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Bank of America Securities, Inc. 0.080 549300HN4UKV1E2R3U73 BRW921KW9 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_16-159B 2046-11-20 2.500000 2250.00 2427.31 Agency Collateralized Mortgage Obligation GNMA_20-96G 2049-04-20 3.000000 248000.00 283358.14 Agency Collateralized Mortgage Obligation FNMA_17-52 2047-07-25 3.500000 400000.00 490997.11 Agency Collateralized Mortgage Obligation FHLMC_5019B 2050-10-25 2.000000 926000.00 1007992.77 Agency Collateralized Mortgage Obligation GNMA_20-13F 2050-01-20 2.500000 1000000.00 1086672.46 Agency Collateralized Mortgage Obligation GNMA_20-59A 2050-04-20 2.000000 1162000.00 1163613.38 Agency Collateralized Mortgage Obligation FNMA_19-30B 2049-07-25 4.000000 1250000.00 53993.49 Agency Collateralized Mortgage Obligation GNMA_20-116E 2050-08-20 2.000000 1359000.00 1430994.58 Agency Collateralized Mortgage Obligation 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2764463.93 Agency Mortgage-Backed Securities FNMS 03.000 CLBN7447 2050-04-01 3.000000 3150989.00 3352174.29 Agency Mortgage-Backed Securities FNMS 02.000 CLBN7460 2050-09-01 2.000000 3678442.00 3805615.11 Agency Mortgage-Backed Securities FNMS 04.500 CLBO3551 2049-12-01 4.500000 2726250.00 2929406.08 Agency Mortgage-Backed Securities FNMS 03.500 CKBP0244 2050-02-01 3.500000 4185580.00 3807624.54 Agency Mortgage-Backed Securities FNMS 04.500 CLBP0271 2049-12-01 4.500000 4180798.00 4229570.20 Agency Mortgage-Backed Securities FNMS 03.500 CKBP2122 2050-01-01 3.500000 1800825.00 1876206.07 Agency Mortgage-Backed Securities FNMS 03.000 CKBP4095 2050-03-01 3.000000 2702206.00 2823619.65 Agency Mortgage-Backed Securities FNMS 03.000 CKBP4285 2050-04-01 3.000000 3301572.00 3437449.06 Agency Mortgage-Backed Securities FNMS 03.000 CKBP8197 2050-06-01 3.000000 3162371.00 3299713.72 Agency Mortgage-Backed Securities FNMS 03.500 CLBP8270 2050-07-01 3.500000 2731498.00 2885336.92 Agency 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Agency Mortgage-Backed Securities GNII SF BR6258 C 2050-01-20 4.500000 2843548.00 3073961.05 Agency Mortgage-Backed Securities GNII SF BR7359 C 2050-01-20 5.000000 3393666.00 3689399.30 Agency Mortgage-Backed Securities GNII SF BS3902 C 2050-02-20 4.000000 3460842.00 3680097.84 Agency Mortgage-Backed Securities GNII SF BS7026 C 2050-09-20 3.500000 2814773.00 3099806.61 Agency Mortgage-Backed Securities GNPL PN BS8098 2055-06-15 2.370000 250000.00 264885.69 Agency Mortgage-Backed Securities GNII SF BT1787 C 2050-09-20 3.500000 2464155.00 2716724.59 Agency Mortgage-Backed Securities GNII SF BT1792 C 2050-09-20 4.000000 2834286.00 3096903.07 Agency Mortgage-Backed Securities GNII SF BT1028 C 2050-09-20 3.500000 3080332.00 3491576.17 Agency Mortgage-Backed Securities GNMI SF BT1001 X 2050-06-15 3.500000 3042048.00 3402483.34 Agency Mortgage-Backed Securities GNII SF BT1012 C 2050-07-20 4.500000 1628151.00 1882271.35 Agency Mortgage-Backed Securities GNII SF BT4100 C 2050-05-20 4.500000 3446516.00 3703731.91 Agency Mortgage-Backed Securities GNHA ML BT4820 H 2070-03-20 2.201000 4099192.00 4017884.36 Agency Mortgage-Backed Securities GNII SF BT9048 C 2050-03-20 4.000000 3517860.00 3772073.08 Agency Mortgage-Backed Securities GNII SF BT9052 C 2050-03-20 4.500000 2274221.00 2464161.67 Agency Mortgage-Backed Securities GNHA ML BU0986 H 2070-04-20 2.290000 3454622.00 3408536.43 Agency Mortgage-Backed Securities GNII SF BU2682 C 2040-04-20 4.500000 3892691.00 3511849.36 Agency Mortgage-Backed Securities GNII SF BU2684 C 2037-12-20 6.500000 3206087.00 3132995.53 Agency Mortgage-Backed Securities GNII SF BU2685 C 2039-09-20 6.500000 2583171.00 2645377.95 Agency Mortgage-Backed Securities GNII SF BU2821 C 2050-07-20 3.500000 2667153.00 2809534.66 Agency Mortgage-Backed Securities GNII SF BU3076 C 2050-04-20 4.000000 3322538.00 3642446.77 Agency Mortgage-Backed Securities GNHA ML BU9726 H 2070-05-20 2.242000 3668145.00 3757872.48 Agency Mortgage-Backed Securities GNII SF BV2858 C 2050-06-20 3.500000 3630094.00 3894444.59 Agency Mortgage-Backed Securities GNII SF BV2946 C 2050-06-20 4.000000 2961172.00 3269672.48 Agency Mortgage-Backed Securities GNHA AL BV3071 H 2070-07-20 3.094000 1956658.00 2155706.05 Agency Mortgage-Backed Securities GNII SF BV3227 C 2036-05-20 5.000000 2622754.00 2840452.65 Agency Mortgage-Backed Securities GNII SF BV3233 C 2037-11-20 6.500000 3486474.00 4070263.25 Agency Mortgage-Backed Securities GNHA AL BV3636 H 2070-07-20 3.368000 1977025.00 2143114.60 Agency Mortgage-Backed Securities GNII SF BV4198 C 2050-08-20 3.500000 3152960.00 3325065.55 Agency Mortgage-Backed Securities GNII SF BV4728 C 2050-07-20 4.000000 2589305.00 2863147.03 Agency Mortgage-Backed Securities GNPL PN BV7132 2055-06-15 3.060000 250000.00 276285.13 Agency Mortgage-Backed Securities GNII SF BV6553 C 2050-06-20 3.500000 2684901.00 2835385.59 Agency Mortgage-Backed Securities GNII SF BV7048 C 2050-08-20 2.500000 3283810.00 3452175.14 Agency Mortgage-Backed Securities GNHF RF BV7305 H 2070-07-20 3.215000 3717508.00 4201769.38 Agency Mortgage-Backed Securities GNII SF BV8755 C 2050-06-20 4.500000 2760803.00 3101056.16 Agency Mortgage-Backed Securities GNII SF BV9791 C 2039-07-20 6.500000 2460421.00 2982080.81 Agency Mortgage-Backed Securities GNII SF BV9795 C 2035-12-20 5.500000 3873860.00 4158430.92 Agency Mortgage-Backed Securities GNII SF BV9796 C 2041-03-20 4.500000 3950924.00 4249667.62 Agency Mortgage-Backed Securities GNII SF BV9797 C 2037-01-20 6.000000 2594626.00 2841253.58 Agency Mortgage-Backed Securities GNII SF BV9806 C 2033-10-20 6.500000 2304215.00 2483049.21 Agency Mortgage-Backed Securities GNII SF BV9809 C 2036-05-20 5.500000 2267337.00 2448368.87 Agency Mortgage-Backed Securities GNII SF BV9810 C 2036-04-20 5.500000 3696366.00 3889689.25 Agency Mortgage-Backed Securities GNII SF BV9811 C 2035-11-20 5.500000 2758732.00 3125639.78 Agency Mortgage-Backed Securities GNII SF BW0113 C 2050-08-20 4.000000 2291500.00 2511309.36 Agency Mortgage-Backed Securities GNII SF BW0147 C 2050-08-20 2.500000 3023358.00 3208414.50 Agency Mortgage-Backed Securities GNII SF BW0173 C 2050-08-20 4.000000 3323500.00 3679971.75 Agency Mortgage-Backed Securities GNII SF BW0284 C 2050-07-20 4.000000 2755422.00 3045014.04 Agency Mortgage-Backed Securities GNII SF BW1713 C 2050-09-20 3.500000 3881910.00 4323187.84 Agency Mortgage-Backed Securities GNII SF BW1817 C 2050-09-20 2.500000 2512721.00 2648576.01 Agency Mortgage-Backed Securities GNII SF BW1822 C 2050-09-20 3.000000 3545972.00 3848126.64 Agency Mortgage-Backed Securities GNHF RF BW2061 H 2070-08-20 3.275000 1888681.00 2142945.05 Agency Mortgage-Backed Securities GNII SF BW3624 C 2050-09-20 2.500000 2485575.00 2654703.19 Agency Mortgage-Backed Securities GNII SF BW4205 C 2050-09-20 3.500000 4149358.00 4384221.81 Agency Mortgage-Backed Securities GNII SF BW4217 C 2050-09-20 2.500000 3945698.00 4155364.06 Agency Mortgage-Backed Securities GNII SF BW4835 C 2050-09-20 2.500000 3000033.00 3159445.42 Agency Mortgage-Backed Securities GNII SF BW4897 C 2050-09-20 2.500000 3058624.00 3221149.76 Agency Mortgage-Backed Securities GNII SF BW5598 C 2050-09-20 3.000000 2741207.00 2879552.06 Agency Mortgage-Backed Securities GNII SF BW6008 C 2050-08-20 3.500000 4094533.00 4336703.60 Agency Mortgage-Backed Securities GNII SF BW6322 C 2050-08-20 4.000000 2989158.00 3191251.03 Agency Mortgage-Backed Securities GNHA ML BW6555 H 2070-06-20 2.312000 3167070.00 3328421.49 Agency Mortgage-Backed Securities GNII SF BW6573 C 2050-07-20 2.500000 3308534.00 3471492.94 Agency Mortgage-Backed Securities GNII SF BW6615 C 2050-08-20 2.500000 4087962.00 4297440.56 Agency Mortgage-Backed Securities GNII SF BW6646 C 2050-09-20 2.500000 4095428.00 4374113.23 Agency Mortgage-Backed Securities GNII SF BW6642 C 2050-09-20 2.500000 3085782.00 3249757.03 Agency Mortgage-Backed Securities GNII SF BW7468 C 2050-08-20 4.000000 3602198.00 3988460.18 Agency Mortgage-Backed Securities GNII SF BW7512 C 2050-09-20 3.000000 2125305.00 2232570.56 Agency Mortgage-Backed Securities GNII SF BW8349 C 2050-09-20 3.000000 2301874.00 2477328.97 Agency Mortgage-Backed Securities GNII SF BW9047 C 2050-08-20 4.000000 3488885.00 3724838.68 Agency Mortgage-Backed Securities GNII SF BW9091 C 2050-08-20 3.500000 3375342.00 3574996.66 Agency Mortgage-Backed Securities GNII SF BW9079 C 2050-07-20 4.000000 3138193.00 3474688.78 Agency Mortgage-Backed Securities GNII SF BW9107 C 2050-08-20 3.500000 3057508.00 3238338.58 Agency Mortgage-Backed Securities GNII SF BW9138 C 2050-08-20 3.500000 3739588.00 3959745.35 Agency Mortgage-Backed Securities GNII SF BW9178 C 2050-09-20 2.500000 2342686.00 2493364.96 Agency Mortgage-Backed Securities GNII SF BW9180 C 2050-09-20 2.500000 2363451.00 2500783.78 Agency Mortgage-Backed Securities GNII SF BX0094 C 2050-09-20 3.000000 2424183.00 2546525.86 Agency Mortgage-Backed Securities GNII SF BX0375 C 2050-09-20 2.500000 2617960.00 2796096.18 Agency Mortgage-Backed Securities GNII SF BX1247 C 2050-09-20 3.500000 2966472.00 3185906.22 Agency Mortgage-Backed Securities GNII SF BX1242 C 2050-09-20 4.000000 1317863.00 1497959.81 Agency Mortgage-Backed Securities GNII SF BX1244 C 2050-09-20 3.500000 3362259.00 3552577.80 Agency Mortgage-Backed Securities GNPL LM BX1565 2049-07-15 2.660000 3833687.00 4164498.83 Agency Mortgage-Backed Securities GNPL LM BX1575 2038-03-15 2.530000 3248627.00 3486189.53 Agency Mortgage-Backed Securities GNPL LM BX1576 2043-03-15 2.530000 3776041.00 4060788.69 Agency Mortgage-Backed Securities GNII SF BX1826 C 2050-09-20 4.000000 2368526.00 2692221.13 Agency Mortgage-Backed Securities GNII SF BX1827 C 2050-09-20 4.000000 2242239.00 2516694.04 Agency Mortgage-Backed Securities GNII SF BX2261 C 2050-09-20 4.000000 2573763.00 2796293.69 Agency Mortgage-Backed Securities GNII SF BX2291 C 2050-09-20 4.000000 2404143.00 2665646.98 Agency Mortgage-Backed Securities GNII SF BX3777 C 2050-08-20 3.000000 2526505.00 2659145.44 Agency Mortgage-Backed Securities GNII SF BX3843 C 2050-09-20 3.000000 3403388.00 3575152.45 Agency Mortgage-Backed Securities GNPL LM BX5039 2043-09-15 3.100000 2064068.00 2305816.23 Agency Mortgage-Backed Securities GNPL LM BX5036 2047-06-15 3.100000 3965789.00 4439697.70 Agency Mortgage-Backed Securities GNII SF BX6320 C 2050-09-20 3.000000 2783254.00 2941099.76 Agency Mortgage-Backed Securities GNII SF BX6693 C 2050-09-20 3.500000 2768186.00 3075962.45 Agency Mortgage-Backed Securities GNII SF BX6695 C 2050-09-20 3.500000 3926517.00 4324102.15 Agency Mortgage-Backed Securities GNII SF BX7027 C 2050-09-20 2.500000 3311472.00 3490512.99 Agency Mortgage-Backed Securities GNII SF BX7638 C 2050-09-20 3.000000 2545493.00 2689857.24 Agency Mortgage-Backed Securities GNII SF BY0802 C 2050-09-20 2.500000 2496674.00 2629339.49 Agency Mortgage-Backed Securities GNII SF BY2108 C 2050-08-20 3.500000 3620145.00 3946318.05 Agency Mortgage-Backed Securities GNII SF BY2942 C 2035-05-20 6.000000 3080557.00 3503459.97 Agency Mortgage-Backed Securities GNII SF BY2945 C 2040-08-20 5.000000 2979830.00 3280264.74 Agency Mortgage-Backed Securities GNII SF BY2947 C 2036-04-20 5.500000 3521530.00 4083156.13 Agency Mortgage-Backed Securities GNII SF BY2948 C 2039-11-20 5.500000 1667481.00 1917257.24 Agency Mortgage-Backed Securities GNII SF BY2960 C 2050-09-20 3.000000 2431581.00 2665962.71 Agency Mortgage-Backed Securities GNII SF BY2968 C 2040-07-20 4.500000 2586842.00 2814851.43 Agency Mortgage-Backed Securities GNHA RM 891616 H 2058-06-20 1.570000 6999999.00 2109380.89 Agency Mortgage-Backed Securities Y Fitch NR Moody's NR Standard & Poor's A-1 2020-10-01 2020-10-01 2020-10-01 N N N 0.0008 605000000.00 605000000.00 0.0039 N Y Y N Deutsche Bank AG Deutsche Bank AG 0.060 7LTWFZYICNSX8D621K86 BRW921LA6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N 7 5/8 BOND 22 2022-11-15 7.625000 47354800.00 56246835.73 U.S. Treasuries (including 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U.S. Treasuries (including strips) 2 3/4 NOTE P 25 2025-08-31 2.750000 52616000.00 59152591.20 U.S. Treasuries (including strips) 2 7/8 NOTE AE 23 2023-10-31 2.875000 50315200.00 55122823.65 U.S. Treasuries (including strips) 2 NOTE P 21 2021-08-31 2.000000 53610000.00 54617731.75 U.S. Treasuries (including strips) 2 NOTE R 21 2021-10-31 2.000000 33603400.00 34560868.98 U.S. Treasuries (including strips) 1 1/4 NOTE W 21 2021-03-31 1.250000 12386700.00 12456660.08 U.S. Treasuries (including strips) 1 5/8 NOTE C 26 2026-05-15 1.625000 48578200.00 52417031.53 U.S. Treasuries (including strips) 2 3/8 NOTE C 27 2027-05-15 2.375000 73886700.00 84102810.82 U.S. Treasuries (including strips) 2 NOTE N 22 2022-07-31 2.000000 49993800.00 51866228.66 U.S. Treasuries (including strips) 1 1/2 NOTE AF 24 2024-10-31 1.500000 50131900.00 53096019.43 U.S. Treasuries (including strips) 0 1/2 NOTE AK 23 2023-03-15 0.500000 84905100.00 85690402.75 U.S. Treasuries (including strips) Y Fitch F2 Moody's P-2 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LLC Goldman Sachs & Co. 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AA+ 2021-06-04 2021-06-04 2021-06-04 N N N 0.0013 99990988.00 99990988.00 0.0006 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 0.160 3130AK4Q6 2549001DPIFGXC1TOL40 US3130AK4Q60 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-10-01 2022-09-08 2022-09-08 N N N 0.0016 91004006.73 91004006.73 0.0006 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 0.115 3130AK5V4 2549001DPIFGXC1TOL40 US3130AK5V47 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-10-01 2021-06-15 2021-06-15 N N N 0.0011 473927504.46 473927504.46 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.125 3130AK6Z4 2549001DPIFGXC1TOL40 US3130AK6Z42 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2021-09-17 2021-09-17 2021-09-17 N N N 0.0015 122474664.55 122474664.55 0.0008 N N N N Federal Home Loan Bank Federal Home Loan 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N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.054 313384J91 2549001DPIFGXC1TOL40 US313384J917 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-10-09 2020-10-09 2020-10-09 N N N 0.0005 199997334.00 199997334.00 0.0013 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.058 313384L31 2549001DPIFGXC1TOL40 US313384L319 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-10-19 2020-10-19 2020-10-19 N N N 0.0006 29999100.00 29999100.00 0.0002 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.059 313384M48 2549001DPIFGXC1TOL40 US313384M481 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-10-28 2020-10-28 2020-10-28 N N N 0.0006 699968500.00 699968500.00 0.0045 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.059 313384M63 2549001DPIFGXC1TOL40 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4764258.93 Agency Collateralized Mortgage Obligation GNMA_15-1 2045-01-20 5.443750 136284355.00 7161001.16 Agency Collateralized Mortgage Obligation FNMA_20-54E 2050-08-25 2.537880 151887263.00 6329167.43 Agency Collateralized Mortgage Obligation FNR_07-80 2037-08-25 6.021870 206170370.00 1679439.03 Agency Collateralized Mortgage Obligation Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2020-10-01 2020-11-04 2020-11-04 Y BNP PARIBAS SA 1.0000 35 N Fitch A+ Moody's Aa3 Standard & Poor's A+ N N 0.0030 300000000.00 300000000.00 0.0019 N N N Y Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.266 3133EK2M7 US3133EK2M70 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-10-09 2021-07-09 2021-07-09 N N N 0.0015 108496092.26 108496092.26 0.0007 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.284 3133EK2N5 US3133EK2N53 U.S. Government Agency Debt Y Fitch Agency Moody's 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Collateralized Mortgage Obligation FNMA_15-23A 2045-04-25 6.051870 100000.00 9037.98 Agency Collateralized Mortgage Obligation GNMA_20-67D 2048-12-20 4.000000 100000.00 12707.17 Agency Collateralized Mortgage Obligation GNMA_20-61 2049-08-20 5.893750 100003.00 13811.68 Agency Collateralized Mortgage Obligation GNMA_17-162F 2047-10-20 2.500000 100008.00 4836.64 Agency Collateralized Mortgage Obligation FHLMC_4914B 2049-09-25 5.901870 100013.00 14272.85 Agency Collateralized Mortgage Obligation FHLMC_4942G 2050-01-25 5.851870 147339.00 28555.72 Agency Collateralized Mortgage Obligation FNMA_19-41A 2049-08-25 5.951870 237023.00 45473.78 Agency Collateralized Mortgage Obligation GNMA_20-15R 2050-02-20 4.500000 320020.00 43047.88 Agency Collateralized Mortgage Obligation FNMA_19-31 2049-07-25 5.901870 341880.00 31865.37 Agency Collateralized Mortgage Obligation GNMA_16-77A 2045-10-20 5.943750 487000.00 53483.93 Agency Collateralized Mortgage Obligation GNMA_20-62H 2050-05-20 3.273750 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11056704.00 621107.23 Agency Collateralized Mortgage Obligation GNMA_10-90 2040-07-20 5.793750 11665000.00 192133.18 Agency Collateralized Mortgage Obligation FNMA_19-67G 2041-10-25 6.151870 12275394.00 2271454.99 Agency Collateralized Mortgage Obligation GNMA_13-4A 2042-09-20 4.000000 12291664.00 426613.52 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-98 2049-08-20 5.893750 12406184.00 1336141.97 Agency Collateralized Mortgage Obligation GNMA_20-55C 2050-04-20 5.893750 12570077.00 1832458.39 Agency Collateralized Mortgage Obligation FNMA_13-6 2033-02-25 3.000000 12858373.00 386531.62 Agency Collateralized Mortgage Obligation FNMA_19-38E 2049-07-25 5.931870 12917495.00 3020864.14 Agency Collateralized Mortgage Obligation FHLMC_45-50 2046-02-15 5.897620 13250000.00 1337599.66 Agency Collateralized Mortgage Obligation FNMA_15-34Y 2045-06-25 5.000000 13250121.00 533594.88 Agency Collateralized Mortgage Obligation FHLMC_4783B 2033-07-15 3.500000 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Obligation FHR_4926 2036-05-15 6.397620 18988355.00 4012225.26 Agency Collateralized Mortgage Obligation FNMA_11-149B 2042-01-25 5.751870 19912972.00 726188.75 Agency Collateralized Mortgage Obligation FNMA_14-91 2045-01-25 6.001870 20000000.00 2157025.29 Agency Collateralized Mortgage Obligation GNMA_15-022 2055-03-16 0.621070 20000000.00 310041.52 Agency Collateralized Mortgage Obligation GNMA_18-29 2042-03-20 6.443750 20000000.00 2208679.55 Agency Collateralized Mortgage Obligation GNMA_19-18B 2049-02-20 0.606250 20000000.00 11965577.19 Agency Collateralized Mortgage Obligation GNMA_19-86C 2049-07-20 0.756250 20000000.00 17455046.11 Agency Collateralized Mortgage Obligation GNMA_19-86C 2049-07-20 3.743750 20000000.00 2176221.15 Agency Collateralized Mortgage Obligation FHLMC_4015F 2032-03-15 4.500000 20588952.00 243551.83 Agency Collateralized Mortgage Obligation FNMA_20-42B 2050-06-25 3.000000 20700503.00 19945277.37 Agency Collateralized Mortgage Obligation FNSTR_407 2039-01-25 6.000000 20796794.00 336190.17 Agency Collateralized Mortgage Obligation FNMA_19-10E 2048-06-25 4.000000 20826720.00 734316.02 Agency Collateralized Mortgage Obligation FNMA_12-114 2042-10-25 5.901870 21000000.00 1158167.92 Agency Collateralized Mortgage Obligation FNMA_12-122 2042-11-25 5.951870 21200000.00 1722888.92 Agency Collateralized Mortgage Obligation GNMA_17-45 2047-03-20 5.993750 21397499.00 2856915.74 Agency Collateralized Mortgage Obligation FNMA_19-6B 2049-03-25 5.951870 21500000.00 3331906.11 Agency Collateralized Mortgage Obligation FNMA_12-120 2031-12-25 3.500000 21565239.00 199213.52 Agency Collateralized Mortgage Obligation FNMA_12-122E 2042-11-25 5.951870 21600000.00 1673247.38 Agency Collateralized Mortgage Obligation GNMA_20-47S 2050-04-20 3.500000 21923011.00 21183174.49 Agency Collateralized Mortgage Obligation GNMA_19-153E 2049-11-20 5.893750 22075214.00 2336787.48 Agency Collateralized Mortgage Obligation GNMA_18-38C 2048-01-20 6.043750 23000000.00 2097279.14 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-61 2048-04-20 6.043750 23438463.00 2339371.37 Agency Collateralized Mortgage Obligation GNMA_13-100 2043-07-20 5.943750 24117071.00 812440.51 Agency Collateralized Mortgage Obligation GNMA_19-96D 2049-08-20 5.943750 24495921.00 4033592.66 Agency Collateralized Mortgage Obligation FNMA_12-9 2042-02-25 6.351870 25000000.00 746524.61 Agency Collateralized Mortgage Obligation FNMA_12-107 2040-05-25 5.901870 25000000.00 530015.17 Agency Collateralized Mortgage Obligation GNMA_16-107E 2046-08-20 5.943750 25000000.00 2821779.41 Agency Collateralized Mortgage Obligation GNMA_12-66 2042-05-20 6.493750 25440571.00 1383661.19 Agency Collateralized Mortgage Obligation GNMA_13-186 2043-09-20 6.043750 25658333.00 291824.70 Agency Collateralized Mortgage Obligation FHLMC_4646B 2047-01-15 5.897620 25977376.00 2512324.25 Agency Collateralized Mortgage Obligation GNMA_19-98G 2049-08-20 5.893750 26000000.00 3058412.12 Agency Collateralized Mortgage Obligation FNMA_19-14D 2059-04-25 2.462280 26001298.00 932125.68 Agency Collateralized Mortgage Obligation GNMA_13-5 2039-08-20 3.500000 26101127.00 136264.28 Agency Collateralized Mortgage Obligation GNMA_16-17M 2046-02-20 5.943750 26226203.00 2503900.13 Agency Collateralized Mortgage Obligation FNMA_18-86D 2048-12-25 2.637060 26827049.00 670518.15 Agency Collateralized Mortgage Obligation FHLMC_40-66 2038-12-15 6.497620 27038200.00 69462.89 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS 2045-04-20 5.443750 27191887.00 2197816.72 Agency Collateralized Mortgage Obligation FNMA_19-71H 2049-11-25 5.851870 27461598.00 4417956.13 Agency Collateralized Mortgage Obligation GNMA_17-123A 2047-08-20 6.043750 27565667.00 3515814.58 Agency Collateralized Mortgage Obligation FHLMC_4389 2044-09-15 5.927620 27632018.00 534088.98 Agency Collateralized Mortgage Obligation GNMA_16-163E 2043-09-20 2.495930 28190974.00 441536.05 Agency Collateralized Mortgage Obligation FNMA_13-28 2042-05-25 7.500000 28325000.00 5502374.02 Agency Collateralized Mortgage Obligation FNMA_15-22 2045-04-25 6.001870 28710332.00 2313479.15 Agency Collateralized Mortgage Obligation FHLMC_4063 2042-06-15 5.797620 29000000.00 1068284.66 Agency Collateralized Mortgage Obligation FNMA_13-44 2043-05-25 6.601870 29433333.00 1595527.74 Agency Collateralized Mortgage Obligation FHLMC_3919 2030-08-15 6.497620 29629224.00 336874.30 Agency Collateralized Mortgage Obligation FHLMC_3994 2042-02-15 6.347620 29714285.00 1036076.92 Agency Collateralized Mortgage Obligation GNMA_17-73B 2045-10-20 3.500000 29999999.00 103300.99 Agency Collateralized Mortgage Obligation FNMA_17-4F 2047-02-25 2.713540 30000000.00 604092.29 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_06-46 2036-06-25 6.431870 30000000.00 129918.51 Agency Collateralized Mortgage Obligation GNMA_18-166H 2048-12-20 0.856250 30000000.00 17653825.05 Agency Collateralized Mortgage Obligation FNMA_12-146 2043-01-25 6.001870 30145898.00 1896814.46 Agency Collateralized Mortgage Obligation GNMA_18-168H 2048-12-20 5.963750 31000000.00 2095262.60 Agency Collateralized Mortgage Obligation FNSTR_407 2039-01-25 6.000000 31314046.00 521830.77 Agency Collateralized Mortgage Obligation FNMA_18-15M 2058-03-25 2.905510 31472669.00 1032314.94 Agency Collateralized Mortgage Obligation FNMA_10-152 2041-01-25 5.851870 31600000.00 1221624.20 Agency Collateralized Mortgage Obligation FHLMC_4272 2043-05-15 6.497620 31688428.00 308160.19 Agency Collateralized Mortgage Obligation FNMA_12-100 2042-09-25 6.451870 31790821.00 1528264.32 Agency Collateralized Mortgage Obligation FNMA_11-121 2040-12-25 4.500000 32152945.00 218630.07 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_4824 2042-11-15 5.897620 32628869.00 1436402.42 Agency Collateralized Mortgage Obligation FNMA_18-14C 2058-03-25 2.886330 32700065.00 911318.17 Agency Collateralized Mortgage Obligation FNMA_15-23A 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12525.05 Agency Collateralized Mortgage Obligation FGRM 02278H 01/15/31 2031-01-15 6.500000 88000.00 16.10 Agency Collateralized Mortgage Obligation FGRA 2293ZA 03/15/31 2031-03-15 6.000000 24000.00 1209.57 Agency Collateralized Mortgage Obligation FGRA 2303ZV 04/15/31 2031-04-15 6.000000 150000.00 6836.21 Agency Collateralized Mortgage Obligation FGRM 2313LA 05/15/31 2031-05-15 6.500000 4000.00 66.64 Agency Collateralized Mortgage Obligation FGRM 2436EJ 03/15/32 2032-03-15 0.000000 7300.00 22.10 Agency Collateralized Mortgage Obligation FNRM CL006Z RTG006 2021-03-25 9.000000 58000.00 4.39 Agency Collateralized Mortgage Obligation FNRM CL08G RT1991-08 2021-02-25 6.500000 46000.00 5.40 Agency Collateralized Mortgage Obligation FNRM CL12H RT1991-12 2021-02-25 7.000000 248153.00 6.05 Agency Collateralized Mortgage Obligation FNRM CL140J RT90-140 2020-12-25 7.000000 37000.00 3.22 Agency Collateralized Mortgage Obligation FNRM CL17ZD RT91-17 2021-03-25 5.000000 10000.00 1.60 Agency Collateralized Mortgage Obligation FNRM CL01G RT1991-01 2021-01-25 7.000000 50000.00 1.25 Agency Collateralized Mortgage Obligation FNRM CL18H RT1991-18 2021-03-25 8.500000 17000.00 3.15 Agency Collateralized Mortgage Obligation FNRM CL60PL RT91-60 2021-06-25 7.000000 140000.00 16.26 Agency Collateralized Mortgage Obligation FNRM CL65Z RT1991-65 2021-06-25 6.500000 17000.00 7.72 Agency Collateralized Mortgage Obligation FNRM CL66J RT1991-66 2021-06-25 8.125000 868000.00 115.38 Agency Collateralized Mortgage Obligation FNRM CL59Z RT1991-59 2021-06-25 6.500000 9000.00 6.67 Agency Collateralized Mortgage Obligation FNRM CL35J RT1991-35 2021-04-25 6.750000 146000.00 12.86 Agency Collateralized Mortgage Obligation FNRM CL61H RT1991-61 2021-06-25 6.500000 72000.00 7.96 Agency Collateralized Mortgage Obligation FNRM CL40J RT1991-40 2021-05-25 7.500000 287000.00 147.19 Agency Collateralized Mortgage Obligation FNRM CL57Z RT1991-57 2021-05-25 6.500000 5000.00 0.89 Agency Collateralized Mortgage Obligation FNRM CL43J RT1991-43 2021-05-25 7.000000 30000.00 8.94 Agency Collateralized Mortgage Obligation FNRM CL52J RT1991-52 2021-05-25 8.500000 513000.00 110.24 Agency Collateralized Mortgage Obligation FNRM CL54ZH RT91-54 2021-05-25 6.500000 13000.00 7.90 Agency Collateralized Mortgage Obligation FNRM CL76Z RT1991-76 2021-07-25 9.000000 35000.00 20.87 Agency Collateralized Mortgage Obligation FNRM CL74L RT1991-74 2021-08-25 8.500000 10000.00 5.95 Agency Collateralized Mortgage Obligation FNRM CL99J RT1991-99 2021-08-25 7.500000 430000.00 133.30 Agency Collateralized Mortgage Obligation FNRM CL83J RT1991-83 2021-07-25 8.800000 197000.00 3.33 Agency Collateralized Mortgage Obligation FNRM CL92Z RT1991-92 2021-07-25 8.500000 6000.00 1.08 Agency Collateralized Mortgage Obligation FNRM CL93M RT1991-93 2021-08-25 7.500000 40500.00 18.91 Agency Collateralized Mortgage Obligation FNRM CL032L RTG032 2021-10-25 8.000000 73000.00 13.73 Agency Collateralized Mortgage Obligation FNRM CL032N 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113000.00 180.03 Agency Collateralized Mortgage Obligation FNRM CL171J RT91-171 2021-12-25 8.000000 49000.00 89.64 Agency Collateralized Mortgage Obligation FNRM CL013PK RT92G13 2022-02-25 7.000000 14000.00 9.77 Agency Collateralized Mortgage Obligation FNRM CL026G RT92-G26 2022-04-25 8.000000 563000.00 33.22 Agency Collateralized Mortgage Obligation FNRM CL36PM RT92-36 2022-03-25 7.750000 242000.00 208.59 Agency Collateralized Mortgage Obligation FNRM CL71X RT1992-71 2022-05-25 8.250000 78000.00 141.40 Agency Collateralized Mortgage Obligation FNRM CL024Z RT92-G24 2022-04-25 6.500000 215500.00 198.08 Agency Collateralized Mortgage Obligation FNRM CL042Z RT92-G42 2022-07-25 7.000000 18000.00 18.19 Agency Collateralized Mortgage Obligation FNRM CL58Z RT1992-58 2022-04-25 8.000000 1000.00 5.73 Agency Collateralized Mortgage Obligation FNRM CL49L RT1992-49 2022-04-25 7.000000 65000.00 183.34 Agency Collateralized Mortgage Obligation FNRM CL87Z RT1992-87 2022-05-25 8.000000 14000.00 27.61 Agency Collateralized Mortgage Obligation FNRM CL96B RT1992-96 2022-05-25 0.000000 37000.00 0.02 Agency Collateralized Mortgage Obligation FNRM CL036Z RT92-G36 2022-07-25 7.000000 29000.00 10.43 Agency Collateralized Mortgage Obligation FNRM CL029J RT92-G29 2022-07-25 8.000000 85000.00 92.56 Agency Collateralized Mortgage Obligation FNRM CL111Z RT92-111 2022-06-25 7.500000 13000.00 23.17 Agency Collateralized Mortgage Obligation FNRM CL030Z RT92-G30 2022-06-25 7.000000 88000.00 30.55 Agency Collateralized Mortgage Obligation FNRM CL105B RT92-105 2022-06-25 7.000000 37000.00 17.60 Agency Collateralized Mortgage Obligation FNRM CL101J RT92-101 2022-06-25 7.500000 47000.00 99.06 Agency Collateralized Mortgage Obligation FNRM CL116B RT92-116 2022-06-25 6.500000 72000.00 0.06 Agency Collateralized Mortgage Obligation FNRM CL146PZ RT92146 2022-08-25 8.000000 3000.00 23.02 Agency Collateralized Mortgage Obligation FNRM CL120A RT92-120 2022-07-25 6.000000 239000.00 13.94 Agency Collateralized Mortgage Obligation FNRM CL040ZC RT92G40 2022-07-25 7.000000 6000.00 15.64 Agency Collateralized Mortgage Obligation FNRM CL135L RT92-135 2022-08-25 7.500000 102000.00 280.61 Agency Collateralized Mortgage Obligation FNRM CL043Z RT92-G43 2022-07-25 7.500000 10000.00 7.00 Agency Collateralized Mortgage Obligation FNRM CL117M RT92-117 2022-07-25 7.000000 32000.00 81.90 Agency Collateralized Mortgage Obligation FNRM CL035E RT92-G35 2022-07-25 7.500000 70000.00 156.40 Agency Collateralized Mortgage Obligation FNRM CL136PK RT92136 2022-08-25 6.000000 51000.00 176.39 Agency Collateralized Mortgage Obligation FNRM CL125L RT92-125 2022-08-25 7.000000 262000.00 1098.50 Agency Collateralized Mortgage Obligation FNRM CL131KB RT92131 2022-08-25 8.000000 146000.00 567.65 Agency Collateralized Mortgage Obligation FNRM CL147PO RT92147 2022-08-25 7.000000 73000.00 249.35 Agency Collateralized Mortgage Obligation FNRM CL161H RT92-161 2022-09-25 7.500000 21000.00 66.70 Agency Collateralized Mortgage Obligation FNRM CL159PL RT92159 2022-09-25 7.000000 191000.00 522.09 Agency Collateralized Mortgage Obligation FNRM CL163M RT92-163 2022-09-25 7.750000 249000.00 868.84 Agency Collateralized Mortgage Obligation FNRM CL172M RT92-172 2022-09-25 7.000000 10000.00 40.94 Agency Collateralized Mortgage Obligation FNRM CL150MA RT92150 2022-09-25 5.500000 15000.00 41.65 Agency Collateralized Mortgage Obligation FNRM CL01HA RT93-01 2023-01-25 8.000000 3000.00 31.77 Agency Collateralized Mortgage Obligation FNRM CL04LA RT93-04 2023-01-25 8.000000 31000.00 142.00 Agency Collateralized Mortgage Obligation FNRM CL001K RT93-G01 2023-01-25 6.675000 31000.00 231.57 Agency Collateralized Mortgage Obligation FNRM CL001KA RT93G01 2023-01-25 7.900000 23000.00 174.36 Agency Collateralized Mortgage Obligation FNRM CL195C RT92-195 2022-10-25 7.500000 345000.00 513.52 Agency Collateralized Mortgage Obligation FNRM CL066KA RT92G66 2022-12-25 6.000000 13000.00 87.07 Agency Collateralized Mortgage Obligation FNRM CL066KB RT92G66 2022-12-25 7.000000 25000.00 168.87 Agency Collateralized Mortgage Obligation FNMA GRANTOR TRUST 2001-T1 A1 20290425 7.50000 2029-04-25 7.500000 24953000.00 839620.63 Agency Collateralized Mortgage Obligation FNRM CL010J RT93-G10 2023-03-25 5.000000 33000.00 242.90 Agency Collateralized Mortgage Obligation FNRM CL21KA RT93-21 2023-03-25 7.700000 8000.00 75.91 Agency Collateralized Mortgage Obligation FNRM CL41E RT1993-41 2023-03-25 7.000000 6000.00 37.01 Agency Collateralized Mortgage Obligation FNRM CL003K RT93-G03 2023-02-25 7.000000 3000.00 25.92 Agency Collateralized Mortgage Obligation FNRM CL33ZB RT93-33 2023-03-25 7.500000 14000.00 83.55 Agency Collateralized Mortgage Obligation FNRM CL014J RT93-G14 2023-03-25 6.500000 10000.00 95.66 Agency Collateralized Mortgage Obligation FNRM CL021Z RT93-G21 2023-05-25 7.200000 12000.00 140.94 Agency Collateralized Mortgage Obligation FNRM CL51E RT1993-51 2023-02-25 0.000000 86000.00 53.47 Agency Collateralized Mortgage Obligation FNRM CL32H RT1993-32 2023-03-25 6.000000 98000.00 404.61 Agency Collateralized Mortgage Obligation FNRM CL53K RT1993-53 2023-04-25 5.750000 20000.00 142.41 Agency Collateralized Mortgage Obligation FNRM CL015H RT93-G15 2023-04-25 7.250000 27000.00 232.07 Agency Collateralized Mortgage Obligation FNRM CL62E RT1993-62 2023-04-25 7.000000 191000.00 444.38 Agency Collateralized Mortgage Obligation FNRA CL62FA RT93-62 2023-04-25 1.853000 3750000.00 8278.12 Agency Collateralized Mortgage Obligation FNRA CL019SM RT93G19 2023-04-25 19.120300 10000.00 28.84 Agency Collateralized Mortgage Obligation FNRM CL104ZB RT93104 2023-07-25 6.500000 5000.00 44.77 Agency Collateralized Mortgage Obligation FNRM CL66H RT1993-66 2023-05-25 7.000000 2000.00 82.94 Agency Collateralized Mortgage Obligation FNRM CL74D RT1993-74 2023-05-25 6.500000 18000.00 60.14 Agency Collateralized Mortgage Obligation FNRM CL82H RT1993-82 2023-05-25 7.000000 2000.00 32.18 Agency Collateralized Mortgage Obligation FNRM CL79PL RT93-79 2023-06-25 7.000000 60000.00 379.35 Agency Collateralized Mortgage Obligation FNRM CL100K RT93-100 2023-06-25 0.000000 50000.00 1.11 Agency Collateralized Mortgage Obligation FNRM CL94H RT1993-94 2023-05-25 6.750000 76000.00 321.85 Agency Collateralized Mortgage Obligation FNRM CL152K RT93-152 2023-08-25 0.000000 145000.00 29.03 Agency Collateralized Mortgage Obligation FNRM CL149M RT93-149 2023-08-25 7.000000 17000.00 255.21 Agency Collateralized Mortgage Obligation FNRM CL122M RT93-122 2023-07-25 6.500000 3000.00 22.90 Agency Collateralized Mortgage Obligation FNRM CL113PK RT93113 2023-07-25 6.500000 1666.00 23.77 Agency Collateralized Mortgage Obligation FNRM CL127H RT93-127 2023-07-25 6.500000 30000.00 351.13 Agency Collateralized Mortgage Obligation FNRM CL119H RT93-119 2023-07-25 6.500000 5000.00 68.58 Agency Collateralized Mortgage Obligation FNRM CL163ZA RT93163 2023-09-25 7.000000 6000.00 66.18 Agency Collateralized Mortgage Obligation FNRM CL147X RT93-147 2023-08-25 7.000000 15000.00 104.03 Agency Collateralized Mortgage Obligation FNRM CL030B RT93-G30 2023-08-25 0.000000 100000.00 43.80 Agency Collateralized Mortgage Obligation FNRM CL199PX RT93199 2023-10-25 6.500000 17000.00 422.57 Agency Collateralized Mortgage Obligation FNRM CL202J RT93-202 2023-11-25 6.500000 3000.00 78.89 Agency Collateralized Mortgage Obligation FNRA CL202VX RT93202 2023-11-25 10.000000 5000.00 136.28 Agency Collateralized Mortgage Obligation FNRM CL255E RT93-255 2023-12-25 7.100000 15000.00 144.76 Agency Collateralized Mortgage Obligation FNRA CL247SH RT93247 2023-12-25 10.000000 8000.00 97.14 Agency Collateralized Mortgage Obligation FNRM CL039L RT93-G39 2023-12-25 6.500000 19000.00 229.07 Agency Collateralized Mortgage Obligation FNRM CL250DZ RT93250 2023-12-25 7.000000 15000.00 704.77 Agency Collateralized Mortgage Obligation FNRM CL89D RT1994-89 2024-07-25 8.000000 50000.00 396.93 Agency Collateralized Mortgage Obligation FNRM CL76KA RT94-76 2024-04-25 7.000000 400000.00 1210.64 Agency Collateralized Mortgage Obligation FNRM CL23G RT1996-23 2026-07-25 6.500000 10000.00 107.13 Agency Collateralized Mortgage Obligation FNRM CL48D RT1996-48 2026-11-25 7.500000 10000.00 82.96 Agency Collateralized Mortgage Obligation FNRM CL24G RT1995-24 2023-04-25 6.500000 3000.00 32.88 Agency Collateralized Mortgage Obligation FNRM CL07TI RT97-07 2022-06-25 10.000000 2804379.00 0.06 Agency Collateralized Mortgage Obligation FNRM CL019Z R01F019 2031-05-25 6.000000 999000.00 36522.90 Agency Collateralized Mortgage Obligation FNRM CL061PL R98F061 2028-11-25 6.000000 210000.00 7062.44 Agency Collateralized Mortgage Obligation FNRM CL058ZB R98F058 2028-10-25 6.000000 500000.00 16159.78 Agency Collateralized Mortgage Obligation FNRM CL019PH R99F019 2029-05-25 6.000000 518000.00 19516.26 Agency Collateralized Mortgage Obligation FNRM CL017PG R99F017 2029-04-25 6.000000 740000.00 24407.10 Agency Collateralized Mortgage Obligation FNRM CL025Z R99F025 2029-06-01 6.000000 370000.00 18961.73 Agency Collateralized Mortgage Obligation FNMA REMIC TRUST 1999-T2 A1 20290119 FLT 2029-01-19 7.500000 8675000.00 137743.78 Agency Collateralized Mortgage Obligation FNRM CL032PL R99F032 2029-07-25 6.000000 501000.00 24858.41 Agency Collateralized Mortgage Obligation FNRM CL033PK R99F033 2029-07-25 6.000000 329000.00 18845.92 Agency Collateralized Mortgage Obligation FNRA CL130CI R11F130 2041-12-25 6.000000 213509.00 7227.55 Agency Collateralized Mortgage Obligation FNRM CL056WD R12F056 2042-05-25 4.000000 15000.00 1674.32 Agency Collateralized Mortgage Obligation FNRM CL004BZ R16F004 2046-02-25 3.000000 1000.00 1134.25 Agency Collateralized Mortgage Obligation FNRM CL003AZ R17F003 2042-08-25 2.500000 35277.00 37630.02 Agency Collateralized Mortgage Obligation FNRM CL037ZA R17F037 2047-05-25 3.000000 3000.00 3345.22 Agency Collateralized Mortgage Obligation FNRM CL043IY R18F043 2046-09-25 4.000000 100000.00 16195.32 Agency Collateralized Mortgage Obligation FNRA CL045SB R19F045 2049-08-25 5.901900 27899474.00 3354700.03 Agency Collateralized Mortgage Obligation FNRA CL045SA R19F045 2049-08-25 5.901900 32020253.00 4818027.15 Agency Collateralized Mortgage Obligation MNRA CL013X1 R20M013 2031-06-25 1.151000 197390527.00 16986144.91 Agency Collateralized Mortgage Obligation MNRA CL013X2 R20M013 2030-09-25 0.845000 225466431.00 20861798.11 Agency Collateralized Mortgage Obligation MNRM CL013Z R20M013 2049-12-25 2.490000 17156880.00 17422956.93 Agency Collateralized Mortgage Obligation MNRA CL013X3 R20M013 2049-12-25 1.241000 145156880.00 18403634.25 Agency Collateralized Mortgage Obligation FGRM 3762WP 12/15/39 2039-12-15 4.000000 34000.00 20874.28 Agency Collateralized Mortgage Obligation FGRM 03839C 11/15/40 2040-11-15 5.000000 5000.00 1426.72 Agency Collateralized Mortgage Obligation FGRM 3893PU 07/15/41 2041-07-15 4.000000 34000.00 34685.81 Agency Collateralized Mortgage Obligation FGRM 3910CT 12/15/39 2039-12-15 4.000000 48000.00 26665.13 Agency Collateralized Mortgage Obligation FGRA 3988NW 01/15/42 2042-01-15 0.000000 119039665.00 20.65 Agency Collateralized Mortgage Obligation FGRA 4226CT 12/15/36 2036-12-15 0.790000 8485519.00 31887.36 Agency Collateralized Mortgage Obligation FGRA 4226GT 08/15/36 2036-08-15 0.000000 46808000.00 132.11 Agency Collateralized Mortgage Obligation FGRA 4226IE 12/15/35 2035-12-15 0.000000 20993268.00 344.40 Agency Collateralized Mortgage Obligation FGRM 4239GI 05/15/30 2030-05-15 3.000000 8333333.00 28186.34 Agency Collateralized Mortgage Obligation FGRA 4374PZ 09/15/41 2041-09-15 3.500000 1000.00 1295.10 Agency Collateralized Mortgage Obligation FGRA 4408TS 01/15/41 2041-01-15 11.000000 143211.00 9885.19 Agency Collateralized Mortgage Obligation FGRM 4528IM 05/15/53 2053-05-15 4.500000 1427436.00 358.12 Agency Collateralized Mortgage Obligation FGRA 4528MZ 05/15/53 2053-05-15 3.750000 1000.00 1218.99 Agency Collateralized Mortgage Obligation FGRA 4581CT 05/15/36 2036-05-15 0.000000 194045.00 33.57 Agency Collateralized Mortgage Obligation FGRA 4581IE 02/15/40 2040-02-15 0.000000 803998.00 285.10 Agency Collateralized Mortgage Obligation FGRA 4613AS 11/15/36 2036-11-15 0.000000 8049430.00 81.00 Agency Collateralized Mortgage Obligation FGRA 4613BS 12/15/36 2036-12-15 0.000000 2449506.00 336.23 Agency Collateralized Mortgage Obligation FGRA 4613CS 12/15/36 2036-12-15 0.000000 78920.00 0.93 Agency Collateralized Mortgage Obligation FGRA 4678MZ 04/15/47 2047-04-15 3.000000 1000.00 1116.47 Agency Collateralized Mortgage Obligation FGRM 4684NI 05/15/47 2047-05-15 6.000000 218750.00 28423.89 Agency Collateralized Mortgage Obligation FGRA 4860CZ 08/15/47 2047-08-15 3.500000 1000.00 1062.55 Agency Collateralized Mortgage Obligation FERM 4895AI 07/25/39 2039-07-25 3.500000 40267220.00 2926825.48 Agency Collateralized Mortgage Obligation FERA 4907AS 09/25/48 2048-09-25 5.847600 967000.00 148564.66 Agency Collateralized Mortgage Obligation FERM 4902BI 01/25/49 2049-01-25 4.000000 11975000.00 1698081.08 Agency Collateralized Mortgage Obligation FERA 4914KS 09/25/49 2049-09-25 5.897600 33673595.00 3968187.43 Agency Collateralized Mortgage Obligation FERA 4927JS 11/25/49 2049-11-25 5.897600 19560132.00 2223606.33 Agency Collateralized Mortgage Obligation FERM 4930BI 11/25/49 2049-11-25 3.500000 4304585.00 264609.68 Agency Collateralized Mortgage Obligation FERM 4930IP 09/25/48 2048-09-25 3.500000 17283338.00 1369906.51 Agency Collateralized Mortgage Obligation FERA 4932SL 05/25/48 2048-05-25 5.847600 53498434.00 5354655.48 Agency Collateralized Mortgage Obligation FERM 4933IL 08/25/42 2042-08-25 3.000000 4166667.00 98976.21 Agency Collateralized Mortgage Obligation FERM 4953AI 02/25/50 2050-02-25 4.000000 6429000.00 539378.79 Agency Collateralized Mortgage Obligation FERM 4956BI 03/25/40 2040-03-25 3.500000 29399211.00 2010750.69 Agency Collateralized Mortgage Obligation FERM 4978MI 05/25/40 2040-05-25 4.000000 36069687.00 3147895.69 Agency Collateralized Mortgage Obligation FERM 4980KI 06/25/50 2050-06-25 4.500000 25000000.00 2662807.69 Agency Collateralized Mortgage Obligation FERM 4986KI 06/25/50 2050-06-25 4.500000 21914939.00 2546730.29 Agency Collateralized Mortgage Obligation FERM 4993IC 05/25/44 2044-05-25 5.500000 25391712.00 4748783.10 Agency Collateralized Mortgage Obligation FERM 4993PI 07/25/50 2050-07-25 2.000000 1250000.00 96049.03 Agency Collateralized Mortgage Obligation FERM 5007ID 08/25/50 2050-08-25 1.850000 6614696.00 402685.91 Agency Collateralized Mortgage Obligation FERM 5008CI 09/25/50 2050-09-25 3.500000 707479.00 96717.06 Agency Collateralized Mortgage Obligation FERM 5008IO 09/25/50 2050-09-25 3.000000 1079309.00 128979.26 Agency Collateralized Mortgage Obligation FERM 5030EI 10/25/50 2050-10-25 3.500000 36425757.00 5627431.39 Agency Collateralized Mortgage Obligation FERM 5030PI 10/25/50 2050-10-25 2.000000 12000000.00 1012801.33 Agency Collateralized Mortgage Obligation FERA 5030PZ 10/25/50 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32156.49 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-05-01 4.000000 54457.00 34654.82 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-02-01 3.500000 64999.00 42798.33 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2049-02-01 5.000000 65000.00 47019.99 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2037-12-01 3.000000 99000.00 63078.05 Agency Mortgage-Backed Securities GNMA_20-127A 2050-08-20 2.000000 100000.00 90501.20 Agency Collateralized Mortgage Obligation GNMA_20-127A 2050-07-20 2.000000 100000.00 90561.40 Agency Collateralized Mortgage Obligation GNMA_20-127A 2050-06-20 2.000000 100000.00 90524.34 Agency Collateralized Mortgage Obligation GNMA_20-138F 2050-08-20 2.000000 100000.00 91426.41 Agency Collateralized Mortgage Obligation FNR_19-34 2049-07-25 3.000000 100869.00 117636.75 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-07-01 3.500000 115000.00 81723.27 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-11-01 3.000000 129000.00 75838.69 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2049-03-01 4.500000 136255.00 94900.97 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-02-01 3.500000 137814.00 114884.08 Agency Mortgage-Backed Securities FNMA_19-57B 2049-10-25 2.750000 140400.00 151966.74 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-02-01 3.500000 148000.00 92475.46 Agency Mortgage-Backed Securities FNMA_19-50C 2049-09-25 2.750000 156161.00 178525.34 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-06-01 3.500000 160000.00 117567.72 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-01-01 3.500000 169000.00 123491.62 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-10-01 4.000000 174000.00 148211.82 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-01-01 4.000000 199000.00 142925.77 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-03-01 3.000000 199000.00 165748.49 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-08-01 3.500000 200000.00 135443.38 Agency Mortgage-Backed Securities FHLMC_2909B 2034-12-15 5.000000 200000.00 76580.88 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-05-01 5.000000 212606.00 159871.56 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-06-01 3.500000 228905.00 139790.29 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-10-01 3.500000 254496.00 153667.44 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-08-01 4.000000 266000.00 111325.17 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2049-02-01 4.000000 323000.00 186760.89 Agency Mortgage-Backed Securities FNMA_08-24 2038-02-25 0.000000 380084.00 119835.10 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2037-03-01 3.500000 385000.00 208623.08 Agency Mortgage-Backed Securities GNMA_10-47 2037-11-16 6.097870 400000.00 6303.58 Agency Collateralized Mortgage Obligation FHLMC_4792C 2048-02-15 4.000000 412500.00 13646.15 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-09-01 4.500000 416999.00 281588.39 Agency Mortgage-Backed Securities FNMA_01-51 2031-10-25 6.500000 500000.00 17989.28 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2027-08-01 2.500000 504514.00 296414.31 Agency Mortgage-Backed Securities FHLMC_3387 2037-11-15 0.000000 550000.00 64038.51 Agency Collateralized Mortgage Obligation GNMA_20-21C 2050-02-20 2.500000 839262.00 876505.30 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-03-01 3.500000 999000.00 609130.37 Agency Mortgage-Backed Securities FHLMC_3998 2042-02-15 4.000000 1000000.00 1574751.23 Agency Collateralized Mortgage Obligation GNMA_19-86A 2049-07-20 3.500000 1100000.00 1260254.57 Agency Collateralized Mortgage Obligation FNMA_13-56 2041-08-25 0.000000 1163244.00 93969.82 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-09-01 3.500000 1217344.00 400354.65 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-03-01 4.000000 1338664.00 450575.22 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2038-08-01 4.000000 1394066.00 504203.83 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2040-03-01 3.500000 1438540.00 409061.33 Agency Mortgage-Backed Securities GNMA_14-94 2043-12-20 4.500000 1477413.00 7822.62 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-12-01 4.000000 1539742.00 788412.42 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2022-07-01 4.500000 1637164.00 5405.26 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-02-01 4.500000 1861210.00 956231.28 Agency Mortgage-Backed Securities FHLMC_2640 2033-07-15 5.000000 1966000.00 862351.87 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-11-01 3.500000 2061660.00 1415366.66 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-08-01 4.000000 2087976.00 1096165.32 Agency Mortgage-Backed Securities FHLMC_4305 2044-02-15 6.447620 2100000.00 168990.46 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-05-01 4.500000 2219100.00 1251987.17 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-11-01 3.500000 2501888.00 1329546.42 Agency Mortgage-Backed Securities GNMA_14-100 2044-07-20 0.000000 2626210.00 499095.61 Agency Collateralized Mortgage Obligation GNMA_11-69 2041-05-20 5.223750 2855000.00 50788.51 Agency Collateralized Mortgage Obligation GNMA_20-67A 2041-05-20 0.000000 2902856.00 1163261.79 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2026-04-01 4.000000 2993000.00 240097.55 Agency Mortgage-Backed Securities GNMA_19-71F 2049-06-20 4.500000 3059680.00 321418.51 Agency Collateralized Mortgage Obligation GNMA_20-67A 2039-04-20 4.500000 4037500.00 445296.25 Agency Collateralized Mortgage Obligation FNMA_16-26 2041-03-25 5.000000 4187368.00 1070960.31 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2023-02-01 6.000000 4223000.00 272613.90 Agency Mortgage-Backed Securities FHLMC_4998B 2040-08-25 1.250000 4369440.00 1006433.56 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-04-01 4.500000 4383664.00 1206471.63 Agency Mortgage-Backed Securities GNMA_15-165F 2041-07-16 3.500000 4495000.00 90304.94 Agency Collateralized Mortgage Obligation FHLMC_4615G 2041-09-15 4.500000 4629536.00 1371518.56 Agency Collateralized Mortgage Obligation FNMA_17-26F 2047-04-25 3.500000 4672000.00 184143.55 Agency Collateralized Mortgage Obligation FHLMC_4584 2044-05-15 4.347620 4814640.00 266862.09 Agency Collateralized Mortgage Obligation FNMA_12-76 2042-07-25 3.500000 5000000.00 7115756.67 Agency Collateralized Mortgage Obligation FNMA_19-6E 2048-09-25 4.000000 5011520.00 137020.71 Agency Collateralized Mortgage Obligation FNMA_16-26 2043-01-25 3.351870 5220320.00 318090.96 Agency Collateralized Mortgage Obligation FHLMC_4935H 2042-06-15 0.650000 5451200.00 91906.65 Agency Collateralized Mortgage Obligation FHLMC_4657V 2037-11-15 0.000000 5661344.00 2445117.91 Agency Collateralized Mortgage Obligation GNMA_20-102E 2050-01-20 3.500000 5994368.00 51629.85 Agency Collateralized Mortgage Obligation GNMA_20-102D 2049-07-20 2.500000 6060824.00 1245958.33 Agency Collateralized Mortgage Obligation FHLMC_4564 2045-12-15 3.500000 7142856.00 237668.26 Agency Collateralized Mortgage Obligation GNMA_11-17 2041-02-20 5.893750 7277000.00 130579.47 Agency Collateralized Mortgage Obligation FNMA_19-83A 2049-12-25 4.500000 7422216.00 845776.52 Agency Collateralized Mortgage Obligation GNMA_20-67A 2050-01-20 3.500000 7915944.00 3640047.45 Agency Collateralized Mortgage Obligation FNW_07-W3 2037-04-25 0.000000 8074064.00 102621.78 Agency Collateralized Mortgage Obligation GNMA_20-127A 2050-07-20 2.000000 8074096.00 8049699.22 Agency Collateralized Mortgage Obligation GNMA_20-102C 2050-07-20 2.500000 8130672.00 7723308.30 Agency Collateralized Mortgage Obligation GNMA_20-55D 2050-04-20 3.000000 8250672.00 6629686.32 Agency Collateralized Mortgage Obligation GNMA_19-78D 2049-02-20 4.000000 8497328.00 920521.00 Agency Collateralized Mortgage Obligation FHLMC_4584E 2043-08-15 4.344870 8817808.00 470357.54 Agency Collateralized Mortgage Obligation GNMA_20-55B 2050-04-20 3.000000 9600000.00 1247767.80 Agency Collateralized Mortgage Obligation FHLMC_45-44 2044-11-15 4.000000 10062112.00 3139743.42 Agency Collateralized Mortgage Obligation GNMA_20-102A 2049-07-20 2.500000 10076160.00 4904936.40 Agency Collateralized Mortgage Obligation FNMA_20-59C 2042-09-25 0.100000 10240256.00 31348.36 Agency Collateralized Mortgage Obligation GNMA_20-127A 2050-07-20 3.500000 10911360.00 1044225.28 Agency Collateralized Mortgage Obligation GNMA_20-127A 2050-06-20 3.500000 11138032.00 1650727.31 Agency Collateralized Mortgage Obligation GNMA_19-153B 2049-12-20 5.893750 11185072.00 1652190.09 Agency Collateralized Mortgage Obligation GNMA_18-51A 2048-04-20 4.000000 11249900.00 1469498.89 Agency Collateralized Mortgage Obligation FNMA_19-83A 2050-01-25 3.000000 11643104.00 988415.02 Agency Collateralized Mortgage Obligation GNMA_20-67A 2049-06-20 3.500000 11744200.00 4529390.83 Agency Collateralized Mortgage Obligation FNMA_17-32B 2047-05-25 3.844870 11957600.00 30746.82 Agency Collateralized Mortgage Obligation FNMA_19-66J 2049-11-25 4.000000 12000000.00 441772.90 Agency Collateralized Mortgage Obligation GNMA_19-85H 2048-02-20 4.500000 12072128.00 1169264.20 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2025-12-01 3.500000 12349936.00 923565.36 Agency Mortgage-Backed Securities FNMA_10-35 2040-04-25 6.301870 12600000.00 30927.42 Agency Collateralized Mortgage Obligation FNMA_20-45D 2050-07-25 5.951870 12630224.00 2560711.67 Agency Collateralized Mortgage Obligation GNMA_20-102C 2050-07-20 4.000000 13122112.00 2200990.19 Agency Collateralized Mortgage Obligation GNMA_19-78P 2049-04-20 4.500000 13733424.00 1461738.42 Agency Collateralized Mortgage Obligation FHLMC_4935F 2043-03-15 0.060000 13906704.00 29949.15 Agency Collateralized Mortgage Obligation GNMA_20-127A 2050-03-20 3.500000 14080048.00 1675130.43 Agency Collateralized Mortgage Obligation GNMA_20-102B 2050-02-20 1.500000 14738544.00 2277655.00 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-07-01 5.000000 15306128.00 8169895.28 Agency Mortgage-Backed Securities FNMA_20-5B 2050-02-25 3.000000 15862096.00 4550445.12 Agency Collateralized Mortgage Obligation FNMA_20-5B 2050-02-25 3.500000 16004320.00 2056436.79 Agency Collateralized Mortgage Obligation FHLMC_41-20 2042-10-15 6.047620 16212576.00 430183.01 Agency Collateralized Mortgage Obligation GNMA_20-102C 2050-07-20 4.000000 16344448.00 1783059.84 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-09-01 4.000000 16500000.00 7227510.55 Agency Mortgage-Backed Securities GNMA_20-127A 2050-07-20 3.500000 16596832.00 1311800.78 Agency Collateralized Mortgage Obligation GNMA_20-102D 2049-07-20 4.000000 16664240.00 804544.90 Agency Collateralized Mortgage Obligation FHLMC_4989C 2050-07-25 5.500000 16853248.00 3134211.11 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-06-01 3.500000 17100000.00 3251801.72 Agency Mortgage-Backed Securities GNMA_19-125A 2049-10-20 5.893750 17182120.00 3331295.09 Agency Collateralized Mortgage Obligation GNMA_19-153B 2049-12-20 5.893750 17330016.00 3137281.07 Agency Collateralized Mortgage Obligation GNMA_20-21D 2050-02-20 3.500000 17429440.00 11476862.95 Agency Collateralized Mortgage Obligation FHLMC_4717B 2047-09-15 4.000000 17480896.00 1267124.35 Agency Collateralized Mortgage Obligation GNMA_20-102B 2050-02-20 3.000000 17640640.00 971782.92 Agency Collateralized Mortgage Obligation GNMA_19-153C 2049-12-20 3.500000 17778272.00 10517683.84 Agency Collateralized Mortgage Obligation GNMA_17-120B 2047-08-20 4.500000 18557280.00 1698480.41 Agency Collateralized Mortgage Obligation GNMA_20-7B 2050-01-20 3.500000 18899072.00 2130560.27 Agency Collateralized Mortgage Obligation GNMA_19-78B 2049-06-20 5.943750 19160640.00 2303636.59 Agency Collateralized Mortgage Obligation FHLMC_4935H 2042-06-15 5.847620 19596160.00 2918223.47 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-02-01 4.000000 20167900.00 7242265.58 Agency Mortgage-Backed Securities FNMA_19-9K 2049-03-25 5.901870 20548192.00 1380486.64 Agency Collateralized Mortgage Obligation GNMA_19-23A 2048-09-20 4.500000 20611104.00 1389740.30 Agency Collateralized Mortgage Obligation FNMA_17-91B 2047-11-25 4.000000 20760096.00 560115.53 Agency Collateralized Mortgage Obligation GNMA_19-103G 2049-08-20 5.893750 20923392.00 4081176.46 Agency Collateralized Mortgage Obligation FNMA_12-39 2042-03-25 4.000000 21249900.00 86623.55 Agency Collateralized Mortgage Obligation GNMA_20-55D 2050-04-20 3.500000 21571424.00 2900382.90 Agency Collateralized Mortgage Obligation FNMA_19-15C 2049-04-25 5.851870 22000000.00 3491589.04 Agency Collateralized Mortgage Obligation GNMA_20-83D 2050-06-20 3.000000 22473856.00 3290227.57 Agency Collateralized Mortgage Obligation GNMA_13-34 2038-04-20 0.350000 22733663.00 16573.54 Agency Collateralized Mortgage Obligation FNMA_19-57B 2049-10-25 5.901870 24156600.00 4625433.26 Agency Collateralized Mortgage Obligation GNMA_03-41A 2033-05-20 7.543750 25000000.00 49272.11 Agency Collateralized Mortgage Obligation FNMA_17-53D 2046-04-25 3.500000 25199648.00 814263.94 Agency Collateralized Mortgage Obligation FHLMC_4833E 2043-07-15 5.847620 25405640.00 3105154.34 Agency Collateralized Mortgage Obligation GNMA_19-125A 2049-10-20 5.893750 25673184.00 4522985.93 Agency Collateralized Mortgage Obligation FHLMC_3225B 2036-10-15 0.000000 25844640.00 415634.85 Agency Collateralized Mortgage Obligation FHLMC_4929B 2049-09-25 5.901870 25908224.00 5816400.12 Agency Collateralized Mortgage Obligation FHLMC_37-41 2040-10-15 4.500000 25927328.00 3143241.77 Agency Collateralized Mortgage Obligation FHLMC_4564F 2043-04-15 3.847620 26456448.00 1554904.79 Agency Collateralized Mortgage Obligation FHLMC_3862 2041-05-15 0.000000 27272704.00 1414267.78 Agency Collateralized Mortgage Obligation GNMA_20-7E 2049-10-20 5.893750 27877312.00 4050088.11 Agency Collateralized Mortgage Obligation GNMA_19-78D 2049-06-20 5.893750 27972960.00 4795946.48 Agency Collateralized Mortgage Obligation GNMA_20-127A 2050-08-20 3.500000 28362304.00 4427066.85 Agency Collateralized Mortgage Obligation GNMA_20-55C 2050-04-20 3.000000 28956608.00 21519948.19 Agency Collateralized Mortgage Obligation FANNIEMAE-ACES FNMA_16-81B 2046-11-25 5.951870 29000000.00 2576593.70 Agency Collateralized Mortgage Obligation FNMA_20-31C 2050-05-25 5.000000 29046944.00 5382951.47 Agency Collateralized Mortgage Obligation GNMA_20-55B 2050-04-20 3.163750 30000000.00 3057344.42 Agency Collateralized Mortgage Obligation GNMA_11-74A 2041-05-20 5.893750 30122400.00 601021.88 Agency Collateralized Mortgage Obligation FNMA_13-56 2041-08-25 4.500000 30331232.00 999421.28 Agency Collateralized Mortgage Obligation FHLMC_4935G 2041-08-15 5.817620 30593152.00 5321198.21 Agency Collateralized Mortgage Obligation FNMA_19-34A 2049-07-25 5.951870 30735456.00 4660582.92 Agency Collateralized Mortgage Obligation FNMA_17-49H 2047-07-25 6.001870 31099680.00 4799428.27 Agency Collateralized Mortgage Obligation GNMA_16-42 2045-11-20 3.843250 32147264.00 1639649.68 Agency Collateralized Mortgage Obligation GNMA_19-153A 2049-12-20 3.500000 32369984.00 17551379.84 Agency Collateralized Mortgage Obligation GNMA_19-23A 2049-02-20 5.893750 33304000.00 1883455.82 Agency Collateralized Mortgage Obligation FHLMC_4833C 2042-04-15 6.297620 33415560.00 3903062.73 Agency Collateralized Mortgage Obligation FNMA_15-8 2045-03-25 5.951870 34000000.00 3996482.28 Agency Collateralized Mortgage Obligation FHLMC_4899B 2045-04-25 5.951870 34504384.00 6429298.99 Agency Collateralized Mortgage Obligation FNMA_19-50B 2049-09-25 5.901870 36185600.00 6683507.89 Agency Collateralized Mortgage Obligation FNMA_19-4929 2048-10-25 5.901870 36259520.00 4946349.88 Agency Collateralized Mortgage Obligation GNMA_20-127A 2050-08-20 2.500000 38791616.00 4418400.71 Agency Collateralized Mortgage Obligation GNMA_20-67A 2050-02-20 3.000000 38861056.00 3190557.47 Agency Collateralized Mortgage Obligation FNMA_19-34D 2049-07-25 5.901870 38877184.00 6453214.32 Agency Collateralized Mortgage Obligation GNMA_20-127A 2050-08-20 3.000000 38933120.00 5439277.92 Agency Collateralized Mortgage Obligation 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2055-05-16 0.519420 155459000.00 1278433.00 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR_13-96 2054-10-16 0.459410 158090000.00 1649579.15 Agency Collateralized Mortgage Obligation GNMA_19-39 2061-11-16 0.709830 160000000.00 12445357.11 Agency Collateralized Mortgage Obligation GNMA_17-51 2059-05-16 0.796470 162972416.00 8007572.40 Agency Collateralized Mortgage Obligation GNMA_13-170 2043-11-20 4.343750 164173568.00 4273736.83 Agency Collateralized Mortgage Obligation GNMA_12-113 2041-10-20 6.043750 171433984.00 1370663.21 Agency Collateralized Mortgage Obligation GNMA_13-139 2054-10-16 0.379290 190067200.00 2610709.57 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS 2059-05-16 0.794890 190348800.00 8693261.08 Agency Collateralized Mortgage Obligation GNMA_09-61 2039-08-20 6.543750 258300000.00 2405126.80 Agency Collateralized Mortgage Obligation GNMA_17-003 2058-09-16 0.820670 260000000.00 11737178.52 Agency 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Andrews Neal J. Andrews Chief Financial Officer