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Collateralized Mortgage Obligation FNMA_13-105 2043-05-25 4.000000 106000.00 52482.98 Agency Collateralized Mortgage Obligation GNMA_18-37F 2048-01-20 3.000000 110000.00 108449.81 Agency Collateralized Mortgage Obligation FHLMC_4777B 2048-01-15 3.500000 125000.00 125151.53 Agency Collateralized Mortgage Obligation FNMA_13-67F 2043-07-25 2.500000 137897.00 97333.43 Agency Collateralized Mortgage Obligation FHLMC_41-50 2043-01-15 2.500000 152000.00 28876.66 Agency Collateralized Mortgage Obligation GNMA_18-36A 2048-03-20 3.000000 179000.00 178688.78 Agency Collateralized Mortgage Obligation FNMA_01-60 2031-11-25 6.000000 200000.00 15555.78 Agency Collateralized Mortgage Obligation GNMA_18-36A 2048-03-20 3.000000 238000.00 237007.85 Agency Collateralized Mortgage Obligation GNMA_16-120D 2046-09-20 2.500000 250000.00 198885.94 Agency Collateralized Mortgage Obligation GNMA_18-36A 2048-03-20 3.000000 250000.00 247223.58 Agency Collateralized Mortgage Obligation FHLMC_4773C 2042-10-15 3.500000 400000.00 402444.09 Agency Collateralized Mortgage Obligation GNMA_18-36A 2048-03-20 3.000000 477000.00 468063.09 Agency Collateralized Mortgage Obligation GNMA_11-135J 2040-04-16 5.000000 624000.00 73587.35 Agency Collateralized Mortgage Obligation GNMA_18-36A 2048-03-20 3.000000 709000.00 693782.97 Agency Collateralized Mortgage Obligation GNMA_17-172 2047-11-20 3.500000 745643.00 121679.55 Agency Collateralized Mortgage Obligation FNMA_12-128 2042-11-25 3.192750 750000.00 416433.45 Agency Collateralized Mortgage Obligation FHLMC_38-62 2026-05-15 3.500000 833725.00 854198.13 Agency Collateralized Mortgage Obligation FANNIE MAE-ACES FNA_18-M1 2027-07-25 2.986000 1000000.00 996440.52 Agency Collateralized Mortgage Obligation FNMA_18-26B 2048-04-25 3.500000 1000000.00 993902.22 Agency Collateralized Mortgage Obligation FHLMC_4668B 2055-01-15 3.000000 1140248.00 1023017.61 Agency Collateralized Mortgage Obligation FNMA_18-26C 2048-04-25 4.000000 1207000.00 1202260.24 Agency 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Agency Collateralized Mortgage Obligation FNMA_14-74B 2044-06-25 4.500000 6225777.00 623601.26 Agency Collateralized Mortgage Obligation FHLMC_41-97 2043-04-15 4.000000 6250000.00 553171.58 Agency Collateralized Mortgage Obligation GNMA_16-17 2043-11-20 4.500000 6292000.00 114873.43 Agency Collateralized Mortgage Obligation FNMA_14-71B 2041-08-25 4.828500 6747574.00 465477.09 Agency Collateralized Mortgage Obligation GNMA_15-123 2045-09-20 5.500000 6790342.00 793650.34 Agency Collateralized Mortgage Obligation GNMA_13-87 2041-02-20 4.500000 6833711.00 446966.61 Agency Collateralized Mortgage Obligation FHLMC_4773A 2048-04-15 4.000000 6857315.00 7243478.60 Agency Collateralized Mortgage Obligation FHLMC_4773B 2038-07-15 4.000000 6859000.00 7104607.83 Agency Collateralized Mortgage Obligation FHLMC_41-63 2042-12-15 4.500000 6927149.00 467876.72 Agency Collateralized Mortgage Obligation FHLMC_4772D 2029-05-15 3.500000 6986000.00 7019859.81 Agency Collateralized Mortgage Obligation 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2.335820 11794500.00 3549229.16 Agency Collateralized Mortgage Obligation FNMA_12-49 2042-05-25 4.528500 12000000.00 587549.02 Agency Collateralized Mortgage Obligation FNMA_11-112 2041-11-25 4.678500 12182354.00 291989.62 Agency Collateralized Mortgage Obligation FNMA_12-75 2041-12-25 4.778500 12243788.00 477207.51 Agency Collateralized Mortgage Obligation FNMA_12-100 2042-09-25 3.018500 12343527.00 448107.93 Agency Collateralized Mortgage Obligation GNMA_15-106 2039-08-20 5.500000 12400000.00 1316411.60 Agency Collateralized Mortgage Obligation FNMA_17-39A 2047-05-25 4.278500 12569077.00 1543379.72 Agency Collateralized Mortgage Obligation FNMA_13-103A 2043-10-25 0.000000 12745000.00 6847853.32 Agency Collateralized Mortgage Obligation GNMA_16-42 2046-03-20 4.000000 12861258.00 2172319.81 Agency Collateralized Mortgage Obligation GNMA_12-128 2042-10-16 3.500000 12952812.00 1069858.32 Agency Collateralized Mortgage Obligation GNMA_14-60 2044-04-20 4.500000 13017055.00 893187.22 Agency 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4.000000 16514000.00 17136016.32 Agency Collateralized Mortgage Obligation FHLMC_39-96 2042-02-15 4.173400 16666666.00 602162.34 Agency Collateralized Mortgage Obligation FNMA_10-111B 2040-09-25 6.000000 16666666.00 287685.97 Agency Collateralized Mortgage Obligation FNMA_15-67B 2043-09-25 0.000000 17317886.00 9554295.02 Agency Collateralized Mortgage Obligation FHLMC_4589B 2046-06-15 4.123400 18318856.00 2231731.92 Agency Collateralized Mortgage Obligation FNMA_17-56B 2047-07-25 5.500000 18394482.00 3299798.84 Agency Collateralized Mortgage Obligation FHLMC_4604 2046-08-15 4.323400 19000000.00 1697028.30 Agency Collateralized Mortgage Obligation FNMA_14-49 2044-08-25 6.000000 19223505.00 1652076.02 Agency Collateralized Mortgage Obligation FNMA_15-18F 2045-04-25 4.248500 19285714.00 2464078.31 Agency Collateralized Mortgage Obligation FNMA_13-52H 2043-06-25 4.000000 19500000.00 1022992.38 Agency Collateralized Mortgage Obligation FHLMC_3946 2041-04-15 4.873400 19670625.00 521251.37 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3819 2040-06-15 4.693400 19673666.00 515554.89 Agency Collateralized Mortgage Obligation FNMA_16-40C 2046-07-25 3.978500 19726577.00 2487656.97 Agency Collateralized Mortgage Obligation FHLMC_3934A 2041-07-15 4.500000 20109873.00 982455.24 Agency Collateralized Mortgage Obligation FHLMC_4012 2036-05-15 5.373400 20578643.00 1045018.72 Agency Collateralized Mortgage Obligation FNMA_12-23 2040-03-25 4.128500 20710917.00 384414.74 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_11-63C 2041-07-25 4.048500 20956000.00 344559.51 Agency Collateralized Mortgage Obligation FNMA_17-35A 2047-05-25 4.278500 21000000.00 3539624.34 Agency Collateralized Mortgage Obligation FNMA_11-88 2040-06-25 5.000000 21103800.00 964587.81 Agency Collateralized Mortgage Obligation FHLMC_43-98 2037-10-15 6.000000 21192395.00 1874030.12 Agency Collateralized Mortgage Obligation FNMA_12-75 2042-07-25 4.678500 21333333.00 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Mortgage-Backed Securities GNMI JP 783450 X 2026-10-15 3.000000 1005218.00 290710.80 Agency Mortgage-Backed Securities GNAR AF MA1390 M 2043-10-20 3.000000 999994.00 192525.36 Agency Mortgage-Backed Securities GNAR AF MA4524 M 2047-05-20 3.000000 993181.00 867122.33 Agency Mortgage-Backed Securities GNAR AF MA3748 M 2046-05-20 3.000000 986656.00 553846.94 Agency Mortgage-Backed Securities GNAR AF 888988 C 2040-05-20 2.625000 916711.00 397374.69 Agency Mortgage-Backed Securities GNAR AT 082406 M 2039-08-20 3.125000 882507.00 213312.27 Agency Mortgage-Backed Securities GNAR AF MA2534 M 2045-01-20 3.000000 1369924.00 350206.57 Agency Mortgage-Backed Securities GNAR AF MA4016 M 2046-09-20 3.000000 859938.00 653516.16 Agency Mortgage-Backed Securities GNAR AF 891028 C 2041-04-20 2.625000 849589.00 351698.44 Agency Mortgage-Backed Securities GNMI SF 711327 X 2035-08-15 5.000000 843133.00 99380.32 Agency Mortgage-Backed Securities GNAR AF 897764 C 2041-05-20 2.625000 819094.00 475081.89 Agency Mortgage-Backed Securities GNAR AT MA3402 M 2046-01-20 3.000000 806182.00 410016.45 Agency Mortgage-Backed Securities GNAR AF 899314 C 2042-11-20 3.125000 787070.00 305537.33 Agency Mortgage-Backed Securities GNAR AF 083022 M 2042-01-20 2.500000 1308897.00 179200.13 Agency Mortgage-Backed Securities GNAR AF 082828 M 2041-05-20 2.625000 880000.00 86652.89 Agency Mortgage-Backed Securities GNAR AT 082684 M 2040-12-20 3.125000 751188.00 85336.49 Agency Mortgage-Backed Securities GNAR AF MA1690 M 2044-02-20 2.500000 750000.00 207057.60 Agency Mortgage-Backed Securities GNAR AS 082730 M 2041-01-20 3.000000 749999.00 60485.21 Agency Mortgage-Backed Securities GNAR AF MA4396 M 2047-04-20 3.000000 726274.00 637355.43 Agency Mortgage-Backed Securities GNAR AQ 081663 M 2036-02-20 2.375000 714033.00 163091.99 Agency Mortgage-Backed Securities GNAR AF MA4336 M 2047-03-20 3.500000 707425.00 699298.05 Agency Mortgage-Backed Securities GNAR AF AI5284 C 2044-03-20 2.500000 697833.00 103834.69 Agency Mortgage-Backed Securities GNAR AF 082581 M 2040-07-20 2.750000 658792.00 97577.21 Agency Mortgage-Backed Securities GNAR AF AL9378 C 2041-06-20 2.750000 653388.00 420384.43 Agency Mortgage-Backed Securities GNAR AF 082713 M 2041-01-20 2.375000 650000.00 123469.49 Agency Mortgage-Backed Securities GNAR AF MA2975 M 2045-06-20 3.000000 643125.00 256376.39 Agency Mortgage-Backed Securities GNAR AT 873291 C 2035-11-20 3.125000 625850.00 94054.61 Agency Mortgage-Backed Securities GNAR AQ 081719 M 2036-05-20 2.625000 603951.00 240805.10 Agency Mortgage-Backed Securities GNAR AF MA1025 M 2043-05-20 2.000000 600000.00 180690.40 Agency Mortgage-Backed Securities GNAR AT MA1702 M 2043-12-20 2.375000 583598.00 80926.56 Agency Mortgage-Backed Securities GNMI SF AB9205 X 2042-11-15 3.000000 568252.00 255585.45 Agency Mortgage-Backed Securities GNAR AF AL9379 C 2041-06-20 2.625000 559068.00 163664.71 Agency Mortgage-Backed Securities GNAR AT AX9960 C 2047-02-20 2.000000 557929.00 542828.31 Agency Mortgage-Backed Securities GNAR AF MA3888 M 2046-06-20 3.500000 543713.00 538299.25 Agency Mortgage-Backed Securities GNAR AF 897767 C 2041-12-20 3.125000 542118.00 142034.90 Agency Mortgage-Backed Securities GNAR AF MA3274 M 2045-08-20 3.500000 521977.00 503543.70 Agency Mortgage-Backed Securities GNAR AF 082980 M 2041-11-20 3.125000 510000.00 82766.80 Agency Mortgage-Backed Securities GNAR AT MA4148 M 2046-10-20 2.500000 500859.00 492872.11 Agency Mortgage-Backed Securities GNAR AF MA3256 M 2045-11-20 3.000000 500000.00 240344.63 Agency Mortgage-Backed Securities GNAR AT MA0244 M 2042-07-20 2.750000 500000.00 81580.07 Agency Mortgage-Backed Securities GNAR AS 082588 M 2040-07-20 2.750000 500000.00 27589.40 Agency Mortgage-Backed Securities GNAR FT 082524 M 2040-04-20 2.625000 500000.00 63500.30 Agency Mortgage-Backed Securities GNAR AF 082798 M 2041-04-20 2.625000 500000.00 115735.39 Agency Mortgage-Backed Securities GNAR AF MA1694 M 2044-02-20 4.000000 490512.00 131101.66 Agency Mortgage-Backed Securities FNMS 04.000 CLAL2643 2042-10-01 4.000000 460127.00 173951.62 Agency Mortgage-Backed Securities GNAR AT MA4533 M 2047-06-20 3.000000 443000.00 441598.97 Agency Mortgage-Backed Securities GNAR AS 082609 M 2040-08-20 3.250000 425000.00 28305.63 Agency Mortgage-Backed Securities GNAR AT MA4532 M 2047-06-20 2.500000 413336.00 262773.29 Agency Mortgage-Backed Securities GNAR AT MA2324 M 2044-10-20 3.000000 400000.00 117275.91 Agency Mortgage-Backed Securities GNAR AF 896429 C 2041-05-20 2.625000 400000.00 65180.14 Agency Mortgage-Backed Securities GNAR AF MA4792 M 2047-10-20 3.500000 497333.00 504462.33 Agency Mortgage-Backed Securities GNAR AF 082834 M 2041-05-20 2.625000 349995.00 291680.38 Agency Mortgage-Backed Securities GNAR AF MA4850 M 2047-10-20 4.000000 313160.00 318926.65 Agency Mortgage-Backed Securities GNAR AT MA0720 M 2042-12-20 2.375000 312899.00 11501.50 Agency Mortgage-Backed Securities GNAR AF MA4678 M 2047-04-20 4.000000 300000.00 303113.25 Agency Mortgage-Backed Securities GNAR AF AM5806 C 2045-02-20 3.000000 300000.00 75268.36 Agency Mortgage-Backed Securities GNAR AF MA4600 M 2047-06-20 3.000000 300000.00 284358.82 Agency Mortgage-Backed Securities GNAR AF MA3468 M 2045-12-20 3.500000 295779.00 172823.74 Agency Mortgage-Backed Securities GNAR AF MA4793 M 2047-10-20 4.000000 228652.00 232539.37 Agency Mortgage-Backed Securities GNAR AS 082975 M 2041-10-20 3.000000 200000.00 31081.18 Agency Mortgage-Backed Securities GNAR AT MA3829 M 2046-07-20 2.500000 200000.00 108992.94 Agency Mortgage-Backed Securities GNAR AT MA3335 M 2045-12-20 2.500000 361216.00 65076.76 Agency Mortgage-Backed Securities GNAR AF AQ1454 C 2045-08-20 2.500000 200000.00 123467.52 Agency Mortgage-Backed Securities GNAR FB 082723 M 2041-01-20 3.250000 185591.00 159241.95 Agency Mortgage-Backed Securities GNAR AT MA2326 M 2044-10-20 3.125000 160500.00 49729.50 Agency Mortgage-Backed Securities GNAR AT MA2700 M 2045-01-20 2.000000 158280.00 146622.16 Agency Mortgage-Backed Securities GNAR AF MA3815 M 2046-06-20 3.000000 150000.00 106559.53 Agency Mortgage-Backed Securities GNII SF MA2446 M 2044-12-20 4.000000 145087.00 56270.15 Agency Mortgage-Backed Securities FNMS 04.000 CLAL6924 2045-01-01 4.000000 141056.00 101872.27 Agency Mortgage-Backed Securities GNAR FB MA1556 M 2043-07-20 3.500000 131419.00 120880.81 Agency Mortgage-Backed Securities GNAR AF MA4975 M 2047-12-20 3.500000 119179.00 121358.60 Agency Mortgage-Backed Securities GNAR AT MA4285 M 2047-01-20 3.000000 100000.00 99042.19 Agency Mortgage-Backed Securities GNAR AF MA4139 M 2046-11-20 3.000000 100000.00 60822.35 Agency Mortgage-Backed Securities GNAR AF 890714 C 2040-11-20 3.125000 98581.00 17579.31 Agency Mortgage-Backed Securities FNMS 03.500 CLAB5366 2042-06-01 3.500000 69437.00 38451.97 Agency Mortgage-Backed Securities FNRA CL049SY R03F049 2023-06-25 5.479300 63795.00 149.77 Agency Collateralized Mortgage Obligation GNAR FT 082966 M 2041-10-20 3.125000 61674.00 11423.02 Agency Mortgage-Backed Securities GNAR AS MA2775 M 2045-04-20 4.000000 49300.00 47470.06 Agency Mortgage-Backed Securities GNII SF 005203 M 2041-10-20 4.000000 45319.00 11045.97 Agency Mortgage-Backed Securities GNAR AT MA3058 M 2045-07-20 2.500000 36656.00 18949.42 Agency Mortgage-Backed Securities GNAR FB MA2024 M 2044-05-20 3.000000 27474.00 11707.67 Agency Mortgage-Backed Securities FNMS 04.000 CLBH2864 2047-05-01 4.000000 19147.00 19422.69 Agency Mortgage-Backed Securities GNAR AT MA0177 M 2042-06-20 2.625000 17359.00 3557.85 Agency Mortgage-Backed Securities GNRA 2008-27 FC 2038-03-20 2.502070 13194.00 590.04 Agency Collateralized Mortgage Obligation FNMS 03.500 CLBE6875 2047-04-01 3.500000 12950.00 11989.64 Agency Mortgage-Backed Securities GNAR FB 083012 M 2041-12-20 3.375000 4965.00 837.62 Agency Mortgage-Backed Securities FNRM CL142BA R12F142 2027-11-25 1.500000 4888.00 1809.16 Agency Collateralized Mortgage Obligation GNII JM 004309 M 2038-12-20 5.500000 4860.00 40.78 Agency Mortgage-Backed Securities FNRM RC076ZC R10F076 2040-07-25 4.500000 4104.00 1272.99 Agency Collateralized Mortgage Obligation FNAR XX.XXX LB975060 2038-06-01 3.650000 3796.00 222.75 Agency Mortgage-Backed Securities FMAR 1Q0293 G 2037-08-01 3.765000 3124.00 86.97 Agency Mortgage-Backed Securities FNAR XX.XXX LB959767 2037-11-01 3.525000 2724.00 35.92 Agency Mortgage-Backed Securities 07.500 FGPC G00921 G 2028-04-01 7.500000 2049.00 5.22 Agency Mortgage-Backed Securities FNMS 06.000 CL880287 2036-03-01 6.000000 1703.00 29.02 Agency Mortgage-Backed Securities FNMS 06.500 NP944132 2037-07-01 6.500000 1699.00 35.31 Agency Mortgage-Backed Securities FNMS 06.000 CL995050 2037-09-01 6.000000 1680.00 64.13 Agency Mortgage-Backed Securities GNRA 2008-27 FA 2038-03-20 2.352070 1468.00 60.01 Agency Collateralized Mortgage Obligation GNAR AS 082202 M 2038-10-20 3.625000 1428.00 31.29 Agency Mortgage-Backed Securities FNAR XX.XXX LBAD3787 2040-05-01 3.474000 1378.00 106.10 Agency Mortgage-Backed Securities GNAR AS 082754 M 2041-02-20 3.000000 1278.00 56.81 Agency Mortgage-Backed Securities 05.000 FGPC G01974 G 2035-12-01 5.000000 1209.00 42.12 Agency Mortgage-Backed Securities FNMS 06.000 NP880413 2036-10-01 6.000000 1098.00 26.37 Agency Mortgage-Backed Securities FNAR XX.XXX LBAI4373 2041-10-01 3.346000 1057.00 120.48 Agency Mortgage-Backed Securities FNAR XX.XXX WS757401 2027-04-01 3.897000 1050.00 41.74 Agency Mortgage-Backed Securities GNAR FT 082604 M 2040-08-20 2.750000 1020.00 103.97 Agency Mortgage-Backed Securities FNMS 06.500 CL995378 2039-01-01 6.500000 1000.00 40.27 Agency Mortgage-Backed Securities FREMF MTG TR 2013-K30 X2-A 20450625 0.10000 2045-06-25 0.100000 1313155351.00 4957173.10 Agency Collateralized Mortgage Obligation FREMF MTG TR 2013-K31 X2-A 20460725 0.10000 2046-07-25 0.100000 902327372.00 3393333.65 Agency Collateralized Mortgage Obligation FREMF MTG TR 2012-K19 X2-A 20450525 0.15000 2045-05-25 0.150000 861218311.00 3774239.62 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-SMC X1 20230125 FLT 2023-01-25 0.725360 246689602.00 6439464.35 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-716 X1 20210625 FLT 2021-06-25 0.689800 182755544.00 3335037.58 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-046 X1 20250325 FLT 2025-03-25 0.374660 126223793.00 2836474.40 Agency Collateralized Mortgage Obligation FNMA REMIC TRUST 2011-122 IO 20401025 6.00000 2040-10-25 6.000000 101033255.00 2086090.41 Agency Collateralized Mortgage Obligation FGRA 2484LZ 07/15/32 2032-07-15 6.500000 16124.00 2837.25 Agency Collateralized Mortgage Obligation FGRA 2322PZ 06/15/31 2031-06-15 6.500000 402.00 29.53 Agency Collateralized Mortgage Obligation FGRM 2138KC 03/15/29 2029-03-15 7.000000 248.00 118.71 Agency Collateralized Mortgage Obligation FGRM 2417CJ 02/15/32 2032-02-15 6.000000 3.00 0.20 Agency Collateralized Mortgage Obligation FGRA 2359PZ 09/15/31 2031-09-15 6.500000 2.00 0.14 Agency Collateralized Mortgage Obligation Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2018-04-02 2018-04-06 2018-04-06 Y BNP PARIBAS SA 1.0000 7 N Fitch A+ Moody's Aa3 Standard & Poor's A N N 0.0177 600000000.00 600000000.00 0.0068 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 1.607 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 0.0161 249374305.00 249374305.00 0.0028 N N Y N Mizuho Securities USA LLC Mizuho Securities USA LLC 2.007 7TK5RJIZDFROZCA6XF66 0001513005 BRT5U36D4 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FREDDIE MAC GOLD 2046-11-01 4.000000 190446.00 192666.50 Agency Mortgage-Backed Securities FNMA_06-8 2036-03-25 18.914000 400000.00 796934.26 Agency Collateralized Mortgage Obligation FHLMC_3031 2035-08-15 14.819500 500000.00 263628.56 Agency Collateralized 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10384521.00 421439.07 Agency Collateralized Mortgage Obligation FHLMC_39-62 2041-11-15 4.223400 10659000.00 461001.28 Agency Collateralized Mortgage Obligation FHLMC_43-31 2044-04-15 4.223400 10911305.00 699405.96 Agency Collateralized Mortgage Obligation FHLMC_39-96 2042-02-15 4.673400 11424000.00 741492.40 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3819 2040-06-15 4.693400 11484000.00 300942.00 Agency Collateralized Mortgage Obligation FNMA_07-30 2037-04-25 4.868500 11672317.00 636041.25 Agency Collateralized Mortgage Obligation FNMA_17-66G 2057-09-25 4.228500 12000000.00 2131792.61 Agency Collateralized Mortgage Obligation FNSTR_407 2038-01-25 6.000000 12300000.00 348420.47 Agency Collateralized Mortgage Obligation GINNIE MAE II 2047-09-20 4.000000 12340595.00 12485678.89 Agency Mortgage-Backed Securities FHLMC_4585A 2046-05-15 4.323400 12638312.00 1041501.73 Agency Collateralized Mortgage Obligation GINNIE MAE II 2047-11-20 4.000000 12718888.00 12868537.08 Agency 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Collateralized Mortgage Obligation FHLMC_3379 2037-10-15 4.603400 100000000.00 1137640.23 Agency Collateralized Mortgage Obligation FHLMC_3415A 2035-08-15 4.483400 100000000.00 684526.68 Agency Collateralized Mortgage Obligation GNMA_06-65 2036-11-20 5.517930 100000000.00 539943.87 Agency Collateralized Mortgage Obligation GNMA_08-88 2038-10-20 4.977930 100000000.00 536059.34 Agency Collateralized Mortgage Obligation GNMA_13-184A 2043-12-20 4.327930 101033250.00 4829703.89 Agency Collateralized Mortgage Obligation FNMA_12-89 2039-05-25 4.178500 103284222.00 2625166.34 Agency Collateralized Mortgage Obligation GNMA_07-41A 2037-07-20 2.122070 104070384.00 9089133.22 Agency Collateralized Mortgage Obligation FNMA_14-66 2040-01-25 4.000000 106808508.00 979478.52 Agency Collateralized Mortgage Obligation FHLMC_3622A 2037-06-15 1.483697 107568284.00 457662.95 Agency Collateralized Mortgage Obligation FHLMC_3117F 2036-02-15 5.373400 110000000.00 539545.46 Agency Collateralized Mortgage Obligation FNSTR_337 2033-06-01 5.000000 111333564.00 619874.31 Agency Collateralized Mortgage Obligation GNMA_11-75 2041-05-20 4.777930 115000000.00 2958151.30 Agency Collateralized Mortgage Obligation FNMA_15-51A 2045-07-25 3.728500 115287659.00 8062731.60 Agency Collateralized Mortgage Obligation FNMA_10-107A 2040-09-25 4.718500 115893939.00 3919546.93 Agency Collateralized Mortgage Obligation FHLMC_4255 2035-05-15 4.323400 117855987.00 4544556.22 Agency Collateralized Mortgage Obligation FHLMC_4077 2042-07-15 4.323400 119297899.00 3741044.69 Agency Collateralized Mortgage Obligation FHLMC_37-8 2040-05-15 4.673400 120000000.00 2603985.96 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-35 2052-11-16 0.233060 123300000.00 876582.30 Agency Collateralized Mortgage Obligation FHSTR_329A 2043-06-15 3.000000 123525607.00 13414626.27 Private Label Collateralized Mortgage Obligations FNMA_13-4 2028-02-25 3.000000 123529867.00 4301391.34 Agency Collateralized Mortgage Obligation GNMA_10-42 2040-04-20 3.877930 125000000.00 2728460.28 Agency Collateralized Mortgage Obligation GNMA_11-161 2045-04-16 0.464830 125000000.00 978984.56 Agency Collateralized Mortgage Obligation GNMA_13-193 2055-01-16 0.929120 135000000.00 5027718.10 Agency Collateralized Mortgage Obligation GNMA_11-142 2046-09-16 0.447530 150000000.00 837729.75 Agency Collateralized Mortgage Obligation FNMS_04-17 2043-04-25 2.500000 154702598.00 4892346.75 Agency Collateralized Mortgage Obligation GNMA_04-47 2034-01-16 2.226380 160862259.00 2700698.82 Agency Collateralized Mortgage Obligation FNMA_12-73 2039-06-25 4.178500 166721730.00 3654571.42 Agency Collateralized Mortgage Obligation FNSTR_418 2028-08-25 3.000000 169052765.00 7269803.94 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-11-25 4.728500 170000000.00 1002529.03 Agency Collateralized Mortgage Obligation FHLS_247 2036-01-15 5.000000 173000000.00 1218898.54 Agency Collateralized Mortgage Obligation FNMA_07-28 2035-10-25 4.728500 184428156.00 1690458.87 Agency Collateralized Mortgage Obligation FNMA_12-56A 2042-06-25 4.178500 269230769.00 20959213.76 Agency Collateralized Mortgage Obligation Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2018-04-02 2018-04-06 2018-04-06 Y NATIXIS SA 1.0000 7 N Fitch A Moody's A2 Standard & Poor's A N N 0.0190 1000000000.00 1000000000.00 0.0113 N N Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 1.760 MBNUM2BPBDO7JBLYG310 BRTBNRY29 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FREMF MORTGAGE TRUST FREMF_11-K1 2047-02-25 5.166970 968.00 1020.03 Agency Collateralized Mortgage Obligation FHLMC_1029 2020-12-15 9.000000 1000.00 2.17 Agency Collateralized Mortgage Obligation FNMA_92-58 2022-04-25 8.000000 1000.00 30.10 Agency Collateralized Mortgage Obligation FNMA_16-4A 2046-02-25 3.000000 1000.00 882.86 Agency Collateralized Mortgage Obligation GNMA_15-144B 2045-10-20 3.000000 1000.00 1075.42 Agency Collateralized Mortgage Obligation GNMA_15-179 2045-02-20 2.500000 1000.00 1018.70 Agency Collateralized Mortgage Obligation GNMA_16-5F 2046-01-20 3.000000 1000.00 846.38 Agency Collateralized Mortgage Obligation GNMA_16-5F 2046-01-20 3.000000 1000.00 910.34 Agency Collateralized Mortgage Obligation GNMA_17-101E 2047-07-20 3.250000 1000.00 993.98 Agency Collateralized Mortgage Obligation FHLMC_21 2020-01-15 9.500000 1997.00 0.30 Agency Collateralized Mortgage Obligation FNMA_92-146 2022-08-25 8.000000 3000.00 80.73 Agency Collateralized Mortgage Obligation FNMA_17-37A 2047-05-25 3.000000 3000.00 2598.13 Agency Collateralized Mortgage Obligation FNMA_91-57 2021-05-25 6.500000 5000.00 24.40 Agency Collateralized Mortgage Obligation FNMA_93-104 2023-07-25 6.500000 5000.00 126.88 Agency Collateralized Mortgage Obligation FHLMC_1522 2023-05-15 6.500000 6000.00 408.00 Agency Collateralized Mortgage Obligation FNMA_91-92 2021-07-25 8.500000 6000.00 24.93 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_G92-40 2022-07-25 7.000000 6000.00 63.59 Agency Collateralized Mortgage Obligation FNMA_93-163 2023-09-25 7.000000 6000.00 180.84 Agency Collateralized Mortgage Obligation FHLMC_1507 2023-05-15 7.000000 7000.00 372.44 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_1560 2023-08-15 7.000000 7000.00 2106.84 Agency Collateralized Mortgage 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Agency Collateralized Mortgage Obligation FNMA_92-111 2022-06-25 7.500000 13000.00 81.53 Agency Collateralized Mortgage Obligation FHLMC_1226 2022-03-15 7.750000 14000.00 111.86 Agency Collateralized Mortgage Obligation FNMA_92-87 2022-05-25 8.000000 14000.00 122.96 Agency Collateralized Mortgage Obligation FNMA_93-33 2023-03-25 7.500000 14000.00 272.53 Agency Collateralized Mortgage Obligation FNMA_93-147 2023-08-25 7.000000 15000.00 272.19 Agency Collateralized Mortgage Obligation FNMA_93-250 2023-12-25 7.000000 15000.00 1875.30 Agency Collateralized Mortgage Obligation FNMA_16-101A 2047-01-25 3.500000 15799.00 5949.30 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_91-65 2021-06-25 6.500000 17000.00 101.75 Agency Collateralized Mortgage Obligation FNMA_G92-42 2022-07-25 7.000000 18000.00 127.64 Agency Collateralized Mortgage Obligation FHLMC_11-7 2021-07-15 6.500000 19000.00 173.99 Agency Collateralized Mortgage Obligation FNMA_G-31 2021-10-25 8.500000 19000.00 97.15 Agency Collateralized Mortgage Obligation FHLMC_1324 2022-07-15 7.000000 21000.00 300.24 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_1024 2020-12-15 9.000000 24000.00 153.81 Agency Collateralized Mortgage Obligation FHLMC_1078 2021-05-15 6.500000 24500.00 85.93 Agency Collateralized Mortgage Obligation FHLMC_1939 2027-04-15 6.723400 24945.00 18.46 Agency Collateralized Mortgage Obligation FNMA_89-91 2019-12-25 9.150000 25000.00 54.47 Agency Collateralized Mortgage Obligation FNMA_91-G29 2021-09-25 8.500000 29000.00 254.01 Agency Collateralized Mortgage Obligation FNMA_G92-36 2022-07-25 7.000000 29000.00 110.90 Agency Collateralized Mortgage Obligation GNMA_08-13 2038-02-20 0.000000 30000.00 0.01 Agency Collateralized Mortgage Obligation FHLMC_1120 2021-07-15 8.000000 34000.00 550.16 Agency Collateralized Mortgage Obligation FNMA_91-76 2021-07-25 9.000000 35000.00 235.30 Agency Collateralized Mortgage Obligation FNMA_17-3A 2042-08-25 2.500000 35277.00 29691.62 Agency Collateralized Mortgage Obligation FHLMC_1001 2020-10-15 9.500000 40000.00 90.97 Agency Collateralized Mortgage Obligation FHLMC_83 2020-10-15 9.000000 40000.00 43.40 Agency Collateralized Mortgage Obligation FHLMC_1018 2020-11-15 7.000000 43000.00 215.35 Agency Collateralized Mortgage Obligation FHLMC_1899 2026-09-15 8.000000 50000.00 4030.56 Agency Collateralized Mortgage Obligation GNMA_08-43 2038-05-20 0.000000 50078.00 0.01 Agency Collateralized Mortgage Obligation FHLMC_1316 2022-06-15 8.000000 53000.00 796.08 Agency Collateralized Mortgage Obligation FNMA_G-6 2021-03-25 9.000000 58000.00 211.61 Agency Collateralized Mortgage Obligation FNMA_09-40 2039-06-25 6.500000 64028.00 144127.27 Agency Collateralized Mortgage Obligation FNMA_89-27 2019-06-25 6.900000 69000.00 132.54 Agency Collateralized Mortgage Obligation FHLMC_99 2021-01-15 9.500000 75000.00 29.92 Agency Collateralized Mortgage Obligation FNMA_92-71 2022-05-25 8.250000 78000.00 509.67 Agency Collateralized Mortgage 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Collateralized Mortgage Obligation GNMA_18-1 2048-01-20 3.500000 334433.00 316829.93 Agency Collateralized Mortgage Obligation FHLMC_44-48 2041-01-15 4.000000 457471.00 528632.51 Agency Collateralized Mortgage Obligation FHLMC_44-75 2045-01-15 2.500000 469049.00 396007.55 Agency Collateralized Mortgage Obligation GNMA_10-1 2040-01-20 3.967930 600000.00 9721.16 Agency Collateralized Mortgage Obligation FHLMC_44-87 2045-01-15 2.500000 700000.00 576335.85 Agency Collateralized Mortgage Obligation FHLMC_46-13 2037-11-15 6.000000 829429.00 107580.67 Agency Collateralized Mortgage Obligation FNMA_02-69A 2032-10-25 5.500000 832000.00 100765.76 Agency Collateralized Mortgage Obligation GNMA_18-21 2048-02-20 3.000000 887837.00 761677.79 Agency Collateralized Mortgage Obligation FNMA_15-84D 2045-11-25 2.500000 944429.00 755704.06 Agency Collateralized Mortgage Obligation GNMA_14-122 2044-08-20 3.000000 1000000.00 954741.92 Agency Collateralized Mortgage Obligation FNMA_17-109D 2048-01-25 4.278500 1132672.00 230748.04 Agency Collateralized Mortgage Obligation GNMA_14-145 2044-10-20 3.500000 1250000.00 1380631.71 Agency Collateralized Mortgage Obligation GNMA_16-51B 2046-04-20 4.277930 1372927.00 170490.64 Agency Collateralized Mortgage Obligation FNMA_17-11B 2047-03-25 4.178500 1500000.00 246715.36 Agency Collateralized Mortgage Obligation GNMA_14-41 2044-03-20 4.277930 1500000.00 81980.10 Agency Collateralized Mortgage Obligation FREMF_16-K52 2049-01-25 3.922440 1593927.00 1525208.03 Agency Collateralized Mortgage Obligation FHLMC_4108 2042-09-15 4.323400 1606000.00 76733.94 Agency Collateralized Mortgage Obligation FHLMC_46-53 2047-02-15 3.000000 1700000.00 1516467.27 Agency Collateralized Mortgage Obligation GNMA_15-179 2045-12-20 4.927930 1750000.00 182161.65 Agency Collateralized Mortgage Obligation GNMA_15-82 2045-06-20 3.500000 1804916.00 1906546.96 Agency Collateralized Mortgage Obligation GNMA_13-170 2043-11-20 4.297930 1876425.00 85639.73 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-02-15 3.125000 2052200.00 2112156.44 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE ASS 2045-08-20 3.877930 2150000.00 133155.20 Agency Collateralized Mortgage Obligation FHLMC_46-13 2036-11-15 0.000000 2516742.00 592.11 Agency Collateralized Mortgage Obligation GNMA_09-92 2039-10-20 5.500000 2655972.00 4730913.42 Agency Collateralized Mortgage Obligation FHLMC_3515A 2039-03-15 5.000000 2691941.00 245697.97 Agency Collateralized Mortgage Obligation FNMA_126 2041-09-25 4.278500 2700000.00 181046.03 Agency Collateralized Mortgage Obligation FNMA_12-103 2042-09-25 4.128500 3249000.00 215079.67 Agency Collateralized Mortgage Obligation GNMA_09-26 2039-04-16 6.500000 3601200.00 8068309.36 Agency Collateralized Mortgage Obligation FNMA_11-63 2041-07-25 4.048500 5000000.00 156597.93 Agency Collateralized Mortgage Obligation GNMA_16-47A 2046-04-20 4.227930 6025000.00 699474.49 Agency Collateralized Mortgage 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6.000000 10720512.00 6279430.03 Agency Collateralized Mortgage Obligation GNMA_16-149D 2046-11-20 4.227930 10887571.00 1942458.52 Agency Collateralized Mortgage Obligation GNMA_10-115 2040-09-20 4.227930 11501001.00 273721.21 Agency Collateralized Mortgage Obligation FHLMC_4226 2035-02-15 0.050000 12320341.00 5767.75 Agency Collateralized Mortgage Obligation GNMA_17-60F 2037-03-20 4.377930 12633934.00 1411813.78 Agency Collateralized Mortgage Obligation GNMA_10-144 2037-07-16 0.000000 13284058.00 0.47 Agency Collateralized Mortgage Obligation FNMA_12-72 2042-07-25 4.628500 13333702.00 825542.79 Agency Collateralized Mortgage Obligation FNMA_12-14J 2042-03-25 4.628500 13923018.00 824148.87 Agency Collateralized Mortgage Obligation HMBC_07-76 2067-07-20 4.120000 13987067.00 16123354.29 Asset-Backed Securities FNMA_12-84 2042-08-25 4.128500 14185299.00 998724.05 Agency Collateralized Mortgage Obligation GNMA_11-79 2041-05-20 3.577930 14500000.00 686309.72 Agency Collateralized Mortgage 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2037-06-25 10.321250 3000000.00 92921.50 Agency Collateralized Mortgage Obligation FNSTR_383 2037-10-25 6.500000 3053000.00 19305.92 Agency Collateralized Mortgage Obligation FNSTR_383 2037-02-25 6.500000 3060000.00 17953.64 Agency Collateralized Mortgage Obligation FNMA_13-116 2043-10-25 3.500000 3122289.00 116862.18 Agency Collateralized Mortgage Obligation FNSTR_383 2038-01-25 5.500000 3135000.00 17451.36 Agency Collateralized Mortgage Obligation GNMA_12-138A 2042-11-16 4.000000 3260000.00 309951.82 Agency Collateralized Mortgage Obligation GNMA_11-157 2041-12-20 4.777930 3396649.00 300492.42 Agency Collateralized Mortgage Obligation FNMA_11-59 2041-07-25 5.500000 3410000.00 5054367.13 Agency Collateralized Mortgage Obligation FNSTR_383 2037-08-25 7.000000 3415000.00 21956.54 Agency Collateralized Mortgage Obligation FNSTR_383 2037-09-25 7.500000 3499000.00 20464.78 Agency Collateralized Mortgage Obligation FNSTR_383 2037-12-25 6.000000 3545000.00 19755.52 Agency Collateralized Mortgage Obligation FNSTR_383 2036-12-25 6.500000 3554000.00 19875.99 Agency Collateralized Mortgage Obligation FNMA_17-53A 2043-12-25 3.500000 3571428.00 437242.49 Agency Collateralized Mortgage Obligation FNSTR_383 2037-08-25 6.500000 3629000.00 18027.78 Agency Collateralized Mortgage Obligation FNSTR_383 2037-09-25 6.500000 3707000.00 26300.38 Agency Collateralized Mortgage Obligation FANNIEMAE STRIP FNSTR_274 2025-10-25 8.500000 3741000.00 1700.72 Agency Collateralized Mortgage Obligation FNSTR_383 2037-09-25 6.500000 3743000.00 22822.51 Agency Collateralized Mortgage Obligation FNSTR_383 2037-12-25 6.000000 3791000.00 17600.94 Agency Collateralized Mortgage Obligation FNMA_07-68 2037-07-25 4.828500 3820000.00 25508.45 Agency Collateralized Mortgage Obligation FNSTR_383 2038-04-25 6.000000 3979000.00 18247.08 Agency Collateralized Mortgage Obligation FNSTR_383 2037-10-25 6.500000 3993000.00 23808.51 Agency Collateralized Mortgage Obligation FNMA_13-84 2042-11-25 4.278500 4000000.00 303815.42 Agency Collateralized Mortgage Obligation FNMA_07-34 2037-04-25 4.238500 4000000.00 19190.07 Agency Collateralized Mortgage Obligation GNMA_09-67 2039-08-20 5.500000 4011000.00 4902980.22 Agency Collateralized Mortgage Obligation GNMA_13-22 2043-02-20 3.000000 4025000.00 465813.02 Agency Collateralized Mortgage Obligation FNSTR_383 2037-12-25 6.000000 4049000.00 23464.13 Agency Collateralized Mortgage Obligation FNSTR_383 2037-08-25 7.000000 4051000.00 16082.83 Agency Collateralized Mortgage Obligation FNSTR_383 2037-08-25 5.500000 4057000.00 29363.29 Agency Collateralized Mortgage Obligation FNSTR_383 2037-08-25 5.500000 4083000.00 29656.05 Agency Collateralized Mortgage Obligation FNMA_16-26 2041-03-25 5.000000 4187369.00 1652794.19 Agency Collateralized Mortgage Obligation GNMA_08-93 2038-06-16 0.000000 4226459.00 1909513.50 Agency Collateralized Mortgage Obligation FNSTR_383 2037-07-25 5.500000 4258000.00 30955.62 Agency Collateralized Mortgage Obligation FNSTR_383 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Agency Collateralized Mortgage Obligation FNSTR_383 2037-07-25 5.500000 6448000.00 47364.55 Agency Collateralized Mortgage Obligation FNMA_17-44D 2045-04-25 3.500000 6737400.00 994395.63 Agency Collateralized Mortgage Obligation FNSTR_383 2037-08-25 6.500000 6787000.00 59465.74 Agency Collateralized Mortgage Obligation FNSTR_383 2037-06-25 6.000000 6790000.00 30800.95 Agency Collateralized Mortgage Obligation FNMA_10-117 2040-10-25 5.257000 6887020.00 227327.28 Agency Collateralized Mortgage Obligation FNSTR_383 2038-04-25 6.000000 6908000.00 31315.73 Agency Collateralized Mortgage Obligation FNMA_13-19 2043-03-25 4.278500 7000000.00 628996.06 Agency Collateralized Mortgage Obligation GNMA_13-132 2035-01-20 0.270000 7059133.00 20120.78 Agency Collateralized Mortgage Obligation FHLMC_4564 2045-12-15 3.500000 7142857.00 868051.43 Agency Collateralized Mortgage Obligation FHLMC_46-41 2041-05-15 5.000000 7368481.00 1115965.73 Agency Collateralized Mortgage Obligation GNMA_17-80 2047-05-20 4.000000 7500000.00 893708.80 Agency Collateralized Mortgage Obligation FNMA_12-65 2040-07-25 5.500000 7503910.00 327444.26 Agency Collateralized Mortgage Obligation FHLMC_4263 2043-11-15 9.670200 7535377.00 1212155.92 Agency Collateralized Mortgage Obligation GNMA_17-179B 2047-09-20 4.000000 7537187.00 1481691.05 Agency Collateralized Mortgage Obligation FNSTR_383 2038-04-25 6.000000 7910000.00 35747.77 Agency Collateralized Mortgage Obligation FANNIEMAE STRIP FNSTR_370 2036-05-25 6.000000 7965000.00 60551.62 Agency Collateralized Mortgage Obligation FNW_07-W3 2037-04-25 0.000000 8074073.00 187553.63 Agency Collateralized Mortgage Obligation FNMA_16-26 2043-01-25 1.628500 8156752.00 495118.09 Agency Collateralized Mortgage Obligation FHSTR_239 2036-08-15 6.000000 8261000.00 35313.87 Agency Collateralized Mortgage Obligation GNMA_15-103D 2043-04-20 3.500000 8302314.00 36594.99 Agency Collateralized Mortgage Obligation GNMA_16-121 2046-09-20 3.000000 8333333.00 1269616.51 Agency Collateralized Mortgage Obligation FHLMC_3497 2038-07-15 0.000000 8433317.00 899626.16 Agency Collateralized Mortgage Obligation FHLMC_4584E 2043-08-15 2.835820 8817817.00 548048.79 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_10-79 2040-07-25 4.000000 8900000.00 3440488.71 Agency Collateralized Mortgage Obligation FHSTR_30-5 2028-03-15 3.500000 8903988.00 323542.05 Agency Collateralized Mortgage Obligation GNMA_14-139 2038-05-20 0.250000 9172231.00 31257.08 Agency Collateralized Mortgage Obligation GNMA_15-152 2045-10-20 9.343280 9194867.00 742654.48 Agency Collateralized Mortgage Obligation FNSTR_383 2037-08-25 5.500000 9264000.00 39524.33 Agency Collateralized Mortgage Obligation FNSTR_383 2037-09-25 5.500000 9403000.00 56938.36 Agency Collateralized Mortgage Obligation FHLMC_36-82 2040-03-15 8.620200 9628623.00 7656931.14 Agency Collateralized Mortgage Obligation FNMA_11-3 2041-02-25 3.948500 9647495.00 125620.75 Agency Collateralized Mortgage Obligation FNMA_18-13D 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Collateralized Mortgage Obligation FNMS_03-46 2033-12-01 5.500000 10941523.00 69857.84 Agency Collateralized Mortgage Obligation FNMS_03-44 2033-12-01 0.000000 11083878.00 210988.66 Agency Collateralized Mortgage Obligation FHLMC_43-77 2043-12-15 4.500000 11123577.00 926033.24 Agency Collateralized Mortgage Obligation FNSTR_386 2038-07-25 6.000000 11141000.00 57048.21 Agency Collateralized Mortgage Obligation FNSTR_07-384 2036-09-25 4.500000 11145722.00 94128.11 Agency Collateralized Mortgage Obligation FNSTR_374 2036-08-01 6.500000 11421205.00 74179.11 Agency Collateralized Mortgage Obligation GNMA_09-35 2039-05-16 5.500000 11655968.00 2343280.20 Agency Collateralized Mortgage Obligation FNMA_10-64 2040-05-25 8.068080 11806154.00 12231324.89 Agency Collateralized Mortgage Obligation FNSTR_383 2038-01-25 5.500000 11825000.00 64228.45 Agency Collateralized Mortgage Obligation GNMA_17-141H 2039-08-20 5.000000 12009440.00 579931.73 Agency Collateralized Mortgage Obligation FHLMC_3808 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Agency Collateralized Mortgage Obligation GNMA_11-130 2040-05-20 0.000000 13585824.00 11042223.99 Agency Collateralized Mortgage Obligation GNMA_17-179 2047-12-16 5.000000 13697150.00 2389918.00 Agency Collateralized Mortgage Obligation FNMA_04-91F 2031-10-25 12.308390 13763000.00 978196.92 Agency Collateralized Mortgage Obligation FNMA_17-7C 2037-04-25 5.500000 13872506.00 2219147.79 Agency Collateralized Mortgage Obligation FNMA_09-11 2036-03-25 5.500000 13899501.00 437086.90 Agency Collateralized Mortgage Obligation FNMA_09-104 2039-12-25 0.000000 14068849.00 1286751.77 Agency Collateralized Mortgage Obligation FNMA_16-104A 2047-01-25 6.000000 14439908.00 2570195.22 Agency Collateralized Mortgage Obligation FHLMC_46-31 2046-11-15 2.664180 14854807.00 12909241.03 Agency Collateralized Mortgage Obligation FNMA_07-2 2037-02-25 0.000000 15293719.00 144983.17 Agency Collateralized Mortgage Obligation FNMA_08-10 2037-07-25 0.000000 15412491.00 241358.99 Agency Collateralized Mortgage 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12.704100 18267172.00 1309984.46 Agency Collateralized Mortgage Obligation FHLMC_12-4096 2039-07-15 4.323400 18429333.00 465336.11 Agency Collateralized Mortgage Obligation FNMA_17-26B 2047-04-25 6.000000 18513919.00 3042629.39 Agency Collateralized Mortgage Obligation GNMA_17-120 2047-08-20 4.500000 18557287.00 3681742.89 Agency Collateralized Mortgage Obligation FNMA_17-26E 2047-04-25 2.664180 18677230.00 15639914.22 Agency Collateralized Mortgage Obligation FNMA_17-32B 2047-05-25 2.335820 18683833.00 973333.16 Agency Collateralized Mortgage Obligation FNMA_17-26B 2047-04-25 6.000000 18688931.00 3372916.78 Agency Collateralized Mortgage Obligation GNMA_17-103 2047-07-20 4.500000 18733165.00 2675623.89 Agency Collateralized Mortgage Obligation GNMA_13-132 2039-12-20 0.120000 19033700.00 23273.71 Agency Collateralized Mortgage Obligation FNSTR_321 2032-04-01 0.000000 19254744.00 103405.59 Agency Collateralized Mortgage Obligation GNMA_10-101 2040-08-16 0.000000 19715067.00 2386517.97 Agency Collateralized Mortgage Obligation FNW_07-2 2037-03-25 0.000000 19777901.00 667461.53 Agency Collateralized Mortgage Obligation GNMA_14-94 2038-02-20 0.200000 20173198.00 60706.63 Agency Collateralized Mortgage Obligation FHLMC_3031 2035-08-15 4.913400 20276289.00 843158.32 Agency Collateralized Mortgage Obligation FNMA_07-15 2037-03-25 0.000000 20500000.00 1954877.17 Agency Collateralized Mortgage Obligation GNMA_61-35A 2046-10-20 3.500000 20593131.00 2310490.98 Agency Collateralized Mortgage Obligation FHLMC_4623D 2046-10-15 4.273400 20715144.00 4166058.53 Agency Collateralized Mortgage Obligation FNSTR_386 2038-04-25 6.500000 21039203.00 125993.73 Agency Collateralized Mortgage Obligation GNMA_14-94 2035-01-20 0.600000 21253139.00 209630.51 Agency Collateralized Mortgage Obligation GNMA_16-109B 2044-01-20 5.000000 21892589.00 2530281.66 Agency Collateralized Mortgage Obligation GNMA_12-113 2042-01-20 4.927930 22004881.00 127584.83 Agency Collateralized Mortgage Obligation 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Collateralized Mortgage Obligation FREDDIE MAC GOLD 2047-04-01 3.500000 1288.00 1210.99 Agency Mortgage-Backed Securities FHMS_K716 2021-06-25 0.689796 2620.00 47.81 Agency Collateralized Mortgage Obligation GINNIE MAE I 2027-09-15 2.500000 35985.00 13171.49 Agency Mortgage-Backed Securities GINNIE MAE II 2040-09-20 4.500000 71818.00 14347.65 Agency Mortgage-Backed Securities GINNIE MAE II 2047-02-20 3.000000 104363.00 93369.23 Agency Mortgage-Backed Securities GINNIE MAE II 2028-01-20 2.500000 180290.00 76880.99 Agency Mortgage-Backed Securities GINNIE MAE II 2041-04-20 2.625000 394167.00 59197.43 Agency Mortgage-Backed Securities GINNIE MAE II 2040-12-20 3.125000 479918.00 45553.42 Agency Mortgage-Backed Securities G2 5/1 1Y CMT ARM 2041-02-20 2.375000 565157.00 81176.21 Agency Mortgage-Backed Securities GINNIE MAE I 2057-03-15 4.200000 714492.00 741335.15 Agency Mortgage-Backed Securities GINNIE MAE II 2041-07-20 2.750000 740643.00 204821.06 Agency Mortgage-Backed Securities GINNIE 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183669.14 Agency Mortgage-Backed Securities GINNIE MAE II 2042-02-20 2.375000 7284920.00 1196714.59 Agency Mortgage-Backed Securities GINNIE MAE II 2046-10-20 3.000000 8596576.00 7482595.17 Agency Mortgage-Backed Securities GINNIE MAE II 2044-12-20 4.000000 11143520.00 4321872.74 Agency Mortgage-Backed Securities GINNIE MAE II 2041-05-20 2.625000 11377999.00 2035667.81 Agency Mortgage-Backed Securities GINNIE MAE II 2046-01-20 3.500000 13001472.00 8493684.51 Agency Mortgage-Backed Securities G2 5/1 1Y CMT ARM 2041-01-20 2.375000 14527648.00 1868294.87 Agency Mortgage-Backed Securities GINNIE MAE II 2044-09-20 3.000000 15815321.00 2921339.92 Agency Mortgage-Backed Securities GINNIE MAE II 2047-04-20 4.500000 16352463.00 11619100.32 Agency Mortgage-Backed Securities GINNIE MAE II 2042-05-20 2.625000 16693146.00 1625038.56 Agency Mortgage-Backed Securities GINNIE MAE II 2044-06-20 3.000000 17159392.00 3459984.97 Agency Mortgage-Backed Securities GINNIE MAE II 2045-05-20 3.000000 17935136.00 6641740.61 Agency Mortgage-Backed Securities FHLS_31-4 2043-09-15 0.000000 20753622.00 10795830.87 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-03-31 1.250000 23670400.00 23014997.84 U.S. Treasuries (including strips) FNMA_13-128A 2043-12-25 0.000000 35982825.00 16490159.75 Agency Collateralized Mortgage Obligation GINNIE MAE II 2044-04-20 3.000000 44761211.00 8696310.59 Agency Mortgage-Backed Securities GINNIE MAE II 2046-08-20 3.500000 65500672.00 52823581.98 Agency Mortgage-Backed Securities GINNIE MAE II 2046-09-20 3.500000 85623915.00 69741348.99 Agency Mortgage-Backed Securities Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2018-04-03 2018-04-03 2018-04-03 N N N 0.0176 250000000.00 250000000.00 0.0028 N N Y N Merrill Lynch, Pierce, Fenner & Smith, Inc. Merrill Lynch, Pierce, Fenner & Smith, Inc. 1.830 8NAV47T0Y26Q87Y0QP81 BRTG9SM66 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FREDDIE MAC GOLD 2048-02-01 3.000000 28069480.00 27340696.84 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-04-01 4.000000 133593931.00 138075087.07 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-06-01 3.282000 140657682.00 130924486.39 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-01-01 3.500000 147611474.00 147074729.92 Agency Mortgage-Backed Securities Y Fitch F1 Moody's NR Standard & Poor's A-1 2018-04-04 2018-04-04 2018-04-04 N N N 0.0183 430500000.00 430500000.00 0.0049 N N Y N Barclays Capital, Inc. Barclays Capital, Inc. 1.720 AC28XWWI3WIBK2824319 BRTG9SP30 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GINNIE MAE II 2046-03-20 3.500000 77548411.00 52423509.83 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-01-01 3.500000 123231556.00 123030445.93 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2048-02-01 3.000000 350630472.00 339032088.50 Agency Mortgage-Backed Securities Y Fitch NR Moody's NR Standard & Poor's A-1 2018-04-04 2018-04-04 2018-04-04 N N N 0.0172 500000000.00 500000000.00 0.0057 N N Y N Wells Fargo Securities LLC Wells Fargo Securities LLC 1.730 VYVVCKR63DVZZN70PB21 BRTG9SPJ5 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-01-01 3.500000 506591.00 508252.42 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-02-01 3.500000 525831.00 527213.48 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-04-01 4.000000 1334379.00 1339016.66 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-12-01 3.500000 1544977.00 1549698.25 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-12-01 3.500000 1806229.00 1810195.29 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2032-11-01 3.500000 1826471.00 1833111.88 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-01-01 3.500000 3318542.00 3330108.37 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2032-11-01 3.500000 4332063.00 4347830.75 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2032-11-01 3.500000 5714302.00 5729911.41 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-03-01 3.500000 5969865.00 5992310.51 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-03-01 3.500000 6402314.00 6426627.30 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-03-01 3.500000 6459157.00 6479968.03 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-02-01 2.944000 7242673.00 7258978.95 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-08-01 4.000000 9531193.00 9553228.45 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-03-01 3.500000 9645182.00 9678873.99 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-03-01 3.500000 9725971.00 9761680.79 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-03-01 3.500000 10059165.00 10094921.10 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-03-01 3.500000 12203282.00 12229824.56 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-01-01 3.500000 14221372.00 14259714.90 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-02-01 3.500000 17331638.00 17391322.73 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2048-03-01 3.500000 17521513.00 17558662.50 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-02-01 3.500000 21982771.00 22043239.16 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2048-02-01 3.500000 109991169.00 110273346.23 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-03-01 3.500000 179948555.00 180641756.83 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2048-03-01 3.500000 230431735.00 231025205.88 Agency Mortgage-Backed Securities Y Fitch NR Moody's NR Standard & Poor's A-1 2018-04-04 2018-04-04 2018-04-04 N N N 0.0173 671500000.00 671500000.00 0.0076 N N Y N Goldman Sachs & Co. 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3.125000 1178106.00 191192.28 Agency Mortgage-Backed Securities GINNIE MAE II 2032-10-20 2.500000 1182182.00 1140792.26 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-02-01 3.086000 1183000.00 668439.01 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-02-01 2.496000 1191288.00 489649.20 Agency Mortgage-Backed Securities GINNIE MAE I 2040-05-15 5.050000 1194846.00 994995.94 Agency Mortgage-Backed Securities GINNIE MAE II 2048-03-20 5.000000 1195937.00 1287731.02 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2024-11-01 3.310000 1200000.00 1160867.40 Agency Mortgage-Backed Securities GINNIE MAE II 2048-02-20 4.500000 1205090.00 1294796.83 Agency Mortgage-Backed Securities GINNIE MAE I 2047-08-15 4.500000 1205656.00 1260897.51 Agency Mortgage-Backed Securities GINNIE MAE II 2048-03-20 4.500000 1212273.00 1306111.42 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-11-01 2.973000 1212291.00 1209244.06 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Securities GINNIE MAE II 2047-07-20 7.000000 1341846.00 1382704.37 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2037-02-01 3.504000 1345000.00 28648.82 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2024-01-01 4.020000 1350000.00 1332844.12 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-06-01 2.301000 1350000.00 381773.06 Agency Mortgage-Backed Securities FNMA_13-53D 2043-06-25 3.503730 1351582.00 957951.52 Agency Collateralized Mortgage Obligation FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-07-01 2.718000 1358629.00 1338876.24 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2025-10-01 4.500000 1361799.00 305854.36 Agency Mortgage-Backed Securities GINNIE MAE II 2067-06-01 4.242000 1365065.00 1488030.95 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2025-10-01 4.000000 1374143.00 255545.80 Agency Mortgage-Backed Securities GINNIE MAE II 2067-01-01 4.516000 1375559.00 1447087.23 Agency Mortgage-Backed Securities FANNIE MAE 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MAC S6XOOCT0IEG5ABCC6L87 2035-10-01 3.626000 1452818.00 64743.35 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-07-01 2.673000 1458100.00 715935.86 Agency Mortgage-Backed Securities GINNIE MAE II 2066-10-20 4.508000 1461439.00 1668065.95 Agency Mortgage-Backed Securities FNMA_18-4D 2047-01-25 3.500000 1467470.00 1409600.65 Agency Collateralized Mortgage Obligation GINNIE MAE II 2048-03-20 4.000000 1479504.00 1535225.24 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2040-01-01 5.500000 1482511.00 93230.30 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-06-01 1.982000 1490132.00 380110.41 Agency Mortgage-Backed Securities GINNIE MAE II 2045-07-20 2.000000 1494196.00 656513.94 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-11-01 3.495000 1499904.00 870339.49 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2036-02-01 3.436000 1500000.00 85644.96 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-02-01 3.586000 1500000.00 300060.88 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-06-01 2.461000 1500000.00 595198.36 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-01-01 2.392000 1500000.00 541345.63 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2038-05-01 3.552000 1500001.00 682298.26 Agency Mortgage-Backed Securities GINNIE MAE II 2033-03-20 3.000000 1515775.00 1527342.39 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2034-07-01 2.916000 1551035.00 260442.32 Agency Mortgage-Backed Securities GINNIE MAE II 2048-03-20 4.500000 1556539.00 1674614.94 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-07-01 2.712000 1560000.00 1477268.27 Agency Mortgage-Backed Securities GINNIE MAE II 2064-11-20 4.686000 1561652.00 1525106.17 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-02-01 4.500000 1565234.00 1517675.42 Agency Mortgage-Backed Securities HMAS_64-2 2066-02-20 3.811000 1572175.00 1205278.35 Asset-Backed Securities GINNIE MAE I 2047-10-15 5.000000 1579058.00 1698465.55 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-12-01 3.060000 1584446.00 1262732.11 Agency Mortgage-Backed Securities GINNIE MAE II 2047-03-20 3.500000 1591074.00 1417709.77 Agency Mortgage-Backed Securities GINNIE MAE I 2035-08-15 4.500000 1600000.00 123677.53 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2032-08-01 3.625000 1601096.00 161785.21 Agency Mortgage-Backed Securities GINNIE MAE II 2048-03-20 3.500000 30570557.00 30928147.60 Agency Mortgage-Backed Securities GINNIE MAE II 2048-01-20 4.000000 1610139.00 1660759.86 Agency Mortgage-Backed Securities GINNIE MAE II 2048-03-20 4.000000 1611929.00 1682699.31 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2037-11-01 3.500000 1612567.00 1619032.71 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2027-04-01 3.040000 1619000.00 39877.28 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2024-07-01 3.140000 1621609.00 1525614.10 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-02-01 2.917000 1623336.00 1607281.32 Agency Mortgage-Backed Securities GINNIE MAE II 2048-03-20 4.000000 1629476.00 1685825.09 Agency Mortgage-Backed Securities HMBC_97-53 2067-08-20 3.685000 1631160.00 1700687.72 Asset-Backed Securities FNMA_16-32B 2043-01-25 2.671640 1638416.00 972354.96 Agency Collateralized Mortgage Obligation HMBA_95-99 2067-05-20 2.928000 1642093.00 1578899.71 Asset-Backed Securities GINNIE MAE II 2048-03-20 4.500000 1642178.00 1742383.70 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2048-01-01 4.500000 1643833.00 1747846.20 Agency Mortgage-Backed Securities GINNIE MAE II 2048-03-20 4.500000 1647097.00 1772050.72 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-10-01 2.376000 1660630.00 1269889.97 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2026-11-01 2.490000 1662388.00 1585513.83 Agency Mortgage-Backed Securities GINNIE MAE II 2048-03-20 4.500000 1663793.00 1792583.89 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2034-11-01 3.246000 1663954.00 60148.41 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2035-12-01 3.652000 1667791.00 76523.12 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2024-03-01 3.600000 1673075.00 1702760.68 Agency Mortgage-Backed Securities GNMA_17-187H 2047-03-20 3.000000 1674874.00 1643256.87 Agency Collateralized Mortgage Obligation GINNIE MAE II 2048-03-20 4.000000 1680204.00 1745130.63 Agency Mortgage-Backed Securities GINNIE MAE II 2060-10-20 3.416000 1680615.00 844346.42 Agency Mortgage-Backed Securities GINNIE MAE I 2058-02-15 3.310000 1697709.00 1714885.48 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-08-01 6.209000 1700000.00 54232.19 Agency Mortgage-Backed Securities GINNIE MAE II 2046-04-20 4.000000 1701698.00 1019999.80 Agency Mortgage-Backed Securities GINNIE MAE II 2047-09-20 5.000000 1709078.00 1762498.67 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-09-01 3.424000 1727897.00 928922.07 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-05-01 3.483000 1730000.00 871475.39 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-12-01 3.617000 1734950.00 71980.75 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2024-01-01 3.590000 1745700.00 1801520.89 Agency Mortgage-Backed Securities GINNIE MAE I 2047-10-15 5.000000 1751750.00 1750127.08 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2034-11-01 3.550000 1761240.00 180237.80 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2034-11-01 4.579000 1765000.00 37838.53 Agency Mortgage-Backed Securities GNMA_17-91C 2045-03-20 2.500000 1769916.00 1667210.09 Agency Collateralized Mortgage Obligation GNMA_18-11 2038-01-20 3.000000 1776879.00 1692849.21 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-12-01 3.500000 1777161.00 1767334.93 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2027-08-01 3.000000 1782850.00 606658.70 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2048-02-01 4.500000 1792167.00 1913626.87 Agency Mortgage-Backed Securities HMBF_55-74 2067-12-20 3.957000 1793626.00 1856775.32 Asset-Backed Securities GINNIE MAE II 2048-03-20 3.000000 1796525.00 1815026.21 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2038-07-01 3.640000 1798455.00 1229853.30 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2035-04-01 3.498000 1800000.00 279828.37 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2034-01-01 3.550000 1800000.00 70569.20 Agency Mortgage-Backed Securities GNMA_17-179F 2046-09-20 3.000000 1821968.00 1794720.87 Agency Collateralized Mortgage Obligation GINNIE MAE II 2045-06-20 3.000000 1839717.00 733387.76 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2044-09-01 4.000000 1842604.00 1009190.55 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-02-01 3.430000 1850000.00 1867012.19 Agency Mortgage-Backed Securities GINNIE MAE II 2048-03-20 4.000000 1891814.00 1974874.30 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2028-12-01 2.620000 1892631.00 1763898.87 Agency Mortgage-Backed Securities GINNIE MAE II 2043-07-20 2.750000 1893930.00 426953.77 Agency Mortgage-Backed Securities GINNIE MAE I 2047-09-15 4.000000 1897730.00 1969271.21 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-04-01 3.212000 1897944.00 669249.07 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-07-01 2.399000 1907681.00 1466975.13 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2025-05-01 2.870000 1920000.00 1801761.04 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-05-01 2.877000 1925213.00 1303025.53 Agency Mortgage-Backed Securities GNMA_17-134G 2047-09-20 2.500000 1927000.00 1677943.81 Agency Collateralized Mortgage Obligation FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-06-01 3.624000 1937134.00 1678747.73 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-09-01 2.677000 1946299.00 1651510.77 Agency Mortgage-Backed Securities GINNIE MAE II 2048-03-20 4.500000 1946566.00 2071033.32 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2034-06-01 3.315000 1950560.00 88657.53 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2035-12-01 4.820000 1955000.00 95767.54 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-08-01 2.376000 1955548.00 1413692.65 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-11-01 3.252000 1981390.00 1976272.18 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2024-10-01 3.110000 1983810.00 2001582.74 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-12-01 3.300000 1988825.00 116961.00 Agency Mortgage-Backed Securities FHLMC_4170H 2043-01-15 3.410100 2000000.00 902307.76 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-11-01 3.394000 2000000.00 134454.01 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-06-01 3.126000 2000000.00 57974.13 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-10-01 3.350000 2000000.00 66168.18 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2034-05-01 3.124000 2000000.00 53422.33 Agency Mortgage-Backed Securities GINNIE MAE I 2047-05-15 4.000000 2001069.00 2059981.79 Agency Mortgage-Backed Securities GINNIE MAE II 2046-01-20 4.500000 2006173.00 2020789.76 Agency Mortgage-Backed Securities GINNIE MAE II 2048-02-20 3.000000 2015000.00 2032375.09 Agency Mortgage-Backed Securities GINNIE MAE I 2047-04-15 4.000000 2017549.00 2004972.58 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-03-01 2.886000 2026678.00 2034985.36 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-12-01 2.971000 2035376.00 947829.48 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-04-01 3.249000 2037771.00 850989.99 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-09-01 3.731000 2040000.00 1394504.00 Agency Mortgage-Backed Securities GNMA_18-8E 2048-01-20 3.000000 2042000.00 1875263.22 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-10-01 3.684000 2050000.00 666764.62 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-09-01 2.960000 2053648.00 1939635.29 Agency Mortgage-Backed Securities GNMA_17-82D 2047-05-20 3.177930 2055998.00 1624280.72 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-11-01 2.850000 2057800.00 2025309.23 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-12-01 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Securities GINNIE MAE I 2053-03-15 3.400000 4390800.00 4490789.25 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-02-01 4.000000 4398226.00 4298229.56 Agency Mortgage-Backed Securities GINNIE MAE II 2040-12-20 4.500000 4400000.00 492255.47 Agency Mortgage-Backed Securities GINNIE MAE I 2041-07-15 4.000000 4500000.00 605062.37 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2030-11-01 7.500000 4521264.00 35994.29 Agency Mortgage-Backed Securities GINNIE MAE I 2047-05-15 3.500000 4571076.00 4431613.81 Agency Mortgage-Backed Securities GINNIE MAE II 2039-01-20 6.500000 4600000.00 25295.76 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2019-07-01 5.000000 4609000.00 61188.19 Agency Mortgage-Backed Securities GINNIE MAE I 2045-04-15 3.000000 4729418.00 3250909.49 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-07-01 4.000000 4880005.00 4975148.33 Agency Mortgage-Backed Securities GINNIE MAE II 2048-01-20 3.500000 4903945.00 4961349.22 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-01-01 5.500000 4999000.00 95921.36 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2027-02-01 5.000000 5000000.00 297014.30 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2042-09-01 4.500000 5000000.00 2810653.03 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2018-10-01 5.000000 5000000.00 14513.91 Agency Mortgage-Backed Securities GINNIE MAE II 2063-06-20 4.600000 5000000.00 5026037.47 Agency Mortgage-Backed Securities GINNIE MAE II 2041-02-20 4.500000 5000000.00 383391.50 Agency Mortgage-Backed Securities GINNIE MAE I 2047-06-15 3.000000 5000787.00 4862903.53 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2019-05-01 5.000000 5062000.00 41623.80 Agency Mortgage-Backed Securities GINNIE MAE I 2046-07-15 3.500000 5203959.00 5009035.75 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-11-01 3.500000 5252472.00 759522.39 Agency Mortgage-Backed Securities 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Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-01-01 4.000000 8173872.00 8354528.36 Agency Mortgage-Backed Securities GINNIE MAE I 2041-12-15 3.500000 8466014.00 5324228.92 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2018-11-01 4.500000 8500000.00 20018.18 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2029-01-01 6.500000 8500000.00 43578.91 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2025-12-01 7.500000 8775090.00 46017.93 Agency Mortgage-Backed Securities GINNIE MAE II 2040-09-20 4.500000 8932000.00 655018.11 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2022-10-01 7.500000 9244257.00 9969.97 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2018-11-01 5.000000 9396615.00 48602.25 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-03-01 4.000000 9483191.00 8224480.82 Agency Mortgage-Backed Securities GINNIE MAE I 2022-12-15 9.000000 9498286.00 12518.26 Agency Mortgage-Backed Securities FANNIE MAE 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Mortgage-Backed Securities FREDDIE MAC GOLD 2043-06-01 3.500000 10290160.00 4574750.70 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2026-02-01 4.000000 10574237.00 2529557.72 Agency Mortgage-Backed Securities GINNIE MAE II 2039-02-20 5.500000 10808695.00 210751.73 Agency Mortgage-Backed Securities GINNIE MAE I 2034-11-15 5.000000 11113145.00 575638.50 Agency Mortgage-Backed Securities GINNIE MAE II 2043-01-20 2.500000 11188946.00 5835719.89 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2034-05-01 5.500000 11216000.00 1280235.90 Agency Mortgage-Backed Securities GINNIE MAE I 2033-10-15 5.000000 11238886.00 717163.83 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2032-07-01 6.500000 11350592.00 78094.96 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2018-06-01 4.000000 11718256.00 8174.55 Agency Mortgage-Backed Securities GINNIE MAE I 2033-10-15 5.000000 11748614.00 626417.03 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2048-03-01 4.000000 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Andrews Neal J. Andrews Chief Financial Officer