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Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2037-09-01 6.000000 1416325.00 40344.35 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2034-07-01 5.000000 1603435.00 108445.88 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2039-09-01 6.500000 2010577.00 142924.96 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2024-01-01 5.000000 2291810.00 54926.64 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2020-09-01 6.000000 3397826.00 183511.34 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2037-05-01 6.500000 3991472.00 142942.20 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-01-01 2.500000 5687010.00 5517845.06 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-09-01 3.500000 14803469.00 14386897.94 Agency Mortgage-Backed Securities UNITED STATES TREASURY 2018-05-03 0.000000 21143800.00 21085008.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 2028-01-15 0.500000 67000000.00 65250047.37 U.S. Treasuries (including strips) 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B1V7KEBTPIMZEU4LTD58 2047-09-01 3.500000 660007.00 655272.19 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-10-01 4.000000 675179.00 700437.74 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-11-01 4.500000 684995.00 38664.59 Agency Mortgage-Backed Securities GINNIE MAE I 2028-07-15 7.000000 702908.00 72457.60 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-08-01 3.000000 710000.00 413000.76 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2030-09-01 3.500000 725000.00 540415.32 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-06-01 3.500000 776062.00 768265.03 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2027-06-01 6.000000 799936.00 82928.48 Agency Mortgage-Backed Securities GINNIE MAE I 2047-08-15 3.500000 805928.00 807685.92 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-11-01 3.000000 821749.00 741195.82 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-12-01 3.000000 830000.00 708833.34 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2034-06-01 6.000000 875000.00 46375.40 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2032-06-01 3.500000 887578.00 853022.52 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2034-12-01 5.000000 907307.00 91748.36 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2034-02-01 5.500000 923920.00 102015.69 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-02-01 4.000000 935349.00 556820.86 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-07-01 3.500000 977932.00 563531.36 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2029-06-01 4.500000 995041.00 78898.63 Agency Mortgage-Backed Securities GINNIE MAE I 2033-08-15 5.000000 999901.00 54334.42 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-05-01 3.000000 1000000.00 842973.06 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2023-11-01 6.000000 1000000.00 42220.26 Agency Mortgage-Backed Securities GINNIE MAE I 2035-06-15 5.000000 1005432.00 64331.78 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2039-04-01 4.500000 1011867.00 65405.20 Agency Mortgage-Backed Securities GINNIE MAE I 2043-04-15 3.500000 1025187.00 572185.72 Agency Mortgage-Backed Securities GINNIE MAE I 2034-04-15 5.000000 1032714.00 91939.96 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-08-01 4.500000 1046207.00 922144.42 Agency Mortgage-Backed Securities GINNIE MAE I 2043-09-15 3.500000 1052764.00 774129.52 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2045-08-01 3.000000 1079000.00 831002.17 Agency Mortgage-Backed Securities GINNIE MAE I 2045-02-15 3.500000 1086067.00 667046.79 Agency Mortgage-Backed Securities GINNIE MAE I 2040-09-15 4.490000 1097348.00 102093.39 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2034-06-01 3.500000 1100000.00 536748.98 Agency Mortgage-Backed Securities GINNIE MAE I 2042-06-15 3.500000 1108517.00 741634.44 Agency Mortgage-Backed Securities GINNIE MAE II 2029-08-20 6.500000 1131581.00 703204.33 Agency Mortgage-Backed Securities GINNIE MAE I 2043-09-15 3.500000 1158172.00 793002.83 Agency Mortgage-Backed Securities GINNIE MAE I 2041-06-15 4.000000 1162459.00 122812.94 Agency Mortgage-Backed Securities GINNIE MAE I 2047-06-15 5.000000 1174891.00 1256995.07 Agency Mortgage-Backed Securities GINNIE MAE II 2047-06-20 4.500000 1180320.00 760971.36 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-08-01 3.500000 1220000.00 507335.47 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2048-01-01 4.500000 1224516.00 1306610.34 Agency Mortgage-Backed Securities GINNIE MAE I 2043-08-15 3.500000 1229795.00 682519.96 Agency Mortgage-Backed Securities GINNIE MAE I 2033-06-15 5.000000 1249990.00 111970.02 Agency Mortgage-Backed Securities GINNIE MAE I 2042-09-15 3.000000 1262384.00 673119.43 Agency Mortgage-Backed Securities GINNIE MAE I 2042-01-15 4.000000 1286242.00 587808.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-10-01 4.000000 1293164.00 1327485.86 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2037-01-01 5.500000 1296817.00 62234.52 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-11-01 3.500000 1305629.00 1304331.28 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-06-01 4.000000 1312606.00 1338823.69 Agency Mortgage-Backed Securities GINNIE MAE II 2039-04-20 5.000000 1315000.00 41536.15 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2037-10-01 6.500000 1347000.00 83485.50 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-03-01 4.000000 1352808.00 1340659.57 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-11-01 4.000000 1363091.00 1377506.54 Agency Mortgage-Backed Securities GINNIE MAE I 2046-01-15 4.000000 1376920.00 1365241.83 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-10-01 3.000000 1391657.00 1000889.73 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-05-01 5.000000 1429940.00 770836.32 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2030-12-01 3.500000 1438604.00 859146.85 Agency Mortgage-Backed Securities GINNIE MAE I 2047-02-15 4.000000 1462465.00 1237636.70 Agency Mortgage-Backed Securities GINNIE MAE II 2043-10-20 4.500000 1473342.00 85155.68 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-10-01 5.500000 1488850.00 78193.38 Agency Mortgage-Backed Securities GINNIE MAE I 2047-07-15 4.500000 1510344.00 1381925.39 Agency Mortgage-Backed Securities GINNIE MAE I 2038-11-15 5.500000 1526245.00 55348.35 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2043-11-01 4.500000 1543388.00 877439.05 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-12-01 4.500000 1556699.00 1282564.76 Agency Mortgage-Backed Securities GINNIE MAE I 2046-04-15 4.500000 1623834.00 1385896.05 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-06-01 4.000000 1718430.00 1342503.05 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2035-09-01 4.500000 1734805.00 104644.93 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2027-07-01 2.500000 1772833.00 959456.14 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-02-01 3.500000 1792068.00 1795707.23 Agency Mortgage-Backed Securities GINNIE MAE I 2034-03-15 6.000000 1824650.00 76557.91 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2041-06-01 5.000000 1900000.00 665767.33 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-06-01 3.500000 1908056.00 1287590.91 Agency Mortgage-Backed Securities GINNIE MAE II 2048-02-20 4.000000 1992066.00 2052961.73 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2023-06-01 4.500000 2000000.00 59001.72 Agency Mortgage-Backed Securities GINNIE MAE I 2019-06-15 5.000000 2000000.00 41615.77 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2038-09-01 6.500000 2100000.00 74946.55 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2029-01-01 7.000000 2130102.00 39662.51 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2026-07-01 5.500000 2145130.00 53079.17 Agency Mortgage-Backed Securities GINNIE MAE I 2038-02-15 5.500000 2215010.00 71808.03 Agency Mortgage-Backed Securities GINNIE MAE I 2032-11-15 6.000000 2286356.00 60324.11 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2040-03-01 4.500000 2400000.00 861645.09 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2026-07-01 4.000000 2411341.00 603045.99 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2023-11-01 5.000000 2455000.00 89826.62 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-09-01 4.000000 2468561.00 2529122.87 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2025-12-01 4.000000 2500000.00 557905.02 Agency Mortgage-Backed Securities GINNIE MAE II 2038-12-20 5.000000 2500000.00 91447.85 Agency Mortgage-Backed Securities GINNIE MAE I 2025-04-15 8.000000 2505759.00 57570.36 Agency Mortgage-Backed Securities GINNIE MAE I 2025-05-15 7.500000 2509091.00 87922.88 Agency Mortgage-Backed Securities GINNIE MAE I 2025-08-15 7.500000 2510123.00 142232.06 Agency Mortgage-Backed Securities GINNIE MAE I 2022-04-15 8.000000 2511151.00 115824.00 Agency Mortgage-Backed Securities GINNIE MAE I 2025-04-15 7.500000 2511743.00 37590.96 Agency Mortgage-Backed Securities GINNIE MAE I 2026-09-15 7.500000 2514798.00 67156.91 Agency Mortgage-Backed Securities GINNIE MAE I 2025-06-15 7.500000 2515552.00 94824.84 Agency Mortgage-Backed Securities GINNIE MAE I 2027-03-15 7.000000 2515937.00 150117.79 Agency Mortgage-Backed Securities GINNIE MAE I 2025-06-15 7.500000 2517014.00 43088.79 Agency Mortgage-Backed Securities GINNIE MAE I 2027-04-15 7.000000 2518553.00 233948.97 Agency Mortgage-Backed Securities GINNIE MAE I 2025-06-15 7.500000 2521270.00 206924.85 Agency Mortgage-Backed Securities GINNIE MAE I 2033-01-15 6.000000 2521583.00 99004.55 Agency Mortgage-Backed Securities GINNIE MAE I 2027-05-15 7.000000 2522097.00 210981.49 Agency Mortgage-Backed Securities GINNIE MAE I 2025-06-15 7.500000 2522305.00 75195.03 Agency Mortgage-Backed Securities GINNIE MAE I 2025-06-15 7.500000 2523170.00 49543.12 Agency Mortgage-Backed Securities GINNIE MAE II 2047-11-20 4.000000 2654606.00 2736700.70 Agency Mortgage-Backed Securities GINNIE MAE I 2047-08-15 4.500000 2737145.00 2698898.86 Agency Mortgage-Backed Securities GINNIE MAE II 2047-06-20 3.000000 2791483.00 2694943.54 Agency Mortgage-Backed Securities GINNIE MAE I 2020-05-15 9.000000 2835488.00 6902.72 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-11-01 8.000000 2901961.00 109293.56 Agency Mortgage-Backed Securities GINNIE MAE I 2042-05-15 4.000000 2931681.00 1343535.44 Agency Mortgage-Backed Securities GINNIE MAE I 2047-05-15 3.500000 3021872.00 3015608.07 Agency Mortgage-Backed Securities GINNIE MAE I 2041-02-15 3.500000 3080389.00 668842.17 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-12-01 3.500000 3107000.00 2718412.74 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2032-10-01 3.000000 3161694.00 1546852.50 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2040-12-01 4.000000 3200001.00 1325852.79 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2034-10-01 6.000000 3370840.00 1345663.92 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-05-01 3.000000 3446204.00 2334902.78 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2026-05-01 4.000000 3500001.00 510749.92 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2040-04-01 5.000000 3551260.00 551585.63 Agency Mortgage-Backed Securities GINNIE MAE I 2046-08-15 3.000000 3624165.00 3452155.89 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2018-09-01 5.000000 3749000.00 11052.24 Agency Mortgage-Backed Securities GINNIE MAE I 2045-10-15 3.500000 3780927.00 3255076.32 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2027-04-01 8.500000 4000000.00 98931.16 Agency Mortgage-Backed Securities GINNIE MAE I 2045-12-15 5.000000 4005060.00 2600311.83 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2027-05-01 5.500000 4026318.00 95166.18 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2032-09-01 3.000000 4388371.00 4152843.49 Agency Mortgage-Backed Securities GINNIE MAE I 2041-07-15 4.000000 4500000.00 616874.78 Agency Mortgage-Backed Securities GINNIE MAE II 2039-01-20 6.500000 4600000.00 25359.99 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2027-02-01 3.000000 4851389.00 1589931.94 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-01-01 5.500000 4999000.00 96401.51 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2037-07-01 6.500000 5600000.00 86835.08 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2031-04-01 5.000000 6121471.00 1259783.22 Agency Mortgage-Backed Securities GINNIE MAE II 2043-03-20 2.500000 6468691.00 3551493.47 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2024-11-01 7.500000 6852452.00 56857.90 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2028-02-01 2.000000 7250000.00 3621950.70 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2027-08-01 2.500000 7992232.00 3373656.02 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2029-01-01 6.500000 8500000.00 44972.48 Agency Mortgage-Backed Securities GINNIE MAE II 2040-09-20 4.500000 8932000.00 685934.08 Agency Mortgage-Backed Securities GINNIE MAE I 2022-12-15 9.000000 9498283.00 12701.85 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2032-11-01 7.000000 9799225.00 1353495.98 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2024-11-01 7.500000 10193264.00 48699.22 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2026-02-01 4.000000 10574237.00 2590929.47 Agency Mortgage-Backed Securities GINNIE MAE I 2034-11-15 5.000000 11113145.00 589192.36 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2032-07-01 6.500000 11350592.00 79134.75 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-02-01 5.000000 12050419.00 571264.59 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2039-11-01 4.500000 12330063.00 3847326.91 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-10-01 3.500000 14806933.00 8225613.81 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2035-10-01 5.000000 15429000.00 769442.91 Agency Mortgage-Backed Securities GINNIE MAE II 2039-08-20 5.000000 15726139.00 600066.88 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2022-12-01 7.000000 16584679.00 45929.26 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2026-08-01 4.000000 18045317.00 3157493.66 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2021-09-01 5.500000 21998101.00 519934.64 Agency Mortgage-Backed Securities GINNIE MAE II 2046-07-20 3.000000 22938040.00 18967049.33 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-05-01 4.000000 24894192.00 22972205.46 Agency Mortgage-Backed Securities GINNIE MAE I 2047-09-15 4.500000 25006144.00 25943635.65 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2023-12-01 5.500000 26087966.00 920863.83 Agency Mortgage-Backed Securities GINNIE MAE I 2045-08-15 4.000000 35045556.00 34170053.76 Agency Mortgage-Backed Securities GINNIE MAE II 2038-11-20 5.500000 35690000.00 322540.35 Agency Mortgage-Backed Securities GINNIE MAE II 2046-04-20 3.000000 39729088.00 29883791.09 Agency Mortgage-Backed Securities GINNIE MAE II 2038-12-20 5.500000 49435040.00 407457.25 Agency Mortgage-Backed Securities GINNIE MAE II 2043-12-20 4.000000 50000000.00 17223150.26 Agency Mortgage-Backed Securities GINNIE MAE I 2021-06-15 9.000000 81996928.00 69454.83 Agency Mortgage-Backed Securities GINNIE MAE II 2045-10-20 3.000000 107198464.00 72962290.42 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2024-01-01 7.500000 139734528.00 223287.86 Agency Mortgage-Backed Securities UNITED STATES TREASURY 2021-09-30 1.125000 100.00 95.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-01-03 0.000000 200.00 196.67 U.S. Treasuries (including strips) FANNIE MAE B1V7KEBTPIMZEU4LTD58 2024-02-01 5.000000 1188.00 47.17 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2022-02-01 5.000000 1471.00 22.99 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2022-01-05 2.000000 4000.00 3918.98 Agency Debentures and Agency Strips GINNIE MAE II 2047-08-20 4.000000 25642.00 26308.88 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-09-01 4.000000 45139.00 46362.75 Agency Mortgage-Backed Securities GINNIE MAE I 2045-11-15 3.500000 55407.00 53331.81 Agency Mortgage-Backed Securities GINNIE MAE II 2047-04-20 6.000000 66677.00 50746.86 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2030-11-01 3.500000 76646.00 51131.63 Agency Mortgage-Backed Securities GINNIE MAE I 2041-01-15 3.490000 96960.00 82815.38 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-07-01 4.000000 100000.00 52692.52 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2032-05-01 3.000000 102131.00 94970.19 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2033-05-01 3.000000 108801.00 60781.01 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-02-01 3.500000 114196.00 106001.79 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2033-09-01 4.500000 141100.00 10445.00 Agency Mortgage-Backed Securities GINNIE MAE II 2042-08-20 3.500000 150001.00 58433.18 Agency Mortgage-Backed Securities UNITED STATES TREASURY 2020-02-15 1.375000 160000.00 157298.21 U.S. Treasuries (including strips) GINNIE MAE I 2041-02-15 3.490000 174614.00 48781.99 Agency Mortgage-Backed Securities GINNIE MAE II 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Americas, Inc. MUFG Securities Americas, Inc. 1.340 K5HU16E3LMSVCCJJJ255 BRTFMMNE8 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FREDDIE MAC GOLD 2028-06-01 3.000000 1000.00 488.17 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2035-05-01 5.203000 1000.00 53.29 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-10-01 2.433000 1001.00 832.05 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-08-01 3.490000 1023.00 250.19 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-09-01 3.757000 1047.00 182.99 Agency Mortgage-Backed Securities FHLMC_4680F 2047-05-15 3.500000 2350.00 2293.15 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2039-08-01 6.453000 2770.00 0.42 Agency Mortgage-Backed Securities GINNIE MAE II 2046-05-20 3.000000 4600.00 3088.35 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2038-07-01 4.206000 8847.00 441.75 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-04-01 4.500000 12956.00 8094.93 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2018-09-01 3.116129 27958.00 24905.39 Agency Mortgage-Backed Securities GINNIE MAE II 2048-02-20 4.500000 30252.00 31172.72 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-03-01 3.647000 32595.00 9934.10 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-04-01 3.000000 37280.00 28429.06 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-09-01 3.000000 40000.00 30678.83 Agency Mortgage-Backed Securities GINNIE MAE II 2048-01-20 5.000000 55547.00 59088.99 Agency Mortgage-Backed Securities GINNIE MAE II 2067-02-01 4.405000 70000.00 76840.37 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-01-01 2.879000 75000.00 38957.65 Agency Mortgage-Backed Securities GINNIE MAE II 2032-01-20 8.000000 81807.00 75920.57 Agency Mortgage-Backed Securities GINNIE MAE II 2047-12-20 4.500000 90774.00 94290.82 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2031-10-01 2.000000 94521.00 78774.17 Agency Mortgage-Backed Securities GINNIE MAE II 2047-11-20 7.000000 105036.00 121578.94 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2024-09-01 3.070000 123223.00 118819.03 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2025-09-01 4.000000 127445.00 17708.23 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-11-01 3.602000 138895.00 89240.73 Agency Mortgage-Backed Securities GINNIE MAE II 2063-08-20 4.545000 147890.00 105668.85 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2029-03-01 3.235000 170806.00 168908.08 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2025-03-01 2.740000 196449.00 183344.22 Agency Mortgage-Backed Securities FNMA_17-107D 2045-08-25 3.000000 200757.00 194209.86 Agency Collateralized Mortgage Obligation FREDDIE MAC GOLD 2048-01-01 4.000000 218061.00 223770.24 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2023-12-01 3.141000 237257.00 230875.61 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2032-11-01 2.500000 279781.00 268264.24 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-09-01 2.600000 296452.00 162900.31 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-12-01 3.500000 303518.00 304117.10 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-01-01 4.000000 315416.00 236194.04 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-09-01 2.762000 325000.00 208665.55 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2026-05-01 4.000000 336016.00 29554.73 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-05-01 2.730000 341000.00 221093.06 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-04-01 3.530000 350000.00 39029.05 Agency Mortgage-Backed Securities HMBE_07-47 2067-11-20 3.607000 352433.00 381273.90 Asset-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2029-11-01 3.630000 362208.00 351463.06 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-11-01 4.500000 398001.00 421444.83 Agency Mortgage-Backed Securities GINNIE MAE II 2042-03-20 2.500000 443893.00 252064.10 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-02-01 4.000000 463597.00 441980.09 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-02-01 4.500000 475004.00 508709.67 Agency Mortgage-Backed Securities GINNIE MAE II 2033-02-20 2.000000 497006.00 467317.50 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-05-01 3.500000 504317.00 284012.66 Agency Mortgage-Backed Securities GINNIE MAE II 2063-05-20 3.565000 544238.00 429485.75 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2027-09-01 3.414000 552273.00 81172.38 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-09-01 2.580000 568733.00 145819.52 Agency Mortgage-Backed Securities FHLMC_4683D 2038-09-15 1.917750 600000.00 493311.85 Agency Collateralized Mortgage Obligation FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-06-01 2.186000 611403.00 354523.62 Agency Mortgage-Backed Securities GINNIE MAE II 2048-02-20 4.000000 692357.00 716811.74 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2036-01-01 3.500000 703665.00 657335.28 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2035-06-01 3.148000 719420.00 135214.01 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-02-01 3.090000 736727.00 739638.86 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2035-11-01 3.662000 739998.00 38980.63 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2034-10-01 3.600000 761549.00 237187.28 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2037-04-01 3.500000 772644.00 722472.03 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-01-01 3.233000 788949.00 740595.09 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-02-01 3.215000 807225.00 811718.98 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-04-01 2.449000 814023.00 483074.00 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2040-08-01 4.000000 822906.00 102227.32 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-03-01 4.500000 890769.00 251629.17 Agency Mortgage-Backed Securities GINNIE MAE II 2047-04-20 3.500000 900000.00 704764.12 Agency Mortgage-Backed Securities UNITED STATES TREASURY 2020-11-30 2.000000 933800.00 928201.92 U.S. Treasuries (including strips) FREDDIE MAC GOLD 2027-01-01 2.000000 949959.00 800196.05 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2027-10-01 2.500000 971743.00 394223.90 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-06-01 4.512000 1000000.00 28213.75 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2034-06-01 3.182000 1000000.00 50021.22 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2034-10-01 3.435000 1000000.00 35047.55 Agency Mortgage-Backed Securities HMAF_73 2063-09-20 3.500000 1000000.00 869963.02 Asset-Backed Securities FREDDIE MAC GOLD 2047-09-01 4.500000 1003006.00 901258.75 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2041-04-01 5.000000 1019403.00 469491.85 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-01-01 3.285000 1022000.00 393137.23 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-01-01 5.608000 1025000.00 31074.76 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2048-02-01 4.000000 1034238.00 1068778.98 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2043-02-01 3.500000 1047936.00 1049013.75 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-01-01 2.412000 1100000.00 616790.76 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2032-10-01 3.000000 1103702.00 1076020.83 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2048-01-01 4.500000 1117023.00 1194362.74 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2019-11-01 5.000000 1120541.00 30019.78 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2032-01-01 4.000000 1149248.00 337928.40 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2042-09-01 3.500000 1186000.00 608655.28 Agency Mortgage-Backed Securities GINNIE MAE I 2040-05-15 5.050000 1194846.00 997319.92 Agency Mortgage-Backed Securities GINNIE MAE II 2048-02-20 4.500000 1205090.00 1295606.18 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-11-01 2.973000 1212291.00 1207592.69 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2048-02-01 4.500000 1241116.00 1330459.75 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2037-12-01 3.000000 1281250.00 1254906.31 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-08-01 1.832000 1300000.00 399081.60 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2040-10-01 3.505000 1320544.00 412320.91 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-12-01 4.000000 1334114.00 1384145.33 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2032-07-01 3.500000 1346852.00 1240793.20 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-03-01 3.425000 1390536.00 377518.00 Agency Mortgage-Backed Securities HMBE_81-98 2067-12-20 3.355000 1407429.00 1522243.28 Asset-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-01-01 3.161000 1440750.00 1447915.26 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2048-02-01 4.500000 1444626.00 1539691.68 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2048-01-01 4.500000 1457839.00 1531235.13 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2028-06-01 2.500000 1475689.00 723534.88 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-01-01 2.395000 1500000.00 556486.46 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-12-01 4.000000 1524896.00 1574902.44 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2048-02-01 4.500000 1536219.00 1613981.75 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-06-01 2.641000 5310000.00 1493131.85 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2043-05-01 3.500000 1578477.00 901750.33 Agency Mortgage-Backed Securities GINNIE MAE II 2048-01-20 4.000000 1610139.00 1659195.99 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-02-01 2.917000 1623336.00 1607408.69 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2025-06-01 2.800000 1639478.00 1612344.64 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2027-05-01 3.010000 1670185.00 1621827.87 Agency Mortgage-Backed Securities GINNIE MAE II 2060-10-20 3.170000 1680615.00 845261.00 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2048-02-01 4.500000 1746902.00 1870316.59 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2043-09-01 4.500000 1766616.00 954823.32 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2034-01-01 3.550000 1800000.00 70920.80 Agency Mortgage-Backed Securities GNMA_17-179 2046-09-20 3.000000 1821927.00 1789018.98 Agency Collateralized Mortgage Obligation FREDDIE MAC GOLD 2042-03-01 4.500000 1885650.00 552122.18 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2035-07-01 3.126000 1936819.00 360696.41 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-08-01 2.376000 1955548.00 1436706.08 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2048-03-01 4.500000 1971842.00 2089943.63 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-12-01 3.300000 1988825.00 118224.57 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-11-01 3.394000 2000000.00 134785.97 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2034-05-01 3.124000 2000000.00 53640.51 Agency Mortgage-Backed Securities GINNIE MAE II 2048-02-20 4.000000 2046311.00 2112279.07 Agency Mortgage-Backed Securities GNMA_17-82D 2047-05-20 3.406250 2055998.00 1578411.20 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-04-01 4.000000 2083994.00 2040544.19 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-12-01 4.500000 2124800.00 2131512.71 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2048-02-01 4.500000 2132100.00 2267898.79 Agency Mortgage-Backed Securities FHLMC_4160 2033-01-15 2.500000 2155213.00 1904348.14 Agency Collateralized Mortgage Obligation FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2033-12-01 3.590000 2182655.00 51439.79 Agency Mortgage-Backed Securities GINNIE MAE II 2048-02-20 4.000000 2239101.00 2332164.28 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-02-01 4.000000 2254449.00 2305693.54 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-10-01 3.516000 2318407.00 2126623.13 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2040-04-01 3.505000 2405671.00 145624.34 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2025-12-01 4.000000 2467831.00 790062.25 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-05-01 3.304000 2567328.00 970136.89 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2037-08-01 2.970000 2696000.00 602893.26 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2037-04-01 6.000000 2750375.00 46527.35 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2032-12-01 3.447000 2850000.00 39308.07 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2034-11-01 3.425000 2896124.00 45642.91 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-10-01 3.227000 2950688.00 288370.19 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-01-01 3.700000 3000000.00 265643.32 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-07-01 3.373000 3000000.00 96962.71 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2032-01-01 3.000000 3173806.00 2829887.59 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2030-10-01 3.900000 3191368.00 25276.30 Agency Mortgage-Backed Securities GNMA_17-180 2047-11-20 3.000000 3219978.00 3151342.23 Agency Collateralized Mortgage Obligation FREDDIE MAC GOLD 2031-05-01 3.000000 3330694.00 2598118.39 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2048-03-01 4.000000 3359912.00 3456026.39 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2040-05-01 3.685000 3500000.00 367308.93 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-03-01 2.957000 3569960.00 1201827.32 Agency Mortgage-Backed Securities GINNIE MAE II 2033-02-20 2.500000 3641432.00 3575212.55 Agency Mortgage-Backed Securities FNMA_17-30F 2041-05-25 4.000000 3752875.00 422224.48 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-08-01 2.406000 3828085.00 2697583.36 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2032-03-01 3.060000 3998000.00 27008.40 Agency Mortgage-Backed Securities GNMA_18-19C 2038-02-20 3.000000 4038990.00 3848022.11 Agency Collateralized Mortgage Obligation FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-05-01 2.466000 4068886.00 1411464.80 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2038-09-01 3.483000 4284824.00 198038.38 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2036-06-01 3.528000 4303155.00 61907.95 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-04-01 2.548000 4397455.00 2414144.63 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-07-01 2.410000 4651517.00 3408180.32 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2036-12-01 3.135000 4720000.00 279671.80 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2025-08-01 4.000000 4894704.00 863928.58 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2034-01-01 3.469000 4934371.00 81173.72 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-06-01 3.592000 5000000.00 2123078.45 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2026-02-01 4.000000 5064902.00 287943.73 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2038-01-01 3.000000 5137006.00 5049955.53 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-12-01 2.672000 5248711.00 933410.07 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2025-05-01 4.500000 5338555.00 1112258.33 Agency Mortgage-Backed Securities GNMA_16-60 2045-08-20 3.000000 5361465.00 4519688.38 Agency Collateralized Mortgage Obligation FREDDIE MAC GOLD 2028-04-01 2.500000 5603552.00 2240114.77 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-07-01 4.500000 5663850.00 5657553.09 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2040-12-01 3.376000 5750000.00 603124.84 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-01-15 2.885000 5872370.00 2400437.72 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2038-06-01 3.663000 6127898.00 769185.76 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-09-01 3.500000 6592060.00 6441584.77 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-01-01 2.359000 6746475.00 1908078.75 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2036-07-01 3.367000 7000000.00 2422610.30 Agency Mortgage-Backed Securities FHLMC_46-55 2047-02-15 4.000000 7016455.00 1433142.17 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-08-01 3.500000 7124998.00 3758544.06 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2032-10-01 3.000000 7287269.00 3565281.87 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-07-01 3.311000 7941579.00 159522.97 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-02-01 3.500000 8522640.00 6651147.23 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-11-01 2.930000 8793251.00 1930655.87 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2039-07-01 3.547000 9041741.00 1205286.14 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2036-09-01 3.515000 9113590.00 904516.04 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-08-01 3.572000 9329351.00 1425329.23 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-06-01 2.529000 9700000.00 2270435.76 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-06-01 3.554000 9959081.00 525520.44 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2038-01-01 5.497000 10282592.00 396664.49 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2032-08-01 3.385000 10747381.00 76766.13 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-04-01 3.000000 12674192.00 9833836.56 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2034-02-01 3.733000 13000029.00 352277.97 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2040-08-01 3.526000 13223742.00 1759767.91 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-07-01 4.500000 13348512.00 13959560.33 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-04-01 2.780000 13629044.00 2130695.27 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2037-11-01 3.380000 16408672.00 93955.82 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2044-09-01 4.000000 17360281.00 12927558.92 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2032-11-01 3.323000 18167909.00 298975.95 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2044-07-01 4.000000 18451072.00 12190203.04 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2030-06-01 4.409000 19175656.00 50846.50 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-03-01 2.797000 22000000.00 6414209.27 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-10-01 3.500000 23950864.00 12889438.47 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2039-09-01 3.556000 24469672.00 1751988.08 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2028-03-01 3.173000 25058880.00 99446.94 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2035-07-01 3.178000 25516306.00 1771228.89 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-02-01 3.776000 33041664.00 2526280.41 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2033-01-01 3.483000 38035704.00 308433.81 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2026-10-01 5.463000 39573374.00 455082.50 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2040-03-01 3.770000 46040399.00 2903676.15 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2027-05-01 3.000000 49443336.00 18228234.34 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-05-01 4.583000 57052430.00 1487140.31 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-09-01 3.443000 70067271.00 2167563.55 Agency Mortgage-Backed Securities GNMA_10-165 2038-04-20 2.500000 87281664.00 11032640.72 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2022-11-01 1.987000 109554276.00 697741.20 Agency Mortgage-Backed Securities FNMA_17-54E 2047-07-25 1.616380 167905859.00 7052281.86 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 2023-01-31 1.750000 100.00 95.91 U.S. Treasuries (including strips) FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-01-01 4.500000 1000.00 1044.61 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2038-07-01 6.000000 1023.00 8.75 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2037-09-01 3.125000 1076.00 6.37 Agency Mortgage-Backed Securities GINNIE MAE II 2041-07-20 2.750000 1359.00 223.95 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2041-07-01 3.726000 1573.00 19.69 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2036-07-01 3.210000 2683.00 74.68 Agency Mortgage-Backed Securities GINNIE MAE II 2048-01-20 4.500000 9433.00 10016.61 Agency Mortgage-Backed Securities GINNIE MAE II 2047-11-20 5.000000 13310.00 14200.63 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2043-09-01 3.500000 19890.00 13753.07 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2028-12-01 2.770000 25545.00 24193.73 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2042-11-01 3.500000 28545.00 19941.45 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-05-01 3.500000 38565.00 25918.26 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-03-01 3.500000 47919.00 38973.12 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2037-05-01 3.410000 51020.00 3057.13 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2024-03-01 3.760000 55174.00 57133.51 Agency Mortgage-Backed Securities GINNIE MAE II 2033-01-20 3.000000 66081.00 66028.10 Agency Mortgage-Backed Securities GINNIE MAE II 2032-06-20 2.500000 81877.00 75768.79 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2048-01-01 4.500000 90781.00 97081.40 Agency Mortgage-Backed Securities FNMA_17-87 2046-10-25 3.000000 95879.00 87071.51 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-10-01 2.500000 99885.00 73476.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2019-08-01 3.305000 104427.00 84.28 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2027-04-01 3.000000 121059.00 42372.55 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2027-09-01 2.500000 140071.00 130968.86 Agency Mortgage-Backed Securities GINNIE MAE II 2065-01-20 4.560000 148282.00 149004.39 Agency Mortgage-Backed Securities GINNIE MAE I 2053-01-15 2.920000 152928.00 152067.98 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2023-11-01 3.570000 165623.00 159146.99 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2042-03-01 4.000000 192536.00 107463.23 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2019-01-01 5.440000 221660.00 194595.30 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2048-01-01 4.500000 238359.00 253449.83 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2031-08-01 2.500000 259643.00 232308.16 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-12-01 2.200000 273353.00 129959.36 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2048-02-01 4.500000 1798975.00 1883856.96 Agency Mortgage-Backed Securities GINNIE MAE II 2048-02-20 4.500000 324544.00 348920.22 Agency Mortgage-Backed Securities GINNIE MAE II 2065-04-20 4.575000 325000.00 331095.16 Agency Mortgage-Backed Securities GINNIE MAE II 2046-02-20 3.500000 332977.00 250577.62 Agency Mortgage-Backed Securities GINNIE MAE I 2034-03-15 8.000000 335205.00 191634.16 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2037-09-01 3.198000 340552.00 43951.40 Agency Mortgage-Backed Securities FHLMC_4114 2042-10-15 3.500000 367285.00 283783.77 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2025-03-01 5.570000 400000.00 400200.86 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-02-01 3.531000 413827.00 349585.76 Agency Mortgage-Backed Securities GINNIE MAE II 2028-03-20 3.000000 438607.00 162407.71 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2034-05-01 2.694000 450488.00 40450.17 Agency Mortgage-Backed Securities GINNIE MAE II 2048-02-20 2.500000 497912.00 466702.40 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2037-08-01 6.000000 507713.00 94669.43 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2021-11-01 4.690000 517796.00 33456.12 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-08-01 4.500000 534474.00 566092.95 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2036-09-01 4.000000 551480.00 545241.63 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-11-01 5.710000 600033.00 459107.61 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2032-01-01 3.500000 635923.00 610531.53 Agency Mortgage-Backed Securities GINNIE MAE II 2047-08-20 2.500000 654636.00 330422.41 Agency Mortgage-Backed Securities GINNIE MAE II 2047-09-20 2.500000 688416.00 669226.01 Agency Mortgage-Backed Securities FNMA_13-8 2041-12-25 2.500000 700001.00 421312.74 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-10-01 2.907000 736750.00 516462.87 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2021-11-01 5.370000 741499.00 557974.50 Agency Mortgage-Backed Securities GINNIE MAE II 2048-02-20 4.500000 751858.00 797170.71 Agency Mortgage-Backed Securities GINNIE MAE II 2048-02-20 4.000000 753926.00 782907.05 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-06-01 4.500000 769372.00 806462.41 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2038-06-01 2.003000 787498.00 33833.10 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-08-01 2.392000 814791.00 609837.68 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-01-01 2.776000 840015.00 840960.98 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-01-01 4.500000 856811.00 911501.25 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-01-01 4.000000 883966.00 914486.36 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-10-01 2.762000 900000.00 578474.48 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-01-01 3.431000 950000.00 111824.66 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-01-01 4.000000 978611.00 1009178.50 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2026-09-01 3.500000 993181.00 282626.23 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-04-01 4.610000 1000000.00 37985.66 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2034-06-01 3.390000 1000000.00 51579.01 Agency Mortgage-Backed Securities HMAF_73-8 2063-09-20 3.412000 1000000.00 842544.45 Asset-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2035-04-01 3.705000 1007497.00 67330.49 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2048-01-01 4.500000 1013348.00 1076238.50 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2048-02-01 4.500000 1018901.00 1082308.55 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2038-02-01 3.846000 1020000.00 97530.98 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2029-04-01 3.500000 1036969.00 836211.88 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2048-01-01 4.500000 1053604.00 1127563.13 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-10-01 3.449000 1067178.00 649962.91 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-09-01 4.000000 1075949.00 1102444.19 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2035-09-01 4.369000 1100000.00 73569.01 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2037-06-01 3.405000 1103461.00 159242.53 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2032-07-01 3.500000 1133180.00 1087417.31 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-03-01 3.613000 1150000.00 38474.25 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-04-01 1.750000 1177470.00 369617.95 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2032-06-01 3.000000 1184504.00 1029727.55 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-02-01 2.496000 1191288.00 491795.72 Agency Mortgage-Backed Securities GINNIE MAE II 2047-08-20 5.000000 1217488.00 1301946.38 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2033-01-01 3.500000 1247465.00 1270157.82 Agency Mortgage-Backed Securities GINNIE MAE II 2048-01-20 4.500000 1258185.00 1336077.55 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-11-01 4.000000 1270840.00 1314203.31 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2035-09-01 4.900000 1297000.00 102515.43 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-10-01 3.118000 1336942.00 1268143.98 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2024-01-01 4.020000 1350000.00 1331283.82 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2025-10-01 4.500000 1361799.00 314019.68 Agency Mortgage-Backed Securities GINNIE MAE II 2048-02-20 4.500000 1384850.00 1489511.91 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2031-10-01 2.500000 1405816.00 1268341.72 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2027-08-01 3.000000 1461640.00 588042.73 Agency Mortgage-Backed Securities GNMA_17-163 2047-11-20 3.000000 1476000.00 1333786.96 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-11-01 3.486000 1499904.00 900829.75 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-11-01 2.864000 1500000.00 646895.20 Agency Mortgage-Backed Securities GINNIE MAE II 2048-02-20 4.000000 1521400.00 1570446.44 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-01-01 3.500000 1574201.00 1542338.23 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2034-07-01 3.636000 1578514.00 74603.48 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2024-07-01 3.050000 1592600.00 1497698.44 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2032-08-01 3.625000 1601096.00 162567.74 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2024-07-01 3.140000 1621609.00 1522621.24 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2024-03-01 3.600000 1673075.00 1699548.36 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2032-06-01 3.000000 1685708.00 1615033.19 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-09-01 4.000000 1725000.00 859164.41 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-12-01 3.617000 1734950.00 72267.94 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2034-11-01 4.579000 1765000.00 38051.26 Agency Mortgage-Backed Securities GINNIE MAE II 2048-02-20 5.000000 1870324.00 1973036.10 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-04-01 3.211000 1897944.00 686297.06 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2025-05-01 2.870000 1920000.00 1793887.82 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2027-05-01 2.690000 1933770.00 1766652.13 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-09-01 2.677000 1946299.00 1653092.49 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2032-09-01 3.500000 1971550.00 1822347.42 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-06-01 3.091000 2000000.00 59416.07 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-02-01 3.264000 2025918.00 574979.50 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-04-01 3.249000 2037771.00 862621.32 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-06-01 2.047000 2043117.00 399961.77 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-09-01 2.959000 2053648.00 1956840.63 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2024-09-01 2.840000 2130504.00 1986467.75 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2044-05-01 2.871000 2132958.00 649188.71 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-06-01 2.528000 2135165.00 955533.80 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2032-11-01 3.000000 2155189.00 2141831.80 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-12-01 4.500000 2170315.00 2307277.69 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2048-01-01 3.500000 2276936.00 2275832.33 Agency Mortgage-Backed Securities GINNIE MAE II 2048-02-20 4.500000 2318509.00 2465017.86 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-04-01 4.000000 2360123.00 1209219.82 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2044-02-01 3.060000 2398872.00 863312.32 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2038-02-01 4.000000 2459480.00 2549910.87 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2042-12-01 3.500000 2696000.00 1221633.89 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-12-01 2.680000 2760093.00 2009291.31 Agency Mortgage-Backed Securities GINNIE MAE II 2048-02-20 4.000000 2788798.00 2904709.37 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2034-04-01 3.525000 2802295.00 51557.03 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-10-01 4.572000 2846775.00 164554.42 Agency Mortgage-Backed Securities GINNIE MAE II 2048-02-20 4.000000 2886337.00 2979383.53 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2033-10-01 3.469000 3000000.00 143008.78 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-11-01 2.924000 3013453.00 1836483.77 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-06-01 4.500000 3108148.00 3168850.42 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2050-03-01 3.473000 3169525.00 725218.70 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2038-01-01 3.469000 3187133.00 457035.03 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2042-01-01 3.000000 3353744.00 3199948.84 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-05-01 2.622000 3375680.00 1955843.93 Agency Mortgage-Backed Securities HMAR_78-79 2065-12-20 3.339000 3426262.00 2994895.25 Asset-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-09-01 3.198000 3500000.00 34077.44 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2048-03-01 4.500000 3555444.00 3811382.10 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-04-01 3.500000 3770000.00 3508431.41 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-08-01 4.500000 3845056.00 3827172.96 Agency Mortgage-Backed Securities GNMA_18-15 2037-06-20 3.000000 3888000.00 3646702.17 Agency Collateralized Mortgage Obligation FREDDIE MAC GOLD 2046-05-01 4.000000 3985777.00 3639551.94 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-09-01 3.432000 4000000.00 83829.59 Agency Mortgage-Backed Securities FNMA_16-37D 2043-08-25 3.500000 4285714.00 381877.38 Agency Collateralized Mortgage Obligation FREDDIE MAC GOLD 2031-06-01 3.000000 4310763.00 3328276.16 Agency Mortgage-Backed Securities GINNIE MAE II 2042-10-20 3.125000 4447181.00 962972.44 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-05-01 2.799000 4497400.00 1625713.66 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2036-06-01 3.250000 4567884.00 734288.70 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-09-01 2.820000 4700000.00 2340443.77 Agency Mortgage-Backed Securities HMBE_04-32 2068-01-20 4.300000 4989929.00 5592418.02 Asset-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2032-12-01 3.460000 5000000.00 57394.39 Agency Mortgage-Backed Securities GINNIE MAE II 2033-12-20 3.750000 5000000.00 516617.24 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2042-06-01 4.000000 5044128.00 1995796.15 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-06-01 3.158000 5119907.00 34338.25 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2034-01-01 4.877000 5356976.00 32739.73 Agency Mortgage-Backed Securities GINNIE MAE I 2036-04-15 6.000000 5376656.00 767837.75 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-08-01 3.018000 5500000.00 992828.32 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2035-09-01 3.581000 5594510.00 654562.44 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2048-03-01 4.500000 5648376.00 5986680.96 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-11-01 3.471000 5976291.00 16195.49 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2034-09-17 5.750000 6171079.00 1733151.09 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2041-10-01 3.134000 6333560.00 1823984.82 Agency Mortgage-Backed Securities FGOLD 2048-01-01 4.500000 6559629.00 6941135.79 Other Instrument GENERIC FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-04-01 4.500000 6700000.00 6513002.85 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2032-11-01 3.500000 7191763.00 6912763.11 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-09-01 3.599000 7316523.00 3253170.44 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-03-01 3.650000 7384709.00 5023399.87 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-12-01 2.805000 7626295.00 1544656.72 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2045-12-01 4.500000 8365312.00 8850625.58 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2038-04-01 3.686000 9100000.00 778244.29 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-08-01 2.573000 9142013.00 3486666.30 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-07-01 2.516000 9236070.00 6443543.56 Agency Mortgage-Backed Securities FNMA_17-54C 2047-07-25 4.000000 9309754.00 1913973.21 Agency Collateralized Mortgage Obligation FNMA_17-30F 2044-02-25 4.000000 9382250.00 1569549.49 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-04-01 3.556000 10487662.00 1991473.78 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2042-06-01 4.500000 10817545.00 4175851.15 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-02-01 4.500000 11340160.00 11959371.36 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-08-01 2.500000 12119953.00 9552282.51 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-05-01 3.581000 12751632.00 2828589.88 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2040-12-01 3.418000 13384925.00 822557.43 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2043-01-01 3.500000 14069561.00 14099720.96 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-03-01 3.000000 14582625.00 8813113.11 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-09-01 3.363000 15001529.00 298522.52 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-09-01 4.500000 15107479.00 5328980.64 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2041-11-01 3.087000 17279833.00 3525852.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-07-01 6.165000 18573199.00 512558.24 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-03-01 3.310000 19474392.00 1987181.10 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-03-01 3.592000 19993174.00 1029084.41 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2041-10-01 3.054000 20982673.00 3542406.71 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2027-08-01 3.511000 23325977.00 152514.61 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2040-12-01 4.500000 25099858.00 7470217.55 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2041-04-01 5.000000 27156386.00 6893745.28 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-08-01 4.093000 30001041.00 724347.65 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2040-08-01 3.575000 32503510.00 2299897.38 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-09-01 3.559000 36097320.00 1160729.26 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2034-08-01 4.560000 46587096.00 2171183.42 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2032-08-01 3.420000 49903268.00 253880.63 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2035-10-01 2.946000 50000000.00 2914418.47 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2037-12-01 5.500000 56528758.00 1055334.86 Agency Mortgage-Backed Securities FNMA_17-30G 2047-05-25 1.636160 58588288.00 2064132.26 Agency Collateralized Mortgage Obligation FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2037-02-01 1.996000 117271125.00 1577228.84 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2034-08-01 4.502000 194713772.00 3307850.65 Agency Mortgage-Backed Securities GINNIE MAE I 2057-03-15 3.400000 1000.00 1019.43 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-09-01 2.831000 1008.00 523.46 Agency Mortgage-Backed Securities GINNIE MAE II 2067-02-01 4.668000 1030.00 987.66 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-08-01 5.500000 1078.00 37.45 Agency Mortgage-Backed Securities GNMA_17-117 2047-06-20 2.500000 1394.00 1147.78 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2040-08-01 3.750000 4155.00 123.19 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-10-01 4.000000 6950.00 7157.88 Agency Mortgage-Backed Securities GINNIE MAE II 2048-01-20 5.000000 11895.00 12653.52 Agency Mortgage-Backed Securities GINNIE MAE II 2032-09-20 2.500000 16545.00 15556.61 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2026-10-01 4.000000 22770.00 4726.05 Agency Mortgage-Backed Securities GINNIE MAE II 2047-11-20 3.000000 31673.00 30743.36 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-12-01 3.500000 37000.00 26625.53 Agency Mortgage-Backed Securities GINNIE MAE II 2031-10-20 3.500000 39991.00 30549.65 Agency Mortgage-Backed Securities GINNIE MAE II 2047-05-20 2.500000 48207.00 43768.32 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-07-01 3.182000 52711.00 50986.74 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-09-01 3.267000 74059.00 32491.41 Agency Mortgage-Backed Securities GINNIE MAE II 2067-01-01 4.467000 75000.00 76875.61 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2045-03-01 3.500000 89000.00 59605.59 Agency Mortgage-Backed Securities GINNIE MAE II 2041-01-20 2.375000 94498.00 21340.20 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2043-10-01 3.000000 97912.00 66076.56 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2031-04-01 4.500000 100000.00 21687.47 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-09-01 3.560000 127001.00 12311.24 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-04-01 2.187000 132453.00 52231.67 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-07-01 2.970000 140269.00 129393.57 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-05-01 2.452000 148505.00 61378.40 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-11-01 2.540000 160000.00 130487.30 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-08-01 2.707000 200000.00 127290.08 Agency Mortgage-Backed Securities GINNIE MAE II 2047-09-20 6.000000 211321.00 207955.41 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2018-05-01 3.840000 225000.00 225333.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2019-07-01 1.925806 250000.00 231799.05 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-06-01 3.533000 260000.00 48520.69 Agency Mortgage-Backed Securities GINNIE MAE II 2063-04-20 3.589000 300781.00 254889.97 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2037-08-01 4.000000 305487.00 314257.68 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-01-01 2.141000 325000.00 133880.66 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-04-01 4.000000 325194.00 79793.14 Agency Mortgage-Backed Securities GINNIE MAE II 2032-12-20 2.000000 334445.00 311066.14 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2027-03-01 2.810000 346714.00 326714.04 Agency Mortgage-Backed Securities GINNIE MAE II 2064-11-20 4.686000 352065.00 339841.84 Agency Mortgage-Backed Securities GINNIE MAE II 2041-02-20 4.500000 354000.00 138053.63 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2024-11-01 2.975000 390000.00 387558.33 Agency Mortgage-Backed Securities GINNIE MAE I 2039-05-15 4.500000 400000.00 67377.66 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2019-03-01 5.540000 418043.00 375946.06 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-03-01 2.700000 470927.00 385548.54 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-01-01 3.631000 485000.00 39063.76 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-07-01 3.457000 500000.00 83648.44 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2027-03-01 2.850000 509518.00 472996.98 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-11-01 3.513000 520000.00 44745.59 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2032-10-01 3.500000 562596.00 561498.35 Agency Mortgage-Backed Securities GINNIE MAE II 2048-02-20 4.500000 593788.00 631310.01 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2042-01-01 3.500000 607712.00 339119.78 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-08-01 3.555000 640402.00 67218.67 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-01-01 2.523000 667417.00 652066.53 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2035-11-01 3.054000 716518.00 29653.94 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-07-01 2.163000 732448.00 454050.43 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-11-01 2.417000 739764.00 543860.47 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2040-12-01 5.300000 750000.00 735111.22 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2037-12-01 4.000000 752282.00 775755.18 Agency Mortgage-Backed Securities GINNIE MAE I 2058-02-15 3.310000 795644.00 800946.81 Agency Mortgage-Backed Securities GNMA_17-91 2045-08-20 3.000000 811018.00 724802.26 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-03-01 3.003000 816600.00 826283.24 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2032-06-01 3.000000 845853.00 773046.21 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2043-08-01 3.500000 876373.00 543785.32 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2035-07-01 3.128000 924132.00 393125.85 Agency Mortgage-Backed Securities GINNIE MAE II 2033-02-20 3.000000 946689.00 951015.22 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2042-07-01 3.500000 966685.00 552480.99 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-08-01 4.360000 991022.00 82311.43 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-05-01 2.543000 998604.00 413088.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2034-10-01 3.397000 1000000.00 65260.15 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2026-01-01 3.500000 1000000.00 230995.61 Agency Mortgage-Backed Securities HMAF_73-33 2063-12-20 3.418000 1000000.00 845123.04 Asset-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-06-01 3.385000 1010247.00 37637.71 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2031-11-01 2.500000 1015342.00 916347.25 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-11-01 4.520000 1024326.00 985194.98 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2035-03-01 3.717000 1030000.00 42094.68 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2027-03-01 2.900000 1037222.00 1010282.76 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2044-11-01 4.500000 1064700.00 654330.26 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-06-01 4.500000 1070428.00 1110661.02 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-11-01 4.000000 1087534.00 1126729.53 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-12-01 3.063000 1110024.00 1101596.02 Agency Mortgage-Backed Securities GINNIE MAE II 2048-02-20 4.500000 1119550.00 1187019.94 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2037-07-01 3.353000 1140000.00 48878.82 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-11-01 1.960000 1162500.00 306151.58 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-02-01 3.086000 1183000.00 680434.46 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2024-11-01 3.310000 1200000.00 1157220.29 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2037-12-01 4.000000 1210190.00 1251661.45 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2032-07-01 2.726000 1227230.00 124614.41 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-02-01 3.104000 1248007.00 534341.98 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-11-01 4.500000 1263374.00 1176578.16 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2027-03-01 2.970000 1310622.00 1279819.11 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-12-01 2.505000 1331888.00 1208168.36 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2037-02-01 3.504000 1345000.00 28764.61 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-06-01 2.301000 1350000.00 387594.94 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2048-02-01 4.500000 1377300.00 1475840.61 Agency Mortgage-Backed Securities GINNIE MAE II 2048-01-20 5.000000 1423353.00 1513685.56 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2032-09-01 3.500000 1444225.00 1328900.16 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2027-09-01 2.910000 1451420.00 1399543.50 Agency Mortgage-Backed Securities FNMA_18-4D 2047-01-25 3.500000 1467470.00 1391465.77 Agency Collateralized Mortgage Obligation FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2037-01-01 3.075000 1476488.00 117131.47 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2027-03-01 2.500000 1500000.00 527488.59 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-12-01 4.000000 1536027.00 1585472.04 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2028-12-01 2.620000 1562072.00 1444115.71 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2037-06-01 4.000000 1577002.00 1619125.63 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2038-02-01 3.500000 1582465.00 1607356.15 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2048-02-01 3.500000 1593250.00 1589936.53 Agency Mortgage-Backed Securities FNMA_16-32 2043-01-25 2.850600 1638416.00 942917.91 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2034-11-01 3.246000 1663954.00 60381.59 Agency Mortgage-Backed Securities GNMA_17-187 2047-03-20 3.000000 1674874.00 1654261.98 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-08-01 6.209000 1700000.00 54436.61 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-09-01 3.421000 1727897.00 938851.66 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2048-02-01 4.500000 1789752.00 1900815.99 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-03-01 4.500000 1811248.00 1545544.70 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-11-01 4.000000 1881875.00 1902796.38 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-07-01 2.398000 1907681.00 1475547.24 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2044-10-01 4.000000 1929003.00 1270770.77 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2024-10-01 3.110000 1983810.00 1988091.98 Agency Mortgage-Backed Securities FHLMC_41-70 2043-01-15 3.693750 2000000.00 872984.98 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-10-01 3.350000 2000000.00 66590.18 Agency Mortgage-Backed Securities GINNIE MAE II 2048-02-20 4.000000 2027352.00 2105283.41 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-09-01 3.699000 2040000.00 1411728.44 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-12-01 3.650000 2057891.00 1475743.57 Agency Mortgage-Backed Securities HMBF_31-58 2068-01-20 4.167000 2098533.00 2381801.27 Asset-Backed Securities GNMA_17-180 2047-10-20 3.000000 2130895.00 1881635.31 Agency Collateralized Mortgage Obligation FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-06-01 2.637000 2133264.00 1346280.26 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-11-01 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13025047.00 3919984.22 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-02-01 2.862000 4459006.00 1120707.86 Agency Mortgage-Backed Securities FNMA_14-64B 2044-03-25 3.500000 4511000.00 238669.29 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-03-01 3.870000 4813438.00 117592.21 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2038-07-01 3.620000 4911602.00 3420064.65 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2029-01-01 3.577000 5000000.00 67644.28 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-06-01 3.249000 5000000.00 93680.39 Agency Mortgage-Backed Securities GNMA_18-11 2038-01-20 3.000000 5000000.00 4684567.00 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-02-01 4.000000 5152603.00 5329396.18 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-02-01 4.500000 5276465.00 5509234.00 Agency Mortgage-Backed Securities FNMA_15-89 2042-03-25 3.500000 5357143.00 547666.42 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-01-01 3.352000 5400000.00 871934.29 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-06-01 4.000000 5507609.00 5562059.06 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2034-01-01 4.904000 5750000.00 57158.90 Agency Mortgage-Backed Securities FNMA_17-54D 2047-07-25 4.000000 5833523.00 1291769.78 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2034-04-01 3.550000 6000000.00 375526.51 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-08-01 2.575000 6252265.00 2493574.26 Agency Mortgage-Backed Securities FHLMC_46-64 2043-05-15 4.000000 6429155.00 943962.56 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2038-02-01 3.500000 6921081.00 7015493.27 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-06-01 3.157000 7012330.00 196849.84 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-03-01 3.470000 7098621.00 3431712.56 Agency Mortgage-Backed Securities FNMA_17-109C 2048-01-25 4.000000 7267463.00 1699765.50 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-01-01 3.221000 7332763.00 1106977.05 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-08-01 4.000000 7470880.00 7266418.88 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2038-05-01 3.528000 8644479.00 4003894.84 Agency Mortgage-Backed Securities FHLMC_46-19 2043-05-15 3.500000 8979142.00 1157961.30 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2037-08-01 2.611000 9100000.00 1697349.44 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-10-01 5.845000 9181891.00 1015185.94 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-01-01 4.000000 9252230.00 3639749.69 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-01-01 2.933000 9899729.00 2833637.88 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-10-01 5.948000 10147424.00 133565.38 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-06-01 3.435000 10513784.00 3781745.92 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2038-02-01 3.000000 10831635.00 10688982.37 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2038-02-01 3.363000 11718112.00 2781217.43 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-01-01 3.500000 13149823.00 12688403.30 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-02-01 2.878000 13339616.00 4929153.24 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2036-12-01 3.458000 13500000.00 116996.17 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-09-01 3.562000 14152938.00 3374849.38 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-12-01 2.771000 14679600.00 4987589.06 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2040-08-01 3.630000 15032350.00 389288.77 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2037-07-01 5.500000 18131505.00 2030328.14 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2037-07-01 3.197000 18303510.00 3925221.46 Agency Mortgage-Backed Securities FNMA_12-136A 2042-12-25 5.119270 19050000.00 6602960.76 Agency Collateralized Mortgage Obligation FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2035-05-01 2.829000 19531523.00 892013.12 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2028-02-01 6.394000 20150200.00 88535.50 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2036-07-01 3.345000 24294222.00 3367377.36 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-05-01 3.168000 25003487.00 258847.62 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-11-01 3.415000 25451454.00 384566.71 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2036-02-01 3.715000 27810749.00 2006046.01 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2035-12-01 3.276000 30011544.00 865798.94 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2038-05-01 3.602000 38813513.00 3388355.21 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2035-08-01 4.792000 41868867.00 3696788.73 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2032-12-01 3.725000 47920595.00 331200.82 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2035-12-01 3.038000 50000000.00 3290719.95 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2028-03-01 2.676000 50000029.00 774231.74 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2039-11-01 5.000000 80487903.00 14989559.92 Agency Mortgage-Backed Securities FHLMC_4683D 2038-09-15 1.592277 102299240.00 4179981.52 Agency Collateralized Mortgage Obligation FNMA_17-30H 2047-05-25 1.586160 119344842.00 4905562.26 Agency Collateralized Mortgage Obligation FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2031-06-01 3.689000 4.00 0.27 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2027-04-01 3.325000 1000.00 1003.98 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2040-01-01 3.575000 1000.00 48.81 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2026-11-01 3.000000 1003.00 398.77 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2040-10-01 3.500000 1137.00 86.48 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-12-01 3.550000 1412.00 114.41 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2032-06-01 3.725000 2439.00 19.81 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2040-03-01 3.723000 3196.00 295.28 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2036-10-01 3.311000 4636.00 285.54 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-03-01 3.500000 18565.00 8791.57 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2036-08-01 4.000000 23336.00 17679.70 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-07-01 4.000000 28000.00 26641.70 Agency Mortgage-Backed Securities GINNIE MAE II 2045-03-20 3.000000 30717.00 28847.60 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-02-01 2.500000 33093.00 21530.04 Agency Mortgage-Backed Securities GINNIE MAE II 2032-11-20 7.000000 48900.00 50134.50 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2027-02-01 3.500000 52736.00 17851.97 Agency Mortgage-Backed Securities GINNIE MAE II 2048-01-20 7.000000 65416.00 75070.10 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2028-04-01 2.500000 71316.00 33167.40 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2019-02-01 2.080000 75000.00 68661.48 Agency Mortgage-Backed Securities GINNIE MAE II 2047-06-20 4.000000 99124.00 97855.53 Agency Mortgage-Backed Securities FANNIE MAE 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2031-08-01 4.500000 261269.00 72106.22 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2031-05-01 2.500000 281352.00 217222.44 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-08-01 2.889000 300000.00 129868.70 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2035-08-01 4.858000 304374.00 31008.69 Agency Mortgage-Backed Securities GINNIE MAE I 2048-01-15 4.000000 330202.00 342078.24 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2027-06-01 2.820000 334890.00 322749.02 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2026-08-01 4.000000 336912.00 55502.56 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2034-03-01 3.395000 345930.00 42426.10 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-08-01 2.708000 350086.00 317585.31 Agency Mortgage-Backed Securities GINNIE MAE II 2041-03-20 4.500000 353000.00 108098.37 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-11-01 3.058000 402043.00 77092.13 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-05-01 2.397000 421000.00 276263.93 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-05-01 2.349000 450000.00 101546.87 Agency Mortgage-Backed Securities HMAF_72-87 2063-06-20 3.598000 465634.00 349952.26 Asset-Backed Securities FREDDIE MAC GOLD 2048-01-01 4.000000 481626.00 501114.33 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-09-01 3.568000 512153.00 71711.66 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-02-01 3.500000 527704.00 527722.64 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2032-01-01 2.500000 550792.00 504706.10 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2044-08-01 2.370000 559982.00 518947.06 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-03-01 4.500000 583847.00 607141.20 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2048-02-01 4.500000 651557.00 692077.39 Agency Mortgage-Backed Securities GINNIE MAE II 2048-02-20 4.000000 679559.00 708392.65 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-10-01 2.537000 699769.00 693856.59 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-01-01 3.137000 713495.00 716190.85 Agency Mortgage-Backed Securities GINNIE MAE I 2057-08-15 3.650000 719695.00 749861.04 Agency Mortgage-Backed Securities HMBE_54-96 2068-01-20 3.594000 750554.00 817773.99 Asset-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-06-01 3.545000 752951.00 30273.30 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-06-01 3.479000 762238.00 344564.15 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2048-02-01 4.500000 774770.00 826525.49 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-01-01 3.093000 795334.00 801003.33 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2032-10-01 2.500000 810191.00 778966.38 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2034-07-01 4.719000 850000.00 31256.42 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2026-11-01 3.500000 881107.00 292045.81 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-10-01 2.822000 900000.00 484230.18 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-11-01 3.353000 915000.00 335739.31 Agency Mortgage-Backed Securities FNMA_16-71 2046-10-25 3.000000 943041.00 842898.16 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-07-01 2.649000 992201.00 277557.30 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2037-05-01 5.050000 998992.00 51954.53 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-09-01 3.328000 1000000.00 31447.47 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2034-12-01 3.531000 1000000.00 54574.61 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2035-09-01 3.367000 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33433519.00 1691843.40 Agency Collateralized Mortgage Obligation FHLMC_37-51 2040-11-15 4.462500 34080967.00 467773.17 Agency Collateralized Mortgage Obligation FNMA_17-14C 2047-03-25 4.429300 35623062.00 6105370.46 Agency Collateralized Mortgage Obligation FNMA_17-39A 2047-05-25 4.529300 37969077.00 4839130.02 Agency Collateralized Mortgage Obligation FHLMC_4718 2047-09-15 4.562500 40965600.00 8144839.61 Agency Collateralized Mortgage Obligation FNMA_17-112A 2048-01-25 4.529300 42291666.00 7571134.46 Agency Collateralized Mortgage Obligation FNMA_08-1 2037-05-25 4.629300 43593000.00 288894.96 Agency Collateralized Mortgage Obligation FNMA_10-141 2040-12-25 4.409300 45000000.00 445641.28 Agency Collateralized Mortgage Obligation FNMA_08-58F 2038-07-25 4.479300 46500000.00 1042232.03 Agency Collateralized Mortgage Obligation FANNIEMAE WHOLE LOAN FNW_07-4 2037-05-25 5.659300 47694215.00 218589.54 Agency Collateralized Mortgage Obligation FNMA_11-87 2041-09-25 4.329300 53000000.00 1415796.87 Agency Collateralized Mortgage Obligation FNMA_3153 2036-05-15 4.982500 54413476.00 2445362.72 Agency Collateralized Mortgage Obligation FNSTR_364 2035-09-01 6.000000 55600000.00 515739.95 Agency Collateralized Mortgage Obligation FHLMC_41-16 2042-10-15 4.562500 57977320.00 4545819.08 Agency Collateralized Mortgage Obligation FNMA_10-154 2041-01-25 4.859300 59746847.00 1011613.12 Agency Collateralized Mortgage Obligation FNMA_09-20 2039-04-25 5.779300 66415511.00 3453779.45 Agency Collateralized Mortgage Obligation FNMA_12-30 2042-04-25 4.329300 68120412.00 3643684.57 Agency Collateralized Mortgage Obligation FNMA_07-6 2037-02-25 4.429300 74000000.00 1240325.24 Agency Collateralized Mortgage Obligation FNMA_10-66 2040-06-25 4.799300 78000000.00 809120.92 Agency Collateralized Mortgage Obligation FNMA_14-10A 2044-03-25 4.429300 83255372.00 4804373.25 Agency Collateralized Mortgage Obligation FNMA_11-94 2030-01-25 5.029300 96000000.00 324474.33 Agency Collateralized Mortgage Obligation FNMA_09-90 2037-03-25 4.129300 100000000.00 211191.43 Agency Collateralized Mortgage Obligation FNMA_11-3 2041-02-25 4.199300 109000000.00 1667542.25 Agency Collateralized Mortgage Obligation FHLMC_3560 2039-08-15 5.112500 115000000.00 749327.75 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_07-57 2037-06-25 5.109300 124379283.00 1115726.69 Agency Collateralized Mortgage Obligation FNMA_407 2039-01-25 5.500000 166455778.00 3581896.01 Agency Collateralized Mortgage Obligation FNMA_09-101 2039-12-25 4.529300 200000000.00 958977.69 Agency Collateralized Mortgage Obligation FNMA_10-13 2040-03-25 4.629300 220800000.00 1302267.25 Agency Collateralized Mortgage Obligation FHLMC_40-61 2027-06-15 8.125000 300000000.00 53380709.25 Agency Collateralized Mortgage Obligation FNMA_14-56C 2040-05-25 5.079300 4564765.00 297860.24 Agency Collateralized Mortgage Obligation FNMA_12-49 2042-05-25 4.779300 8000000.00 398905.27 Agency Collateralized Mortgage Obligation FNMA_11-127 2039-06-25 4.979300 8932000.00 135239.41 Agency Collateralized Mortgage Obligation FHLMC_3795 2041-01-15 4.792500 10206000.00 472596.01 Agency Collateralized Mortgage Obligation FHLMC_43-31 2044-04-15 4.412500 10911305.00 710860.27 Agency Collateralized Mortgage Obligation FNMA_11-149 2042-01-25 4.279300 13306769.00 586349.39 Agency Collateralized Mortgage Obligation FHLMC_4117 2039-12-15 4.612500 13607143.00 683410.15 Agency Collateralized Mortgage Obligation FHLMC_4715A 2047-08-15 4.562500 14424471.00 2414081.98 Agency Collateralized Mortgage Obligation FHLMC_4704B 2047-07-15 4.562500 15400747.00 2817017.01 Agency Collateralized Mortgage Obligation FNMA_12-130 2042-12-25 5.629300 16459127.00 1144490.07 Agency Collateralized Mortgage Obligation FNMA_14-92 2045-01-25 4.479300 18000000.00 1924896.56 Agency Collateralized Mortgage Obligation FNMA_11-105 2041-06-25 4.479300 18499124.00 641987.85 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3819 2040-06-15 4.882500 19151000.00 498291.37 Agency Collateralized Mortgage Obligation FNMA_17-99D 2047-12-25 4.579300 20000000.00 3244608.79 Agency Collateralized Mortgage Obligation FNMA_10-135 2040-01-25 4.369300 20173500.00 290543.74 Agency Collateralized Mortgage Obligation FNMA_17-75B 2057-09-25 4.479300 20941254.00 3773402.24 Agency Collateralized Mortgage Obligation FNMA_11-101K 2041-10-25 4.829300 22287000.00 1016910.74 Agency Collateralized Mortgage Obligation FHLMC_3996 2039-07-15 4.962500 23214916.00 329447.91 Agency Collateralized Mortgage Obligation FNMA_11-97 2041-10-25 4.829300 23555000.00 1304190.19 Agency Collateralized Mortgage Obligation FNMA_12-9 2042-02-25 4.879300 25000000.00 1337238.25 Agency Collateralized Mortgage Obligation FNMA_11-137 2042-01-25 4.379300 25411721.00 654721.54 Agency Collateralized Mortgage Obligation FHLMC_4520A 2045-08-15 4.562500 28000000.00 3022606.38 Agency Collateralized Mortgage Obligation FNMA_15-53C 2042-03-25 4.279300 28500000.00 2590118.39 Agency Collateralized Mortgage Obligation FNMA_09-43 2039-06-25 4.709300 28860395.00 1223562.76 Agency Collateralized Mortgage Obligation FNMA_12-45 2042-05-25 4.329300 29855065.00 1673952.14 Agency Collateralized Mortgage Obligation FHLMC_40-12 2042-03-15 4.412500 30415879.00 2227836.21 Agency Collateralized Mortgage Obligation FNMA_12-31 2042-04-25 4.329300 34000000.00 1657155.64 Agency Collateralized Mortgage Obligation FHLMC_41-14 2042-10-15 4.512500 34593359.00 3024305.17 Agency Collateralized Mortgage Obligation FNMA_11-127 2041-12-25 4.279300 36416000.00 1826688.34 Agency Collateralized Mortgage Obligation FHLMC_41-60 2036-02-15 4.492500 38343904.00 1437109.23 Agency Collateralized Mortgage Obligation FNMA_12-101 2039-05-25 4.429300 40000000.00 1540673.15 Agency Collateralized Mortgage Obligation FNMA_09-91 2039-11-25 4.529300 45000000.00 322449.12 Agency Collateralized Mortgage Obligation FNMA_17-94D 2047-11-25 4.569300 46035907.00 6360653.81 Agency Collateralized Mortgage Obligation FNMA_13-67 2043-06-25 4.529300 47156928.00 4977136.54 Agency Collateralized Mortgage Obligation FNMA_06-8 2036-03-25 4.979300 50000000.00 1055000.68 Agency Collateralized Mortgage Obligation FREDDIEMAC STRIP FHSTR_324 2028-12-15 3.500000 52272347.00 2598116.67 Agency Collateralized Mortgage Obligation FNMA_11-16 2041-03-25 4.289300 55000000.00 551682.01 Agency Collateralized Mortgage Obligation FNMA_12-33 2042-04-25 4.879300 57142857.00 3058731.55 Agency Collateralized Mortgage Obligation FNMA_12-124 2040-07-25 4.579300 58333333.00 3035487.97 Agency Collateralized Mortgage Obligation FNSTR_384 2037-07-25 5.000000 61352870.00 494127.18 Agency Collateralized Mortgage Obligation FNMA_10-4 2040-02-25 4.629300 63000000.00 112477.39 Agency Collateralized Mortgage Obligation FNSTR_386 2038-07-25 6.000000 71545102.00 491734.53 Agency Collateralized Mortgage Obligation FHLS_324-4B 2043-12-15 4.000000 77500000.00 8906491.46 Agency Collateralized Mortgage Obligation FHSTR_308 2043-07-15 4.362500 82532704.00 9808774.90 Agency Collateralized Mortgage Obligation FNMA_11-51 2041-06-25 4.929300 87638213.00 2767946.55 Agency Collateralized Mortgage Obligation FNR_09-110 2040-01-25 4.629300 90000000.00 875352.32 Agency Collateralized Mortgage Obligation FNW_07-7 2037-07-25 5.509300 106011388.00 647770.17 Agency Collateralized Mortgage Obligation FHLS_317 2043-11-15 4.392500 113846153.00 14037501.79 Agency Collateralized Mortgage Obligation FNMA_08-62 2038-07-25 4.429300 120000000.00 1013394.04 Agency Collateralized Mortgage Obligation FNMA_12-111 2042-10-25 4.979300 125288366.00 8877319.47 Agency Collateralized Mortgage Obligation FHLMC_3864 2039-03-15 4.412500 135757553.00 1742477.33 Agency Collateralized Mortgage Obligation FNMA_06-104 2036-11-25 4.979300 155494377.00 6642033.90 Agency Collateralized Mortgage Obligation FNMA_11-49 2041-06-25 4.379300 214612308.00 1720434.68 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_4057 2039-04-15 4.462500 276815000.00 6522831.86 Agency Collateralized Mortgage Obligation FNMA_06-8 2036-03-25 19.917200 400000.00 777112.38 Agency Collateralized Mortgage Obligation FNMA_17-49H 2047-07-25 4.935420 3565903.00 2840914.96 Agency Collateralized Mortgage Obligation FNMA_12-91C 2042-08-25 4.979300 7777166.00 418816.24 Agency Collateralized Mortgage Obligation FNMA_11-117 2040-08-25 4.979300 10384521.00 438271.12 Agency Collateralized Mortgage Obligation FHLMC_39-96 2042-02-15 4.862500 11424000.00 752624.65 Agency Collateralized Mortgage Obligation FNMA_17-66G 2057-09-25 4.479300 12000000.00 2162279.78 Agency Collateralized Mortgage Obligation FHLMC_3890 2040-07-15 5.112500 13289298.00 424802.22 Agency Collateralized Mortgage Obligation FNMA_06-92 2036-10-25 4.959300 13587258.00 317632.43 Agency Collateralized Mortgage Obligation FNMA_17-94B 2047-11-25 4.529300 15534069.00 2724766.34 Agency Collateralized Mortgage Obligation FNMA_12-111 2039-07-25 4.479300 16500000.00 802509.44 Agency Collateralized Mortgage Obligation FNMA_12-100 2042-09-25 3.269300 17037000.00 628309.05 Agency Collateralized Mortgage Obligation FNMA_12-120G 2042-11-25 4.529300 17800000.00 1930762.57 Agency Collateralized Mortgage Obligation FHLMC_41-36 2039-12-15 4.612500 18164001.00 755246.92 Agency Collateralized Mortgage Obligation FNMA_17-84B 2057-10-25 4.429300 19139744.00 3406690.01 Agency Collateralized Mortgage Obligation FHLMC_39-28 2041-09-15 4.862500 20444000.00 977541.45 Agency Collateralized Mortgage Obligation FHLMC_4258 2041-12-15 4.562500 21000000.00 1159100.88 Agency Collateralized Mortgage Obligation FNMA_17-50B 2047-07-25 4.479300 21438170.00 4180656.57 Agency Collateralized Mortgage Obligation FNMA_10-135B 2040-12-25 4.399300 22272000.00 712847.18 Agency Collateralized Mortgage Obligation FNMA_12-70 2042-07-25 4.979300 22960000.00 1608306.46 Agency Collateralized Mortgage Obligation FHLMC_39-36 2025-09-15 5.112500 25000000.00 105855.36 Agency Collateralized Mortgage Obligation FNR_14-63 2044-10-25 4.479300 26000000.00 1688378.36 Agency Collateralized Mortgage Obligation FNMA_15-4 2045-02-25 4.479300 26891448.00 2938154.28 Agency Collateralized Mortgage Obligation FNMA_17-4B 2047-02-25 4.479300 28000000.00 2402498.65 Agency Collateralized Mortgage Obligation FNMA_12-36 2042-04-25 4.879300 28457346.00 1352761.40 Agency Collateralized Mortgage Obligation FNMA_11-117 2041-11-25 4.929300 30000000.00 1618393.85 Agency Collateralized Mortgage Obligation FNMA_17-23A 2047-04-25 4.479300 31231594.00 2722033.27 Agency Collateralized Mortgage Obligation FHLMC_3153 2036-05-15 4.962500 32056087.00 825293.39 Agency Collateralized Mortgage Obligation FNMA_12-93 2032-09-25 4.529300 33446579.00 2213679.29 Agency Collateralized Mortgage Obligation FNMA_05-58 2035-07-25 4.379300 34484498.00 2008684.76 Agency Collateralized Mortgage Obligation FHLMC_3860 2040-06-15 5.012500 38960149.00 904549.68 Agency Collateralized Mortgage Obligation FHLMC_38-56 2041-05-15 4.962500 40000000.00 2633386.77 Agency Collateralized Mortgage Obligation FHLS_316 2043-11-15 4.512500 41679540.00 3520805.93 Agency Collateralized Mortgage Obligation FNMA_06-36 2036-05-25 5.079300 42724115.00 1011703.39 Agency Collateralized Mortgage Obligation FNMA_17-65A 2047-09-25 4.279300 44922500.00 7330055.49 Agency Collateralized Mortgage Obligation FNMA_12-19 2042-03-25 4.329300 46000000.00 2508292.60 Agency Collateralized Mortgage Obligation FHLMC_42-40 2043-08-15 4.412500 51200000.00 5928547.99 Agency Collateralized Mortgage Obligation FNMA_08-1 2037-06-25 4.629300 52298049.00 276191.31 Agency Collateralized Mortgage Obligation FNMA_13-124 2043-12-25 4.329300 53315737.00 6472342.57 Agency Collateralized Mortgage Obligation FHLMC_4068 2042-06-15 4.412500 55000000.00 4508269.28 Agency Collateralized Mortgage Obligation FNW_07-W7 2037-07-25 4.909300 55981000.00 277661.95 Agency Collateralized Mortgage Obligation FNMA_15-29 2045-05-25 4.029300 61902119.00 6361057.28 Agency Collateralized Mortgage Obligation FREDDIE 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Mortgage Obligation FNMA_12-56 2042-06-25 4.429300 269230769.00 21170607.59 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 2027-08-15 6.375000 100.00 128.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 2025-02-15 2.000000 700.00 663.04 U.S. Treasuries (including strips) FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-07-01 4.000000 1000.00 955.63 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2022-09-01 5.796000 1054.00 45.06 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2035-06-01 3.567000 1220.00 61.43 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2035-11-01 3.640000 4922.00 91.84 Agency Mortgage-Backed Securities FHLMC_4196A 2043-03-15 3.495000 120000.00 87206.43 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-04-01 3.500000 333526.00 223900.63 Agency Mortgage-Backed Securities UNITED STATES TREASURY 2040-05-15 4.375000 399800.00 485629.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 2042-02-15 0.750000 688700.00 711220.44 U.S. Treasuries (including strips) FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-07-01 4.000000 817706.00 558917.02 Agency Mortgage-Backed Securities FHLMC_4170 2033-02-15 3.618750 1235867.00 972516.68 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 2022-02-28 1.750000 1325800.00 1283493.72 U.S. Treasuries (including strips) FANNIE MAE B1V7KEBTPIMZEU4LTD58 2034-05-01 5.047000 1468297.00 7232.83 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-06-01 3.000000 1645586.00 991612.79 Agency Mortgage-Backed Securities UNITED STATES TREASURY 2022-08-15 1.625000 1700000.00 1629538.94 U.S. Treasuries (including strips) FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-03-01 5.500000 2780034.00 94890.10 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2037-03-01 3.500000 3014050.00 980984.63 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2040-02-01 5.000000 3450409.00 822517.27 Agency Mortgage-Backed Securities UNITED STATES TREASURY 2021-04-15 0.125000 3575900.00 3686721.23 U.S. Treasuries (including strips) FNMA_12-131 2042-12-25 3.510360 3853000.00 2267433.12 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-06-01 4.000000 4350205.00 2827584.90 Agency Mortgage-Backed Securities FHLMC_3830 2039-10-15 4.500000 6571333.00 21347.87 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2025-06-01 4.500000 7760755.00 1030649.26 Agency Mortgage-Backed Securities UNITED STATES TREASURY 2018-04-15 0.125000 8432100.00 9042353.34 U.S. Treasuries (including strips) GNMA_17-H25E 2067-12-20 2.074040 10000000.00 1460277.14 Agency Collateralized Mortgage Obligation FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2032-06-01 3.763000 10054375.00 426038.86 Agency Mortgage-Backed Securities FNMA_15-89 2045-12-25 4.000000 11250000.00 1109063.07 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 2018-07-31 0.750000 11924900.00 11876843.97 U.S. Treasuries (including strips) FNMA_17-87 2047-11-25 4.579300 12000000.00 2215675.38 Agency Collateralized Mortgage Obligation FHLMC_42-55 2030-06-15 3.000000 12500000.00 412689.43 Agency Collateralized Mortgage Obligation GNMA_11-45C 2034-08-20 5.006250 12642049.00 1451.32 Agency Collateralized Mortgage Obligation FHLMC_4136 2042-11-15 4.562500 15285714.00 1473926.07 Agency Collateralized Mortgage Obligation GNMA_14-H11 2064-06-20 1.600430 16682432.00 569323.66 Agency Collateralized Mortgage Obligation GNMA_16-108 2046-08-20 4.506250 16817346.00 2749022.11 Agency Collateralized Mortgage Obligation FNMA_13-25 2041-01-25 2.500000 17100000.00 513978.21 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-04-01 2.911000 17487499.00 6974743.23 Agency Mortgage-Backed Securities FHLMC_4750A 2048-01-15 4.562500 19253139.00 3755009.45 Agency Collateralized Mortgage Obligation GNMA_13-144 2043-03-20 5.156250 19832170.00 606866.88 Agency Collateralized 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Agency Collateralized Mortgage Obligation GNMA_14-42 2044-03-20 4.506250 37617558.00 2119491.24 Agency Collateralized Mortgage Obligation FHLMC_39-97 2042-02-15 4.862500 38333333.00 2640856.78 Agency Collateralized Mortgage Obligation FNMS_03-85 2037-11-01 6.000000 38704587.00 282264.97 Agency Collateralized Mortgage Obligation FHLMC_46-6 2044-09-15 4.000000 39695756.00 4500838.40 Agency Collateralized Mortgage Obligation GNMA_13-186 2043-12-16 4.511870 40000000.00 1987652.91 Agency Collateralized Mortgage Obligation GNMA_14-56F 2044-04-20 4.606250 40000000.00 1934131.80 Agency Collateralized Mortgage Obligation FNMS_41-8A 2033-10-25 4.000000 40634258.00 2995652.91 Agency Collateralized Mortgage Obligation FHLMC_41-13 2042-09-15 4.412500 42654372.00 3822101.20 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3842 2040-06-15 4.382500 43797192.00 817267.80 Agency Collateralized Mortgage Obligation FHLMC_40-30 2042-04-15 4.862500 45000000.00 2005730.41 Agency Collateralized Mortgage Obligation FHLMC_45-30 2044-04-15 4.000000 45967684.00 2619430.61 Agency Collateralized Mortgage Obligation FNMA_12-119 2042-11-25 4.529300 46875000.00 4020072.46 Agency Collateralized Mortgage Obligation FHLS_345 2045-08-15 4.000000 47666227.00 7568771.44 Agency Collateralized Mortgage Obligation FANNIEMAE-ACES FNMA_16-81B 2046-11-25 4.479300 50000000.00 5387800.17 Agency Collateralized Mortgage Obligation FNMA_07-92 2037-09-25 4.804300 50000000.00 445814.38 Agency Collateralized Mortgage Obligation GNMA_10-116 2040-09-20 4.306250 50000000.00 1209652.36 Agency Collateralized Mortgage Obligation GNMA_11-69 2041-05-20 3.806250 50000000.00 1813605.53 Agency Collateralized Mortgage Obligation GNMA_14-20D 2044-02-20 4.506250 50000000.00 2676840.38 Agency Collateralized Mortgage Obligation FHLMC_4473 2045-05-15 4.012500 50227920.00 4471714.90 Agency Collateralized Mortgage Obligation GNMA_14-4 2043-05-16 5.161870 51620588.00 2252429.80 Agency Collateralized Mortgage Obligation FHLMC_41-77 2031-01-15 3.000000 52035786.00 2195010.94 Agency Collateralized Mortgage Obligation FHLMC_4074C 2042-03-15 5.062500 53069300.00 2806248.38 Agency Collateralized Mortgage Obligation FHLMC_42-74 2043-11-15 4.462500 54000000.00 1705967.20 Agency Collateralized Mortgage Obligation GNMA_16-77 2046-06-20 4.506250 55000000.00 6084670.78 Agency Collateralized Mortgage Obligation GNMA_14-174 2044-11-16 4.000000 57312034.00 7161135.03 Agency Collateralized Mortgage Obligation GNMA_17-156 2047-10-20 4.606250 58646625.00 9955099.73 Agency Collateralized Mortgage Obligation FHLMC_40-13 2039-02-15 4.000000 59500000.00 1756460.68 Agency Collateralized Mortgage Obligation FHLMC_4120J 2032-10-15 3.000000 60511093.00 4062777.68 Agency Collateralized Mortgage Obligation FNMA_13-61 2033-06-25 3.000000 62279378.00 4867195.25 Agency Collateralized Mortgage Obligation FHLMC_41-99 2033-05-15 3.000000 73333333.00 5464834.55 Agency Collateralized Mortgage Obligation GNMA_10-131 2040-10-16 5.031870 75000000.00 1396836.51 Agency Collateralized Mortgage Obligation FHLMC_3753C 2040-11-15 4.412500 76250000.00 2631672.13 Agency Collateralized Mortgage Obligation FNMA_14-79 2044-12-25 4.529300 82000000.00 8642241.55 Agency Collateralized Mortgage Obligation FREDDIEMAC STRIP FHSTR_324 2043-12-15 3.500000 84549112.00 10530737.83 Agency Collateralized Mortgage Obligation FNMA_07-54 2037-06-25 1.860700 91238653.00 4918692.89 Agency Collateralized Mortgage Obligation FHLS_25-6 2038-06-15 5.500000 93297053.00 873617.09 Private Label Collateralized Mortgage Obligations FNMA_13-26 2043-04-25 4.529300 99268317.00 8849576.02 Agency Collateralized Mortgage Obligation FNMA_06-20 2036-04-25 4.969300 100000000.00 582139.36 Agency Collateralized Mortgage Obligation FHLMC_3415A 2035-08-15 4.672500 100000000.00 688704.78 Agency Collateralized Mortgage Obligation GNMA_13-184A 2043-12-20 4.556250 101033250.00 4990656.92 Agency Collateralized Mortgage Obligation FNMA_15-51A 2045-07-25 3.979300 115287659.00 8453159.57 Agency Collateralized Mortgage Obligation FHLMC_37-8 2040-05-15 4.862500 120000000.00 2723397.30 Agency Collateralized Mortgage Obligation FNMA_13-4 2028-02-25 3.000000 123529867.00 4497293.21 Agency Collateralized Mortgage Obligation GNMA_13-193 2055-01-16 0.933110 135000000.00 5124401.39 Agency Collateralized Mortgage Obligation GNMA_04-47B 2034-01-16 2.028130 160868989.00 2893442.22 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 2028-11-15 5.250000 100.00 122.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-05-31 1.250000 100.00 99.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-06-30 1.250000 400.00 395.98 U.S. Treasuries (including strips) FANNIE MAE B1V7KEBTPIMZEU4LTD58 2024-04-01 3.520000 1000.00 963.63 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-01-01 5.758000 4596.00 261.67 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2035-11-01 4.851000 5164.00 99.98 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2040-10-01 3.630000 15360.00 312.58 Agency Mortgage-Backed Securities FREDDIE MAC FHLMC_4217B 2043-06-15 3.375000 100000.00 60322.34 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 2025-07-15 0.375000 236800.00 241388.10 U.S. Treasuries (including strips) FNMA_13-15C 2043-03-25 3.570360 750000.00 358432.22 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-09-01 4.000000 859286.00 849140.48 Agency Mortgage-Backed Securities UNITED STATES TREASURY 2020-05-15 3.500000 956100.00 989708.76 U.S. Treasuries (including strips) FANNIE MAE B1V7KEBTPIMZEU4LTD58 2026-08-01 3.500000 1109000.00 363205.37 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-06-01 3.224000 1310610.00 1111324.37 Agency Mortgage-Backed Securities FHLMC_46-66 2042-12-15 4.244275 1680026.00 1338221.52 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 2027-02-15 2.250000 1976900.00 1873780.97 U.S. Treasuries (including strips) FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2037-06-01 3.286000 2341744.00 1613759.58 Agency Mortgage-Backed Securities FNMS_41-8A 2033-08-25 3.000000 2665958.00 188831.44 Agency Collateralized Mortgage Obligation FNMA_13-58B 2043-06-25 3.568950 3000000.00 1639487.65 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 2021-09-30 1.125000 3868400.00 3699222.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-07-31 1.250000 4994100.00 4629814.62 U.S. Treasuries (including strips) FNMA_06-110A 2036-11-25 5.500000 5500000.00 78510.27 Agency Collateralized Mortgage Obligation FHLMC_41-36 2042-07-15 4.662500 6052399.00 525651.28 Agency Collateralized Mortgage Obligation GNMA_17-156 2040-12-20 6.537010 7667765.00 8230946.67 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-01-01 5.680000 10003000.00 535321.62 Agency Mortgage-Backed Securities FHLMC_4084 2029-03-15 4.000000 10129000.00 1044676.41 Agency Collateralized Mortgage Obligation FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-05-01 2.149000 10929768.00 5020160.52 Agency Mortgage-Backed Securities FNMA_14-36 2043-04-25 4.579300 11226571.00 604158.87 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-11-01 4.000000 11709195.00 2577789.29 Agency Mortgage-Backed Securities FNMA_05-25 2035-04-25 7.000000 12500000.00 78578.02 Agency Collateralized Mortgage Obligation FHLMC_4748G 2048-01-15 4.612500 14106592.00 2794368.87 Agency Collateralized Mortgage Obligation FHLMC_38-30 2039-10-15 4.500000 15000000.00 48729.53 Agency Collateralized Mortgage Obligation GNMA_12-26A 2042-02-20 1.943750 15248600.00 5827709.88 Agency Collateralized Mortgage Obligation FHLMC_47-25 2047-08-15 4.562500 16029782.00 3130534.53 Agency Collateralized Mortgage Obligation GNMA_18-27 2048-02-20 4.500000 17217275.00 3945923.95 Agency Collateralized Mortgage Obligation FHLMC_45-80 2043-04-15 4.000000 17589001.00 1334679.08 Agency Collateralized Mortgage Obligation FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2041-08-01 3.640000 18813779.00 1836810.04 Agency Mortgage-Backed Securities GNMA_10-113F 2036-09-20 5.056250 19079000.00 70938.16 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2035-06-01 5.500000 19586171.00 951489.11 Agency Mortgage-Backed Securities FNMA_12-96 2042-09-25 4.429300 20271428.00 670553.16 Agency Collateralized Mortgage Obligation FNMA_15-22 2045-04-25 3.000000 21128421.00 2036438.92 Agency Collateralized Mortgage Obligation FHLMC_45-59 2044-12-15 4.000000 22113706.00 2335863.57 Agency Collateralized Mortgage Obligation FNSTR_383 2037-09-25 5.500000 22745000.00 133332.23 Agency Collateralized Mortgage Obligation FNMA_13-105 2040-08-25 5.000000 23004715.00 889706.40 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_16-36 2046-06-25 4.329300 23923267.00 3335721.60 Agency Collateralized Mortgage Obligation FNMA_17-97B 2047-12-25 4.579300 25000000.00 4693520.70 Agency Collateralized Mortgage Obligation GNMA_14-117B 2044-08-20 4.606250 25686585.00 2083288.42 Agency Collateralized Mortgage Obligation FNMA_12-63E 2042-06-25 4.500000 26666666.00 2236463.69 Agency Collateralized Mortgage Obligation FNMA_12-98 2027-04-25 3.000000 27500000.00 865347.54 Agency Collateralized Mortgage Obligation FHLMC_4215 2038-03-15 3.500000 28052142.00 708759.03 Agency Collateralized Mortgage Obligation FNMA_12-151 2043-01-25 5.000000 30000000.00 1923372.53 Agency Collateralized Mortgage Obligation GNMA_15-161 2045-11-20 4.606250 30063147.00 3523681.51 Agency Collateralized Mortgage Obligation FANNIEMAE STRIP FNSTR_407 2039-01-25 6.000000 31314046.00 860181.15 Agency Collateralized Mortgage Obligation FHLMC_44-35 2033-02-15 3.000000 31624607.00 1204315.26 Agency Collateralized Mortgage Obligation FNMA_17-1C 2047-02-25 4.429300 32078000.00 5004209.29 Agency Collateralized Mortgage Obligation FNMA_13-10 2043-02-25 4.529300 34421052.00 3628558.54 Agency Collateralized Mortgage Obligation FHLMC_4136G 2042-11-15 4.562500 35000000.00 3100571.10 Agency Collateralized Mortgage Obligation GNMA_14-117 2044-08-20 4.006250 35588235.00 2507298.62 Agency Collateralized Mortgage Obligation FNMA_12-71C 2042-07-25 4.979300 36126447.00 1241639.57 Agency Collateralized Mortgage Obligation FHLMC_4403C 2032-07-15 3.500000 36552141.00 1997025.46 Agency Collateralized Mortgage Obligation FHLMC_4074 2042-07-15 5.032500 37430744.00 3548323.17 Agency Collateralized Mortgage Obligation FREDDIEMAC STRIP FHSTR_232 2035-08-01 5.000000 38574004.00 312338.78 Agency Collateralized Mortgage Obligation FNMA_12-55 2042-05-25 4.929300 38708337.00 2454748.91 Agency Collateralized Mortgage Obligation FNMA_12-6 2042-02-25 4.379300 39204778.00 1122291.19 Agency Collateralized Mortgage Obligation GNMA_16-17 2046-02-20 4.506250 39655507.00 6434653.52 Agency Collateralized Mortgage Obligation GNMA_11-91 2041-06-20 4.456250 40000000.00 1077004.46 Agency Collateralized Mortgage Obligation 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50000000.00 10738688.69 Agency Collateralized Mortgage Obligation FHSTR_279 2042-09-15 4.462500 50539734.00 4034024.32 Agency Collateralized Mortgage Obligation FNS_374 2036-08-01 5.500000 51412063.00 350239.50 Agency Collateralized Mortgage Obligation GNMA_13-186 2043-07-16 4.611870 51610125.00 2753255.12 Agency Collateralized Mortgage Obligation FHLS_28-1 2042-10-15 4.412500 51800000.00 4173447.17 Agency Collateralized Mortgage Obligation FREDDIEMAC STRIP FHSTR_329 2043-06-15 3.000000 54252950.00 5331299.29 Agency Collateralized Mortgage Obligation FNSTR_418 2043-10-25 3.500000 55154544.00 5271691.93 Agency Collateralized Mortgage Obligation GNMA_18-003 2059-05-16 0.756670 56347752.00 3706635.21 Agency Collateralized Mortgage Obligation GNMA_10-42 2040-04-20 4.086250 57000000.00 1269827.38 Agency Collateralized Mortgage Obligation GNMA_10-164C 2039-01-20 4.506250 58374950.00 741983.80 Agency Collateralized Mortgage Obligation GNMA_17-167 2047-11-20 4.500000 61417133.00 12737328.05 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Collateralized Mortgage Obligation FHLMC_45-64 2043-04-15 2.412500 26456473.00 2009915.25 Agency Collateralized Mortgage Obligation FNSTR_311 2030-06-01 6.000000 27075624.00 33126.65 Agency Collateralized Mortgage Obligation FHLMC_3752 2040-04-15 5.012500 27901176.00 207485.76 Agency Collateralized Mortgage Obligation FHLMC_40-9 2042-02-15 4.962500 28571428.00 1360207.13 Agency Collateralized Mortgage Obligation FNMA_09-70 2036-09-25 0.000000 30534673.00 470196.96 Agency Collateralized Mortgage Obligation FNSTR_07-384 2037-09-01 4.500000 31086920.00 300935.08 Agency Collateralized Mortgage Obligation FHLMC_34-17 2035-08-15 5.362500 32507061.00 267417.28 Agency Collateralized Mortgage Obligation GNMA_17-63 2047-04-20 4.500000 33539677.00 5583610.12 Agency Collateralized Mortgage Obligation GNMA_16-93 2044-07-20 4.500000 34092150.00 13228427.20 Agency Collateralized Mortgage Obligation FNMA_10-13 2040-03-25 4.629300 37200000.00 679574.81 Agency Collateralized Mortgage Obligation FNMA_16-26A 2046-05-25 4.429300 37547535.00 4482956.43 Agency Collateralized Mortgage Obligation GNMA_17-88 2047-05-20 4.000000 38786375.00 6297133.82 Agency Collateralized Mortgage Obligation FREDDIE MAC FHSTR_221 2032-03-01 7.000000 39439720.00 65216.06 Agency Collateralized Mortgage Obligation FHLMC_44-51 2045-03-15 7.000000 40554851.00 5756670.30 Agency Collateralized Mortgage Obligation FNMA_14-52 2044-09-25 4.479300 43064613.00 3355498.59 Agency Collateralized Mortgage Obligation FNMA_17-96F 2041-08-25 4.500000 44518053.00 8363406.76 Agency Collateralized Mortgage Obligation GNMA_13-31 2040-09-20 0.150000 45855118.00 15787.96 Agency Collateralized Mortgage Obligation FHLMC_42-38 2042-02-15 5.112500 46769958.00 3115794.03 Agency Collateralized Mortgage Obligation FNMA_18-3 2047-12-25 4.500000 48484172.00 10283022.51 Agency Collateralized Mortgage Obligation GNMA_16-58G 2045-11-20 4.500000 50352677.00 8056573.70 Agency Collateralized Mortgage Obligation FNMA_11-94 2030-01-25 5.079300 52083333.00 179369.20 Agency Collateralized Mortgage Obligation FHLS_32-7 2044-03-15 4.332500 52327635.00 6213690.98 Agency Collateralized Mortgage Obligation GNMA_15-112 2045-08-20 3.500000 54418594.00 5917232.31 Agency Collateralized Mortgage Obligation FHLMC_4081 2042-07-15 4.412500 55922086.00 3523127.72 Agency Collateralized Mortgage Obligation FNMA_17-96B 2047-12-25 4.579300 61226988.00 9123754.79 Agency Collateralized Mortgage Obligation FNMA_17-53 2047-07-25 4.000000 62500000.00 11515674.18 Agency Collateralized Mortgage Obligation FNMA_17-32B 2047-05-25 4.500000 63750755.00 12289813.74 Agency Collateralized Mortgage Obligation FANNIEMAE STRIP FNSTR_293 2024-12-01 6.000000 66900000.00 60999.76 Agency Collateralized Mortgage Obligation FNR_13-65 2043-06-25 4.529300 69321505.00 4849098.12 Agency Collateralized Mortgage Obligation FHLMC_40-32 2042-04-15 4.912500 71428571.00 2266978.03 Agency Collateralized Mortgage Obligation FNMA_13-23 2043-03-25 5.000000 76058356.00 3903517.81 Agency Collateralized Mortgage Obligation FHLMC_4585A 2046-05-15 4.512500 394696000.00 32265126.83 Agency Collateralized Mortgage Obligation FHLMC_4427 2045-01-15 4.012500 82000000.00 6169732.02 Agency Collateralized Mortgage Obligation FNMA_12-128 2027-11-25 3.000000 83363237.00 3054411.27 Agency Collateralized Mortgage Obligation FNMA_15-28A 2044-08-25 4.000000 93337800.00 11012989.10 Agency Collateralized Mortgage Obligation FNSTR_319 2032-02-01 0.000000 106207304.00 391932.44 Agency Collateralized Mortgage Obligation FNMA_12-70 2042-07-25 4.929300 108253084.00 6160391.52 Agency Collateralized Mortgage Obligation FNMA_18-3 2048-02-25 4.529300 130875402.00 24897749.57 Agency Collateralized Mortgage Obligation FNMA_15-88F 2044-09-25 4.000000 133928031.00 13996343.79 Agency Collateralized Mortgage Obligation FHLMC_3835 2041-04-15 4.862500 138257055.00 5738311.37 Agency Collateralized Mortgage Obligation FNSTR_304 2024-09-25 6.000000 212562776.00 196342.96 Agency Collateralized Mortgage Obligation FNSTR_249 2023-10-25 6.500000 272138760.00 117947.11 Agency Collateralized Mortgage Obligation FHSTR_218 2032-02-01 0.000000 479899200.00 3018937.79 Agency Collateralized Mortgage Obligation Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2018-03-01 2018-04-04 2018-04-04 Y CREDIT SUISSE AG (NEW YORK BRANC 1.0000 35 N Fitch A Moody's A1 Standard & Poor's A N N 0.0174 1000000000.00 1000000000.00 0.0102 N N N Y Federal Home Loan Banks Discount Notes Federal Home Loan Banks Discount Notes 1.680 313385XF8 US313385XF81 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's Agency 2018-05-25 2018-05-25 2018-05-25 N N N 0.0168 249014235.00 249014235.00 0.0026 N N N N Federal Home Loan Banks Discount Notes Federal Home Loan Banks Discount Notes 1.682 313385XL5 US313385XL59 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2018-05-30 2018-05-30 2018-05-30 N N N 0.0168 163315300.00 163315300.00 0.0017 N N N N U.S. Treasury Notes U.S. Treasury Notes 1.500 912828A75 US912828A750 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2018-12-31 2018-12-31 2018-12-31 N N N 0.0206 436700543.43 436700543.43 0.0045 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.500 912828B33 US912828B337 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2019-01-31 2019-01-31 2019-01-31 N N N 0.0210 43258835.63 43258835.63 0.0004 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.000 912828J68 US912828J686 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2018-03-15 2018-03-15 2018-03-15 N N N 0.0127 875606624.11 875606624.11 0.0090 N Y Y N Federal Farm Credit Banks Variable Rate Notes Federal Farm Credit Banks Variable Rate Notes 1.759 3133EFT64 US3133EFT648 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2018-03-04 2018-04-04 2018-04-04 N N N 0.0148 159023563.35 159023563.35 0.0016 N N N N U.S. Treasury Notes U.S. Treasury Notes 0.875 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Variable Rate Notes Federal Farm Credit Banks Variable Rate Notes 1.636 3133EGT62 US3133EGT620 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2018-03-12 2018-12-12 2018-12-12 N N N 0.0155 245302175.65 245302175.65 0.0025 N N N N Federal Farm Credit Banks Variable Rate Notes Federal Farm Credit Banks Variable Rate Notes 1.649 3133EGU78 US3133EGU784 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2018-03-08 2019-01-08 2019-01-08 N N N 0.0155 125179103.75 125179103.75 0.0013 N N N N Federal Farm Credit Banks Variable Rate Notes Federal Farm Credit Banks Variable Rate Notes 1.640 3133EGV36 US3133EGV360 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2018-03-01 2018-12-14 2018-12-14 N N N 0.0143 160265827.20 160265827.20 0.0016 N N N N Federal Farm Credit Banks Variable Rate Notes Federal Farm Credit Banks Variable Rate Notes 1.680 3133EGYX7 US3133EGYX78 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2018-03-19 2018-10-19 2018-10-19 N N N 0.0152 150210507.00 150210507.00 0.0015 N N N N U.S. Treasury Notes U.S. Treasury Notes 1.375 912828RT9 US912828RT95 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2018-11-30 2018-11-30 2018-11-30 N N N 0.0201 129305925.32 129305925.32 0.0013 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.375 912828RY8 US912828RY80 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2018-12-31 2018-12-31 2018-12-31 N N N 0.0204 33524331.72 33524331.72 0.0003 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 0.750 912828S68 US912828S687 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2018-07-31 2018-07-31 2018-07-31 N N N 0.0182 408158202.10 408158202.10 0.0042 N Y Y N Federal Farm Credit Banks Variable Rate Notes Federal Farm Credit Banks Variable Rate Notes 1.530 3133EHAU7 US3133EHAU78 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2018-03-01 2019-03-06 2019-03-06 N N N 0.0141 50060129.50 50060129.50 0.0005 N N N N Federal Farm Credit Banks Variable Rate Notes Federal Farm Credit Banks Variable Rate Notes 1.509 3133EHBD4 US3133EHBD45 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2018-03-09 2019-01-09 2019-01-09 N N N 0.0155 150037042.50 150037042.50 0.0015 N N N N Federal Farm Credit Banks Variable Rate Notes Federal Farm Credit Banks Variable Rate Notes 1.802 3133EHBY8 US3133EHBY81 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2018-03-05 2019-03-13 2019-03-13 N N N 0.0174 85049406.25 85049406.25 0.0009 N N N N Federal Farm Credit Banks Variable Rate Notes Federal Farm Credit Banks Variable Rate Notes 1.812 3133EHDK6 US3133EHDK69 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2018-03-01 2019-03-22 2019-03-22 N N N 0.0173 100080391.00 100080391.00 0.0010 N N N N Federal Farm Credit Banks Variable Rate Notes Federal Farm Credit Banks Variable Rate Notes 1.495 3133EHTQ6 US3133EHTQ65 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2018-03-07 2019-05-07 2019-05-07 N N N 0.0157 100991676.59 100991676.59 0.0010 N N N N Federal Home Loan Mortgage Corp. Variable Rate Notes Federal Home Loan Mortgage Corp. Variable Rate Notes 1.543 3134G8PF0 S6XOOCT0IEG5ABCC6L87 US3134G8PF04 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2018-03-08 2018-03-08 2018-03-08 N N N 0.0140 84002568.72 84002568.72 0.0009 N N N 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 0.0149 53123293.97 53123293.97 0.0005 N N N N Federal National Mortgage Association Notes Federal National Mortgage Association Notes 0.875 3135G0WJ8 B1V7KEBTPIMZEU4LTD58 US3135G0WJ89 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2018-05-21 2018-05-21 2018-05-21 N N N 0.0160 99833267.00 99833267.00 0.0010 N N N N BlackRock Liquidity Funds 2018-03-06 /s/Neal J. Andrews Neal J. Andrews Chief Financial Officer