 2041-10-16 5.913000 Government Agency Debt GNMA ADJUSTABLE RATE REMIC 38948969.00 5087929.49 Ginnie Mae REMIC Trust 2062-10-20 0.583000 Government Agency Debt GNMA ADJUSTABLE RATE REMIC 31955026.00 25549889.73 GNMA 2039-05-16 0.850000 Government Agency Debt GNMA FIXED RATE REMIC 119272500.00 1950064.22 GOVERNMENT NATL MTG ASSN GTD HECM MBS REMIC PASS 2065-07-20 0.000000 Government Agency Debt GNMA ADJUSTABLE RATE REMIC 1500000.00 1317261.00 Fannie Mae REMIC Trust 2042-01-25 6.313000 Government Agency Debt FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 36836356.00 4759674.87 Ginnie Mae REMIC Trust 2037-03-20 6.333000 Government Agency Debt GNMA ADJUSTABLE RATE REMIC 180026112.00 2472082.41 Fannie Mae REMIC Trust 2043-03-25 5.963000 Government Agency Debt FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 8031990.00 1487589.85 Federal Home Loan Mortgage Corporation 2043-03-15 5.175200 Government Agency Debt GOLD ADJUSTABLE RATE REMIC 9991184.00 8544449.58 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC 2042-12-20 6.062000 Government Agency Debt GNMA ADJUSTABLE RATE REMIC 100000000.00 8308217.18 GINNIE MAE 2040-11-20 4.500000 Government Agency Debt GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 100085000.00 46792044.43 Fannie Mae REMIC Trust 2041-03-25 5.913000 Government Agency Debt FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 47197169.00 4886052.65 GINNIE MAE 2045-04-20 4.500000 Government Agency Debt GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 45378109.00 46833326.37 GINNIE MAE 2044-04-20 4.000000 Government Agency Debt GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 50000000.00 35506818.42 GINNIE MAE 2050-06-15 2.640000 Government Agency Debt GNMA I PROJECT NOTE 30600000.00 30683882.86 GOVERNMENT NATL MTG ASSN GTD HECM MBS REMIC PASS 2065-03-20 1.913000 Government Agency Debt GNMA ADJUSTABLE RATE REMIC 40000000.00 4798371.07 Fannie Mae REMIC Trust 2042-05-25 6.313000 Government Agency Debt FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 44744896.00 3658039.30 Ginnie Mae REMIC Trust 2037-04-16 6.623000 Government Agency Debt GNMA ADJUSTABLE RATE REMIC 3000000.00 92524.83 Ginnie Mae REMIC Trust 2038-02-20 6.332000 Government Agency Debt GNMA ADJUSTABLE RATE REMIC 250000000.00 3226684.74 GINNIE MAE 2040-10-15 4.000000 Government Agency Debt GNMA I SINGLE FAMILY LOAN POOL 15-30 YR 50000000.00 32738686.74 GINNIE MAE 2045-07-20 3.500000 Government Agency Debt GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 49646081.00 52269959.12 Federal Home Loan Mortgage Corporation 2041-03-15 5.765000 Government Agency Debt GOLD ADJUSTABLE RATE REMIC 30666667.00 4036101.78 Ginnie Mae REMIC Trust 2040-12-20 6.062000 Government Agency Debt GNMA ADJUSTABLE RATE REMIC 6325999.00 871590.28 FEDERAL NATL MTG ASSN GTD 2039-03-25 6.443000 Government Agency 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II SINGLE FAMILY LOAN POOL 15-30 YR 12812468.00 13402512.16 GINNIE MAE 2041-06-20 4.500000 Government Agency Debt GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 128512652.00 53201792.59 Fannie Mae REMIC Trust 2042-10-25 5.913000 Government Agency Debt FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 25000000.00 3749434.76 FREMF Mortgage Trust 2048-04-25 3.714000 Government Agency Debt FEDERAL HOME LOAN FIXED RATE REMIC 5675000.00 5065175.85 Ginnie Mae REMIC Trust 2041-08-16 6.463000 Government Agency Debt GNMA ADJUSTABLE RATE REMIC 58663920.00 2151940.21 Federal Home Loan Mortgage Corporation 2039-07-15 6.212700 Government Agency Debt GOLD ADJUSTABLE RATE REMIC 50000000.00 2290520.88 Fannie Mae REMIC Trust 2040-06-25 4.939000 Government Agency Debt FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 14786276.00 475456.51 Fannie Mae REMIC Trust 2037-05-25 7.093000 Government Agency Debt FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 39147000.00 558969.66 Federal Home Loan Mortgage Corporation 2042-12-15 5.964500 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Government Agency Debt GNMA ADJUSTABLE RATE REMIC 24000000.00 1255089.88 First Tier Security 2015-08-07 2015-08-07 N N N 1500000000.00 1500000000.00 0.0239 N 1500000000.00 1500000000.00 BARCLAYS CAPITAL INC. (REPO) BARCLAYS CAPITAL INC. 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2015-12-03 1.500000 Government Agency Debt FEDERAL NATIONAL MORT MEDIUM TERM RATE 10000000.00 10066166.67 FEDERAL NATL MTG ASSN DISC NTS 2015-08-03 0.000000 Government Agency Debt FEDERAL NATIONAL MORT DISCOUNT NOTE 14331000.00 14331000.00 FEDERAL FARM CR BKS CONS SYSTEMWIDE BDS 2024-11-01 2.600000 Government Agency Debt FARM CREDIT OPTIONAL PRINC REDEMP SEC 1000000.00 981540.00 FEDERAL HOME LN BKS 2018-09-27 1.300000 Government Agency Debt FED HOME LOAN OPTIONAL PRINC REDEMP SEC 250000.00 249766.94 FEDERAL FARM CR BKS CONS SYSTEMWIDE BDS 2017-09-13 0.236000 Government Agency Debt FEDERAL FARM CREDIT FLOATING RATE 10000000.00 10008822.95 FEDERAL NATL MTG ASSN 2017-10-26 0.875000 Government Agency Debt FEDERAL NATIONAL MORTGAGE DEBENTURES 8831000.00 8837597.00 FEDERAL HOME LN MTG CORP FOR FUTURE ISSUES SEE 3 2029-09-15 0.000000 Government Agency Debt FEDERAL HOME LOAN MORT PRINCIPAL COMP. 10000.00 6165.00 FEDERAL HOME LN MTG CORP 2017-07-28 1.000000 Government Agency Debt FEDERAL HOME 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7040222.25 FEDERAL HOME LN MTG CORP DISC NTS 2015-12-21 0.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE DISCOUNT NOTE 9600000.00 9595008.00 FEDERAL NATL MTG ASSN ISSUES DATED 4/1/1996 & AF 2016-08-12 0.207000 Government Agency Debt FEDERAL NATIONAL MORT MEDIUM FLOATING RT 6300000.00 6305646.38 FEDERAL FARM CR BKS CONS SYSTEMWIDE BDS 2016-09-12 0.216700 Government Agency Debt FEDERAL FARM CREDIT FLOATING RATE 20000.00 20021.49 FEDERAL HOME LN MTG CORP REFERENCE NTS FED BOOK 2017-02-16 5.000000 Government Agency Debt FEDERAL HOME LOAN MORT FIXED RATE NOTE 3865000.00 4209435.92 FEDERAL NATL MTG ASSN-DEB-CPN STRIPS 2025-07-15 0.000000 Government Agency Debt FEDERAL NATIONAL MORT INTEREST COMPONENT 6175000.00 4631620.50 FEDERAL HOME LN BK CONS DISC NTS 2015-10-09 0.000000 Government Agency Debt FED HOME LOAN BANK CONSOL DISCOUNT NOTE 13350000.00 13348131.00 FEDERAL HOME LN BKS 2022-12-05 2.140000 Government Agency Debt FED HOME LOAN OPTIONAL PRINC REDEMP SEC 4000000.00 3894355.56 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