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GNMA_17-60A 2038-09-20 3.827870 15945911.00 1226217.82 Agency Collateralized Mortgage Obligation FHLMC_3965 2041-11-15 4.304870 15953250.00 473047.19 Agency Collateralized Mortgage Obligation GNMA_14-107 2044-05-20 4.027870 16341904.00 1798849.82 Agency Collateralized Mortgage Obligation FHLMC_3012 2035-06-15 3.884870 16444062.00 454717.85 Agency Collateralized Mortgage Obligation FNMA_12-111 2039-07-25 3.954750 16500000.00 228750.22 Agency Collateralized Mortgage Obligation GNMA_18-11A 2048-01-20 4.027870 16808865.00 1736538.20 Agency Collateralized Mortgage Obligation FNMA_12-100 2042-09-25 2.744750 17037000.00 636391.84 Agency Collateralized Mortgage Obligation FHLMC_39-07 2041-08-15 4.254870 17264000.00 685237.22 Agency Collateralized Mortgage Obligation FNMA_12-120G 2042-11-25 4.004750 17800000.00 1494035.40 Agency Collateralized Mortgage Obligation FNMA_14-92 2045-01-25 3.954750 18000000.00 1827016.78 Agency Collateralized Mortgage Obligation FHLMC_4643C 2047-01-15 3.804870 18012224.00 2814434.22 Agency Collateralized Mortgage Obligation FNMA_12-18 2042-03-25 3.804750 18045531.00 665714.28 Agency Collateralized Mortgage Obligation FNR_19-37 2049-07-25 4.500000 18755714.00 13792604.25 Agency Collateralized Mortgage Obligation FHLMC_3998 2036-05-15 4.354870 18800200.00 181448.28 Agency Collateralized Mortgage Obligation GNMA_10-120 2040-09-20 3.877870 18997000.00 515459.20 Agency Collateralized Mortgage Obligation FNMA_17-84B 2057-10-25 3.904750 19139744.00 3179703.31 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3819 2040-06-15 4.274870 19151000.00 271284.78 Agency Collateralized Mortgage Obligation FNMA_16-48A 2046-08-25 3.954750 19600000.00 1947191.64 Agency Collateralized Mortgage Obligation FNMA_11-149B 2042-01-25 3.754750 19912972.00 802169.39 Agency Collateralized Mortgage Obligation FNMA_17-65A 2047-09-25 3.754750 19922500.00 2193652.59 Agency Collateralized Mortgage Obligation GNMA_18-164A 2048-12-20 3.927870 20000000.00 2729001.90 Agency Collateralized Mortgage Obligation FHLMC_4731L 2047-11-15 3.954870 20160545.00 3624479.61 Agency Collateralized Mortgage Obligation GNMA_11-48 2041-04-16 3.802620 20426751.00 947619.70 Agency Collateralized Mortgage Obligation FHLMC_39-28 2041-09-15 4.254870 20444000.00 763170.14 Agency Collateralized Mortgage Obligation FHLMC_4215 2043-06-15 3.954870 20532314.00 1826118.07 Agency Collateralized Mortgage Obligation FNMA_19-9K 2049-03-25 3.904750 20548194.00 2372927.62 Agency Collateralized Mortgage Obligation FNMA_17-75B 2057-09-25 3.954750 20941254.00 3052721.23 Agency Collateralized Mortgage Obligation FNMA_13-69 2043-07-25 4.554750 21000000.00 1648027.90 Agency Collateralized Mortgage Obligation FNMA_12-122 2042-11-25 3.954750 21200000.00 1912285.52 Agency Collateralized Mortgage Obligation GNMA_14-183 2044-12-16 3.370250 21236012.00 1477534.48 Agency Collateralized Mortgage Obligation GNMA_17-45 2047-03-20 3.977870 21397499.00 3135053.63 Agency Collateralized Mortgage 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25000000.00 953541.44 Agency Collateralized Mortgage Obligation FNMA_12-107 2040-05-25 3.904750 25000000.00 848094.24 Agency Collateralized Mortgage Obligation FHLMC_39-36 2025-09-15 4.504870 25000000.00 3196.36 Agency Collateralized Mortgage Obligation GNMA_03-94 2033-07-16 4.362620 25500000.00 12358.23 Agency Collateralized Mortgage Obligation FHLMC_3997F 2042-02-15 4.254870 25688713.00 1272807.43 Agency Collateralized Mortgage Obligation FNMA_12-17G 2042-03-25 3.804750 25702449.00 3032103.07 Agency Collateralized Mortgage Obligation FHLMC_4646B 2047-01-15 3.854870 25977376.00 3686769.67 Agency Collateralized Mortgage Obligation FNR_14-63 2044-10-25 3.954750 26000000.00 1360891.09 Agency Collateralized Mortgage Obligation FHLMC_41-3 2040-09-15 3.954870 26800000.00 594721.19 Agency Collateralized Mortgage Obligation FNMA_12-124 2042-11-25 4.004750 26804166.00 1958472.70 Agency Collateralized Mortgage Obligation FHLMC_4095 2039-04-15 3.904870 26927380.00 419009.03 Agency Collateralized Mortgage Obligation FHLMC_40-66 2038-12-15 4.454870 27038200.00 281211.14 Agency Collateralized Mortgage Obligation GNMA_16-114A 2046-08-20 3.877870 27864957.00 3408448.57 Agency Collateralized Mortgage Obligation GNMA_17-189B 2047-12-20 4.027870 28034081.00 5260213.41 Agency Collateralized Mortgage Obligation FHLMC_3311 2037-05-15 4.214870 28448059.00 692206.92 Agency Collateralized Mortgage Obligation GNMA_19-74C 2049-06-20 3.927870 28862988.00 5334633.36 Agency Collateralized Mortgage Obligation FHLMC_4063 2042-06-15 3.754870 29000000.00 1444378.37 Agency Collateralized Mortgage Obligation GNMA_14-158 2044-10-20 3.427870 29003000.00 1103232.36 Agency Collateralized Mortgage Obligation FNMA_12-128 2042-11-25 4.004750 29250000.00 2445966.61 Agency Collateralized Mortgage Obligation FHLMC_3919 2030-08-15 4.454870 29629224.00 344777.41 Agency Collateralized Mortgage Obligation FNMA_12-30N 2042-04-25 4.304750 30166666.00 1816860.90 Agency Collateralized Mortgage Obligation FNMA_10-152 2041-01-25 3.854750 31600000.00 1398951.50 Agency Collateralized Mortgage Obligation FHLMC_4057 2041-12-15 4.454870 31809750.00 1008440.93 Agency Collateralized Mortgage Obligation FNMA_19-37J 2049-07-25 3.904750 32571374.00 5169924.95 Agency Collateralized Mortgage Obligation GNMA_10-120 2040-09-20 3.227870 32703000.00 762412.35 Agency Collateralized Mortgage Obligation FNMA_16-60A 2046-09-25 3.954750 33000000.00 3175947.74 Agency Collateralized Mortgage Obligation GNMA_10-107 2040-08-20 4.447870 33333333.00 931366.10 Agency Collateralized Mortgage Obligation GNMA_10-116 2040-09-16 4.402620 33333333.00 2274306.65 Agency Collateralized Mortgage Obligation FNMA_12-93 2032-09-25 4.004750 33446579.00 1615081.55 Agency Collateralized Mortgage Obligation FHLMC_4585A 2046-05-15 3.904870 33638312.00 2511972.91 Agency Collateralized Mortgage Obligation FNMA_12-30 2042-04-25 3.804750 33798669.00 982250.83 Agency Collateralized Mortgage Obligation FNMA_19-48E 2036-11-25 4.372000 33942838.00 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Mortgage Obligation FNMA_14-86 2045-01-25 3.454750 36733333.00 2882473.70 Agency Collateralized Mortgage Obligation GNMA_19-23A 2049-02-20 3.877870 37175387.00 4796013.90 Agency Collateralized Mortgage Obligation GNMA_12-96H 2042-08-20 3.927870 37380912.00 2542434.52 Agency Collateralized Mortgage Obligation GNMA_19-22H 2043-12-16 3.852620 37494127.00 5443439.93 Agency Collateralized Mortgage Obligation GNMA_17-176A 2047-11-20 4.027870 37500000.00 7175676.90 Agency Collateralized Mortgage Obligation FNMA_19-9H 2049-03-25 3.904750 37916147.00 5219958.99 Agency Collateralized Mortgage Obligation FHLMC_2990 2034-10-15 4.434870 37954911.00 860414.46 Agency Collateralized Mortgage Obligation FHLMC_4566B 2046-04-15 3.804870 38175112.00 5958472.89 Agency Collateralized Mortgage Obligation FNMA_19-48G 2039-12-25 3.972000 38185979.00 3847988.37 Agency Collateralized Mortgage Obligation FHLMC_4461 2045-04-15 4.004870 38192242.00 2421828.75 Agency Collateralized Mortgage Obligation GNMA_19-38E 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2657729.81 Agency Collateralized Mortgage Obligation GNMA_14-7B 2044-01-20 3.927870 43393159.00 1396383.61 Agency Collateralized Mortgage Obligation FNMA_13-2 2043-02-25 4.004750 43458217.00 2847317.23 Agency Collateralized Mortgage Obligation GNMA_14-56 2039-12-16 3.902620 44000000.00 1695823.08 Agency Collateralized Mortgage Obligation FHLMC _4280 2043-12-15 3.754870 48252676.00 3147582.77 Agency Collateralized Mortgage Obligation GNMA_12-84 2042-07-20 3.927870 48750000.00 4111769.78 Agency Collateralized Mortgage Obligation FHLMC_3501 2039-01-15 4.254870 50000000.00 1134794.88 Agency Collateralized Mortgage Obligation GNMA_13-9 2042-09-20 2.627870 50000000.00 966701.85 Agency Collateralized Mortgage Obligation GNMA_13-188 2043-12-20 3.377870 50000000.00 1095750.56 Agency Collateralized Mortgage Obligation GNMA_18-93D 2048-07-20 4.027870 50000000.00 8865371.72 Agency Collateralized Mortgage Obligation GNMA_18-125B 2048-09-20 4.027870 50000000.00 5544535.57 Agency Collateralized Mortgage Obligation GNMA_15-10D 2044-03-20 4.077870 50997900.00 760273.63 Agency Collateralized Mortgage Obligation GNMA_11-153 2041-11-16 4.502620 51189624.00 3316414.03 Agency Collateralized Mortgage Obligation GNMA_13-117 2043-07-20 3.877870 51572254.00 2448035.95 Agency Collateralized Mortgage Obligation GNMA_19-18E 2049-02-20 3.877870 51666666.00 5445939.08 Agency Collateralized Mortgage Obligation GNMA_11-100 2041-07-20 3.277870 52102283.00 1159872.80 Agency Collateralized Mortgage Obligation FREDDIEMAC STRIP FHSTR_324 2028-12-15 3.500000 52272347.00 1506464.26 Agency Collateralized Mortgage Obligation GNMA_19-29P 2049-03-20 3.877870 52423410.00 8519285.02 Agency Collateralized Mortgage Obligation FNMA_13-12 2043-02-25 4.004750 52490000.00 3486630.03 Agency Collateralized Mortgage Obligation GNMA_14-8B 2044-01-20 3.377870 55382761.00 3071248.56 Agency Collateralized Mortgage Obligation FNSTR_364 2035-09-01 6.000000 55600000.00 376783.39 Agency Collateralized Mortgage Obligation 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Agency Collateralized Mortgage Obligation FNMA_12-56 2042-06-25 0.000000 101507287.00 32302557.39 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2049-08-01 4.000000 107358893.00 111315979.48 Agency Mortgage-Backed Securities FNMA_3153 2036-05-15 4.374870 108826953.00 4700619.25 Agency Collateralized Mortgage Obligation FNMA_06-115 2036-12-25 4.494750 116075000.00 2191040.35 Agency Collateralized Mortgage Obligation FHLMC_3152 2036-03-15 4.284870 117787959.00 2254189.86 Agency Collateralized Mortgage Obligation FHLMC_37-21 2030-09-15 4.484870 120500000.00 1627857.73 Agency Collateralized Mortgage Obligation GNMA_13-19 2043-02-20 4.027870 121875000.00 4377649.14 Agency Collateralized Mortgage Obligation FNMA_407 2039-01-25 5.500000 123955778.00 1432699.60 Agency Collateralized Mortgage Obligation FNMA_16-4E 2046-02-25 3.504750 129074902.00 7163849.88 Agency Collateralized Mortgage Obligation FHLMC_41-74 2039-05-15 4.004870 131600000.00 3073251.03 Agency Collateralized Mortgage Obligation GNMA_14-20D 2044-02-20 3.927870 150000000.00 7521566.86 Agency Collateralized Mortgage Obligation GNMA_10-35 2040-03-20 3.577870 156000000.00 3549235.82 Agency Collateralized Mortgage Obligation GNMA_10-31 2040-03-20 3.577870 156818000.00 3531967.13 Agency Collateralized Mortgage Obligation FNMA_12-130 2042-12-25 2.800250 175000000.00 11569175.21 Agency Collateralized Mortgage Obligation FREDDIEMAC STRIP FHSTR_328 2038-02-15 2.002620 185177371.00 3951107.80 Agency Collateralized Mortgage Obligation FHLMC_4842C 2037-10-15 1.904620 190512894.00 9552005.19 Agency Collateralized Mortgage Obligation GNMA_10-37 2040-03-20 3.527870 195875000.00 4485133.39 Agency Collateralized Mortgage Obligation FHSTR_33 2037-10-15 1.930620 219504810.00 4801545.66 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-20 2040-02-20 4.077870 246254000.00 5446858.89 Agency Collateralized Mortgage Obligation FHLMC_40-61 2027-06-15 6.909740 300000000.00 37597205.07 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-26 2040-02-20 4.077870 571586614.00 15042243.78 Agency Collateralized Mortgage Obligation Y Fitch NR Moody's P-1 Standard & Poor's A-1 2019-09-03 2019-10-04 2019-10-04 Y MIZUHO SECURITIES USA LLC 1.0000 35 N Fitch NR Moody's A1 Standard & Poor's A N N 0.0224 750000000.00 750000000.00 0.0074 N N N Y Goldman Sachs & Co. LLC Goldman Sachs & Co. 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GNMA_19-69B 2049-06-20 3.927870 14186183.00 2430793.10 Agency Collateralized Mortgage Obligation FREMF_17-KF34 2024-08-25 4.839500 16556000.00 9855693.62 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2049-09-01 3.500000 16821284.00 17591235.29 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-10-31 0.000000 21058000.00 20987645.22 U.S. Treasuries (including strips) FANNIEMAE GRANTOR TRUST FNGT_01-T1 2040-10-25 7.500000 24952733.00 977761.91 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-08-15 3.875000 35527300.00 48133504.57 U.S. Treasuries (including strips) FREMF_19-KG01 2029-05-25 0.000000 36278000.00 28263174.02 Agency Collateralized Mortgage Obligation FREMF_16-SB13 2036-01-25 3.631440 40089331.00 26210193.97 Agency Collateralized Mortgage Obligation FHSTR_L182 2058-11-25 3.000000 47342700.00 47909423.68 Private Label Collateralized Mortgage Obligations FHLMC_4789B 2048-05-15 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Mortgage-Backed Securities FGRA 4833SA 10/15/44 2044-10-15 3.804900 66453760.00 9587833.53 Agency Mortgage-Backed Securities FGRA 4833IY 04/15/42 2042-04-15 0.050000 11581472.00 14439.32 Agency Mortgage-Backed Securities FGRA 4833IU 08/15/41 2041-08-15 0.100000 8340064.00 19315.50 Agency Mortgage-Backed Securities FGRA 4833IQ 07/15/43 2043-07-15 0.100000 7305624.00 24078.03 Agency Mortgage-Backed Securities FGRA 4833IM 04/15/44 2044-04-15 0.050000 34129216.00 47204.59 Agency Mortgage-Backed Securities FGRA 4833IL 10/15/42 2042-10-15 0.150000 13045744.00 63405.01 Agency Mortgage-Backed Securities FGRA 4765SM 08/15/44 2044-08-15 3.854900 46442368.00 5453806.19 Agency Mortgage-Backed Securities FGRM 4792BI 02/15/48 2048-02-15 4.000000 412500.00 39236.15 Agency Mortgage-Backed Securities FGRA 4775HS 04/15/48 2048-04-15 4.004900 18588000.00 2638689.17 Agency Mortgage-Backed Securities FGRA 4763SC 08/15/47 2047-08-15 4.004900 84035800.00 9589075.83 Agency Mortgage-Backed Securities FGRM 4682IJ 05/15/47 2047-05-15 4.000000 12375000.00 1937784.56 Agency Mortgage-Backed Securities FGRM 4657PO 11/15/37 2037-11-15 0.000000 5661344.00 2790101.79 Agency Mortgage-Backed Securities FGRA 4631SA 11/15/46 2046-11-15 3.804900 52147008.00 7441438.12 Agency Mortgage-Backed Securities FGRM 4621HI 10/15/46 2046-10-15 3.500000 11142848.00 927694.42 Agency Mortgage-Backed Securities FGRM 4613IO 09/15/36 2036-09-15 3.500000 5354040.00 425802.13 Agency Mortgage-Backed Securities FGRM 4615LI 09/15/41 2041-09-15 4.500000 4629536.00 1383041.47 Agency Mortgage-Backed Securities FGRA 4611BS 06/15/41 2041-06-15 3.904900 45000000.00 3581832.90 Agency Mortgage-Backed Securities FGRA 4584SI 05/15/44 2044-05-15 2.304900 4814640.00 274365.00 Agency Mortgage-Backed Securities FGRA 4584MI 08/15/43 2043-08-15 2.220300 4685528.00 35310.52 Agency Mortgage-Backed Securities FGRA 4584IC 08/15/43 2043-08-15 2.270200 8817808.00 425515.69 Agency Mortgage-Backed Securities FGRM 4580MI 02/15/43 2043-02-15 3.500000 4225000.00 181766.08 Agency Mortgage-Backed Securities FGRA 4585AS 05/15/46 2046-05-15 3.904900 196696000.00 14688460.73 Agency Mortgage-Backed Securities FGRA 4564SI 04/15/43 2043-04-15 1.804900 26456448.00 1645177.70 Agency Mortgage-Backed Securities FGRM 4564IP 12/15/45 2045-12-15 3.500000 7142856.00 534840.83 Agency Mortgage-Backed Securities FGRM 4544AI 11/15/44 2044-11-15 4.000000 10062112.00 3355475.10 Agency Mortgage-Backed Securities FGRA 4427SA 01/15/45 2045-01-15 3.404900 82000000.00 4280361.72 Agency Mortgage-Backed Securities FGRA 4407PS 06/15/44 2044-06-15 3.404900 101112832.00 4965137.97 Agency Mortgage-Backed Securities FGRA 4407CS 06/15/44 2044-06-15 4.004900 38500000.00 2340264.60 Agency Mortgage-Backed Securities FGRA 4378SA 08/15/44 2044-08-15 3.904900 106256000.00 2803441.25 Agency Mortgage-Backed Securities FGRA 4365SH 01/15/40 2040-01-15 4.272600 44329920.00 1362087.57 Agency Mortgage-Backed Securities FGRA 4360PZ 07/15/44 2044-07-15 3.000000 4667656.00 5548863.76 Agency Mortgage-Backed Securities FGRA 4326GS 04/15/44 2044-04-15 3.854900 248365568.00 11019168.70 Agency Mortgage-Backed Securities FGRA 4314SE 03/15/44 2044-03-15 3.854900 91294720.00 4265403.98 Agency Mortgage-Backed Securities FGRA 4319QS 03/15/44 2044-03-15 3.874900 56682560.00 2208385.39 Agency Mortgage-Backed Securities FGRA 4238SD 02/15/42 2042-02-15 4.504900 46769920.00 1847625.30 Agency Mortgage-Backed Securities FGRM 4219AI 01/15/43 2043-01-15 3.500000 9450112.00 449856.38 Agency Mortgage-Backed Securities FGRM 4205PI 05/15/43 2043-05-15 4.500000 49641536.00 2907311.44 Agency Mortgage-Backed Securities FGRA 4181ES 03/15/43 2043-03-15 3.964900 54553280.00 2189565.74 Agency Mortgage-Backed Securities FGRM 4161LO 02/15/43 2043-02-15 0.000000 459167.00 302462.95 Agency Mortgage-Backed Securities FGRM 4146MI 10/15/42 2042-10-15 3.500000 36016000.00 457095.62 Agency Mortgage-Backed Securities FGRA 4116SN 08/15/42 2042-08-15 4.004900 75924992.00 3536374.80 Agency Mortgage-Backed Securities FGRM 4122CI 10/15/42 2042-10-15 3.500000 84353664.00 2124909.77 Agency Mortgage-Backed Securities FGRM 4122AI 10/15/42 2042-10-15 3.500000 84353664.00 2127674.20 Agency Mortgage-Backed Securities FGRA 4105SG 09/15/42 2042-09-15 3.904900 49166656.00 2665313.34 Agency Mortgage-Backed Securities FGRA 4092HS 08/15/42 2042-08-15 3.854900 79581312.00 2826186.19 Agency Mortgage-Backed Securities FGRA 4074SE 07/15/42 2042-07-15 4.404900 58846144.00 2309238.25 Agency Mortgage-Backed Securities FGRA 4057SJ 06/15/42 2042-06-15 4.454900 16485728.00 1007087.07 Agency Mortgage-Backed Securities FGRA 4057KS 08/15/41 2041-08-15 4.454900 71792896.00 2907299.27 Agency Mortgage-Backed Securities FGRA 4060SJ 02/15/41 2041-02-15 4.454900 18940896.00 639070.44 Agency Mortgage-Backed Securities FGRA 4060JS 06/15/42 2042-06-15 3.804900 48178560.00 2290630.02 Agency Mortgage-Backed Securities FGRA 3996SC 06/15/41 2041-06-15 4.404900 53899520.00 906833.72 Agency Mortgage-Backed Securities FGRA 4009SG 02/15/42 2042-02-15 4.354900 28571424.00 924108.05 Agency Mortgage-Backed Securities FGRA 04005S 02/15/42 2042-02-15 4.304900 27000000.00 829985.77 Agency Mortgage-Backed Securities FGRA 3957AZ 11/15/41 2041-11-15 4.000000 6000000.00 7159634.35 Agency Mortgage-Backed Securities FGRA 3913SA 08/15/41 2041-08-15 4.304900 62500000.00 1842430.82 Agency Mortgage-Backed Securities FGRA 3913AS 08/15/41 2041-08-15 3.774900 150000000.00 3685349.81 Agency Mortgage-Backed Securities FGRA 3887KZ 07/15/41 2041-07-15 5.000000 1350000.00 2350349.61 Agency Mortgage-Backed Securities FGRA 3883MZ 06/15/41 2041-06-15 4.000000 10849800.00 16397478.31 Agency Mortgage-Backed Securities FGRM 3862QO 05/15/41 2041-05-15 0.000000 27272704.00 1531934.73 Agency Mortgage-Backed Securities FNST TR0409 C19 RC 2042-04-01 4.000000 39078080.00 1299454.58 Agency Mortgage-Backed Securities FNST TR0404 IO2 CL 2040-05-01 4.500000 700000.00 13523.89 Agency Mortgage-Backed Securities FNST TR0407 IO8 WL 2041-03-01 5.000000 17823552.00 654847.77 Agency Mortgage-Backed Securities FNST TR0383 IO91 WL 2037-08-01 8.000000 747000.00 2871.55 Agency Mortgage-Backed Securities FNST TR0383 IO90 WL 2037-08-01 8.000000 880000.00 2381.15 Agency Mortgage-Backed Securities FNST TR0370 IO2 CL 2036-06-01 6.000000 7965000.00 44514.55 Agency Mortgage-Backed Securities FNST TR0372 IO2 CL 2036-08-01 6.000000 967987.00 4045.62 Agency Mortgage-Backed Securities FNST TR0346 IO2 CL 2033-12-01 5.500000 10941520.00 45410.45 Agency Mortgage-Backed Securities FNST TR0344 PO1 CL 2033-12-01 0.000000 11083872.00 176718.54 Agency Mortgage-Backed Securities FNST TR0377 IO2 CL 2036-10-01 5.000000 10424816.00 63813.13 Agency Mortgage-Backed Securities FNST TR0324 PO1 CL 2032-07-01 0.000000 42316240.00 186863.20 Agency Mortgage-Backed Securities FNST TR0321 PO1 CL 2032-04-01 0.000000 19254720.00 85225.13 Agency Mortgage-Backed Securities FNST TR0319 P01 CL 2032-02-01 0.000000 106207232.00 351833.46 Agency Mortgage-Backed Securities FNRA CL050FE R19F050 2049-09-25 3.182000 14231888.00 14026041.93 Agency Mortgage-Backed Securities FNRA CL050SC R19F050 2049-09-25 3.839000 45636992.00 8855045.71 Agency Mortgage-Backed Securities FNRA CL050CS R19F050 2049-09-25 3.839000 39040192.00 8355857.97 Agency Mortgage-Backed Securities FNRM CL050CZ R19F050 2049-09-25 2.750000 156161.00 162872.06 Agency Mortgage-Backed Securities FNRA CL050S R19F050 2049-09-25 3.880000 78844288.00 15547532.92 Agency Mortgage-Backed Securities FNRA CL043SA R19F043 2049-08-25 3.904700 53805696.00 10079880.41 Agency Mortgage-Backed Securities FNRA CL034SH R19F034 2049-07-25 3.954800 36577024.00 5209399.67 Agency Mortgage-Backed Securities FNRA CL034BS R19F034 2049-07-25 3.904700 38877184.00 7513483.00 Agency Mortgage-Backed Securities FNRA CL034PS R19F034 2049-07-25 3.904700 34830336.00 4485309.42 Agency Mortgage-Backed Securities FNRM CL034PZ R19F034 2049-07-25 3.000000 100869.00 102288.84 Agency Mortgage-Backed Securities FNRA CL034SA 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35964608.00 4554536.68 Agency Mortgage-Backed Securities FNRA CL077SA R18F077 2048-10-25 4.054800 61371200.00 6815418.58 Agency Mortgage-Backed Securities FNRA CL055PS R18F055 2048-08-25 4.054800 55700500.00 6928560.73 Agency Mortgage-Backed Securities FNRA CL055SB R18F055 2048-08-25 4.054800 28396640.00 4453034.64 Agency Mortgage-Backed Securities FNRA CL055SG R18F055 2048-08-25 4.104800 58135872.00 8128798.72 Agency Mortgage-Backed Securities FNRA CL049SB R18F049 2048-07-25 4.054800 33665960.00 3769163.82 Agency Mortgage-Backed Securities FNRA CL063SC R18F063 2048-09-25 4.054800 9235552.00 1219807.92 Agency Mortgage-Backed Securities FNRA CL038SA R18F038 2048-06-25 4.054800 319451840.00 34459993.72 Agency Mortgage-Backed Securities FNRM CL038ZB R18F038 2048-06-25 4.000000 497677.00 524604.42 Agency Mortgage-Backed Securities FNRA CL038SP R18F038 2048-06-25 4.054800 121414656.00 14911581.19 Agency Mortgage-Backed Securities FNRA RC016SQ R18F016 2048-03-25 4.054800 22657504.00 3434384.80 Agency Mortgage-Backed Securities FNRM CL035IO R18F035 2048-05-25 3.000000 45200448.00 4659402.83 Agency Mortgage-Backed Securities FNRA CL008SA R18F008 2048-02-25 4.004700 33333312.00 3309261.53 Agency Mortgage-Backed Securities FNRA RC003SB R18F003 2048-02-25 4.004700 130875392.00 18757026.67 Agency Mortgage-Backed Securities FNRM CL096AI R17F096 2041-08-25 4.500000 44518016.00 2972104.31 Agency Mortgage-Backed Securities FNRA CL013AS R18F013 2048-03-25 4.104800 38487424.00 4563885.47 Agency Mortgage-Backed Securities FNRM CL089KZ R17F089 2047-08-25 3.500000 5651592.00 6512296.21 Agency Mortgage-Backed Securities FNRM RC091CI R17F091 2047-11-25 4.000000 32437632.00 2728792.50 Agency Mortgage-Backed Securities FNRA CL091GS R17F091 2047-11-25 4.004700 35714240.00 4963937.34 Agency Mortgage-Backed Securities FNRA RC066TI R17F066 2042-10-25 0.050000 61478208.00 89873.07 Agency Mortgage-Backed Securities FNRA RC066GS R17F066 2047-09-25 4.004700 34707600.00 4591444.23 Agency Mortgage-Backed Securities FNRA CL066BS R17F066 2047-09-25 3.754800 24629952.00 3085068.44 Agency Mortgage-Backed Securities FNRM RC060MI R17F060 2044-11-25 4.000000 312500.00 26434.98 Agency Mortgage-Backed Securities FNRA CL068SN R17F068 2047-09-25 4.004700 29405856.00 3771300.28 Agency Mortgage-Backed Securities FNRA CL049SL R17F049 2047-07-25 4.004700 31099680.00 4518088.99 Agency Mortgage-Backed Securities FNRA CL044SA R17F044 2043-06-25 4.004700 33537024.00 5017392.78 Agency Mortgage-Backed Securities FNRA CL032SI R17F032 2047-05-25 1.770300 18683808.00 112705.17 Agency Mortgage-Backed Securities FNRA CL031SG R17F031 2047-05-25 3.954800 24163872.00 3579532.24 Agency Mortgage-Backed Securities FNRA CL026AS R17F026 2047-04-25 1.846000 40963456.00 900486.74 Agency Mortgage-Backed Securities FNRM CL026IO R17F026 2047-04-25 4.000000 25568512.00 3196617.05 Agency Mortgage-Backed Securities FNRM CL026IP R17F026 2045-07-25 4.000000 28143936.00 2886248.80 Agency Mortgage-Backed Securities FNRM RC053PI R17F053 2047-07-25 4.000000 31711040.00 2449802.43 Agency Mortgage-Backed Securities FNRM RC053DI R17F053 2046-04-25 3.500000 39374400.00 3116626.52 Agency Mortgage-Backed Securities FNRM CL053PO R17F053 2045-04-25 0.000000 1370958.00 969294.73 Agency Mortgage-Backed Securities FNRA CL026TI R16F026 2043-01-25 1.354700 8156752.00 428676.45 Agency Mortgage-Backed Securities FNRM CL026IC R16F026 2041-03-25 5.000000 4187368.00 1118809.36 Agency Mortgage-Backed Securities FNRA CL026SA R16F026 2046-05-25 3.904700 37547520.00 3318125.63 Agency Mortgage-Backed Securities FNRA CL030AS R16F030 2046-05-25 1.713200 98172288.00 1485928.14 Agency Mortgage-Backed Securities FNRA CL042SI R15F042 2045-05-25 2.120200 44263424.00 48729.48 Agency Mortgage-Backed Securities FNRA CL042TI R15F042 2045-05-25 2.040000 55329280.00 53697.09 Agency Mortgage-Backed Securities FNRA CL008AS R15F008 2045-03-25 3.954800 34000000.00 4688364.97 Agency Mortgage-Backed Securities FNRA CL008SA R15F008 2045-03-25 3.454800 100000000.00 5443374.35 Agency Mortgage-Backed Securities FNRA RC086MS R14F086 2045-01-25 4.004700 72871936.00 3119449.98 Agency Mortgage-Backed Securities FNRA CL069AI R14F069 2044-11-25 1.836100 51734300.00 779682.65 Agency Mortgage-Backed Securities FNRM CL063KI R14F063 2033-11-25 3.500000 8104944.00 168466.31 Agency Mortgage-Backed Securities FNRA CL052BS R14F052 2044-09-25 3.954800 43064576.00 2544949.74 Agency Mortgage-Backed Securities FNRA CL011S R14F011 2044-03-25 3.904700 63572864.00 1028968.66 Agency Mortgage-Backed Securities FNRM CL116XI R13F116 2043-10-25 3.500000 3122288.00 61191.80 Agency Mortgage-Backed Securities FNRA CL084PS R13F084 2042-11-25 4.004700 4000000.00 165952.73 Agency Mortgage-Backed Securities FNRM CL056GO R13F056 2041-08-25 0.000000 1163246.00 130232.84 Agency Mortgage-Backed Securities FNRM CL056GZ R13F056 2041-08-25 4.500000 30331232.00 923098.73 Agency Mortgage-Backed Securities FNRA CL065SB R13F065 2043-06-25 4.004700 69321472.00 3275255.86 Agency Mortgage-Backed Securities FNRM CL046MI R13F046 2043-05-25 3.500000 69370000.00 2599555.26 Agency Mortgage-Backed Securities FNRM RC056PI R13F056 2043-05-25 4.000000 52016320.00 1437217.77 Agency Mortgage-Backed Securities Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2019-09-03 2019-10-04 2019-10-04 Y CREDIT SUISSE AG (NEW YORK BRANC 1.0000 35 N Fitch A Moody's A1 Standard & Poor's A+ N N 0.0216 900000000.00 900000000.00 0.0089 N N N Y JP Morgan Securities LLC JP Morgan Securities LLC 2.089 ZBUT11V806EZRVTWT807 BRTGVE280 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNII SF 627049 C 2046-01-20 4.500000 216000.00 196040.72 Agency Collateralized Mortgage Obligation GNII SF 616624 C 2034-09-20 6.500000 415000.00 27913.40 Agency Collateralized Mortgage Obligation GNMI SF 615516 X 2033-09-15 4.500000 125600.00 7771.91 Agency Collateralized Mortgage Obligation GNII SP 783318 C 2039-04-20 6.000000 535230.00 71319.06 Agency Collateralized Mortgage Obligation GNMI SF 757390 X 2046-10-15 2.500000 1264588.00 1144389.56 Agency Collateralized Mortgage Obligation GNII SP 784330 C 2041-02-20 4.000000 3350000.00 2384144.10 Agency Collateralized Mortgage Obligation GNII SP 784295 C 2047-03-20 3.500000 494271.00 396079.08 Agency Collateralized Mortgage Obligation GNAR WM 784466 M 2041-08-20 4.032000 39339712.00 26534956.96 Agency Collateralized Mortgage Obligation GNAR FT 082118 M 2038-07-20 4.000000 825000.00 9416.27 Agency Collateralized Mortgage Obligation GNAR AT 081892 M 2037-05-20 3.875000 854085.00 84418.96 Agency Collateralized Mortgage Obligation GNAR AT 081116 M 2034-10-20 4.125000 2000000.00 77705.03 Agency Collateralized Mortgage Obligation GNAR AR 081680 M 2036-05-20 3.875000 1000000.00 128927.42 Agency Collateralized Mortgage Obligation GNMI SF 552312 X 2032-01-15 6.000000 478951.00 5169.37 Agency Collateralized Mortgage Obligation GNMI SF 745280 X 2038-12-15 6.000000 1282876.00 73209.49 Agency Collateralized Mortgage Obligation GNMI SF 733167 X 2040-05-15 5.000000 434068.00 25814.72 Agency Collateralized Mortgage Obligation GNAR AR 008624 M 2025-04-20 3.875000 5740000.00 13984.14 Agency Collateralized Mortgage Obligation GNII SF 003250 M 2032-06-20 6.500000 145149696.00 1407034.69 Agency Collateralized Mortgage Obligation GNII SF 003120 M 2031-08-20 6.500000 81748480.00 477150.78 Agency Collateralized Mortgage Obligation GNII SF 003068 M 2031-04-20 6.500000 124042752.00 625543.66 Agency Collateralized Mortgage Obligation GNII SF 003025 M 2031-01-20 6.500000 5783720.00 33253.01 Agency Collateralized Mortgage Obligation GNII SF 002780 M 2029-07-20 6.000000 717062.00 5622.62 Agency Collateralized Mortgage Obligation GNII SF 003586 M 2034-07-20 6.500000 423000.00 16025.33 Agency Collateralized Mortgage Obligation GNMI SF 606285 X 2036-05-15 5.000000 344376.00 7761.27 Agency Collateralized Mortgage Obligation GNMI SF 569703 X 2032-02-15 6.500000 180000000.00 1020470.42 Agency Collateralized Mortgage Obligation GNMI SF 605301 X 2034-07-15 5.500000 2473220.00 101523.34 Agency Collateralized Mortgage Obligation GNMI SF 597741 X 2032-12-15 5.500000 1392440.00 113605.09 Agency Collateralized Mortgage Obligation GNMI SF AY1158 X 2047-01-15 4.500000 122999.00 70142.22 Agency Collateralized Mortgage Obligation GNMI SF AV7448 X 2046-08-15 4.500000 1203046.00 1175442.63 Agency Collateralized Mortgage Obligation GNMI SF AV1849 X 2047-10-15 3.500000 9000000.00 8899865.55 Agency Collateralized Mortgage Obligation GNPL PN AT9156 2058-07-15 3.660000 15937328.00 17473121.10 Agency Collateralized Mortgage Obligation GNCL CL AT8524 2061-03-15 4.450000 2616020.00 2806797.76 Agency Collateralized Mortgage Obligation GNCL CL AS8521 2058-02-15 3.440000 29565.00 31161.10 Agency Collateralized Mortgage Obligation GNII SF AR0791 C 2046-05-20 3.500000 500438.00 333899.29 Agency Collateralized Mortgage Obligation GNII SF AQ5840 C 2046-01-20 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LLC Morgan Stanley & Co. 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Agency Collateralized Mortgage Obligation FHLMC_4904E 2049-08-25 3.904750 25680348.00 4161276.91 Agency Collateralized Mortgage Obligation FNMA_13-100C 2043-10-25 0.000000 30044896.00 15170756.44 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-12-31 2.625000 39952800.00 42914270.25 U.S. Treasuries (including strips) FHLMC_39-28 2041-09-15 4.254870 41798700.00 1560336.51 Agency Collateralized Mortgage Obligation FNMA_06-44H 2036-06-25 4.454750 42412200.00 386221.66 Agency Collateralized Mortgage Obligation GNMA_10-145C 2038-01-20 3.877870 44725368.00 393044.80 Agency Collateralized Mortgage Obligation FHLMC_4801F 2041-06-15 3.854870 45836039.00 6427709.56 Agency Collateralized Mortgage Obligation FNMA_10-133 2040-11-25 3.854750 50000000.00 1538475.76 Agency Collateralized Mortgage Obligation FNMA_12-113 2042-10-25 3.954750 50864832.00 2178389.53 Agency Collateralized Mortgage Obligation FHLMC_3956C 2041-11-15 4.254870 53377726.00 2710198.64 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254900HROIFWPRGM1V77 2025-12-31 2.625000 100.00 107.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-02-15 2.000000 100.00 101.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-01-15 2.000000 200.00 201.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-08-15 1.500000 1000.00 997.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-09-30 1.125000 439900.00 438194.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-01-31 2.500000 569900.00 596729.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-02-28 2.625000 1399300.00 1473216.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-01-15 0.500000 4701100.00 5098395.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-05-15 2.375000 9707900.00 10519340.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-06-30 1.625000 93985000.00 94072745.72 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2019-09-03 2019-09-03 2019-09-03 N N N 0.0215 110000000.00 110000000.00 0.0011 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.375 912828J84 254900HROIFWPRGM1V77 US912828J843 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-03-31 2020-03-31 2020-03-31 N N N 0.0189 139873514.06 139873514.06 0.0014 N Y Y N HSBC Securities USA, Inc. HSBC Securities USA, Inc. 2.170 CYYGQCGNHMHPSMRL3R97 BRTWJ6SK1 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-08-15 0.000000 30000.00 29528.79 U.S. Treasuries (including strips) FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-01-15 0.000000 34000.00 30394.47 Agency Debentures and Agency Strips UNITED STATES TREASURY 254900HROIFWPRGM1V77 2049-02-15 0.000000 72000.00 39874.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-02-15 0.000000 130000.00 114567.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-02-29 2.250000 795600.00 805680.94 U.S. Treasuries (including strips) Y Fitch NR Moody's NR Standard & Poor's A-1+ 2019-09-03 2019-09-03 2019-09-03 N N N 0.0217 1000000.00 1000000.00 0.0000 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp. 2.170 RUC0QBLBRPRCU4W1NE59 BRTWJ6SQ8 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N 2 1/4 BOND 49 2049-08-15 2.250000 99400.00 105657.04 U.S. Treasuries (including strips) 3 BOND 49 2049-02-15 3.000000 931000.00 1146407.17 U.S. Treasuries (including strips) 3 BOND 48 2048-02-15 3.000000 10500000.00 12862036.17 U.S. Treasuries (including strips) 3 3/8 BOND 44 2044-05-15 3.375000 874000.00 1127309.83 U.S. Treasuries (including strips) 3 5/8 BOND 43 2043-08-15 3.625000 5629100.00 7465163.71 U.S. Treasuries (including strips) GNMI SP 783046 X 2040-08-15 4.000000 1150752.00 266422.48 Agency Collateralized Mortgage Obligation GNII SF 543498 C 2030-10-20 6.100000 968953.00 14924.37 Agency Collateralized Mortgage Obligation GNII SF 532157 C 2030-04-20 6.100000 4034055.00 125119.00 Agency Collateralized Mortgage Obligation GNHA ML 893017 H 2061-02-20 4.103000 511145.00 265400.69 Agency Collateralized Mortgage Obligation GNHF RF 731488 H 2060-11-20 5.222000 11171798.00 2405769.72 Agency Collateralized Mortgage Obligation GNHF RF 730347 H 2059-12-20 5.460000 20297601.00 416334.94 Agency Collateralized Mortgage Obligation GNHA RM 891588 H 2058-03-20 3.247000 3448112.00 1480771.07 Agency Collateralized Mortgage Obligation GNII SF 002727 M 2029-03-20 5.500000 40000.00 677.86 Agency Collateralized Mortgage Obligation GNII SF 002687 M 2028-12-20 6.000000 39000.00 370.35 Agency Collateralized Mortgage Obligation GNII SF 002671 M 2028-11-20 6.000000 25000.00 210.60 Agency Collateralized Mortgage Obligation GNII SF 002643 M 2028-09-20 6.000000 40000.00 404.37 Agency Collateralized Mortgage Obligation GNII SF 590719 C 2032-06-20 6.100000 229426.00 46428.17 Agency Collateralized Mortgage Obligation GNII SF 584830 C 2032-03-20 6.100000 26126.00 2659.34 Agency Collateralized Mortgage Obligation GNII SF 581318 C 2032-02-20 6.100000 1733122.00 431029.10 Agency Collateralized Mortgage Obligation GNII SF 601193 C 2033-01-20 6.100000 112834.00 83450.63 Agency Collateralized Mortgage Obligation GNPL PN AD5086 2053-11-15 4.030000 3871244.00 4259513.34 Agency Collateralized Mortgage Obligation GNII SF BP4680 C 2049-08-20 5.000000 1918.00 2054.20 Agency Collateralized Mortgage Obligation GNII SF BP4679 C 2049-08-20 5.000000 832482.00 884392.90 Agency Collateralized Mortgage Obligation GNII SF BP3639 C 2049-08-20 4.500000 1132482.00 1212870.10 Agency Collateralized Mortgage Obligation GNII SF BP4475 C 2049-08-20 3.000000 1656606.00 1709499.22 Agency Collateralized Mortgage Obligation GNII SF BP3169 C 2049-08-20 5.000000 2991598.00 3204039.68 Agency Collateralized Mortgage Obligation GNII SF BP1933 C 2049-08-20 3.500000 6235967.00 6487079.69 Agency Collateralized Mortgage Obligation GNII SF BP0269 C 2049-07-20 5.000000 1109329.00 1169860.40 Agency Collateralized Mortgage Obligation GNII SF BP0185 C 2049-07-20 5.000000 5009708.00 5322087.23 Agency Collateralized Mortgage Obligation GNII SF BP0096 C 2049-07-20 5.500000 1793065.00 1917565.43 Agency Collateralized Mortgage Obligation GNII SF BO7498 C 2049-08-20 5.000000 3090400.00 3309854.80 Agency Collateralized Mortgage Obligation GNII SF BO7488 C 2049-08-20 5.000000 1849966.00 1950910.83 Agency Collateralized Mortgage Obligation GNII SF BO8070 C 2049-07-20 4.500000 1152955.00 1209991.68 Agency Collateralized Mortgage Obligation GNII SF BO6497 C 2049-07-20 5.500000 182945.00 198265.17 Agency Collateralized Mortgage Obligation GNII SF BO6496 C 2049-07-20 5.500000 1674435.00 1795858.40 Agency Collateralized Mortgage Obligation GNII SF BO5914 C 2049-08-20 4.500000 2653625.00 2841984.61 Agency Collateralized Mortgage Obligation GNII SF BO5551 C 2049-08-20 5.500000 1052185.00 1161701.21 Agency Collateralized Mortgage Obligation GNII SF BO5549 C 2049-08-20 5.000000 1081941.00 1149405.19 Agency Collateralized Mortgage Obligation GNII SF BO5547 C 2049-08-20 5.000000 1062356.00 1137795.79 Agency Collateralized Mortgage Obligation GNII SF BO5545 C 2049-08-20 5.000000 1012037.00 1095507.56 Agency Collateralized Mortgage Obligation GNII SF BO5544 C 2049-08-20 5.000000 1079632.00 1175971.64 Agency Collateralized Mortgage Obligation GNII SF BO5503 C 2049-07-20 5.500000 1244912.00 1349271.04 Agency Collateralized Mortgage Obligation GNII SF BO5501 C 2049-07-20 5.500000 1094675.00 1194524.86 Agency Collateralized Mortgage Obligation GNII SF BO4972 C 2049-08-20 5.000000 82740.00 88615.68 Agency Collateralized Mortgage Obligation GNII SF BO5352 C 2049-08-20 3.500000 7987240.00 8412779.74 Agency Collateralized Mortgage Obligation GNII SF BO2721 C 2049-07-20 4.000000 2173450.00 2305877.57 Agency Collateralized Mortgage Obligation GNII SF BO2720 C 2049-07-20 4.000000 13645550.00 14226862.09 Agency Collateralized Mortgage Obligation GNII SF BO2719 C 2049-07-20 4.500000 15313.00 16578.85 Agency Collateralized Mortgage Obligation GNII SF BO2710 C 2049-08-20 3.500000 2008724.00 2114502.29 Agency Collateralized Mortgage Obligation GNII SF BO2705 C 2049-08-20 5.000000 543571.00 573231.92 Agency Collateralized Mortgage Obligation GNHA ML BO1446 H 2069-07-20 4.584000 3520881.00 3716884.12 Agency Collateralized Mortgage Obligation GNPL PN BN4479 2054-06-15 3.800000 1185428.00 1321397.55 Agency Collateralized Mortgage Obligation GNHA AL BN3246 H 2069-03-20 4.880000 1853.00 2035.15 Agency Collateralized Mortgage Obligation GNHA AL BN2844 H 2069-05-20 5.275000 49229.00 54586.95 Agency Collateralized Mortgage Obligation GNPL PN BM5521 2054-08-15 3.940000 3201053.00 3579333.88 Agency Collateralized Mortgage Obligation GNHF RF BM4319 H 2069-03-20 4.490000 1300542.00 1525362.72 Agency Collateralized Mortgage Obligation GNPL PN BM3480 2054-06-15 3.750000 3457350.00 3850446.22 Agency Collateralized Mortgage Obligation GNHA ML BL6798 H 2069-03-20 4.375000 482454.00 471398.34 Agency Collateralized Mortgage Obligation GNHF RF BL6632 H 2069-02-20 4.260000 1093722.00 1239895.61 Agency Collateralized Mortgage Obligation GNHA AL BL5159 H 2068-12-20 5.071000 200036.00 222380.43 Agency Collateralized Mortgage Obligation GNHA AL BL4703 H 2069-03-20 5.264000 174412.00 195205.42 Agency Collateralized Mortgage Obligation GNHA AL BL4698 H 2069-02-20 5.242000 2134451.00 2363371.13 Agency Collateralized Mortgage Obligation GNHA ML BL4127 H 2069-01-20 4.592000 3881301.00 3760656.13 Agency Collateralized Mortgage Obligation GNPL PN BL3415 2054-06-15 4.000000 1862880.00 2077042.75 Agency Collateralized Mortgage Obligation GNHA RM BL1376 H 2069-03-20 3.154000 1238272.00 1232759.70 Agency Collateralized Mortgage Obligation GNPL PN BK6678 2054-04-15 3.850000 350000.00 388343.13 Agency Collateralized Mortgage Obligation GNPL PN BK1180 2054-05-15 3.780000 663500.00 738965.44 Agency Collateralized Mortgage Obligation GNPL PN BK1182 2054-06-15 3.780000 6447300.00 7186640.06 Agency Collateralized Mortgage Obligation GNHA AL BK0784 H 2068-11-20 5.239000 8396398.00 9361109.89 Agency 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Andrews Neal J. Andrews Chief Financial Officer