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30125.62 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2035-06-01 3.148000 719420.00 135747.78 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-06-01 3.545000 752951.00 30370.90 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2034-10-01 3.600000 761549.00 238293.18 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-06-01 3.459000 762238.00 351477.68 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-02-01 3.615000 766769.00 110198.24 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-01-01 3.233000 788949.00 757027.33 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-01-01 3.093000 795334.00 806228.51 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2032-04-01 3.500000 815000.00 339302.24 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2040-08-01 4.000000 822900.00 103116.84 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2032-06-01 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3.650000 1249880.00 1218519.68 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-11-01 2.576000 1270707.00 912468.63 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2035-09-01 4.900000 1297000.00 103709.25 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2029-09-01 3.370000 1299200.00 1323315.84 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-08-01 1.838000 1300000.00 432910.93 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-07-01 3.500000 1301027.00 1270108.42 Agency Mortgage-Backed Securities GINNIE MAE II 2040-12-20 4.500000 1319423.00 258295.34 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-10-01 3.078000 1336940.00 1284708.09 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2037-02-01 3.505000 1345000.00 29074.01 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2024-01-01 4.020000 1350000.00 1347494.17 Agency Mortgage-Backed Securities 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Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2026-02-01 4.000000 5064902.00 515030.23 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-02-01 3.000000 5098536.00 5150000.62 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-06-01 3.158000 5118137.00 34902.49 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-09-01 3.511000 5119763.00 3505480.15 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-07-01 2.410000 5274109.00 3900693.17 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-11-01 2.789000 5286600.00 5279411.93 Agency Mortgage-Backed Securities FNMA_15-89 2042-03-25 3.500000 5357143.00 545224.65 Agency Collateralized Mortgage Obligation GNMA_17-163 2047-03-20 3.000000 5368272.00 4210530.86 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-02-01 3.500000 5368463.00 5459070.13 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 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2047-07-01 2.956000 6297944.00 6033851.36 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2041-10-01 3.119000 6333560.00 1875600.64 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2028-02-01 2.500000 6365112.00 2938053.65 Agency Mortgage-Backed Securities FHLMC_46-64 2043-05-15 4.000000 6429155.00 926863.27 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2037-06-01 6.283000 6507197.00 1009625.15 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-05-01 2.990000 6508357.00 5557879.96 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-01-01 2.359000 6746475.00 1917188.15 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-04-01 3.500000 6812000.00 4688863.32 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-12-01 3.095000 6900000.00 1654462.47 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2036-07-01 3.341000 7000000.00 2460468.92 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-10-01 2.649000 7000000.00 2990382.36 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-11-01 2.538000 7000000.00 2726024.97 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-10-01 3.461000 7008543.00 6553910.72 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-09-01 3.506000 7015000.00 4328461.22 Agency Mortgage-Backed Securities FHLMC_46-55 2047-02-15 4.000000 7016455.00 1445880.04 Agency Collateralized Mortgage Obligation FREDDIE MAC GOLD 2039-08-01 6.000000 7063620.00 1011897.86 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-03-01 3.458000 7098612.00 3552718.20 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2040-12-01 3.239000 7151224.00 505040.40 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-08-01 2.894000 7180703.00 3008484.11 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-08-01 2.376000 7218466.00 5339942.04 Agency Mortgage-Backed Securities FNMA_17-109C 2048-01-25 4.000000 7267463.00 1712532.80 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-01-01 3.584000 7345266.00 977888.50 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-10-01 2.292000 7387215.00 2838322.84 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2040-07-01 3.499000 7423102.00 4121419.62 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2023-10-01 3.780000 7500000.00 7384762.54 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2025-06-01 4.000000 7526112.00 1733158.75 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2027-12-01 2.500000 7542767.00 3338860.78 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-10-01 3.355000 7658083.00 6219753.97 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-08-01 2.969000 7688903.00 7267738.74 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2024-08-01 3.090000 7745144.00 7684002.60 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-11-01 3.536000 7763392.00 5973146.41 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-06-01 2.920000 7851391.00 6500696.53 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-05-01 2.765000 7915000.00 3168961.43 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-03-01 2.790000 8106000.00 1583099.24 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2042-07-01 3.500000 8175883.00 4855720.08 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2028-02-01 3.000000 8190900.00 3840457.45 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-11-01 2.626000 8449495.00 4103407.32 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-06-01 2.378000 8583171.00 6790491.03 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-02-01 2.741000 8700000.00 2779037.18 Agency Mortgage-Backed Securities GINNIE MAE I 2042-01-15 4.000000 8925277.00 2295434.51 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2032-02-01 3.500000 8935984.00 3235510.20 Agency Mortgage-Backed Securities FHLMC_46-19 2043-05-15 3.500000 8979142.00 1187735.60 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2039-07-01 3.547000 9041741.00 1205653.08 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2038-04-01 3.676000 9100000.00 800266.13 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2037-08-01 2.615000 9100000.00 1725894.96 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-08-01 2.571000 9142013.00 3521965.45 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-10-01 5.845000 9181891.00 1019779.79 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-04-01 2.902000 9187838.00 4482963.36 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-10-01 2.436000 9251660.00 7562419.02 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-09-01 2.864000 9301630.00 6137255.11 Agency Mortgage-Backed Securities FNMA_17-54C 2047-07-25 4.000000 9309754.00 1917269.50 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-08-01 3.572000 9329321.00 1437488.29 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-05-01 3.358000 9377955.00 3303473.60 Agency Mortgage-Backed Securities FNMA_17-30F 2044-02-25 4.000000 9382250.00 1594036.14 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-06-01 2.529000 9700000.00 2281490.48 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-05-01 2.447000 9762121.00 5144780.64 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2044-11-01 2.944000 9766649.00 4891022.56 Agency Mortgage-Backed Securities FHLMC_46-95 2047-06-15 4.000000 9778646.00 2330519.90 Agency Collateralized Mortgage Obligation GINNIE MAE I 2039-06-15 4.500000 9849184.00 1109762.50 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-01-01 2.874000 9899727.00 2956731.79 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-11-01 2.015000 10000000.00 4085434.81 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2041-05-01 5.000000 10012922.00 2726718.27 Agency Mortgage-Backed Securities GNMA_17-179F 2046-09-20 3.000000 10026326.00 9958099.55 Agency Collateralized Mortgage Obligation FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-07-01 2.709000 10068243.00 6160225.82 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-10-01 3.297000 10071680.00 1169314.78 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-08-01 2.845000 10083274.00 5160964.56 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2038-12-01 3.513000 10190419.00 7415007.82 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-04-01 3.563000 10487662.00 2102443.91 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-11-01 3.299000 10536005.00 7138975.93 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2027-07-01 3.500000 10567560.00 3948029.01 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-07-01 2.163000 11027466.00 6898144.03 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2038-03-01 3.541000 11100000.00 538663.10 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-02-01 3.615000 11335182.00 1543721.78 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2032-10-01 3.000000 11370343.00 5648817.97 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-01-01 2.770000 11471121.00 7166754.76 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-08-01 2.408000 11505264.00 6225333.54 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2025-10-01 4.000000 11628014.00 2254195.64 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2038-02-01 3.303000 11718112.00 2809411.42 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2042-02-01 4.000000 11754529.00 5009252.94 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-04-01 3.570000 11794912.00 6385926.13 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-05-01 3.473000 11795293.00 4099721.69 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-02-01 2.550000 11816890.00 7538161.34 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2040-12-01 3.533000 11950142.00 1143671.42 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-06-01 2.727000 11987258.00 4982134.26 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-01-01 3.076000 12281419.00 12351361.52 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2044-05-01 2.945000 12702289.00 3182168.60 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-12-01 2.500000 12712856.00 6051485.45 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-05-01 3.581000 12751632.00 2828462.20 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-03-01 2.654000 12819751.00 7356478.87 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2027-04-01 2.875000 12955733.00 60242.95 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-02-01 4.000000 13070405.00 13525167.96 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2041-12-01 3.217000 13104847.00 3605188.53 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2040-08-01 3.526000 13223742.00 1813491.94 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-02-01 2.881000 13339616.00 5113761.24 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-04-01 2.781000 13629044.00 2134465.84 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2025-08-01 4.000000 13672064.00 2513022.12 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2030-07-01 4.500000 14131387.00 3177261.67 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-09-01 3.459000 14152914.00 3480683.84 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-12-01 2.771000 14679600.00 5008522.42 Agency Mortgage-Backed Securities FHLMC_47-55 2048-02-15 3.500000 14767944.00 2757834.78 Agency Collateralized Mortgage Obligation FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2040-07-01 3.487000 14963809.00 2310042.17 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-09-01 3.363000 15001529.00 300101.01 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-05-01 2.010000 15073464.00 4058022.12 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2041-08-01 2.559000 15114643.00 4118774.04 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2036-05-01 3.134000 15450000.00 1005379.52 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-12-01 3.519000 15833156.00 3593756.43 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-06-01 3.550000 16477856.00 933659.91 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2041-04-01 3.495000 16943649.00 1928285.09 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2041-11-01 3.087000 17279833.00 3537999.59 Agency Mortgage-Backed Securities GINNIE MAE II 2041-09-20 4.500000 17931512.00 3698629.83 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2038-03-01 3.375000 18216156.00 461764.23 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2037-07-01 3.165000 18303510.00 4026111.61 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-02-01 2.822000 18487700.00 6549221.98 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-07-01 6.165000 18573200.00 687207.88 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2041-07-01 2.485000 18604967.00 3850808.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2037-10-01 3.361000 18767641.00 4512746.49 Agency Mortgage-Backed Securities FNMA_12-136A 2042-12-25 5.131430 19050000.00 6858697.73 Agency Collateralized Mortgage Obligation FREDDIE MAC GOLD 2040-12-01 4.500000 19194813.00 5831804.24 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-03-01 3.259000 19474392.00 2194038.65 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-05-01 2.552000 19492535.00 7194559.10 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2035-05-01 2.829000 19531396.00 894523.10 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-06-01 3.307000 19775884.00 3467462.97 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-03-01 3.560000 19993174.00 1032152.29 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2028-02-01 6.389000 20150220.00 89583.37 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-12-01 2.713000 20160557.00 3776008.72 Agency Mortgage-Backed Securities GNMA_17-180 2047-10-20 3.000000 20452142.00 18480622.30 Agency Collateralized Mortgage Obligation FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2041-10-01 3.055000 20982673.00 3586979.05 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2034-11-01 3.302000 21237007.00 6555067.40 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-08-01 2.637000 21271968.00 4707869.76 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-06-01 3.054000 21994794.00 6102926.15 Agency Mortgage-Backed Securities GINNIE MAE II 2042-06-20 4.000000 22181142.00 6000422.48 Agency Mortgage-Backed Securities GINNIE MAE I 2039-08-15 5.000000 22359258.00 2851991.09 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-07-01 3.860000 22558176.00 4216726.79 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-02-01 3.417000 22900000.00 2026325.24 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2035-12-01 3.311000 23225431.00 5677531.28 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2027-08-01 3.349000 23325977.00 154055.21 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-12-01 3.500000 23632600.00 2204252.20 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-06-01 3.578000 24150627.00 4247714.29 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2036-07-01 3.279000 24294222.00 3574372.86 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2039-09-01 3.559000 24469672.00 1922479.53 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2035-03-01 3.591000 24773656.00 4895595.82 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-02-01 3.500000 24841763.00 25263592.69 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-05-01 3.168000 25003487.00 259979.65 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2040-10-01 3.500000 25107361.00 4889807.99 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2041-02-01 3.370000 25221388.00 5578614.18 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-11-01 3.415000 25451454.00 386781.51 Agency Mortgage-Backed Securities GINNIE MAE II 2042-05-20 4.000000 27127297.00 7507199.31 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2036-02-01 3.074000 27810717.00 2038449.51 Agency Mortgage-Backed Securities GINNIE MAE I 2039-06-15 5.000000 28297250.00 2584602.17 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-08-01 4.093000 30001041.00 730605.23 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2041-06-01 3.821000 30013693.00 3148857.63 Agency Mortgage-Backed Securities GINNIE MAE I 2039-06-15 5.000000 30032869.00 3226787.32 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2040-08-01 3.575000 32503510.00 2311424.48 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-02-01 3.595000 33041664.00 2544237.55 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2035-02-01 3.048000 33360023.00 2437246.14 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2035-09-01 3.178000 33534568.00 3124140.13 Agency Mortgage-Backed Securities GINNIE MAE I 2042-06-15 4.000000 34159548.00 8908478.82 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-09-01 3.560000 36097320.00 1193073.80 Agency Mortgage-Backed Securities GINNIE MAE I 2040-05-15 5.000000 37111103.00 4251970.88 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2032-02-01 3.350000 37265551.00 548428.78 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2029-02-01 5.500000 38452746.00 2858087.74 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2038-05-01 3.602000 38813513.00 3388835.35 Agency Mortgage-Backed Securities GINNIE MAE I 2040-08-15 4.500000 39528101.00 3522701.71 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2035-08-01 4.792000 41868867.00 3777344.12 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-10-01 6.080000 42243530.00 3010951.26 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2040-03-01 3.612000 46040399.00 2923167.38 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-05-01 3.655000 46280576.00 5792290.23 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2037-08-01 3.564000 50000000.00 4165303.03 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2037-07-01 3.675000 50000000.00 4796177.61 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2035-12-01 3.024000 50000000.00 3666026.58 Agency Mortgage-Backed Securities 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Collateralized Mortgage Obligation FNMA_11-51E 2041-06-25 0.000000 25910819.00 10731346.29 Agency Collateralized Mortgage Obligation FNMA_14-9 2043-02-25 0.000000 25963099.00 12747350.18 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_15-64B 2044-11-20 4.000000 25967000.00 3172406.23 Agency Collateralized Mortgage Obligation FNMA_11-144 2041-04-25 4.988650 26600000.00 1238415.91 Agency Collateralized Mortgage Obligation FNMA_06-15A 2036-03-25 5.018650 26999999.00 544613.62 Agency Collateralized Mortgage Obligation FNMA_11-59 2041-07-25 4.338650 27502467.00 309228.07 Agency Collateralized Mortgage Obligation FNMA_12-122 2040-02-25 4.638650 27598185.00 1518086.64 Agency Collateralized Mortgage Obligation FHLMC_4389 2044-09-15 4.520550 27632018.00 1050632.50 Agency Collateralized Mortgage Obligation FHLMC_3907 2040-04-15 4.990550 28598399.00 866770.76 Agency Collateralized Mortgage Obligation FHLMC_37-69 2040-12-15 4.940550 29250000.00 800923.42 Agency Collateralized Mortgage Obligation FHLMC_39-58 2040-12-15 5.040550 29938736.00 1373950.99 Agency Collateralized Mortgage Obligation FNMA_16-1 2046-02-25 4.588650 30000000.00 3434586.07 Agency Collateralized Mortgage Obligation FHLMC_4084 2039-04-15 4.490550 30000000.00 769036.15 Agency Collateralized Mortgage Obligation FHLMC_31-21 2036-03-15 4.540550 30000000.00 333270.99 Agency Collateralized Mortgage Obligation FHLMC_3913 2041-03-15 5.040550 30895999.00 592808.31 Agency Collateralized Mortgage Obligation FNMA_16-19 2046-04-25 4.538650 31000000.00 2826269.90 Agency Collateralized Mortgage Obligation FHLMC_3982 2042-01-15 4.910550 31544121.00 1143637.84 Agency Collateralized Mortgage Obligation FNMA_06-23 2036-04-25 5.138650 32165142.00 497413.79 Agency Collateralized Mortgage Obligation FNMA_08-73 2038-08-25 4.438650 32335409.00 144968.05 Agency Collateralized Mortgage Obligation FNMA_16-79 2046-11-25 4.488650 32735000.00 6096553.92 Agency Collateralized Mortgage Obligation FNMA_15-77A 2045-10-25 6.000000 32785443.00 4057853.86 Agency Collateralized Mortgage Obligation FNMA_14-88 2045-01-25 4.588650 33443905.00 3390337.95 Agency Collateralized Mortgage Obligation FNMA_13-19 2041-09-25 4.638650 33482200.00 1525326.10 Agency Collateralized Mortgage Obligation FHLMC_40-48 2040-10-15 5.090550 33713100.00 1703109.50 Agency Collateralized Mortgage Obligation FHLMC_3122 2036-03-15 5.140550 34295857.00 369842.79 Agency Collateralized Mortgage Obligation FHLMC_4757B 2045-07-15 3.500000 34418000.00 35264158.50 Agency Collateralized Mortgage Obligation FNMA_13-131 2044-01-25 4.538650 35000000.00 1631953.05 Agency Collateralized Mortgage Obligation FNMA_14-52 2044-09-25 4.538650 35000000.00 2445560.09 Agency Collateralized Mortgage Obligation FHLMC_41-41 2042-12-15 3.500000 35000000.00 3440754.82 Agency Collateralized Mortgage Obligation FHLMC_3638 2040-02-15 4.710550 35000000.00 353530.56 Agency Collateralized Mortgage Obligation FNMA_05-74 2035-07-25 4.518650 35467249.00 163803.15 Agency Collateralized Mortgage Obligation FNMA_07-23 2037-03-25 5.208650 37350000.00 615403.81 Agency Collateralized Mortgage Obligation FNMA_10-134 2040-12-25 4.488650 37850000.00 566639.62 Agency Collateralized Mortgage Obligation FHLMC_3860 2040-06-15 5.040550 37906851.00 914613.04 Agency Collateralized Mortgage Obligation GNMA_15-18 2045-02-16 6.000000 38029922.00 4683166.64 Agency Collateralized Mortgage Obligation GNMA_16-104 2043-05-16 5.000000 38483022.00 4112632.92 Agency Collateralized Mortgage Obligation FNMA_15-37 2045-06-25 4.058650 38791600.00 4452177.12 Agency Collateralized Mortgage Obligation FHLMC_34-43 2036-09-15 5.240550 38965736.00 546014.36 Agency Collateralized Mortgage Obligation FHLMC_34-16 2038-02-15 4.690550 40000000.00 777382.49 Agency Collateralized Mortgage Obligation GNMA_15-63 2044-08-20 4.000000 40606996.00 3276749.92 Agency Collateralized Mortgage Obligation FHLMC_36-77 2040-05-15 4.990550 40767029.00 736892.93 Agency Collateralized Mortgage Obligation FNMA_15-37 2045-06-25 4.058650 42269082.00 4177370.17 Agency Collateralized Mortgage Obligation FHLMC_40-30 2041-02-15 5.090550 42377775.00 1779189.54 Agency Collateralized Mortgage Obligation FNMA_12-15 2040-04-25 5.058650 43333333.00 1667009.04 Agency Collateralized Mortgage Obligation FANNIEMAE WHOLE LOAN FNW_02-W1 2042-02-25 5.941950 43783866.00 2019248.32 Agency Collateralized Mortgage Obligation GNMA_18-6 2047-10-20 3.000000 44198000.00 43717589.84 Agency Collateralized Mortgage Obligation FHLMC_3404 2038-01-15 4.440550 45000005.00 335730.20 Agency Collateralized Mortgage Obligation FHLMC-2990 2035-05-01 4.816718 45257372.00 402632.26 Agency Collateralized Mortgage Obligation FHLMC_4125A 2042-11-15 4.590550 45666666.00 2202342.94 Agency Collateralized Mortgage Obligation FHLMC_3265 2037-01-15 4.850550 46360000.00 627386.80 Agency Collateralized Mortgage Obligation FNMA_10-2E 2039-10-25 4.888650 46500000.00 422339.79 Agency Collateralized Mortgage Obligation FHLMC_28-91 2034-09-15 5.140550 47439750.00 463615.26 Agency Collateralized Mortgage Obligation FNMA_12-80 2042-08-25 4.438650 47851923.00 3284147.46 Agency Collateralized Mortgage Obligation FNMA_07-42 2037-05-25 5.198650 48300000.00 291508.44 Agency Collateralized Mortgage Obligation FNMA_09-88 2039-11-25 4.638650 48400000.00 616969.25 Agency Collateralized Mortgage Obligation FHLMC_3767 2040-11-15 4.990550 48727578.00 334108.23 Agency Collateralized Mortgage Obligation FHLMC_4742B 2047-12-15 4.640550 48728649.00 8834921.95 Agency Collateralized Mortgage Obligation FNMA_12-75 2041-11-25 5.088650 49074344.00 2324445.69 Agency Collateralized Mortgage Obligation FNMA_18-10 2044-08-25 3.500000 49138000.00 50105117.74 Agency Collateralized Mortgage Obligation FHLMC_4091 2042-08-15 4.990550 49700163.00 5897120.99 Agency Collateralized Mortgage Obligation FHLMC_3859 2041-05-15 5.040550 50000000.00 1893166.99 Agency Collateralized Mortgage Obligation FHLMC_4351 2044-06-15 4.640550 50000000.00 3385962.21 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_06-8 2036-03-25 5.038650 50000000.00 618021.25 Agency Collateralized Mortgage Obligation FNMA_07-33 2037-04-25 5.088650 50000000.00 477517.29 Agency Collateralized Mortgage Obligation FHLMC_4248 2041-05-15 4.490550 50041328.00 2254185.13 Agency Collateralized Mortgage Obligation FNMA_04-65 2034-08-25 5.488650 50492769.00 319534.56 Agency Collateralized Mortgage Obligation FHLMC_3964B 2041-11-15 4.440550 51000000.00 1690458.46 Agency Collateralized Mortgage Obligation FNMA_13-98 2043-09-25 4.388650 52236418.00 5905580.83 Agency Collateralized Mortgage Obligation FNMA_13-7 2043-02-25 4.538650 53982840.00 4863350.26 Agency Collateralized Mortgage Obligation FNMA_14-36 2044-06-25 4.488650 54000000.00 3267853.33 Agency Collateralized Mortgage Obligation FHLMC_4068 2042-06-15 4.440550 54428571.00 4667952.89 Agency Collateralized Mortgage Obligation FNMA_12-17 2030-11-25 5.088650 54453737.00 1473644.69 Agency Collateralized Mortgage Obligation FHLMC_4097 2042-08-15 4.440550 54500000.00 3396251.08 Agency Collateralized Mortgage Obligation FHLMC_2936 2035-02-15 4.540550 54822828.00 245597.82 Agency Collateralized Mortgage Obligation FHLMC_4255 2035-05-15 4.540550 55762128.00 2355681.75 Agency Collateralized Mortgage Obligation FNMA_12-9 2042-02-25 4.938650 56053492.00 2691222.82 Agency Collateralized Mortgage Obligation FNMA_05-59G 2035-07-25 5.138650 56666667.00 358706.94 Agency Collateralized Mortgage Obligation FNMA_12-93 2042-09-25 4.538650 58774053.00 2970985.74 Agency Collateralized Mortgage Obligation FNMA_10-136 2040-12-25 4.438650 59000000.00 2435963.71 Agency Collateralized Mortgage Obligation FNMA_10-134C 2040-10-25 4.508650 59113364.00 855929.33 Agency Collateralized Mortgage Obligation FNMA_11-90 2041-09-25 0.000000 59600000.00 16153406.65 Agency Collateralized Mortgage Obligation FHLMC_3844 2041-04-15 4.990550 60000000.00 646590.94 Agency Collateralized Mortgage 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77705785.00 5076161.91 Agency Collateralized Mortgage Obligation FHLMC_3725 2040-01-15 4.490550 79709999.00 1656647.94 Agency Collateralized Mortgage Obligation FHLMC_3102 2036-01-15 5.140550 80222882.00 989957.88 Agency Collateralized Mortgage Obligation FNMA_10-139 2040-12-25 4.468650 81400336.00 1531363.21 Agency Collateralized Mortgage Obligation FHSTR_269 2042-08-15 4.390550 81951976.00 8023533.94 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2023-09-01 2.150000 83503120.00 80567289.48 Agency Mortgage-Backed Securities FNMA_16-64A 2046-09-25 4.438650 86842841.00 15146554.84 Agency Collateralized Mortgage Obligation FNMA_10-135B 2040-12-25 4.458650 87686092.00 2996438.75 Agency Collateralized Mortgage Obligation FNMA_11-126 2041-12-25 4.388650 90325029.00 3379021.85 Agency Collateralized Mortgage Obligation FNMA_12-20D 2042-03-25 4.888650 91164018.00 6128947.33 Agency Collateralized Mortgage Obligation FHLMC_3153 2036-05-15 5.030550 93446806.00 1082525.04 Agency Collateralized Mortgage Obligation FNMA_06-130 2037-01-25 5.138650 93666666.00 987241.17 Agency Collateralized Mortgage Obligation FNMA_13-128D 2043-12-25 4.338650 94109919.00 11002627.65 Agency Collateralized Mortgage Obligation FHLMC_4143 2042-12-15 4.560550 96081208.00 10832457.27 Agency Collateralized Mortgage Obligation FNMA_10-9 2040-02-25 3.388650 99000000.00 656249.02 Agency Collateralized Mortgage Obligation FNMA_13-100 2043-10-25 4.338650 100000000.00 8759254.22 Agency Collateralized Mortgage Obligation FNMA_03-48 2033-06-25 5.988650 100000000.00 243657.48 Agency Collateralized Mortgage Obligation FNMA_07-86 2037-09-25 4.868650 100000000.00 765731.37 Agency Collateralized Mortgage Obligation FHLMC_32-40 2036-11-15 5.090550 100000000.00 995660.38 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3415 2035-08-15 4.740550 100000000.00 731116.89 Agency Collateralized Mortgage Obligation FNMA_10-49 2040-05-25 4.188650 100000000.00 901820.90 Agency 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FNMA_12-M1 2021-10-25 0.050230 663286600.00 1763239.75 Agency Collateralized Mortgage Obligation FNMA_11-M8 2021-08-25 0.010710 719043286.00 909413.21 Agency Collateralized Mortgage Obligation Y Fitch NR Moody's P-2 Standard & Poor's A-1+ 2018-02-01 2018-03-07 2018-03-07 Y RBC CAPITAL MARKETS LLC 1.0000 35 N Fitch NR Moody's A3 Standard & Poor's AA- N N 0.0170 825000000.00 825000000.00 0.0089 N N N Y U.S. Treasury Bills U.S. Treasury Bills 1.134 912796NS4 US912796NS49 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2018-02-15 2018-02-15 2018-02-15 N N N 0.0113 978364261.41 978364261.41 0.0106 N Y Y N Federal Home Loan Banks Variable Rate Notes Federal Home Loan Banks Variable Rate Notes 1.448 3130ABUC8 US3130ABUC87 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2018-02-19 2018-10-19 2018-10-19 N N N 0.0146 250015225.00 250015225.00 0.0027 N N N N BNP Paribas SA BNP Paribas SA 1.490 R0MUWSFPU8MPRO8K5P83 0000310732 BRT5BLUX4 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FREMF MTG TR 2012-K19 X2-A 20450525 0.15000 2045-05-25 0.150000 861218311.00 3945820.54 Agency Collateralized Mortgage Obligation FREMF MTG TR 2013-K30 X2-A 20450625 0.10000 2045-06-25 0.100000 1310852436.00 5124656.33 Agency Collateralized Mortgage Obligation FREMF MTG TR 2013-K31 X2-A 20460725 0.10000 2046-07-25 0.100000 899790427.00 3502412.17 Agency Collateralized Mortgage Obligation 05.000 FGPC G01974 G 2035-12-01 5.000000 1210.00 43.16 Agency Mortgage-Backed Securities FMAR 1Q0293 G 2037-08-01 3.765000 3127.00 94.11 Agency Mortgage-Backed Securities FGRA S13913 08/15/44 2044-08-15 4.572000 29709965.00 3565330.72 Agency Collateralized Mortgage Obligation FGST GPO 0314 S06885 2043-09-15 0.000000 7968792.00 4108560.15 Agency Collateralized Mortgage Obligation FGST GPO 0318 S06949 2043-11-15 0.000000 8007328.00 4697160.57 Agency Collateralized Mortgage 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STATES TREASURY 2018-10-15 0.875000 2400.00 2390.77 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2018-02-01 2018-02-07 2018-02-07 Y BNP PARIBAS SA 1.0000 7 N Fitch A+ Moody's Aa3 Standard & Poor's A N N 0.0149 600000000.00 600000000.00 0.0065 N N Y N Federal National Mortgage Association Variable Rate Notes Federal National Mortgage Association Variable Rate Notes 1.592 3135G0L35 B1V7KEBTPIMZEU4LTD58 US3135G0L358 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2018-03-21 2018-03-21 2018-03-21 N N N 0.0136 53136929.88 53136929.88 0.0006 N N N N U.S. Treasury Bills U.S. Treasury Bills 1.331 912796NU9 US912796NU94 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2018-03-08 2018-03-08 2018-03-08 N N N 0.0133 397178492.01 397178492.01 0.0043 N Y Y N Mizuho Securities USA LLC Mizuho Securities USA LLC 1.703 7TK5RJIZDFROZCA6XF66 0001513005 BRT5U36D4 U.S. Government Agency Repurchase Agreement, collateralized 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Collateralized Mortgage Obligation FNMA_11-117 2041-11-25 4.988650 30000000.00 1705868.93 Agency Collateralized Mortgage Obligation FNMA_15-30D 2045-05-25 4.038650 30000000.00 2237609.90 Agency Collateralized Mortgage Obligation FHLMC_40-12 2042-03-15 4.440550 30415879.00 2348758.06 Agency Collateralized Mortgage Obligation FNMA_17-23A 2047-04-25 4.538650 31231594.00 2947108.03 Agency Collateralized Mortgage Obligation FHLMC_4020 2042-02-15 4.490550 31486221.00 1395194.21 Agency Collateralized Mortgage Obligation FNMA_17-50A 2057-07-25 4.538650 31995495.00 5221157.13 Agency Collateralized Mortgage Obligation FHLMC_3153 2036-05-15 4.990550 32056087.00 888347.10 Agency Collateralized Mortgage Obligation FHLMC_3792 2025-07-15 5.040550 32214285.00 200864.89 Agency Collateralized Mortgage Obligation FHLMC_39-66 2041-12-15 4.340550 32660324.00 1896918.80 Agency Collateralized Mortgage Obligation FNMA_18-8D 2048-02-25 1.850000 33333333.00 33527799.66 Agency Collateralized Mortgage Obligation 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FNMA_11-37 2041-05-25 0.000000 3189200.00 234732.45 Agency Collateralized Mortgage Obligation FNMA_12-146G 2043-01-25 3.657970 3218000.00 2211063.73 Agency Collateralized Mortgage Obligation FHLMC_4170 2033-02-15 3.660825 3367600.00 2776768.17 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2040-02-01 5.000000 3450409.00 825505.97 Agency Mortgage-Backed Securities UNITED STATES TREASURY 2026-05-15 1.625000 3452600.00 3187117.47 U.S. Treasuries (including strips) FANNIE MAE B1V7KEBTPIMZEU4LTD58 2025-11-01 4.000000 3503733.00 586262.39 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-10-01 2.241000 3689932.00 1433738.97 Agency Mortgage-Backed Securities FNMA_13-52A 2043-06-25 3.657970 3800000.00 1579460.77 Agency Collateralized Mortgage Obligation GNMA_17-155C 2047-02-20 4.000000 3852773.00 756220.60 Agency Collateralized Mortgage Obligation FNMA_12-131 2042-12-25 3.518700 3853000.00 2351368.85 Agency Collateralized Mortgage Obligation FHLMC_3364 2037-03-15 1.809450 4344338.00 421111.40 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-06-01 4.000000 4350205.00 2886862.04 Agency Mortgage-Backed Securities UNITED STATES TREASURY 2021-02-28 1.125000 4740100.00 4596924.49 U.S. Treasuries (including strips) FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2033-07-01 3.836000 5173704.00 77175.97 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2040-06-01 3.605000 5382555.00 64475.95 Agency Mortgage-Backed Securities FNMA_06-110A 2036-11-25 5.500000 5500000.00 78587.49 Agency Collateralized Mortgage Obligation FNMS_41-8A 2028-08-25 2.500000 5546654.00 239719.67 Agency Collateralized Mortgage Obligation FHLMC_41-36 2042-07-15 4.690550 6052399.00 559190.27 Agency Collateralized Mortgage Obligation FHLMC_3830 2039-10-15 4.500000 6571333.00 21026.73 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2037-05-01 3.315000 6729000.00 430522.87 Agency Mortgage-Backed Securities GNMA_17-H25E 2067-12-20 2.073840 7300000.00 1073720.37 Agency Collateralized Mortgage Obligation GNMA_17-156 2040-12-20 6.538010 7667765.00 8294776.89 Agency Collateralized Mortgage Obligation FHLMC_41-34 2042-11-15 3.518700 7697000.00 3490364.10 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2025-06-01 4.500000 7760755.00 1042837.36 Agency Mortgage-Backed Securities UNITED STATES TREASURY 2042-02-15 0.750000 7851400.00 8456774.67 U.S. Treasuries (including strips) FNMA_14-49 2041-07-25 3.000000 7944332.00 286941.20 Agency Collateralized Mortgage Obligation FNMA_14-49 2041-09-25 3.500000 7991428.00 211153.07 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 2026-08-15 1.500000 8984200.00 8215768.68 U.S. Treasuries (including strips) FANNIEMAE STRIP FNSTR_407 2039-01-25 6.000000 9483808.00 260142.67 Agency Collateralized Mortgage Obligation FHLMC_4250 2030-07-15 3.000000 9662444.00 291752.38 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-01-01 5.680000 10003000.00 578324.28 Agency Mortgage-Backed Securities FNMA_14-21E 2041-04-25 3.000000 10018895.00 226142.06 Agency Collateralized Mortgage Obligation FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2032-06-01 3.762000 10054375.00 427494.32 Agency Mortgage-Backed Securities FHLMC_4084 2029-03-15 4.000000 10129000.00 1054903.46 Agency Collateralized Mortgage Obligation FHLMC_3006 2035-07-15 4.580550 10625000.00 181423.31 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-08-01 4.500000 10837269.00 11135074.45 Agency Mortgage-Backed Securities FNMA_16-69 2046-03-25 3.000000 10886545.00 1254150.27 Agency Collateralized Mortgage Obligation FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-05-01 2.155000 10929768.00 5206528.58 Agency Mortgage-Backed Securities GNMA_16-54D 2046-04-20 4.488820 11000000.00 1661905.08 Agency Collateralized Mortgage Obligation GNMA_17-110 2047-07-20 4.000000 11121855.00 2032371.10 Agency Collateralized Mortgage Obligation FNMA_14-36 2043-04-25 4.638650 11226571.00 632566.63 Agency Collateralized Mortgage Obligation FNMA_15-89 2045-12-25 4.000000 11250000.00 1076364.98 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-11-01 4.000000 11709195.00 2597016.95 Agency Mortgage-Backed Securities FNMA_13-127 2039-05-25 3.500000 11999834.00 400677.92 Agency Collateralized Mortgage Obligation FNMA_17-87 2047-11-25 4.638650 12000000.00 2306422.71 Agency Collateralized Mortgage Obligation FHLMC_4729B 2047-11-15 4.590550 12000000.00 2382008.88 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2040-05-01 3.675000 12195260.00 1079085.35 Agency Mortgage-Backed Securities FHLMC_42-55 2030-06-15 3.000000 12500000.00 417937.31 Agency Collateralized Mortgage Obligation FNMA_05-25 2035-04-25 7.000000 12500000.00 79499.02 Agency Collateralized Mortgage Obligation GNMA_11-45C 2034-08-20 5.038820 12642049.00 2316.05 Agency Collateralized Mortgage Obligation FHLMC_3072 2035-11-15 17.932016 13636364.00 2937123.40 Agency Collateralized Mortgage Obligation FHLMC_4748G 2048-01-15 4.640550 14106592.00 2922126.46 Agency Collateralized Mortgage Obligation FNMA_13-33 2032-11-25 3.000000 14166666.00 634602.37 Agency Collateralized Mortgage Obligation FHLMC_46-78 2047-04-15 4.000000 14484891.00 1883555.44 Agency Collateralized Mortgage Obligation FHLMC_38-30 2039-10-15 4.500000 15000000.00 47996.49 Agency Collateralized Mortgage Obligation FNMA_07-92E 2037-09-25 4.888650 15000000.00 137983.70 Agency Collateralized Mortgage Obligation FHLMC_6 2036-04-15 6.000000 15200000.00 6640675.60 Agency Collateralized Mortgage Obligation GNMA_12-26A 2042-02-20 1.911180 15248600.00 5923455.85 Agency Collateralized Mortgage Obligation FHLMC_4136 2042-11-15 4.590550 15285714.00 1562621.57 Agency Collateralized Mortgage Obligation FHLMC_47-45 2048-01-15 3.500000 15550101.00 3024991.29 Agency Collateralized Mortgage Obligation FHLMC_4723A 2047-09-15 4.590550 16000000.00 3081013.79 Agency Collateralized Mortgage Obligation FHLMC_47-25 2047-08-15 4.590550 16029782.00 3262968.61 Agency Collateralized Mortgage Obligation GNMA_14-H11 2064-06-20 1.639990 16680192.00 578315.77 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2038-03-01 5.199000 16770803.00 1880102.14 Agency Mortgage-Backed Securities FHLMC_4623 2046-10-15 4.490550 16808475.00 2171275.96 Agency Collateralized Mortgage Obligation FNMA_13-100 2031-01-25 3.000000 16835048.00 519983.88 Agency Collateralized Mortgage Obligation FHLMC_43-28E 2044-04-15 4.490550 16954384.00 1034737.49 Agency Collateralized Mortgage Obligation FNMA_13-25 2041-01-25 2.500000 17100000.00 507231.42 Agency Collateralized Mortgage Obligation FNSTR-387 2038-03-25 5.000000 17219204.00 122882.38 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-04-01 2.911000 17487499.00 7023893.09 Agency Mortgage-Backed Securities FHLMC_45-80 2043-04-15 4.000000 17589001.00 1323225.85 Agency Collateralized Mortgage Obligation FNMA_15-34 2045-06-25 5.500000 18184563.00 1534698.44 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-05-01 3.500000 18348544.00 15448650.84 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2041-08-01 3.640000 18813779.00 1844216.95 Agency Mortgage-Backed Securities FHSTR_303 2042-06-01 4.500000 19000000.00 1514720.52 Agency Collateralized Mortgage Obligation FNMA_12-14 2042-03-25 4.338650 19000000.00 972420.42 Agency Collateralized Mortgage Obligation GNMA_10-113F 2036-09-20 5.088820 19079000.00 77470.29 Agency Collateralized Mortgage Obligation FHLMC_4750A 2048-01-15 4.590550 19253139.00 3943730.44 Agency Collateralized Mortgage Obligation FHLMC_4748E 2047-11-15 4.590550 19446879.00 3864647.40 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2035-06-01 5.500000 19586171.00 988648.89 Agency Mortgage-Backed Securities GNMA_13-144 2043-03-20 5.188820 19832170.00 647077.89 Agency Collateralized Mortgage Obligation GNMA_12-38F 2042-03-20 1.961180 20036901.00 7106019.26 Agency Collateralized Mortgage Obligation FHLMC_41-6 2042-09-15 5.040550 20207550.00 2247688.63 Agency Collateralized Mortgage Obligation FNMA_12-96 2042-09-25 4.488650 20271428.00 711017.94 Agency Collateralized Mortgage Obligation FHLMC_46-6 2042-03-15 4.000000 20304016.00 2240609.97 Agency Collateralized Mortgage Obligation FHLMC_46-3 2044-05-15 4.000000 20339248.00 2761077.21 Agency Collateralized Mortgage Obligation FHLMC_4313 2044-03-15 4.490550 20471285.00 1315637.79 Agency Collateralized Mortgage Obligation FNMA_12-61 2041-08-25 4.000000 20568999.00 1037382.97 Agency Collateralized Mortgage Obligation FANNIEMAE STRIP FNSTR_407 2039-01-25 6.000000 20796794.00 569644.29 Agency Collateralized Mortgage Obligation FNMA_13-106 2030-08-25 3.000000 20833333.00 730569.10 Agency Collateralized Mortgage Obligation FNMA_15-22 2045-04-25 3.000000 21128421.00 2002463.38 Agency Collateralized Mortgage Obligation FNMA_12-19 2042-03-25 4.888650 21315952.00 1251932.08 Agency Collateralized Mortgage Obligation FNMA_17-109A 2048-01-25 4.638650 21330187.00 4172596.11 Agency Collateralized Mortgage Obligation FHLMC_46-9 2046-08-15 4.440550 21335039.00 3753716.22 Agency Collateralized Mortgage Obligation FHLMC_45-59 2044-12-15 4.000000 22113706.00 2343857.92 Agency Collateralized Mortgage Obligation FHLMC_45-39 2045-12-15 4.000000 22125000.00 1801511.64 Agency Collateralized Mortgage Obligation FNMA_17-96G 2057-12-25 4.538650 22431264.00 4291582.21 Agency Collateralized Mortgage Obligation FHLMC_4740G 2047-11-15 4.590550 22490484.00 4186071.31 Agency Collateralized Mortgage Obligation FNSTR_383 2037-09-25 5.500000 22745000.00 134334.96 Agency Collateralized Mortgage Obligation GNMA_14-3B 2043-03-20 4.588820 22755280.00 637006.48 Agency Collateralized Mortgage Obligation GNMA_16-107E 2046-08-20 4.538820 23000000.00 3444145.09 Agency Collateralized Mortgage Obligation FNMA_13-105 2040-08-25 5.000000 23004715.00 842626.33 Agency Collateralized Mortgage Obligation FNSTR_383 2037-07-25 5.500000 23510000.00 172110.46 Agency Collateralized Mortgage Obligation FHLMC_4105 2042-09-15 4.540550 23714285.00 1702465.58 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_16-36 2046-06-25 4.388650 23923267.00 3522871.23 Agency Collateralized Mortgage Obligation FHLMC_4606A 2046-08-15 4.440550 24693359.00 4119761.69 Agency Collateralized Mortgage Obligation FNMA_12-30 2040-10-25 4.000000 25000000.00 1288599.18 Agency Collateralized Mortgage Obligation FNMA_12-107 2040-05-25 4.488650 25000000.00 1583013.01 Agency Collateralized Mortgage Obligation FNMA_13-9E 2031-11-25 3.000000 25000000.00 1314828.85 Agency Collateralized Mortgage Obligation FNMA_15-42 2045-06-25 4.638650 25000000.00 1917383.37 Agency Collateralized Mortgage Obligation FNMA_17-68A 2047-09-25 4.588650 25000000.00 5085593.57 Agency Collateralized Mortgage Obligation FNMA_17-97B 2047-12-25 4.638650 25000000.00 4846403.81 Agency Collateralized Mortgage Obligation FHLMC_4186 2033-03-15 3.000000 25000000.00 1622501.50 Agency Collateralized Mortgage Obligation GNMA_09-116 2037-05-16 4.990530 25208333.00 82023.51 Agency Collateralized Mortgage Obligation GNMA_14-117B 2044-08-20 4.638820 25686585.00 2196294.58 Agency Collateralized Mortgage Obligation FNMA_17-100 2047-12-25 4.588650 25955215.00 5318557.22 Agency Collateralized Mortgage Obligation FNMA_12-63E 2042-06-25 4.500000 26666666.00 2219968.41 Agency Collateralized Mortgage Obligation GNMA_14-2 2044-01-16 4.690530 26903651.00 1717985.92 Agency Collateralized Mortgage Obligation FHLMC_45-59 2031-03-15 2.500000 27000000.00 2086110.57 Agency Collateralized Mortgage Obligation FNMA_10-68 2040-07-25 3.438650 27000000.00 616400.40 Agency Collateralized Mortgage Obligation FNMA_12-98 2027-04-25 3.000000 27500000.00 907389.89 Agency Collateralized Mortgage Obligation FHLMC_4215 2038-03-15 3.500000 28052142.00 712069.18 Agency Collateralized Mortgage Obligation GNMA_17-141J 2042-10-20 0.757830 28285949.00 1041337.86 Agency Collateralized Mortgage Obligation FNMA_13-41 2038-04-25 4.000000 28402812.00 2167507.26 Agency Collateralized Mortgage Obligation FNSTR_386 2037-12-25 5.500000 28442809.00 187671.49 Agency Collateralized Mortgage Obligation FHLMC_4276 2031-09-15 3.000000 28657713.00 1350825.41 Agency Collateralized Mortgage Obligation FNMA_06-30D 2036-05-25 29.991900 28943922.00 683338.69 Agency Collateralized Mortgage Obligation FHLMC_44-50 2044-09-15 4.000000 28968500.00 2373655.43 Agency Collateralized Mortgage Obligation FNSTR_385 2037-11-01 5.000000 29879635.00 416039.43 Agency Collateralized Mortgage Obligation FNMA_12-151 2043-01-25 5.000000 30000000.00 1918411.48 Agency Collateralized Mortgage Obligation FHLMC_12-4012 2040-12-15 4.440550 30000000.00 963177.93 Agency Collateralized Mortgage Obligation GNMA_10-14 2040-02-16 4.690530 30000000.00 850761.52 Agency Collateralized Mortgage Obligation GNMA_14-6 2044-01-16 4.540530 30000000.00 1359136.30 Agency Collateralized Mortgage Obligation GNMA_17-60C 2038-02-20 4.938820 30112033.00 3679850.87 Agency Collateralized Mortgage Obligation FNMA_17-74B 2047-10-25 4.638650 30846280.00 6012809.03 Agency Collateralized Mortgage Obligation FANNIEMAE STRIP FNSTR_407 2039-01-25 6.000000 31314046.00 873001.91 Agency Collateralized Mortgage Obligation FHLMC_42-1 2028-05-15 3.000000 31478046.00 954767.73 Agency Collateralized Mortgage Obligation FNMA_10-152 2041-01-25 4.438650 31600000.00 1598167.63 Agency Collateralized Mortgage Obligation FHLMC_44-35 2033-02-15 3.000000 31624607.00 1209771.22 Agency Collateralized Mortgage Obligation FNMA_17-90E 2047-11-25 4.588650 31751326.00 5512132.84 Agency Collateralized Mortgage Obligation FNMA_14-39 2032-12-25 3.000000 31822612.00 1548428.08 Agency Collateralized Mortgage Obligation GNMA_14-118A 2044-08-20 4.038820 31859145.00 1121448.84 Agency Collateralized Mortgage Obligation FNMA_17-1C 2047-02-25 4.488650 32078000.00 5268073.80 Agency Collateralized Mortgage Obligation GNMA_11-61A 2041-02-20 5.038820 32451593.00 1292394.66 Agency Collateralized Mortgage Obligation GNMA_16-57A 2046-04-20 4.488820 32805266.00 5291742.70 Agency Collateralized Mortgage Obligation FNMA_13-10 2043-02-25 4.588650 32817148.00 3853412.72 Agency Collateralized Mortgage Obligation FNMA_17-56A 2047-07-25 4.588650 33304475.00 6910851.07 Agency Collateralized Mortgage Obligation FNMA_14-64 2032-04-25 3.500000 33338142.00 1244394.25 Agency Collateralized Mortgage Obligation FNMA_17-104A 2048-01-25 4.588650 33612575.00 6634528.85 Agency Collateralized Mortgage Obligation FNMA_12-30 2042-04-25 4.388650 33798669.00 1183329.39 Agency Collateralized Mortgage Obligation FNMA_13-10 2043-02-25 4.588650 34421052.00 3865071.22 Agency Collateralized Mortgage Obligation FHLMC_4060 2042-05-15 5.090550 34935554.00 1463564.64 Agency Collateralized Mortgage Obligation GNMA_10-61 2040-05-20 4.988820 34959262.00 586762.74 Agency Collateralized Mortgage Obligation GNMA_13-H22C 2063-08-20 0.674780 35175000.00 482319.35 Agency Collateralized Mortgage Obligation GNMA_15-138A 2045-09-20 4.108820 35333333.00 4969046.15 Agency Collateralized Mortgage Obligation GNMA_14-117 2044-08-20 4.038820 35588235.00 2324464.36 Agency Collateralized Mortgage Obligation GNMA_10-112 2035-03-20 4.500000 35912555.00 178300.97 Agency Collateralized Mortgage Obligation FHLMC_43-15 2041-08-15 4.490550 35998247.00 1508550.93 Agency Collateralized Mortgage Obligation FNMA_12-71C 2042-07-25 5.038650 36126447.00 1320273.98 Agency Collateralized Mortgage Obligation FHLMC_4097 2042-08-15 4.440550 36143176.00 2201482.63 Agency Collateralized Mortgage Obligation FHLMC_4030D 2042-01-15 5.000000 36256000.00 1951962.23 Agency Collateralized Mortgage Obligation FHLMC_4403C 2032-07-15 3.500000 36552141.00 2010292.01 Agency Collateralized Mortgage Obligation FHSTR_286 2042-10-15 4.540550 36873438.00 3335136.55 Agency Collateralized Mortgage Obligation FNMA_13-26 2032-04-25 3.000000 36874999.00 1491741.80 Agency Collateralized Mortgage Obligation FHLMC_4074 2042-07-15 5.060550 37430744.00 3695004.00 Agency Collateralized Mortgage Obligation FNMA_17-11C 2047-03-25 4.488650 37500000.00 6764410.75 Agency Collateralized Mortgage Obligation FHLMC_47-20 2047-09-15 4.000000 37500000.00 9276737.98 Agency Collateralized Mortgage Obligation GNMA_13-6 2039-08-20 3.500000 37500000.00 2472243.21 Agency Collateralized Mortgage Obligation GNMA_14-42 2044-03-20 4.538820 37617558.00 2226555.30 Agency Collateralized Mortgage Obligation FHLMC_4224 2043-07-15 5.090550 37686144.00 1556014.26 Agency Collateralized Mortgage Obligation GNMA_13-102C 2043-03-20 4.588820 37809887.00 2135820.73 Agency Collateralized Mortgage Obligation FHLMC_39-97 2042-02-15 4.890550 38333333.00 2717937.18 Agency Collateralized Mortgage Obligation FHLMC_4076 2042-07-15 5.140550 38592250.00 3901261.57 Agency Collateralized Mortgage Obligation FREDDIEMAC STRIP FHSTR_232 2035-08-01 5.000000 38667276.00 312964.58 Agency Collateralized Mortgage Obligation FNMS_03-85 2037-11-01 6.000000 38704587.00 289440.90 Agency Collateralized Mortgage Obligation FNMA_12-55 2042-05-25 4.988650 38708337.00 2565850.28 Agency Collateralized Mortgage Obligation FNMA_12-22 2040-11-25 4.500000 38736333.00 1790461.54 Agency Collateralized Mortgage Obligation FHLMC_45-40 2045-12-15 4.000000 39055000.00 4149018.95 Agency Collateralized Mortgage Obligation FNMA_12-6 2042-02-25 4.438650 39204778.00 1178287.18 Agency Collateralized Mortgage Obligation FNMA_17-93B 2047-11-25 4.588650 39576276.00 7549605.15 Agency Collateralized Mortgage Obligation GNMA_16-17M 2046-02-20 4.538820 39655507.00 6775398.71 Agency Collateralized Mortgage Obligation FHLMC_46-6 2044-09-15 4.000000 39695756.00 4215270.93 Agency Collateralized Mortgage Obligation FHLMC_4285B 2043-12-15 4.490550 40000000.00 1510427.56 Agency Collateralized Mortgage Obligation GNMA_11-91 2041-06-20 4.488820 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Collateralized Mortgage Obligation FNMA_17-3A 2042-08-25 2.500000 35277.00 30354.67 Agency Collateralized Mortgage Obligation FHLMC_1001 2020-10-15 9.500000 40000.00 98.31 Agency Collateralized Mortgage Obligation FHLMC_83 2020-10-15 9.000000 40000.00 51.56 Agency Collateralized Mortgage Obligation FHLMC_1018 2020-11-15 7.000000 43000.00 236.08 Agency Collateralized Mortgage Obligation FHLMC_1899 2026-09-15 8.000000 50000.00 4165.12 Agency Collateralized Mortgage Obligation FHLMC_1316 2022-06-15 8.000000 53000.00 845.03 Agency Collateralized Mortgage Obligation FNMA_G-6 2021-03-25 9.000000 58000.00 241.80 Agency Collateralized Mortgage Obligation FNMA_09-40 2039-06-25 6.500000 64028.00 143874.08 Agency Collateralized Mortgage Obligation FNMA_89-27 2019-06-25 6.900000 69000.00 163.24 Agency Collateralized Mortgage Obligation FHLMC_99 2021-01-15 9.500000 75000.00 33.77 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS 2029-04-20 6.500000 75000.00 18711.19 Agency Collateralized Mortgage Obligation FNMA_92-71 2022-05-25 8.250000 78000.00 641.92 Agency Collateralized Mortgage Obligation FHLMC_46-13 2036-12-15 0.000000 78920.00 86.65 Agency Collateralized Mortgage Obligation FNMA_G92-30 2022-06-25 7.000000 88000.00 342.88 Agency Collateralized Mortgage Obligation FHLMC_1562 2023-07-15 7.000000 95000.00 6177.23 Agency Collateralized Mortgage Obligation FHLMC_3150 2036-05-15 5.500000 96000.00 13641.31 Agency Collateralized Mortgage Obligation FHLS_31-9 2043-11-15 4.440550 100000.00 12903.18 Agency Collateralized Mortgage Obligation GNMA_17-134E 2047-09-20 3.000000 106810.00 90602.50 Agency Collateralized Mortgage Obligation FNMA_07-70 2037-07-25 5.500000 137737.00 102010.48 Agency Collateralized Mortgage Obligation FNMA_14-73 2044-11-25 4.588650 142760.00 10360.41 Agency Collateralized Mortgage Obligation FHLMC_44-8 2041-01-15 10.999978 143211.00 9423.40 Agency Collateralized Mortgage Obligation FHLMC_1058 2021-04-15 8.000000 155000.00 360.31 Agency Collateralized Mortgage Obligation FHLMC_1599 2023-10-15 15.211430 185000.00 3364.27 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_G92-24 2022-04-25 6.500000 215500.00 2059.19 Agency Collateralized Mortgage Obligation GNMA_17-37 2047-03-20 3.500000 222037.00 211925.48 Agency Collateralized Mortgage Obligation FHLMC_11-25 2021-08-15 8.250000 300000.00 2823.56 Agency Collateralized Mortgage Obligation FANNIEMAE-ACES FNMA_10-M6 2020-09-25 4.828650 325000.00 52656.06 Agency Collateralized Mortgage Obligation FHLMC_44-48 2041-01-15 4.000000 457471.00 527940.38 Agency Collateralized Mortgage Obligation FHLMC_44-75 2045-01-15 2.500000 469049.00 395417.16 Agency Collateralized Mortgage Obligation GNMA_10-1 2040-01-20 4.228820 600000.00 10740.01 Agency Collateralized Mortgage Obligation FHLMC_44-87 2045-01-15 2.500000 700000.00 579147.43 Agency Collateralized Mortgage Obligation FHLMC_46-13 2037-11-15 6.000000 829429.00 113813.63 Agency Collateralized Mortgage Obligation FNMA_02-69A 2032-10-25 5.500000 832000.00 102300.15 Agency Collateralized Mortgage Obligation FNMA_15-84 2045-11-25 2.500000 944429.00 807241.90 Agency Collateralized Mortgage Obligation GNMA_14-122 2044-08-20 3.000000 1000000.00 992962.50 Agency Collateralized Mortgage Obligation FNMA_17-109D 2048-01-25 4.588650 1132672.00 242294.49 Agency Collateralized Mortgage Obligation GNMA_14-145 2044-10-20 3.500000 1250000.00 1326876.92 Agency Collateralized Mortgage Obligation GNMA_14-41 2044-03-20 4.538820 1500000.00 88893.41 Agency Collateralized Mortgage Obligation FHLMC_36-29 2040-01-15 5.000000 1650578.00 1203585.60 Agency Collateralized Mortgage Obligation GNMA_15-179 2045-12-20 5.188820 1750000.00 195711.77 Agency Collateralized Mortgage Obligation GNMA_15-82 2045-06-20 3.500000 1804916.00 1906036.37 Agency Collateralized Mortgage Obligation GNMA_13-170 2043-11-20 4.558820 1876425.00 97460.22 Agency Collateralized Mortgage Obligation GNMA_18-1 2048-01-20 3.000000 1878779.00 1885176.24 Agency Collateralized Mortgage Obligation FHLMC_44-17 2043-12-15 5.152667 2000000.00 694166.94 Agency Collateralized Mortgage Obligation FNMA_14-49 2043-07-25 7.000000 2101892.00 2090972.95 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS 2045-08-20 4.138820 2150000.00 136505.58 Agency Collateralized Mortgage Obligation FNMA_04-79 2032-08-25 15.533780 2257424.00 73985.88 Agency Collateralized Mortgage Obligation GNMA_17-180 2047-12-20 3.500000 2313781.00 2249184.99 Agency Collateralized Mortgage Obligation FHLMC_31-71 2036-06-15 29.943295 2433000.00 531529.07 Agency Collateralized Mortgage Obligation FHLMC_46-13 2036-12-15 0.000000 2449506.00 3332.61 Agency Collateralized Mortgage Obligation FNMA_12-24 2042-03-25 4.000000 2500000.00 318342.90 Agency Collateralized Mortgage Obligation GNMA_09-92 2039-10-20 5.500000 2679493.00 4757115.21 Agency Collateralized Mortgage Obligation FHLMC_3515A 2039-03-15 5.000000 2691941.00 275387.43 Agency Collateralized Mortgage 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1545444.61 Agency Collateralized Mortgage Obligation FNMA_06-60F 2036-06-25 22.594600 7692308.00 799825.30 Agency Collateralized Mortgage Obligation FHLMC_3169A 2036-05-15 22.602200 7692308.00 872579.35 Agency Collateralized Mortgage Obligation FHLMC_46-13 2036-11-15 0.000000 8049430.00 1683.67 Agency Collateralized Mortgage Obligation FHLMC_44-35 2043-12-15 3.678410 8462701.00 152791.95 Agency Collateralized Mortgage Obligation FHLMC_4226 2036-12-15 0.790000 8485519.00 65898.64 Agency Collateralized Mortgage Obligation FHLMC_40-13 2042-03-15 4.890550 8676000.00 754061.53 Agency Collateralized Mortgage Obligation FNMA_14-68 2044-11-25 0.100000 8800922.00 1711.00 Agency Collateralized Mortgage Obligation FNMA_15-3 2045-02-25 4.488650 9250953.00 1349387.77 Agency Collateralized Mortgage Obligation FHLMC_27-31 2034-01-15 4.500000 9334235.00 4147791.35 Agency Collateralized Mortgage Obligation FHLMC_35-23 2039-04-15 5.000000 10000000.00 719536.70 Agency Collateralized Mortgage Obligation 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Collateralized Mortgage Obligation GNMA_15-106D 2045-07-20 4.638820 19360000.00 1401650.69 Agency Collateralized Mortgage Obligation FHLMC_29-45 2035-03-15 5.500000 20000000.00 8885024.99 Agency Collateralized Mortgage Obligation GNMA_16-108 2046-08-20 4.538820 20000000.00 2458043.91 Agency Collateralized Mortgage Obligation FNMA_16-69 2046-10-25 4.488650 20500860.00 2336212.80 Agency Collateralized Mortgage Obligation FHLMC_42-50 2043-09-15 4.500000 20725000.00 607119.99 Agency Collateralized Mortgage Obligation FHLMC_40-20 2042-03-15 4.440550 20781000.00 1075827.20 Agency Collateralized Mortgage Obligation FNMA_14-29 2044-05-25 4.488650 21158892.00 1488044.26 Agency Collateralized Mortgage Obligation FHLMC_44-17 2043-12-15 2.932250 22473927.00 115934.62 Agency Collateralized Mortgage Obligation GNMA_17-163C 2047-11-20 4.638820 22499999.00 4050535.89 Agency Collateralized Mortgage Obligation GNMA_13-26 2043-02-16 4.590530 22530812.00 1237815.05 Agency Collateralized Mortgage 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4.538650 25228625.00 1341826.43 Agency Collateralized Mortgage Obligation GNMA_17-93A 2047-06-20 4.638820 25237296.00 5152923.40 Agency Collateralized Mortgage Obligation GNMA_14-41 2044-03-16 4.540530 25593175.00 2159252.33 Agency Collateralized Mortgage Obligation FNMA_16-60 2046-09-25 4.538650 25849394.00 2801391.32 Agency Collateralized Mortgage Obligation FHLMC_40-73 2042-07-15 4.440550 28000000.00 1942353.70 Agency Collateralized Mortgage Obligation FNMA_12-67 2042-07-25 4.388650 28333333.00 1653107.30 Agency Collateralized Mortgage Obligation GNMA_17-163B 2047-11-20 4.638820 28522311.00 6226443.25 Agency Collateralized Mortgage Obligation FHLMC_41-04 2042-09-15 4.490550 28571428.00 2450706.32 Agency Collateralized Mortgage Obligation GNMA_17-117B 2047-08-20 4.638820 28800141.00 5852738.92 Agency Collateralized Mortgage Obligation FHLS_273 2042-08-15 4.990550 29166666.00 2737629.88 Agency Collateralized Mortgage Obligation FNMA_17-31C 2047-05-25 4.538650 29213876.00 5375799.97 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Obligation FGRA 4631NF 11/15/46 2046-11-15 2.567750 14854807.00 12833108.58 Agency Collateralized Mortgage Obligation FGRA 4631SA 11/15/46 2046-11-15 4.440550 52147046.00 9065925.57 Agency Collateralized Mortgage Obligation FGRA 4669TI 09/15/40 2040-09-15 0.100000 17101815.00 55252.06 Agency Collateralized Mortgage Obligation FGRA 4669TS 03/15/44 2044-03-15 0.150000 12484938.00 56969.78 Agency Collateralized Mortgage Obligation FGRA 4692LS 06/15/47 2047-06-15 4.540550 70000000.00 12609171.27 Agency Collateralized Mortgage Obligation FGRA 4703SA 07/15/47 2047-07-15 4.590550 71428571.00 13202225.44 Agency Collateralized Mortgage Obligation FGRA 4752PS 11/15/47 2047-11-15 4.640550 76518571.00 14070546.21 Agency Collateralized Mortgage Obligation FGRA 4752ZP 11/15/47 2047-11-15 4.000000 19808654.00 17624638.99 Agency Collateralized Mortgage Obligation FGRA S12692 12/15/40 2040-12-15 3.990000 1124190.00 65547.69 Agency Collateralized Mortgage Obligation FGRA S13190 08/15/43 2043-08-15 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Mortgage Obligation FGRM 4122AI 10/15/42 2042-10-15 3.500000 84353714.00 5030435.80 Agency Collateralized Mortgage Obligation FGRM 4134IM 11/15/42 2042-11-15 3.500000 18175000.00 1802733.10 Agency Collateralized Mortgage Obligation FGRM 4219AI 01/15/43 2043-01-15 3.500000 9450126.00 839647.07 Agency Collateralized Mortgage Obligation FGRM 4377BI 12/15/43 2043-12-15 4.500000 11123577.00 1003004.03 Agency Collateralized Mortgage Obligation FGRM 4451CI 03/15/45 2045-03-15 7.000000 40554851.00 5823448.86 Agency Collateralized Mortgage Obligation FGRM 4456BI 05/15/44 2044-05-15 4.000000 4375000.00 462546.51 Agency Collateralized Mortgage Obligation FGRM 4544AI 11/15/44 2044-11-15 4.000000 10062114.00 4222094.32 Agency Collateralized Mortgage Obligation FGRM 4564IP 12/15/45 2045-12-15 3.500000 7142857.00 878898.73 Agency Collateralized Mortgage Obligation FGRM 4573AI 10/15/32 2032-10-15 7.000000 9626478.00 1628759.94 Agency Collateralized Mortgage Obligation FGRM 4621HI 10/15/46 2046-10-15 3.500000 42142856.00 6231296.93 Agency Collateralized Mortgage Obligation FGRM 4641CI 12/15/46 2046-12-15 5.500000 17923878.00 2838771.81 Agency Collateralized Mortgage Obligation FGRM 4641DI 05/15/41 2041-05-15 5.000000 7368481.00 1157668.24 Agency Collateralized Mortgage Obligation FGRM 4641IO 02/15/44 2044-02-15 4.000000 85685865.00 9520598.11 Agency Collateralized Mortgage Obligation FGRM 4657PO 11/15/37 2037-11-15 0.000000 5661348.00 3419243.47 Agency Collateralized Mortgage Obligation FGRM 4663PI 03/15/47 2047-03-15 4.000000 1562500.00 267902.41 Agency Collateralized Mortgage Obligation FGRM 4682IJ 05/15/47 2047-05-15 4.000000 12375000.00 2726243.53 Agency Collateralized Mortgage Obligation FGRM 4682IP 05/15/47 2047-05-15 4.000000 18750000.00 2956140.79 Agency Collateralized Mortgage Obligation FGRM 4682LI 05/15/47 2047-05-15 4.000000 28567188.00 4333880.09 Agency Collateralized Mortgage Obligation FGST GIO 0186 S10062 2027-08-01 8.000000 284858719.00 168060.66 Agency Collateralized Mortgage Obligation FGST GIO 0202 S10080 2029-04-01 6.500000 48061656.00 52914.64 Agency Collateralized Mortgage Obligation FGST GIO 0221 S10101 2032-03-15 7.000000 39439720.00 65884.45 Agency Collateralized Mortgage Obligation FGST GIO 0239 S10282 2036-08-15 6.000000 8261000.00 36288.02 Agency Collateralized Mortgage Obligation FGST GPO 0209 S02193 2030-09-15 0.000000 108500000.00 108629.66 Agency Collateralized Mortgage Obligation FGST GPO 0214 S02439 2031-06-01 0.000000 131776889.00 560146.49 Agency Collateralized Mortgage Obligation FGST GPO 0218 S02684 2032-02-01 0.000000 479899200.00 3077546.28 Agency Collateralized Mortgage Obligation FGST GPO 0222 S02880 2032-06-15 0.000000 55636272.00 246484.81 Agency Collateralized Mortgage Obligation FGST GPO 0245 S04900 2037-05-15 0.000000 3000000.00 91495.19 Agency Collateralized Mortgage Obligation FGST GIO 0147 S10022 2023-02-01 8.000000 425478.00 60.98 Agency Collateralized Mortgage Obligation FGST GIO 0171 S10044 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Collateralized Mortgage Obligation FNST TR0353 IO2 CL 2034-07-25 5.000000 5000000.00 44182.72 Agency Collateralized Mortgage Obligation FNST TR0370 IO2 CL 2036-06-25 6.000000 7965000.00 64801.60 Agency Collateralized Mortgage Obligation FNST TR0372 IO2 CL 2036-08-25 6.000000 967987.00 5084.99 Agency Collateralized Mortgage Obligation FNST TR0374 IO15 CL 2036-12-25 6.500000 11421205.00 78772.96 Agency Collateralized Mortgage Obligation FNST TR0377 IO2 CL 2036-10-25 5.000000 10424824.00 95621.70 Agency Collateralized Mortgage Obligation FNST TR0381 IO16 CL 2037-04-25 6.500000 5458770.00 51691.55 Agency Collateralized Mortgage Obligation FNST TR0383 IO2 WL 2037-10-25 5.000000 1974000.00 22843.26 Agency Collateralized Mortgage Obligation FNST TR0383 IO4 WL 2037-09-25 5.500000 16473000.00 106053.80 Agency Collateralized Mortgage Obligation FNST TR0383 IO5 WL 2037-09-25 5.500000 10449000.00 60218.75 Agency Collateralized Mortgage Obligation FNST TR0383 IO6 WL 2037-09-25 5.500000 9403000.00 58517.61 Agency Collateralized Mortgage Obligation FNST TR0383 IO7 WL 2037-09-25 5.500000 9264000.00 40553.87 Agency Collateralized Mortgage Obligation FNST TR0383 IO8 WL 2037-08-25 5.500000 4083000.00 30331.79 Agency Collateralized Mortgage Obligation FNST TR0383 IO9 WL 2037-08-25 5.500000 4057000.00 30077.86 Agency Collateralized Mortgage Obligation FNST TR0383 IO15 WL 2037-09-25 5.500000 1922000.00 8405.91 Agency Collateralized Mortgage Obligation FNST TR0383 IO16 WL 2037-09-25 5.500000 587000.00 4255.17 Agency Collateralized Mortgage Obligation FNST TR0383 IO18 WL 2038-01-25 5.500000 11825000.00 66305.01 Agency Collateralized Mortgage Obligation FNST TR0383 IO19 WL 2038-01-25 5.500000 10798000.00 77307.95 Agency Collateralized Mortgage Obligation FNST TR0383 IO20 WL 2037-07-25 5.500000 6448000.00 49149.27 Agency Collateralized Mortgage Obligation FNST TR0383 IO21 WL 2037-07-25 5.500000 6188000.00 46124.20 Agency Collateralized Mortgage Obligation FNST TR0383 IO22 WL 2037-07-25 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Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2020-09-01 5.967000 100696.00 323.58 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2030-11-01 3.500000 137178.00 109312.43 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2043-12-01 3.500000 197000.00 193852.98 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2041-02-01 4.000000 199437.00 85718.61 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-01-01 4.000000 210000.00 193193.85 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-06-01 4.000000 270000.00 280238.25 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-08-01 4.000000 320000.00 199335.91 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-04-01 4.000000 327400.00 323082.88 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-12-01 4.000000 357309.00 370329.59 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2021-11-01 2.039000 368763.00 360789.09 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2035-04-01 3.475000 424630.00 47949.80 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2035-12-01 3.500000 500000.00 327184.63 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-01-01 4.000000 537092.00 560678.08 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2043-02-01 3.500000 580000.00 367410.45 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2040-07-01 3.590000 597000.00 193006.80 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-04-01 2.979000 600000.00 526050.92 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2029-03-01 3.500000 729000.00 368106.20 Agency Mortgage-Backed Securities GINNIE MAE II 2047-05-20 4.500000 747967.00 618526.88 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2040-12-01 5.300000 750000.00 749172.97 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2032-05-01 3.500000 780632.00 301201.92 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-07-01 3.500000 801173.00 432591.11 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2037-03-01 3.215000 894622.00 146818.06 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2037-02-01 3.293000 903535.00 308318.90 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-10-01 4.500000 922671.00 952215.86 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-12-01 4.000000 964909.00 1009405.83 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2030-10-01 3.000000 969275.00 736241.70 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2038-07-01 3.375000 1000000.00 50655.81 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2038-05-01 3.541000 1000000.00 38149.13 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2032-06-01 4.000000 1000000.00 447238.54 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2038-06-01 3.416000 1000000.00 62214.27 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2037-09-01 3.454000 1000000.00 60711.14 Agency Mortgage-Backed Securities GINNIE MAE II 2048-01-20 5.000000 1004970.00 1075267.13 Agency Mortgage-Backed Securities GINNIE MAE II 2048-01-20 4.500000 1010884.00 1094413.35 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2038-02-01 3.805000 1020000.00 105984.16 Agency Mortgage-Backed Securities GINNIE MAE II 2048-01-20 4.500000 1036762.00 1120823.24 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2026-03-01 4.000000 1040681.00 301620.17 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2026-01-01 3.500000 1044950.00 220177.85 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-09-01 3.000000 1050000.00 934448.48 Agency Mortgage-Backed Securities GINNIE MAE II 2047-09-20 3.500000 1051854.00 1067234.72 Agency Mortgage-Backed Securities GINNIE MAE II 2048-01-20 4.500000 1062026.00 1135478.24 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-10-01 2.372000 1064562.00 797625.15 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2044-11-01 4.500000 1064700.00 661396.54 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-01-01 4.500000 1068368.00 1104282.39 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-07-01 2.755000 1073549.00 372933.26 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2037-01-01 3.292000 1075000.00 33998.74 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2020-09-01 5.000000 1076448.00 78907.14 Agency Mortgage-Backed Securities GINNIE MAE II 2047-11-20 5.000000 1123900.00 1205839.31 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2033-04-01 3.500000 1124636.00 791182.13 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2035-04-01 3.339000 1125000.00 68082.64 Agency Mortgage-Backed Securities HMBE_82-4 2067-12-20 2.757000 1125790.00 1151284.86 Asset-Backed Securities FREDDIE MAC GOLD 2042-04-01 3.500000 1141930.00 582351.41 Agency Mortgage-Backed Securities GINNIE MAE II 2048-01-20 4.500000 1142201.00 1217860.01 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-04-01 3.500000 1161550.00 502495.57 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2028-04-01 3.000000 1187863.00 725382.74 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-01-01 3.000000 1200000.00 1125283.47 Agency Mortgage-Backed Securities GINNIE MAE II 2047-06-20 5.000000 1230597.00 1215626.24 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2033-01-01 3.500000 1267646.00 1313078.15 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-12-01 4.000000 1274195.00 1313180.82 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2043-03-01 3.500000 1292500.00 1001979.17 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2027-08-01 2.500000 1295740.00 660761.45 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2040-09-01 5.000000 1299498.00 315654.36 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2032-10-01 3.000000 1302364.00 1289653.82 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2045-07-01 3.500000 1319863.00 1046216.61 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-08-01 2.962000 1328737.00 1191191.10 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2040-11-01 4.500000 1328823.00 560747.29 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2036-03-01 3.750000 1330904.00 148097.85 Agency Mortgage-Backed Securities GINNIE MAE II 2048-01-20 4.000000 1336383.00 1397739.76 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2033-12-01 4.000000 1336931.00 671677.41 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2027-02-01 3.000000 1399557.00 591688.37 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2027-08-01 3.000000 1400000.00 629416.03 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-10-01 2.785000 1441350.00 840799.90 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2048-01-01 4.500000 1453371.00 1569529.19 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2041-03-01 5.000000 1466255.00 522292.23 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2037-01-01 3.075000 1477489.00 117651.68 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2040-01-01 5.500000 1482511.00 96538.05 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-05-01 4.000000 1515189.00 1487730.43 Agency Mortgage-Backed Securities GINNIE MAE II 2047-03-20 4.500000 1550859.00 1132220.91 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2036-12-01 3.490000 1552826.00 46014.20 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2022-10-01 5.500000 1600000.00 41864.19 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2041-07-01 5.500000 1600000.00 354092.52 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2037-02-01 2.965000 1601436.00 70358.14 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2025-01-01 2.840000 1615000.00 1608338.30 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-07-01 3.000000 1631000.00 1081825.77 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2021-08-01 3.500000 1689730.00 552619.33 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-11-01 4.000000 1695015.00 1779459.90 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2029-11-01 3.429000 1700000.00 39735.60 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-08-01 2.548000 1706345.00 962905.15 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-06-01 4.000000 1718400.00 1376082.21 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-11-01 3.500000 1773677.00 1693765.44 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2037-05-01 3.673000 1806580.00 728457.01 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2036-01-01 4.500000 1815000.00 45841.30 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2039-03-01 5.000000 1889588.00 316021.96 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-02-01 4.000000 1891178.00 1962670.84 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2037-12-01 3.829000 1915511.00 747094.97 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2030-03-01 3.475000 1919039.00 87100.92 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2031-04-01 3.500000 1960200.00 577206.04 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2032-05-01 3.500000 1969345.00 1959333.81 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2027-12-01 2.500000 1996850.00 808155.09 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2029-06-01 3.500000 2000000.00 1098012.50 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2039-11-01 3.480000 2064010.00 1516710.56 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-10-01 3.500000 2091678.00 2089961.74 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2026-05-01 4.000000 2096368.00 376043.38 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-06-01 2.637000 2133264.00 1355154.21 Agency Mortgage-Backed Securities GINNIE MAE II 2048-01-20 5.000000 2143721.00 2293677.58 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2037-09-01 3.433000 2148000.00 27958.06 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2032-11-01 3.000000 2155185.00 2167710.70 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-10-01 3.006000 2180089.00 2194902.23 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-10-01 3.042000 2213837.00 2231990.71 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-07-01 4.000000 2230998.00 2304002.39 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2040-04-01 5.000000 2349582.00 736616.35 Agency 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Mortgage-Backed Securities GINNIE MAE II 2047-12-20 2.000000 2962734.00 2940869.38 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-10-01 2.636000 2977420.00 1269643.47 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2039-05-01 3.550000 2994660.00 890957.92 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2037-01-01 3.000000 3000000.00 2782453.62 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2035-07-01 3.472000 3000000.00 206946.79 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-05-01 3.565000 3000000.00 556089.43 Agency Mortgage-Backed Securities GINNIE MAE II 2067-11-01 4.640000 3089999.00 3408762.89 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2042-01-01 3.000000 3211747.00 3108275.94 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-01-01 4.000000 3267643.00 3411129.33 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2037-05-01 3.539000 3300000.00 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4194528.00 3865949.69 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2025-01-01 5.000000 4215925.00 803187.06 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2025-03-01 4.000000 4308760.00 429134.76 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2030-06-01 3.000000 4331930.00 2997797.57 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2024-04-01 3.480000 4350000.00 4240527.61 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-07-01 3.500000 4369335.00 4148205.76 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-12-01 2.973000 4379621.00 4403064.41 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-10-01 2.986000 4552615.00 829111.94 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2036-07-01 3.080000 4555552.00 2088747.87 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2036-06-01 3.250000 4567884.00 739225.14 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2048-02-01 4.000000 4633761.00 4805271.94 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2040-02-01 3.535000 4732423.00 223035.45 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2035-10-01 3.330000 4842772.00 181623.03 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2037-05-01 2.855000 5000000.00 217017.61 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2027-12-01 2.500000 5029073.00 2238766.03 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2037-09-01 1.847000 5082536.00 92501.71 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-06-01 2.412000 5307387.00 3773381.68 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-10-01 3.390000 5352526.00 375097.84 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2025-03-01 2.700000 5500000.00 5178483.39 Agency Mortgage-Backed Securities GINNIE MAE II 2047-07-20 4.500000 5572816.00 5499549.46 Agency Mortgage-Backed 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B1V7KEBTPIMZEU4LTD58 2047-09-01 3.500000 8053962.00 8141809.10 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-08-01 3.000000 8250112.00 7478609.89 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-08-01 2.500000 8304400.00 6699267.54 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2037-05-01 3.930000 8395039.00 1075565.52 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2028-02-01 3.000000 8592176.00 4175080.65 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-05-01 2.598000 8606296.00 2420548.96 Agency Mortgage-Backed Securities UNITED STATES TREASURY 2023-01-31 2.375000 8800000.00 8745000.00 U.S. Treasuries (including strips) FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-07-01 3.405000 8874000.00 1458477.82 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2021-01-01 3.500000 8945397.00 560543.32 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2036-04-01 3.615000 9007570.00 750191.97 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-10-01 4.000000 9012536.00 9389696.38 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2045-01-01 3.500000 9096550.00 7468163.21 Agency Mortgage-Backed Securities GINNIE MAE II 2044-08-20 2.500000 9384300.00 3233578.97 Agency Mortgage-Backed Securities HMBE_84-38 2067-12-20 4.325000 9400622.00 10711212.22 Asset-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2037-06-01 3.555000 9450000.00 234731.63 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-05-01 4.000000 9499840.00 9459737.68 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-07-01 3.500000 9692020.00 9461691.57 Agency Mortgage-Backed Securities UNITED STATES TREASURY 2028-01-15 1.750000 9781300.00 12742561.80 U.S. Treasuries (including strips) FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-11-01 3.370000 9896995.00 9415953.87 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2038-06-01 3.608000 9904883.00 814457.64 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2032-04-01 3.500000 9959755.00 5105787.68 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2041-08-01 3.180000 10005495.00 830057.52 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2042-09-01 3.500000 10211429.00 5688296.55 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-12-01 3.500000 10332864.00 10510902.24 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2044-06-01 2.954000 10415726.00 3188967.45 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-06-01 3.045000 10432376.00 9853817.06 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2037-09-01 3.100000 10475314.00 3177427.18 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2028-12-01 3.270000 11254214.00 79010.01 Agency Mortgage-Backed Securities UNITED STATES TREASURY 2046-02-15 2.500000 11387400.00 10480817.52 U.S. Treasuries (including strips) FANNIE MAE 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13733689.00 3240326.92 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2037-04-01 3.797000 13784055.00 1100277.83 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-01-01 4.000000 13978278.00 10589621.12 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2044-07-01 2.909000 14500000.00 6715463.52 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2031-07-01 2.500000 14827985.00 12413180.94 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2036-10-01 3.545000 15000000.00 1024189.51 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2040-08-01 3.630000 15032350.00 390637.15 Agency Mortgage-Backed Securities UNITED STATES TREASURY 2045-08-15 2.875000 15407700.00 15322851.72 U.S. Treasuries (including strips) FREDDIE MAC GOLD 2046-09-01 3.500000 15412368.00 13796258.49 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2030-12-01 3.607000 16717102.00 67062.26 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2024-01-01 3.500000 16952000.00 17276993.23 Agency Mortgage-Backed Securities UNITED STATES TREASURY 2019-02-28 1.375000 17000000.00 16992544.89 U.S. Treasuries (including strips) FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2039-08-01 4.294000 17104893.00 999260.90 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2041-02-01 2.660000 17285000.00 1878735.68 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-02-01 3.607000 17400000.00 2120741.03 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2036-05-01 3.424000 17692549.00 626260.30 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-06-01 3.435000 17800000.00 6420549.88 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2031-01-01 3.377000 17903100.00 468211.43 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-02-01 3.490000 18574598.00 1778863.76 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2041-05-01 2.862000 18610383.00 2859599.94 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-08-01 3.500000 19041929.00 19176423.40 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2037-10-01 3.525000 19128212.00 339912.26 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-07-01 2.936000 19208925.00 17617850.69 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2032-01-01 4.000000 19364696.00 4458173.02 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2032-03-01 3.124000 20000000.00 155065.82 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-11-01 2.955000 20234400.00 4063711.55 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-10-01 2.326000 21278400.00 15233236.66 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2045-02-01 4.000000 21993724.00 14953720.84 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 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Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2041-05-01 3.268000 25696271.00 2821352.58 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2044-01-01 2.966000 25940209.00 10825397.99 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2032-02-01 3.580000 26445622.00 66024.74 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2037-06-01 3.462000 26578702.00 4299898.87 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-11-01 3.500000 26592629.00 25002869.78 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2042-12-01 3.500000 27026402.00 17096225.71 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2042-04-01 3.500000 28620881.00 15068976.23 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2032-01-01 3.229000 30000000.00 208810.06 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2030-02-01 3.000000 30290944.00 21097029.06 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2037-11-01 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Andrews Neal J. Andrews Chief Financial Officer