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2045-09-15 4.203120 100000000.00 6472226.98 Agency Collateralized Mortgage Obligation FGRA 4501MS 08/15/45 2045-08-15 4.303120 30392936.00 4156107.57 Agency Collateralized Mortgage Obligation FGRA 4495SA 07/15/45 2045-07-15 4.253120 30333333.00 3622780.19 Agency Collateralized Mortgage Obligation FGRA 4466SB 04/15/45 2045-04-15 4.253120 12057696.00 1365416.86 Agency Collateralized Mortgage Obligation FGRA 4437AS 02/15/45 2045-02-15 4.253120 50550379.00 6223210.65 Agency Collateralized Mortgage Obligation FGRA 4429SA 01/15/45 2045-01-15 4.203120 50865199.00 5466056.50 Agency Collateralized Mortgage Obligation FGRA 4427KS 01/15/45 2045-01-15 3.703120 26044000.00 1763725.77 Agency Collateralized Mortgage Obligation FGRA 4417MS 06/15/41 2041-06-15 4.103120 108854301.00 7947483.89 Agency Collateralized Mortgage Obligation FGRA 4400SA 02/15/41 2041-02-15 4.203120 131500000.00 5985454.81 Agency Collateralized Mortgage Obligation FGRA 4367YS 07/15/44 2044-07-15 4.303120 43534251.00 2272697.95 Agency Collateralized Mortgage Obligation FGRA 4353SA 06/15/44 2044-06-15 4.203120 20795310.00 1908405.60 Agency Collateralized Mortgage Obligation FGRA 4348AS 08/15/43 2043-08-15 4.153120 13148354.00 245341.64 Agency Collateralized Mortgage Obligation FGRA 4302GS 02/15/44 2044-02-15 4.253120 24000000.00 1465913.41 Agency Collateralized Mortgage Obligation FGRA 4301SD 07/15/37 2037-07-15 4.203120 102300000.00 4965577.20 Agency Collateralized Mortgage Obligation FGRA 4293LS 01/15/44 2044-01-15 4.053120 71877173.00 4172188.15 Agency Collateralized Mortgage Obligation FGRA 4290AS 01/15/44 2044-01-15 4.153120 57389992.00 2900890.43 Agency Collateralized Mortgage Obligation FGRA 4286SQ 12/15/43 2043-12-15 4.103120 34060480.00 1627112.43 Agency Collateralized Mortgage Obligation FGRA 4275PS 09/15/41 2041-09-15 4.203120 28320000.00 2059464.97 Agency Collateralized Mortgage Obligation FGRA 4272SJ 11/15/43 2043-11-15 4.253120 81268293.00 3991024.34 Agency Collateralized Mortgage Obligation FGRA 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4625698.01 Agency Collateralized Mortgage Obligation FGRA 4106DS 09/15/42 2042-09-15 4.703120 27750000.00 2833658.73 Agency Collateralized Mortgage Obligation FGRA 4102WS 09/15/42 2042-09-15 4.653120 6546220.00 706750.16 Agency Collateralized Mortgage Obligation FGRA 4097SN 08/15/42 2042-08-15 4.103120 36143176.00 1880801.73 Agency Collateralized Mortgage Obligation FGRA 4097SA 08/15/42 2042-08-15 4.153120 28153525.00 2182310.38 Agency Collateralized Mortgage Obligation FGRA 4094MS 08/15/42 2042-08-15 4.703120 26362520.00 1849575.78 Agency Collateralized Mortgage Obligation FGRA 4093SD 01/15/38 2038-01-15 4.803120 68571428.00 2889390.48 Agency Collateralized Mortgage Obligation FGRA 4091SN 08/15/42 2042-08-15 4.703120 48358419.00 4581688.27 Agency Collateralized Mortgage Obligation FGRA 4089SD 08/15/42 2042-08-15 4.103120 13688406.00 925866.23 Agency Collateralized Mortgage Obligation FGRA 4068SA 06/15/42 2042-06-15 4.153120 76000000.00 2731376.50 Agency Collateralized Mortgage Obligation FGRA 4048PS 11/15/41 2041-11-15 4.753120 18726799.00 587237.82 Agency Collateralized Mortgage Obligation FGRA 4048CS 05/15/42 2042-05-15 4.653120 56166666.00 2627399.50 Agency Collateralized Mortgage Obligation FGRA 4039SA 05/15/42 2042-05-15 4.603120 50000000.00 2083469.37 Agency Collateralized Mortgage Obligation FGRA 4027NS 04/15/42 2042-04-15 4.033120 15142746.00 631852.26 Agency Collateralized Mortgage Obligation FGRA 4018CS 03/15/42 2042-03-15 4.553120 14000000.00 745578.13 Agency Collateralized Mortgage Obligation FGRA 4012GS 03/15/42 2042-03-15 4.603120 26859491.00 2409661.92 Agency Collateralized Mortgage Obligation FGRA 4011SA 03/15/42 2042-03-15 4.553120 51428571.00 2271290.17 Agency Collateralized Mortgage Obligation FGRA 3997SQ 02/15/42 2042-02-15 4.103120 64285714.00 2983322.17 Agency Collateralized Mortgage Obligation FGRA 3996SP 07/15/39 2039-07-15 4.653120 7089000.00 85829.06 Agency Collateralized Mortgage Obligation FGRA 3996SC 06/15/41 2041-06-15 4.703120 4150000.00 114290.34 Agency Collateralized Mortgage Obligation FGRA 3995SG 02/15/32 2032-02-15 4.603120 25899992.00 836371.06 Agency Collateralized Mortgage Obligation FGRA 3994DS 02/15/32 2032-02-15 4.703120 23474320.00 1197987.13 Agency Collateralized Mortgage Obligation FGRA 3990US 01/15/27 2027-01-15 4.753120 20833333.00 606694.52 Agency Collateralized Mortgage Obligation FGRA 3979SG 05/15/30 2030-05-15 4.773120 9731000.00 113939.82 Agency Collateralized Mortgage Obligation FGRA 3969AS 10/15/33 2033-10-15 4.653120 64332666.00 2470272.16 Agency Collateralized Mortgage Obligation FGRA 3951SG 11/15/41 2041-11-15 4.103120 21018408.00 1393611.22 Agency Collateralized Mortgage Obligation FGRA 3940SA 10/15/41 2041-10-15 4.103120 35000000.00 1070042.20 Agency Collateralized Mortgage Obligation FGRA 3933QS 10/15/41 2041-10-15 4.153120 62969777.00 338580.41 Agency Collateralized Mortgage Obligation FGRA 3928SN 02/15/41 2041-02-15 4.103120 57453172.00 3211866.68 Agency Collateralized Mortgage Obligation FGRA 3922MS 09/15/41 2041-09-15 4.053120 30396218.00 1155183.52 Agency Collateralized Mortgage Obligation FGRA 3919AS 03/15/30 2030-03-15 4.753120 106166667.00 763225.35 Agency Collateralized Mortgage Obligation FGRA 3907SA 08/15/41 2041-08-15 4.553120 42736000.00 1929914.11 Agency Collateralized Mortgage Obligation FGRA 3904HS 08/15/41 2041-08-15 4.553120 26690948.00 840060.40 Agency Collateralized Mortgage Obligation FGRA 3898NS 07/15/41 2041-07-15 4.033120 129568066.00 1852259.20 Agency Collateralized Mortgage Obligation FGRA 3891JS 06/15/41 2041-06-15 4.053120 79158534.00 2355892.98 Agency Collateralized Mortgage Obligation FGRA 3890SK 07/15/40 2040-07-15 4.803120 37130768.00 1096275.85 Agency Collateralized Mortgage Obligation FGRA 3886AS 07/15/41 2041-07-15 4.023120 25246269.00 506740.95 Agency Collateralized Mortgage Obligation FGRA 3876DS 06/15/41 2041-06-15 4.053120 150000000.00 843821.14 Agency Collateralized Mortgage Obligation FGRA 3872SA 06/15/41 2041-06-15 4.053120 461538461.00 4166551.65 Agency Collateralized Mortgage Obligation FGRA 3869SA 05/15/41 2041-05-15 4.653120 51500000.00 794156.29 Agency Collateralized Mortgage Obligation FGRA 3862SC 05/15/41 2041-05-15 4.643120 100000000.00 1204750.69 Agency Collateralized Mortgage Obligation FGRA 3860SP 06/15/40 2040-06-15 4.703120 50000000.00 1063939.09 Agency Collateralized Mortgage Obligation FGRA 3856BS 03/15/40 2040-03-15 4.653120 38194510.00 1480922.58 Agency Collateralized Mortgage Obligation FGRA 3852KS 05/15/41 2041-05-15 4.653120 45506349.00 1359295.40 Agency Collateralized Mortgage Obligation FGRA 3800AS 02/15/41 2041-02-15 4.603120 30935049.00 622245.58 Agency Collateralized Mortgage Obligation FGRA 3797SB 01/15/41 2041-01-15 4.583120 30000000.00 371759.00 Agency Collateralized Mortgage Obligation FGRA 3795SA 01/15/41 2041-01-15 4.483120 26236000.00 1143934.08 Agency Collateralized Mortgage Obligation FGRA 3792SH 07/15/25 2025-07-15 4.703120 32214285.00 154821.22 Agency Collateralized Mortgage Obligation FGRA 3785LS 01/15/41 2041-01-15 6.106240 69300000.00 19710247.04 Agency Collateralized Mortgage Obligation FGRA 3769SC 12/15/40 2040-12-15 4.553120 39000000.00 2261145.36 Agency Collateralized Mortgage Obligation FGRA 3762SB 05/15/25 2025-05-15 4.253120 15000000.00 165329.94 Agency Collateralized Mortgage Obligation FGRA 3750SA 10/15/40 2040-10-15 5.373120 40761036.00 1037949.96 Agency Collateralized Mortgage Obligation FGRA 3747SA 10/15/40 2040-10-15 4.603120 11000000.00 384795.89 Agency Collateralized Mortgage Obligation FGRA 3745SD 10/15/30 2030-10-15 4.153120 40000000.00 709226.13 Agency Collateralized Mortgage Obligation FGRA 3740SL 10/15/40 2040-10-15 4.103120 23463877.00 756575.21 Agency Collateralized Mortgage Obligation FGRA 3736SN 10/15/40 2040-10-15 4.153120 35000000.00 1153185.16 Agency Collateralized Mortgage Obligation FGRA 3726SQ 09/15/38 2038-09-15 4.153120 48120000.00 451372.22 Agency Collateralized Mortgage Obligation FGRA 3632SD 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13051000.00 559996.64 Agency Collateralized Mortgage Obligation FHLMC_3890 2040-07-15 4.803120 13289298.00 392538.06 Agency Collateralized Mortgage Obligation FNMA_11-149 2042-01-25 4.002890 13306769.00 573279.86 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2027-08-01 3.130000 13348000.00 13081339.47 Agency Mortgage-Backed Securities FNMA_13-6 2043-02-25 4.202890 13350000.00 931553.84 Agency Collateralized Mortgage Obligation FNMA_06-92 2036-10-25 4.682890 13587258.00 294901.73 Agency Collateralized Mortgage Obligation FHLMC_4117 2039-12-15 4.303120 13607143.00 645837.16 Agency Collateralized Mortgage Obligation FHLMC_4656C 2047-02-15 4.153120 13700000.00 1815172.20 Agency Collateralized Mortgage Obligation FHLMC_3984 2042-01-15 4.553120 14135000.00 854789.39 Agency Collateralized Mortgage Obligation GNMA_13-106 2043-02-20 4.302930 14382000.00 470501.62 Agency Collateralized Mortgage Obligation FHLMC_4715A 2047-08-15 4.253120 14424471.00 2293051.39 Agency Collateralized Mortgage Obligation FNMA_15-32 2045-05-25 4.302890 14611863.00 1255651.12 Agency Collateralized Mortgage Obligation GNMA_17-88E 2047-06-20 4.302930 14692217.00 2484095.21 Agency Collateralized Mortgage Obligation GNMA_12-38 2042-03-20 4.702930 15274642.00 943021.35 Agency Collateralized Mortgage Obligation FNMA_12-2 2042-02-25 4.602890 15333333.00 825656.18 Agency Collateralized Mortgage Obligation FHLMC_4704 2047-07-15 4.253120 15400747.00 2671532.12 Agency Collateralized Mortgage Obligation FNMA_17-94B 2047-11-25 4.252890 15534069.00 2710815.02 Agency Collateralized Mortgage Obligation FHLMC_3965 2041-11-15 4.603120 15953250.00 626739.42 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2038-01-01 3.430000 16170000.00 15841183.95 Agency Mortgage-Backed Securities GNMA_14-107 2044-05-20 4.302930 16341904.00 1840769.90 Agency Collateralized Mortgage Obligation FNMA_12-130 2042-12-25 5.352890 16459127.00 1086677.59 Agency Collateralized Mortgage Obligation FNMA_12-111 2039-07-25 4.202890 16500000.00 727838.31 Agency Collateralized Mortgage Obligation FHLMC_47-8 2047-08-15 4.303120 16592039.00 2624708.17 Agency Collateralized Mortgage Obligation GNMA_16-147G 2046-10-20 4.202930 16999904.00 2776239.80 Agency Collateralized Mortgage Obligation FNMA_11-101 2039-04-25 4.752890 17012000.00 429814.78 Agency Collateralized Mortgage Obligation FNMA_12-100 2042-09-25 2.992890 17037000.00 578623.04 Agency Collateralized Mortgage Obligation FHLMC_39-07 2041-08-15 4.553120 17264000.00 779907.39 Agency Collateralized Mortgage Obligation FNMA_15-37 2045-06-25 3.722890 17616000.00 1549887.48 Agency Collateralized Mortgage Obligation FNMA_12-120G 2042-11-25 4.252890 17800000.00 1837497.78 Agency Collateralized Mortgage Obligation FNMA_14-92 2045-01-25 4.202890 18000000.00 1825545.40 Agency Collateralized Mortgage Obligation FNMA_12-18 2042-03-25 4.052890 18045531.00 863447.01 Agency Collateralized Mortgage Obligation FHLMC_41-36 2039-12-15 4.303120 18164001.00 696773.26 Agency Collateralized Mortgage Obligation FNMA_11-105 2041-06-25 4.202890 18499124.00 596110.87 Agency Collateralized Mortgage Obligation FHLMC_3998 2036-05-15 4.653120 18800200.00 381868.85 Agency Collateralized Mortgage Obligation GNMA_10-120 2040-09-20 4.152930 18997000.00 500369.33 Agency Collateralized Mortgage Obligation FNMA_17-84B 2057-10-25 4.152890 19139744.00 3244214.48 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3819 2040-06-15 4.573120 19151000.00 461487.15 Agency Collateralized Mortgage Obligation FNMA_17-112C 2048-01-25 4.252890 19176144.00 3993869.31 Agency Collateralized Mortgage Obligation FNMA_11-149B 2042-01-25 4.002890 19912972.00 874408.51 Agency Collateralized Mortgage Obligation FNMA_16-62B 2046-09-25 4.202890 19932337.00 2182167.70 Agency Collateralized Mortgage Obligation FNMA_17-99D 2047-12-25 4.302890 20000000.00 3101888.36 Agency Collateralized Mortgage Obligation GNMA_14-116 2044-08-20 3.702930 20021000.00 1069745.85 Agency Collateralized Mortgage Obligation FNMA_05-73 2035-08-25 4.782890 20042645.00 455682.87 Agency Collateralized Mortgage Obligation FHLMC_47-31 2047-11-15 4.253120 20160545.00 3577842.16 Agency Collateralized Mortgage Obligation GNMA_17-141F 2047-09-20 4.302930 20433334.00 3583888.61 Agency Collateralized Mortgage Obligation FHLMC_39-28 2041-09-15 4.553120 20444000.00 918937.32 Agency Collateralized Mortgage Obligation FHLMC_4215 2043-06-15 4.253120 20532314.00 1998815.44 Agency Collateralized Mortgage Obligation FNMA_12-100E 2042-09-25 4.702890 20651920.00 1929944.81 Agency Collateralized Mortgage Obligation FNMA_17-75B 2057-09-25 4.202890 20941254.00 3598962.75 Agency Collateralized Mortgage Obligation FHLMC_4258 2041-12-15 4.253120 21000000.00 1072288.94 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS 2032-10-20 5.702930 21000000.00 51705.16 Agency Collateralized Mortgage Obligation FNMA_12-122 2042-11-25 4.202890 21200000.00 1843101.93 Agency Collateralized Mortgage Obligation FNMA_14-52C 2044-09-25 4.252890 21384491.00 1862750.29 Agency Collateralized Mortgage Obligation FNMA_17-50B 2047-07-25 4.202890 21438170.00 3951661.20 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-14B 2047-01-20 4.152930 21581461.00 3042501.44 Agency Collateralized Mortgage Obligation GNMA_18-6B 2048-01-20 4.302930 21598256.00 4201350.49 Agency Collateralized Mortgage Obligation FNMA_12-122E 2042-11-25 4.202890 21600000.00 1774769.33 Agency Collateralized Mortgage Obligation FNMA_09-104 2039-12-25 4.302890 21849061.00 685206.35 Agency Collateralized Mortgage Obligation GNMA_10-58 2039-06-20 4.652930 22226206.00 149506.90 Agency Collateralized Mortgage Obligation FNMA_10-135B 2040-12-25 4.122890 22272000.00 652265.09 Agency Collateralized Mortgage Obligation FNMA_11-101K 2041-10-25 4.552890 22287000.00 949764.34 Agency Collateralized Mortgage Obligation GNMA_14-131 2044-09-16 4.303120 22530638.00 3284261.34 Agency Collateralized Mortgage Obligation FHLMC_40-77 2042-07-15 4.103120 22571428.00 1941106.08 Agency Collateralized Mortgage Obligation FREDDIE MAC GOLD 2033-03-01 3.000000 22692486.00 22214504.84 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-10-01 4.000000 22916507.00 22526302.31 Agency Mortgage-Backed Securities FNMA_12-70 2042-07-25 4.702890 22960000.00 1577302.47 Agency Collateralized Mortgage Obligation FHLMC_40-76 2042-07-15 4.803120 23218083.00 1573396.00 Agency Collateralized Mortgage Obligation FHLMC_3956C 2041-11-15 4.553120 23259000.00 1493369.73 Agency Collateralized Mortgage Obligation FNMA_11-97 2041-10-25 4.552890 23555000.00 1229982.77 Agency Collateralized Mortgage Obligation FNMA_11-95 2041-10-25 4.552890 24000000.00 1351343.02 Agency Collateralized Mortgage Obligation GNMA_13-100 2043-07-20 4.202930 24117071.00 898554.79 Agency Collateralized Mortgage Obligation FNMA_12-68 2039-04-25 4.152890 24742333.00 467321.03 Agency Collateralized Mortgage Obligation FNMA_12-9 2042-02-25 4.602890 25000000.00 1267825.72 Agency Collateralized Mortgage Obligation FNSTR_421 2045-05-25 3.500000 25000000.00 3083033.68 Agency Collateralized Mortgage Obligation FNMA_11-137 2042-01-25 4.102890 25411721.00 602331.36 Agency Collateralized Mortgage Obligation GNMA_03-94 2033-07-16 4.663120 25500000.00 79243.82 Agency Collateralized Mortgage Obligation FNR_14-63 2044-10-25 4.202890 26000000.00 1595023.08 Agency Collateralized Mortgage Obligation FHLMC_41-3 2040-09-15 4.253120 26800000.00 978227.45 Agency Collateralized Mortgage Obligation FNMA_12-124 2042-11-25 4.252890 26804166.00 2133960.02 Agency Collateralized Mortgage Obligation GNMA_15-94 2045-07-20 4.352930 26820000.00 3706019.20 Agency Collateralized Mortgage Obligation FNMA_15-4 2045-02-25 4.202890 26891448.00 2779725.00 Agency Collateralized Mortgage Obligation FHLMC_4095 2039-04-15 4.203120 26927380.00 1105403.63 Agency Collateralized Mortgage Obligation GNMA_11-145 2041-11-16 4.203120 27000000.00 1334314.34 Agency Collateralized Mortgage Obligation FHLMC_40-66 2038-12-15 4.753120 27038200.00 902875.95 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_16-114A 2046-08-20 4.152930 27864957.00 3726785.70 Agency Collateralized Mortgage Obligation FNMA_17-4B 2047-02-25 4.202890 28000000.00 2203752.81 Agency Collateralized Mortgage Obligation FHLMC_4520A 2045-08-15 4.253120 28000000.00 2879624.66 Agency Collateralized Mortgage Obligation GNMA_17-189B 2047-12-20 4.302930 28034081.00 5160507.01 Agency Collateralized Mortgage Obligation FNSTR_40-9A 2042-06-01 4.000000 28696962.00 2723460.17 Agency Collateralized Mortgage Obligation GNMA_13-117 2043-08-20 4.152930 28731300.00 1205524.51 Agency Collateralized Mortgage Obligation FNMA_09-43 2039-06-25 4.432890 28860395.00 1147709.35 Agency Collateralized Mortgage Obligation FHLMC_4063 2042-06-15 4.053120 29000000.00 1724111.45 Agency Collateralized Mortgage Obligation GNMA_14-158 2044-10-20 3.702930 29003000.00 1020631.98 Agency Collateralized Mortgage Obligation FNMA_12-128 2042-11-25 4.252890 29250000.00 2831838.10 Agency Collateralized Mortgage Obligation FHLMC_3919 2030-08-15 4.753120 29629224.00 470073.76 Agency Collateralized Mortgage Obligation GNMA_17-129A 2047-08-20 4.302930 29652000.00 4935805.62 Agency Collateralized Mortgage Obligation FNMA_12-45 2042-05-25 4.052890 29855065.00 1581309.16 Agency Collateralized Mortgage Obligation FNMA_11-117 2041-11-25 4.652890 30000000.00 1525190.05 Agency Collateralized Mortgage Obligation FNMA_15-30D 2045-05-25 3.702890 30000000.00 2004490.84 Agency Collateralized Mortgage Obligation GNMA_17-155C 2047-10-20 4.302930 30100034.00 4967504.99 Agency Collateralized Mortgage Obligation FHLMC_40-12 2042-03-15 4.103120 30415879.00 2088310.96 Agency Collateralized Mortgage Obligation FNMA_17-23A 2047-04-25 4.202890 31231594.00 2501547.32 Agency Collateralized Mortgage Obligation FHLMC_4020 2042-02-15 4.153120 31486221.00 1217161.84 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-03-01 3.000000 31759762.00 31264879.71 Agency Mortgage-Backed Securities FHLMC_3153 2036-05-15 4.653120 32056087.00 767572.82 Agency Collateralized Mortgage Obligation FHLMC_39-66 2041-12-15 4.003120 32660324.00 1669507.44 Agency Collateralized Mortgage Obligation GNMA_10-120 2040-09-20 3.502930 32703000.00 759135.24 Agency Collateralized Mortgage Obligation FHLMC_44-61 2045-04-15 3.703120 33433519.00 1583423.42 Agency Collateralized Mortgage Obligation FNMA_12-93 2032-09-25 4.252890 33446579.00 2071172.87 Agency Collateralized Mortgage Obligation FNMA_12-31 2042-04-25 4.052890 34000000.00 1542891.33 Agency Collateralized Mortgage Obligation FNMA_05-58 2035-07-25 4.102890 34484498.00 1871723.36 Agency Collateralized Mortgage Obligation FNMA_18-M4 2028-03-25 3.042000 35000000.00 33857617.50 Agency Collateralized Mortgage Obligation GNMA_16-57A 2046-04-20 4.152930 35000000.00 5098513.82 Agency Collateralized Mortgage Obligation GNMA_11-45 2039-11-20 4.752930 35585667.00 229786.56 Agency Collateralized Mortgage Obligation FNMA_17-14C 2047-03-25 4.152890 35623062.00 5791340.11 Agency Collateralized Mortgage Obligation FNMA_07-54 2037-06-25 4.512890 35742060.00 961202.79 Agency Collateralized Mortgage Obligation GNMA_13-182 2043-12-20 4.242930 36250000.00 3127839.30 Agency Collateralized Mortgage Obligation FNMA_11-127 2041-12-25 4.002890 36416000.00 1716876.00 Agency Collateralized Mortgage Obligation GNMA_17-176A 2047-11-20 4.302930 37500000.00 7483765.03 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_16-54D 2046-04-20 4.152930 37837839.00 5164004.36 Agency Collateralized Mortgage Obligation FHLMC_4461 2045-04-15 4.303120 38192242.00 3150731.76 Agency Collateralized Mortgage Obligation FHLMC_41-60 2036-02-15 4.183120 38343904.00 1320897.23 Agency Collateralized Mortgage Obligation GNMA_11-2 2039-03-16 4.183120 38800000.00 99045.01 Agency Collateralized Mortgage Obligation FHLMC_3860 2040-06-15 4.703120 38960149.00 829362.66 Agency Collateralized Mortgage Obligation GNMA_13-99 2043-07-16 4.203120 39093728.00 1586733.40 Agency Collateralized Mortgage Obligation FNMA_12-6 2042-02-25 4.102890 40000000.00 1070856.80 Agency Collateralized Mortgage Obligation FNMA_12-101 2039-05-25 4.152890 40000000.00 1399505.46 Agency Collateralized Mortgage Obligation FHLMC_38-56 2041-05-15 4.653120 40000000.00 2491464.22 Agency Collateralized Mortgage Obligation FHLMC_12-4120 2042-10-15 4.253120 40522133.00 3730355.64 Agency Collateralized Mortgage Obligation FHLS_316 2043-11-15 4.203120 41679540.00 3306348.73 Agency Collateralized Mortgage Obligation FNMA_17-112A 2048-01-25 4.252890 42291666.00 7193533.68 Agency Collateralized Mortgage Obligation FNMA_06-36 2036-05-25 4.802890 42724115.00 938132.06 Agency Collateralized Mortgage Obligation FHLMC_4224 2043-01-15 4.203120 43293333.00 3084554.73 Agency Collateralized Mortgage Obligation GNMA_14-7B 2044-01-20 4.202930 43393159.00 1297377.88 Agency Collateralized Mortgage Obligation GNMA_17-172A 2047-11-20 4.302930 43555894.00 7361676.59 Agency Collateralized Mortgage Obligation FNMA_17-65A 2047-09-25 4.002890 44922500.00 6941843.33 Agency Collateralized Mortgage Obligation GNMA_17-176C 2047-11-20 4.302930 45428571.00 8156926.81 Agency Collateralized Mortgage Obligation FNMA_12-19 2042-03-25 4.052890 46000000.00 2370223.19 Agency Collateralized Mortgage Obligation FNMA_17-94D 2047-11-25 4.292890 46035907.00 5900170.53 Agency Collateralized Mortgage Obligation FNMA_08-58F 2038-07-25 4.202890 46500000.00 963923.12 Agency Collateralized Mortgage Obligation FHLS_31 2043-09-15 4.053120 46915040.00 5394388.51 Agency Collateralized Mortgage Obligation FNMA_13-67 2043-06-25 4.252890 47156928.00 4725627.96 Agency Collateralized Mortgage Obligation FHLMC_4697C 2038-06-15 1.382820 49573669.00 2483669.97 Agency Collateralized Mortgage Obligation FNMA_06-8 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3257005.10 Agency Collateralized Mortgage Obligation FHLMC_3997 2042-02-15 4.603120 66811643.00 2495082.26 Agency Collateralized Mortgage Obligation FNMA_16-61B 2046-09-25 4.202890 67941311.00 5835880.96 Agency Collateralized Mortgage Obligation FNMA_12-30 2042-04-25 4.052890 68120412.00 3447784.89 Agency Collateralized Mortgage Obligation FNMA_12-87 2039-02-25 4.152890 68629333.00 3036067.20 Agency Collateralized Mortgage Obligation FHLMC_47-35 2047-12-15 4.303120 73830386.00 12544769.05 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE 2036-12-16 4.803120 73850000.00 179305.88 Agency Collateralized Mortgage Obligation FNMA_07-6 2037-02-25 4.152890 74000000.00 1142204.88 Agency Collateralized Mortgage Obligation FNMA_12-31 2042-04-25 4.052890 75700000.00 3328201.04 Agency Collateralized Mortgage Obligation GNMA_11-30 2041-02-16 4.653120 76318500.00 2440252.78 Agency Collateralized Mortgage Obligation FHLS_324-4B 2043-12-15 4.000000 77500000.00 9122504.48 Agency Collateralized Mortgage Obligation FHSTR_308 2043-07-15 4.053120 82532704.00 8873110.05 Agency Collateralized Mortgage Obligation FNMA_14-10A 2044-03-25 4.152890 83255372.00 4499529.20 Agency Collateralized Mortgage Obligation GNMA_07-17 2037-04-16 4.653120 86215000.00 1786743.89 Agency Collateralized Mortgage Obligation GNMA_13-93 2043-06-16 4.303120 87624826.00 4423645.86 Agency Collateralized Mortgage Obligation FNMA_11-51 2041-06-25 4.652890 87638213.00 2587110.33 Agency Collateralized Mortgage Obligation FNMA_10-21 2040-03-25 4.432890 88636362.00 1594514.86 Agency Collateralized Mortgage Obligation FNMA_10-123 2040-11-25 4.122890 90000000.00 1657788.00 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPO 2041-06-15 4.203120 90800000.00 7675923.24 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3702 2040-08-15 2.603120 96368535.00 1294858.85 Agency Collateralized Mortgage Obligation FREDDIEMAC STRIP FHSTR_350 2040-09-15 1.538820 99612500.00 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Agency Collateralized Mortgage Obligation FHLMC_3830 2039-10-15 4.500000 6571333.00 18722.47 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2037-05-01 3.940000 6729500.00 408110.71 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-08-01 4.000000 6747996.00 5661693.82 Agency Mortgage-Backed Securities GNMA_17-156 2040-12-20 6.534740 7667765.00 7837963.92 Agency Collateralized Mortgage Obligation FHLMC_41-34 2042-11-15 3.135744 7697000.00 3374152.77 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2025-06-01 4.500000 7760755.00 956200.96 Agency Mortgage-Backed Securities FNMA_14-49 2041-07-25 3.000000 7944332.00 260798.72 Agency Collateralized Mortgage Obligation FNMA_14-49 2041-09-25 3.500000 7991428.00 202085.87 Agency Collateralized Mortgage Obligation FHLMC_47-40 2047-11-15 3.500000 8059564.00 7831317.74 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-11-15 2.250000 8708000.00 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4.000000 10129000.00 1020386.78 Agency Collateralized Mortgage Obligation FHLMC_3006 2035-07-15 4.243120 10625000.00 153872.27 Agency Collateralized Mortgage Obligation FNMA_16-69 2046-03-25 3.000000 10886545.00 1222679.16 Agency Collateralized Mortgage Obligation FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-05-01 2.151000 10929886.00 4860796.29 Agency Mortgage-Backed Securities FNMA_18-15H 2048-03-25 4.000000 11182539.00 2716329.48 Agency Collateralized Mortgage Obligation FNMA_14-36 2043-04-25 4.302890 11226571.00 559966.72 Agency Collateralized Mortgage Obligation FNMA_15-89 2045-12-25 4.000000 11250000.00 1046439.96 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-11-01 4.000000 11709195.00 2548305.46 Agency Mortgage-Backed Securities GNMA_11-45C 2034-08-20 4.702930 11965481.00 370.28 Agency Collateralized Mortgage Obligation FNMA_13-127 2039-05-25 3.500000 11999834.00 383787.63 Agency Collateralized Mortgage Obligation FNMA_17-87 2047-11-25 4.302890 12000000.00 2116761.09 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2040-05-01 3.675000 12195260.00 1065640.13 Agency Mortgage-Backed Securities FHLMC_42-55 2030-06-15 3.000000 12500000.00 396767.49 Agency Collateralized Mortgage Obligation FNMA_05-25 2035-04-25 7.000000 12500000.00 78274.40 Agency Collateralized Mortgage Obligation GNMA_11-158 2041-09-20 4.000000 12500000.00 606213.46 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-01-01 3.153000 12650000.00 542662.36 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-04-01 3.000000 13256827.00 8457492.25 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2038-06-01 5.500000 13514817.00 337240.50 Agency Mortgage-Backed Securities FHLMC_3072 2035-11-15 16.694773 13636364.00 2710016.51 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4748G 2048-01-15 4.303120 14106592.00 2669793.84 Agency Collateralized Mortgage Obligation FNMA_13-33 2032-11-25 3.000000 14166666.00 599405.72 Agency Collateralized Mortgage Obligation FHLMC_46-78 2047-04-15 4.000000 14484891.00 1857206.53 Agency Collateralized Mortgage Obligation FHLMC_4444 2041-01-15 3.000000 14856011.00 9048532.82 Agency Collateralized Mortgage Obligation FHLMC_38-30 2039-10-15 4.500000 15000000.00 42736.70 Agency Collateralized Mortgage Obligation FHLMC_4377 2044-08-15 3.000000 15000000.00 15420615.18 Agency Collateralized Mortgage Obligation FNMA_07-92E 2037-09-25 4.552890 15000000.00 127223.72 Agency Collateralized Mortgage Obligation GNMA_04-28 2034-04-20 5.500000 15000000.00 9558168.38 Agency Collateralized Mortgage Obligation FHLMC_6 2036-04-15 6.000000 15200000.00 6278128.63 Agency Collateralized Mortgage Obligation GNMA_12-26A 2042-02-20 2.247070 15248600.00 5705922.68 Agency Collateralized Mortgage Obligation FHLMC_4136 2042-11-15 4.253120 15285714.00 1400913.97 Agency Collateralized Mortgage Obligation FHLMC_47-25 2047-08-15 4.253120 16029782.00 2981237.53 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2038-03-01 5.199000 16770803.00 1728765.49 Agency Mortgage-Backed Securities FHLMC_4623 2046-10-15 4.153120 16808475.00 1927292.81 Agency Collateralized Mortgage Obligation FNMA_13-100 2031-01-25 3.000000 16835048.00 483435.78 Agency Collateralized Mortgage Obligation FNMA_13-25 2041-01-25 2.500000 17100000.00 452631.90 Agency Collateralized Mortgage Obligation FNSTR-387 2038-03-25 5.000000 17219204.00 119047.72 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_16-54D 2046-04-20 4.152930 17300000.00 2361056.49 Agency Collateralized Mortgage Obligation FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2037-11-01 3.908000 17557248.00 4248088.73 Agency Mortgage-Backed Securities FHLMC_45-80 2043-04-15 4.000000 17589001.00 1310055.61 Agency Collateralized Mortgage Obligation FNMA_15-76 2042-06-25 4.000000 17986232.00 4364955.46 Agency Collateralized Mortgage Obligation FNMA_15-34 2045-06-25 5.500000 18184563.00 1471170.90 Agency Collateralized Mortgage Obligation GNMA_14-H11 2064-06-20 1.636470 18686549.00 637782.84 Agency Collateralized Mortgage Obligation FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2041-08-01 3.640000 18813779.00 1798614.59 Agency Mortgage-Backed Securities FHSTR_303 2042-06-01 4.500000 19000000.00 1487653.05 Agency Collateralized Mortgage Obligation FNMA_12-14 2042-03-25 4.002890 19000000.00 887849.22 Agency Collateralized Mortgage Obligation GNMA_10-113F 2036-09-20 4.752930 19079000.00 50201.37 Agency Collateralized Mortgage Obligation FHLMC_4750A 2048-01-15 4.253120 19253139.00 3588212.85 Agency Collateralized Mortgage Obligation FHLMC_4748E 2047-11-15 4.253120 19446879.00 3548302.59 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2035-06-01 5.500000 19586171.00 942216.98 Agency Mortgage-Backed Securities GNMA_13-144 2043-03-20 4.852930 19832170.00 552595.17 Agency Collateralized Mortgage Obligation GNMA_12-38F 2042-03-20 2.297070 20036901.00 6809657.18 Agency Collateralized Mortgage Obligation FNMA_12-96 2042-09-25 4.152890 20271428.00 625261.68 Agency Collateralized Mortgage Obligation FHLMC_46-6 2042-03-15 4.000000 20304016.00 2125789.35 Agency Collateralized Mortgage Obligation FHLMC_46-3 2044-05-15 4.000000 20339248.00 2785600.56 Agency Collateralized Mortgage Obligation FHLMC_4313 2044-03-15 4.153120 20471285.00 1234167.50 Agency Collateralized Mortgage Obligation FNMA_12-61 2041-08-25 4.000000 20568999.00 1032957.84 Agency Collateralized Mortgage Obligation FANNIEMAE STRIP FNSTR_407 2039-01-25 6.000000 20796794.00 537554.29 Agency Collateralized Mortgage Obligation FNMA_13-106 2030-08-25 3.000000 20833333.00 681565.06 Agency Collateralized Mortgage Obligation FNMA_15-22 2045-04-25 3.000000 21128421.00 1996008.58 Agency Collateralized Mortgage Obligation FNMA_12-19 2042-03-25 4.552890 21315952.00 1129925.17 Agency Collateralized Mortgage Obligation FNMA_17-109A 2048-01-25 4.302890 21330187.00 3808867.19 Agency Collateralized Mortgage Obligation FHLMC_45-59 2044-12-15 4.000000 22113706.00 2295161.17 Agency Collateralized Mortgage Obligation FHLMC_45-39 2045-12-15 4.000000 22125000.00 1735167.81 Agency Collateralized Mortgage Obligation FHLMC_4740G 2047-11-15 4.253120 22490484.00 3802236.56 Agency Collateralized Mortgage Obligation FNSTR_383 2037-09-25 5.500000 22745000.00 148833.99 Agency Collateralized Mortgage Obligation GNMA_14-3B 2043-03-20 4.252930 22755280.00 537684.72 Agency Collateralized Mortgage Obligation FNMA_13-105 2040-08-25 5.000000 23004715.00 865944.41 Agency Collateralized Mortgage Obligation GNMA_16-4 2037-06-20 3.500000 23010855.00 335170.22 Agency Collateralized Mortgage Obligation FNSTR_383 2037-07-25 5.500000 23510000.00 172100.16 Agency Collateralized Mortgage Obligation FHLMC_4105 2042-09-15 4.203120 23714285.00 1530248.43 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_16-36 2046-06-25 4.052890 23923267.00 3165777.80 Agency Collateralized Mortgage Obligation GNMA_16-147B 2046-10-20 4.202930 23940171.00 3023729.52 Agency Collateralized Mortgage Obligation FHLMC_4606A 2046-08-15 4.103120 24693359.00 3993661.81 Agency Collateralized Mortgage Obligation FNMA_12-30 2040-10-25 4.000000 25000000.00 1149991.10 Agency Collateralized Mortgage Obligation FNMA_12-107 2040-05-25 4.152890 25000000.00 1413730.01 Agency Collateralized Mortgage Obligation FNMA_13-9E 2031-11-25 3.000000 25000000.00 1251751.99 Agency Collateralized Mortgage Obligation FNMA_15-42 2045-06-25 4.302890 25000000.00 1629645.62 Agency Collateralized Mortgage Obligation FNMA_17-68A 2047-09-25 4.252890 25000000.00 4683619.66 Agency Collateralized Mortgage Obligation FNMA_17-97B 2047-12-25 4.302890 25000000.00 4699172.51 Agency Collateralized Mortgage Obligation FHLMC_4186 2033-03-15 3.000000 25000000.00 1537073.13 Agency Collateralized Mortgage Obligation GNMA_16-107E 2046-08-20 4.202930 25000000.00 3352243.59 Agency Collateralized Mortgage Obligation GNMA_09-116 2037-05-16 4.653120 25208333.00 50850.07 Agency Collateralized Mortgage Obligation GNMA_14-117B 2044-08-20 4.302930 25686585.00 1942820.03 Agency Collateralized Mortgage Obligation GNMA_16-37V 2046-03-20 4.202930 25754870.00 2218040.64 Agency Collateralized Mortgage Obligation FNMA_17-100 2047-12-25 4.252890 25955215.00 4883394.08 Agency Collateralized Mortgage Obligation FNMA_12-63E 2042-06-25 4.500000 26666666.00 2176783.73 Agency Collateralized Mortgage Obligation FHLMC_45-59 2031-03-15 2.500000 27000000.00 1959895.60 Agency Collateralized Mortgage Obligation FNMA_10-68 2040-07-25 3.102890 27000000.00 531446.91 Agency Collateralized Mortgage Obligation FNMA_12-98 2027-04-25 3.000000 27500000.00 821247.35 Agency Collateralized Mortgage Obligation FHLMC_4753K 2048-01-15 4.253120 27668862.00 5176928.91 Agency Collateralized Mortgage Obligation FHLMC_4215 2038-03-15 3.500000 28052142.00 667605.23 Agency Collateralized Mortgage Obligation GNMA_16-163E 2043-09-20 0.657040 28190974.00 600363.73 Agency Collateralized Mortgage Obligation FNMA_13-41 2038-04-25 4.000000 28402812.00 2012411.02 Agency Collateralized Mortgage Obligation FNSTR_386 2037-12-25 5.500000 28442809.00 189666.00 Agency Collateralized Mortgage Obligation GNMA_16-153 2046-11-20 3.500000 28571428.00 4557429.13 Agency Collateralized Mortgage Obligation FHLMC_4276 2031-09-15 3.000000 28657713.00 1285287.19 Agency Collateralized Mortgage Obligation FNMA_06-30D 2036-05-25 27.977340 28943922.00 606029.76 Agency Collateralized Mortgage Obligation FHLMC_44-50 2044-09-15 4.000000 28968500.00 2352343.08 Agency Collateralized Mortgage Obligation FNSTR_385 2037-11-01 5.000000 29879635.00 394167.12 Agency Collateralized Mortgage Obligation FNMA_12-151 2043-01-25 5.000000 30000000.00 1866791.86 Agency Collateralized Mortgage Obligation FHLMC_12-4012 2040-12-15 4.103120 30000000.00 758746.91 Agency Collateralized Mortgage Obligation FHLMC_4377 2040-06-15 3.000000 30000000.00 16770292.51 Agency Collateralized Mortgage Obligation GNMA_14-6 2044-01-16 4.203120 30000000.00 1187559.61 Agency Collateralized Mortgage Obligation GNMA_15-161 2045-11-20 4.302930 30063147.00 3352910.46 Agency Collateralized Mortgage Obligation GNMA_17-60C 2038-02-20 4.602930 30112033.00 3123924.39 Agency Collateralized Mortgage Obligation FNMA_17-74B 2047-10-25 4.302890 30846280.00 5519603.93 Agency Collateralized Mortgage Obligation FANNIEMAE STRIP FNSTR_407 2039-01-25 6.000000 31314046.00 828375.61 Agency Collateralized Mortgage Obligation FHLMC_42-1 2028-05-15 3.000000 31478046.00 858487.30 Agency Collateralized Mortgage Obligation FNMA_10-152 2041-01-25 4.102890 31600000.00 1421303.92 Agency Collateralized Mortgage Obligation FHLMC_44-35 2033-02-15 3.000000 31624607.00 1158960.58 Agency Collateralized Mortgage Obligation FNMA_14-39 2032-12-25 3.000000 31822612.00 1458837.14 Agency Collateralized Mortgage Obligation FNMA_17-1C 2047-02-25 4.152890 32078000.00 4759967.07 Agency Collateralized Mortgage Obligation GNMA_11-61A 2041-02-20 4.702930 32451593.00 1147880.91 Agency Collateralized Mortgage Obligation GNMA_16-57A 2046-04-20 4.152930 32805266.00 4778802.91 Agency Collateralized Mortgage Obligation FNMA_13-10 2043-02-25 4.252890 32817148.00 3451161.04 Agency Collateralized Mortgage Obligation FNMA_17-56A 2047-07-25 4.252890 33304475.00 6334995.62 Agency Collateralized Mortgage Obligation FNMA_14-64 2032-04-25 3.500000 33338142.00 1150172.11 Agency Collateralized Mortgage Obligation FNMA_17-104A 2048-01-25 4.252890 33612575.00 6092708.47 Agency Collateralized Mortgage Obligation FNMA_12-30 2042-04-25 4.052890 33798669.00 1034990.85 Agency Collateralized Mortgage Obligation GNMA_18-34 2048-03-20 4.000000 34375000.00 4964216.14 Agency Collateralized Mortgage Obligation FNMA_13-10 2043-02-25 4.252890 34421052.00 3416747.08 Agency Collateralized Mortgage Obligation FHLMC_4060 2042-05-15 4.753120 34935554.00 1338603.66 Agency Collateralized Mortgage Obligation GNMA_10-61 2040-05-20 4.652930 34959262.00 509020.34 Agency Collateralized Mortgage Obligation FHLMC_4136G 2042-11-15 4.253120 35000000.00 3037177.46 Agency Collateralized Mortgage Obligation GNMA_15-10 2045-01-20 4.500000 35000000.00 2938433.82 Agency Collateralized Mortgage Obligation GNMA_17-H20A 2067-10-20 2.121300 35100000.00 4583638.10 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-08-15 2.500000 35122000.00 34736237.41 U.S. Treasuries (including strips) GNMA_15-138A 2045-09-20 3.772930 35333333.00 4469815.97 Agency Collateralized Mortgage Obligation GNMA_14-117 2044-08-20 3.702930 35588235.00 2347857.43 Agency Collateralized Mortgage Obligation FNMA_12-71C 2042-07-25 4.702890 36126447.00 1136088.68 Agency Collateralized Mortgage Obligation FHLMC_4030D 2042-01-15 5.000000 36256000.00 1489733.83 Agency Collateralized Mortgage Obligation FHLMC_4403C 2032-07-15 3.500000 36552141.00 1874547.76 Agency Collateralized Mortgage Obligation FHSTR_286 2042-10-15 4.203120 36873438.00 2895472.12 Agency Collateralized Mortgage Obligation FNMA_13-26 2032-04-25 3.000000 36874999.00 1415279.93 Agency Collateralized Mortgage Obligation FHLMC_4074 2042-07-15 4.723120 37430744.00 3376401.33 Agency Collateralized Mortgage Obligation FNMA_17-11C 2047-03-25 4.152890 37500000.00 5571381.46 Agency Collateralized Mortgage Obligation FHLMC_47-20 2047-09-15 4.000000 37500000.00 8891064.40 Agency Collateralized Mortgage Obligation GNMA_14-42 2044-03-20 4.202930 37617558.00 1982607.21 Agency Collateralized Mortgage Obligation FHLMC_4224 2043-07-15 4.753120 37686144.00 1370632.30 Agency Collateralized Mortgage Obligation GNMA_13-102C 2043-03-20 4.252930 37809887.00 1868019.99 Agency Collateralized Mortgage Obligation FHLMC_39-97 2042-02-15 4.553120 38333333.00 2477834.20 Agency Collateralized Mortgage Obligation FREDDIEMAC STRIP FHSTR_232 2035-08-01 5.000000 38566440.00 301488.26 Agency Collateralized Mortgage Obligation FHLMC_4076 2042-07-15 4.803120 38592250.00 3532158.32 Agency Collateralized Mortgage Obligation FNMS_03-85 2037-11-01 6.000000 38704587.00 270205.24 Agency Collateralized Mortgage Obligation FNMA_12-55 2042-05-25 4.652890 38708337.00 2353945.61 Agency Collateralized Mortgage Obligation FNMA_12-22 2040-11-25 4.500000 38736333.00 1768205.67 Agency Collateralized Mortgage Obligation FHLMC_45-40 2045-12-15 4.000000 39055000.00 4083197.91 Agency Collateralized Mortgage Obligation FNMA_12-6 2042-02-25 4.102890 39204778.00 1049567.58 Agency Collateralized Mortgage Obligation GNMA_12-13 2042-01-20 2.247070 39267543.00 11754474.84 Agency Collateralized Mortgage Obligation FNMA_17-93B 2047-11-25 4.252890 39576276.00 6921962.52 Agency Collateralized Mortgage Obligation GNMA_16-156 2046-11-20 4.000000 39597334.00 6535340.37 Agency Collateralized Mortgage Obligation GNMA_16-17M 2046-02-20 4.202930 39655507.00 6149428.99 Agency Collateralized Mortgage Obligation FHLMC_46-6 2044-09-15 4.000000 39695756.00 4358216.52 Agency Collateralized Mortgage Obligation GNMA_11-91 2041-06-20 4.152930 40000000.00 940183.38 Agency Collateralized Mortgage Obligation GNMA_13-186 2043-12-16 4.203120 40000000.00 1789397.44 Agency Collateralized Mortgage Obligation GNMA_13-152 2043-06-20 4.802930 40000000.00 2199405.31 Agency Collateralized Mortgage Obligation GNMA_13-117A 2043-08-20 4.152930 40000000.00 1657840.32 Agency Collateralized Mortgage Obligation GNMA_14-56F 2044-04-20 4.302930 40000000.00 1811863.18 Agency Collateralized Mortgage Obligation FNMA_12-134 2042-12-25 4.252890 40243571.00 3725774.09 Agency Collateralized Mortgage Obligation FHLMC_4468E 2045-05-15 4.303120 40598754.00 4627208.47 Agency Collateralized Mortgage Obligation FNMS_41-8A 2033-10-25 4.000000 40634258.00 2901504.69 Agency Collateralized Mortgage Obligation FNMA_16-1 2046-02-25 4.252890 40855941.00 4695063.55 Agency Collateralized Mortgage Obligation FNMA_348 2019-01-25 4.500000 42222932.00 1590.19 Agency Collateralized Mortgage Obligation FNSTR_423 2047-02-25 4.000000 42362194.00 8058433.16 Agency Collateralized Mortgage Obligation FHLMC_41-13 2042-09-15 4.103120 42654372.00 3634374.32 Agency Collateralized Mortgage Obligation FHLMC_12-262 2042-07-15 4.603120 42705734.00 4777135.13 Agency Collateralized Mortgage Obligation FHSTR_311 2043-08-15 3.500000 42857142.00 5148213.97 Agency Collateralized Mortgage Obligation FNSTR_420 2044-11-25 3.500000 43206209.00 5034483.09 Agency Collateralized Mortgage Obligation GNMA_13-147 2039-12-20 4.852930 43323500.00 2273198.01 Agency Collateralized Mortgage Obligation FANNIEMAE STRIP FNSTR_378 2035-06-25 5.000000 43374031.00 282564.85 Agency Collateralized Mortgage Obligation FNMA_17-69 2047-09-25 4.252890 43700000.00 8288397.40 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3842 2040-06-15 4.073120 43797192.00 740592.78 Agency Collateralized Mortgage Obligation FHLMC_3376 2037-08-15 4.543120 44031960.00 955806.29 Agency Collateralized Mortgage Obligation GNMA_13-9 2043-01-20 4.852930 44642509.00 1624732.37 Agency Collateralized Mortgage Obligation FHLS_30-3A 2043-01-15 4.500000 45000000.00 4165734.05 Agency Collateralized Mortgage Obligation FHLMC_40-30 2042-04-15 4.553120 45000000.00 1969285.25 Agency Collateralized Mortgage Obligation FHLMC_41-56 2031-10-15 3.000000 45000000.00 2148850.44 Agency Collateralized Mortgage Obligation FNMA_14-70 2044-11-25 4.752890 45888103.00 3757193.80 Agency Collateralized Mortgage Obligation FHLMC_45-30 2044-04-15 4.000000 45967684.00 2452447.47 Agency Collateralized Mortgage Obligation FNMA_12-97 2027-09-25 3.000000 46297557.00 1678169.27 Agency Collateralized Mortgage Obligation GNMA_10-115C 2040-09-20 4.702930 46354711.00 1265344.30 Agency Collateralized Mortgage Obligation FNMA_12-119 2042-11-25 4.252890 46875000.00 3589611.62 Agency Collateralized Mortgage Obligation GNMA_13-104E 2043-07-20 4.202930 47629500.00 1953276.12 Agency Collateralized Mortgage Obligation FHLS_345 2045-08-15 4.000000 47666227.00 7486798.63 Agency Collateralized Mortgage Obligation FNSTR_422 2045-12-25 3.000000 48313643.00 6791100.28 Agency Collateralized Mortgage Obligation FHLMC_265 2042-06-15 4.053120 48620912.00 3056375.64 Agency Collateralized Mortgage Obligation FHLMC_40-92 2042-03-15 4.253120 49176935.00 2521499.53 Agency Collateralized Mortgage Obligation FNMS_03-98 2039-05-25 5.000000 49230962.00 431534.63 Agency Collateralized Mortgage Obligation FNMA_11-127 2041-12-25 4.652890 50000000.00 3932069.55 Agency Collateralized Mortgage Obligation FNMA_14-91 2045-01-25 4.252890 50000000.00 5414225.12 Agency Collateralized Mortgage Obligation FANNIEMAE-ACES FNMA_16-81B 2046-11-25 4.202890 50000000.00 5146746.04 Agency Collateralized Mortgage Obligation FHLMC_36-77 2040-05-15 4.653120 50000000.00 886027.11 Agency Collateralized Mortgage Obligation FHLMC_39-07 2041-08-15 4.553120 50000000.00 2258767.93 Agency Collateralized Mortgage Obligation FNMA_07-92 2037-09-25 4.527890 50000000.00 414654.66 Agency Collateralized Mortgage Obligation FNMA_10-133 2040-11-25 4.102890 50000000.00 1672756.70 Agency Collateralized Mortgage Obligation GNMA_11-147 2044-10-16 0.270870 50000000.00 220890.34 Agency Collateralized Mortgage Obligation GNMA_10-116 2040-09-20 4.002930 50000000.00 1124692.54 Agency Collateralized Mortgage Obligation GNMA_10-134 2040-10-20 4.722930 50000000.00 834905.59 Agency Collateralized Mortgage Obligation GNMA_10-158 2040-12-20 4.152930 50000000.00 1404180.69 Agency Collateralized Mortgage Obligation GNMA_11-69 2041-05-20 3.502930 50000000.00 1693493.16 Agency Collateralized Mortgage Obligation GNMA_16-146F 2046-10-20 4.202930 50000000.00 10312065.97 Agency Collateralized Mortgage Obligation FHLMC_4473 2045-05-15 3.703120 50227920.00 4154993.54 Agency Collateralized Mortgage Obligation FHSTR_279 2042-09-15 4.153120 50539734.00 3688542.89 Agency Collateralized Mortgage Obligation FNMA_17-86C 2047-11-25 4.252890 50775172.00 9378325.26 Agency Collateralized Mortgage Obligation FHLMC_41-10 2040-01-15 4.753120 51157007.00 3198270.07 Agency Collateralized Mortgage Obligation FNS_374 2036-08-01 5.500000 51412063.00 340791.32 Agency Collateralized Mortgage Obligation FHLMC_4461 2045-04-15 4.303120 51428571.00 5552699.28 Agency Collateralized Mortgage Obligation GNMA_13-117 2043-07-20 4.152930 51572254.00 2402837.31 Agency Collateralized Mortgage Obligation GNMA_13-186 2043-07-16 4.303120 51610125.00 2590943.55 Agency Collateralized Mortgage Obligation GNMA_14-4 2043-05-16 4.853120 51620588.00 2090084.60 Agency Collateralized Mortgage Obligation FNSTR_421 2045-05-25 3.500000 51624557.00 6366409.92 Agency Collateralized Mortgage Obligation FHLS_28-1 2042-10-15 4.103120 51800000.00 3889920.93 Agency Collateralized Mortgage Obligation FHLMC_41-77 2031-01-15 3.000000 52035786.00 2102372.20 Agency Collateralized Mortgage Obligation GNMA_11-100 2041-07-20 3.552930 52102283.00 808386.79 Agency Collateralized Mortgage Obligation FHLMC_4074C 2042-03-15 4.753120 53069300.00 2643175.30 Agency Collateralized Mortgage Obligation FHLMC_4150D 2033-01-15 3.000000 53115734.00 3542102.23 Agency Collateralized Mortgage Obligation GNMA_11-151 2041-11-20 4.752930 53694158.00 2604974.89 Agency Collateralized Mortgage Obligation FREDDIEMAC STRIP FHSTR_329 2043-06-15 3.000000 54252950.00 5410347.49 Agency Collateralized Mortgage Obligation FHLMC_40-94 2042-08-15 4.153120 54304964.00 4047331.68 Agency Collateralized Mortgage Obligation GNMA_16-77G 2046-06-20 4.202930 55000000.00 5773853.60 Agency Collateralized Mortgage Obligation FNSTR_418 2043-10-25 3.500000 55154544.00 5237254.88 Agency Collateralized Mortgage Obligation FNMA_17-104A 2048-01-25 4.252890 55820354.00 10095101.48 Agency Collateralized Mortgage Obligation FHLMC_3979 2040-05-15 5.000000 56250629.00 619331.57 Agency Collateralized Mortgage Obligation GNMA_07-53 2037-09-16 2.376880 57000000.00 5630478.18 Agency Collateralized Mortgage Obligation GNMA_10-42 2040-04-20 3.782930 57000000.00 1209964.47 Agency Collateralized Mortgage Obligation GNMA_14-174 2044-11-16 4.000000 57312034.00 6747580.17 Agency Collateralized Mortgage Obligation GNMA_17-87A 2047-06-20 4.302930 57377220.00 10217587.12 Agency Collateralized Mortgage Obligation GNMA_10-164C 2039-01-20 4.202930 58374950.00 657305.58 Agency Collateralized Mortgage Obligation GNMA_17-156A 2047-10-20 4.302930 58646625.00 9499268.54 Agency Collateralized Mortgage Obligation FHLMC_3311 2037-05-15 2.136880 58715168.00 6056507.61 Agency Collateralized Mortgage Obligation FHLMC_40-13 2039-02-15 4.000000 59500000.00 1648955.68 Agency Collateralized Mortgage Obligation GNMA_15-142C 2045-10-20 3.782930 59530888.00 4263533.40 Agency Collateralized Mortgage Obligation FHLMC_3119 2036-02-15 5.303120 60190533.00 1952603.26 Agency Collateralized Mortgage Obligation FHLMC_4120J 2032-10-15 3.000000 60511093.00 3934837.24 Agency Collateralized Mortgage Obligation GNMA_17-167 2047-11-20 4.500000 61417133.00 12321839.70 Agency Collateralized Mortgage Obligation 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FNMA_15-54A 2045-07-25 4.252890 74828001.00 10327590.01 Agency Collateralized Mortgage Obligation FHSTR_240 2036-07-15 5.803120 75000000.00 273450.89 Agency Collateralized Mortgage Obligation GNMA_10-131 2040-10-16 4.723120 75000000.00 1323833.80 Agency Collateralized Mortgage Obligation FHLMC_40-30 2042-04-15 4.063120 76000000.00 2096786.09 Agency Collateralized Mortgage Obligation FHLMC_3753C 2040-11-15 4.103120 76250000.00 2445868.97 Agency Collateralized Mortgage Obligation FNMA_10-46 2040-05-25 4.552890 81756126.00 875101.58 Agency Collateralized Mortgage Obligation FNMA_14-79 2044-12-25 4.252890 82000000.00 8202706.13 Agency Collateralized Mortgage Obligation GNMA_10-109 2040-08-20 4.702930 82733333.00 2074844.43 Agency Collateralized Mortgage Obligation FHLMC_4138 2027-12-15 3.500000 83744460.00 2851294.06 Agency Collateralized Mortgage Obligation FREDDIEMAC STRIP FHSTR_324 2043-12-15 3.500000 84549112.00 10277320.55 Agency Collateralized Mortgage Obligation FNMA_10-54 2040-06-25 6.000000 85326318.00 1965973.72 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2040-11-25 4.500000 85388316.00 1199051.77 Agency Collateralized Mortgage Obligation FNMA_13-136F 2025-05-25 3.500000 85714285.00 38402.02 Agency Collateralized Mortgage Obligation FHLS_238 2036-04-15 5.000000 86205465.00 790928.62 Agency Collateralized Mortgage Obligation FHLMC_32-98 2037-04-15 4.213120 87500000.00 220161.88 Agency Collateralized Mortgage Obligation GNMA_13-117 2043-08-20 4.152930 87600000.00 4148685.76 Agency Collateralized Mortgage Obligation FNMA_10-99 2039-03-25 4.202890 90000000.00 221410.58 Agency Collateralized Mortgage Obligation FNMA_07-54 2037-06-25 2.137110 91238653.00 4805354.91 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_13-143 2054-05-16 0.811630 92000000.00 2029502.98 Agency Collateralized Mortgage Obligation FNMA_12-127 2027-11-25 3.500000 92408253.00 3273476.55 Agency Collateralized Mortgage Obligation FHLS_25-6 2038-06-15 5.500000 93297053.00 938303.70 Private Label Collateralized Mortgage Obligations GNMA_10-121 2040-09-20 4.152930 93560800.00 2014983.82 Agency Collateralized Mortgage Obligation GNMA_16-64B 2057-06-16 1.031420 95000000.00 6175488.32 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS 2058-09-16 0.654310 96400000.00 5078782.87 Agency Collateralized Mortgage Obligation FNMA_07-54 2037-06-25 2.137110 97299337.00 8381081.28 Agency Collateralized Mortgage Obligation FNMA_13-26 2043-04-25 4.252890 99268317.00 8350478.41 Agency Collateralized Mortgage Obligation GNMA_07-45B 2037-07-20 2.257070 99986244.00 4480068.92 Agency Collateralized Mortgage Obligation GNMA_07-37 2037-06-16 2.226880 99999000.00 9206171.35 Agency Collateralized Mortgage Obligation FNMA_06-20 2036-04-25 4.692890 100000000.00 540012.82 Agency Collateralized Mortgage Obligation FHLMC_3138 2036-02-15 5.303120 100000000.00 531826.95 Agency Collateralized Mortgage Obligation FHLMC_3379 2037-10-15 4.483120 100000000.00 1058694.30 Agency Collateralized Mortgage Obligation FHLMC_3415A 2035-08-15 4.363120 100000000.00 644860.56 Agency Collateralized Mortgage Obligation GNMA_06-65 2036-11-20 5.442930 100000000.00 506872.89 Agency Collateralized Mortgage Obligation GNMA_08-88 2038-10-20 4.902930 100000000.00 514365.85 Agency Collateralized Mortgage Obligation GNMA_07-41A 2037-07-20 2.197070 104069337.00 8978819.85 Agency Collateralized Mortgage Obligation FNMA_14-66 2040-01-25 4.000000 106808508.00 1002883.50 Agency Collateralized Mortgage Obligation FHLMC_3622A 2037-06-15 1.405274 107568284.00 439542.80 Agency Collateralized Mortgage Obligation FHLMC_3117F 2036-02-15 5.253120 110000000.00 515925.48 Agency Collateralized Mortgage Obligation FNSTR_337 2033-06-01 5.000000 111333564.00 610153.21 Agency Collateralized Mortgage Obligation GNMA_11-75 2041-05-20 4.702930 115000000.00 2861423.78 Agency Collateralized Mortgage Obligation FNMA_15-51A 2045-07-25 3.702890 115287659.00 8281167.66 Agency Collateralized Mortgage Obligation FHLMC_4255 2035-05-15 4.203120 117855987.00 4316305.72 Agency Collateralized Mortgage Obligation FHLMC_4077 2042-07-15 4.203120 119297899.00 3584804.98 Agency Collateralized Mortgage Obligation FHSTR_329A 2043-06-15 3.000000 119358951.00 13059676.48 Private Label Collateralized Mortgage Obligations GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-35 2052-11-16 0.231990 123300000.00 716241.46 Agency Collateralized Mortgage Obligation FNMA_13-4 2028-02-25 3.000000 123529867.00 4189948.34 Agency Collateralized Mortgage Obligation GNMA_11-161 2045-04-16 0.463440 125000000.00 947624.30 Agency Collateralized Mortgage Obligation GNMA_13-193 2055-01-16 0.929030 135000000.00 4110801.08 Agency Collateralized Mortgage Obligation GNMA_11-142 2046-09-16 0.411230 150000000.00 764273.12 Agency Collateralized Mortgage Obligation FNMS_04-17 2043-04-25 2.500000 154702598.00 4985853.18 Agency Collateralized Mortgage Obligation GNMA_04-47 2034-01-16 2.336880 160859264.00 2557599.90 Agency Collateralized Mortgage Obligation FNSTR_418 2028-08-25 3.000000 169052765.00 7116289.02 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-11-25 4.702890 170000000.00 936785.47 Agency Collateralized Mortgage Obligation FHLS_247 2036-01-15 5.000000 173000000.00 1206602.45 Agency Collateralized Mortgage Obligation FNMA_07-28 2035-10-25 4.702890 184428156.00 1617483.33 Agency Collateralized Mortgage Obligation Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2018-05-01 2018-05-07 2018-05-07 Y NATIXIS SA 1.0000 7 N Fitch A Moody's A2 Standard & Poor's A N N 0.0190 1000000000.00 1000000000.00 0.0104 N N Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 1.770 MBNUM2BPBDO7JBLYG310 BRTBNRY29 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2035-08-15 0.000000 4.16 2.43 U.S. Treasuries (including strips) FHLMC_44-19 2044-12-15 3.000000 157.00 158.50 Agency Collateralized Mortgage Obligation FHLMC_1029 2020-12-15 9.000000 1000.00 2.08 Agency Collateralized Mortgage Obligation FNMA_92-58 2022-04-25 8.000000 1000.00 29.26 Agency Collateralized Mortgage Obligation FNMA_16-4 2046-02-25 3.000000 1000.00 846.03 Agency Collateralized Mortgage Obligation FHLMC_43-74 2041-09-15 3.500000 1000.00 1059.71 Agency Collateralized Mortgage Obligation FHLMC_45-28 2053-05-15 3.750000 1000.00 1046.76 Agency Collateralized Mortgage Obligation FHLMC_4678D 2047-04-15 3.000000 1000.00 869.38 Agency Collateralized Mortgage Obligation GNMA_15-179 2045-02-20 2.500000 1000.00 1034.12 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_16-5F 2046-01-20 3.000000 1000.00 812.98 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_16-5F 2046-01-20 3.000000 1000.00 870.60 Agency Collateralized Mortgage Obligation GNMA_17-101E 2047-07-20 3.250000 1000.00 966.83 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 2018-09-13 0.000000 1000.00 992.74 U.S. Treasuries (including strips) FHLMC_21 2020-01-15 9.500000 2000.00 0.24 Agency Collateralized Mortgage Obligation GNMA_18-37 2048-03-20 3.500000 2458.00 2426.04 Agency Collateralized Mortgage Obligation FNMA_92-146 2022-08-25 8.000000 3000.00 78.12 Agency Collateralized Mortgage Obligation FNMA_17-37A 2047-05-25 3.000000 3000.00 2481.23 Agency Collateralized Mortgage Obligation FNMA_91-57 2021-05-25 6.500000 5000.00 23.46 Agency Collateralized Mortgage Obligation FNMA_93-104 2023-07-25 6.500000 5000.00 116.20 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_93-202 2023-11-25 10.000000 5000.00 343.55 Agency Collateralized Mortgage Obligation FHLMC_2614E 2033-05-15 13.248106 5000.00 304.26 Agency Collateralized Mortgage Obligation FHLMC_1522 2023-05-15 6.500000 6000.00 399.07 Agency Collateralized Mortgage Obligation FNMA_91-92 2021-07-25 8.500000 6000.00 23.33 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_G92-40 2022-07-25 7.000000 6000.00 60.55 Agency Collateralized Mortgage Obligation FNMA_93-163 2023-09-25 7.000000 6000.00 175.32 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2019-10-25 0.000000 6000.00 0.01 Agency Collateralized Mortgage Obligation FHLMC_1507 2023-05-15 7.000000 7000.00 353.16 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_1560 2023-08-15 7.000000 7000.00 2032.35 Agency Collateralized Mortgage Obligation FNMA_03-62B 2033-07-25 13.431430 7000.00 495.35 Agency Collateralized Mortgage Obligation FHLMC_2436 2032-03-15 0.000000 7300.00 31.21 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_93-247 2023-12-25 10.000000 8000.00 246.92 Agency Collateralized Mortgage Obligation GNMA_17-93 2047-06-20 3.500000 8462.00 7424.69 Agency Collateralized Mortgage Obligation FNMA_91-59 2021-06-25 6.500000 9000.00 91.24 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_1505 2023-05-15 16.340607 10000.00 121.84 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_1502 2023-04-15 7.000000 10000.00 1679.37 Agency Collateralized Mortgage Obligation FHLMC_1534 2023-06-15 5.000000 10000.00 1047.48 Agency Collateralized Mortgage Obligation FHLMC_1856 2026-06-15 8.000000 10000.00 798.20 Agency Collateralized Mortgage Obligation FNMA_91-17 2021-03-25 5.000000 10000.00 32.70 Agency Collateralized Mortgage Obligation FNMA_G11 2021-05-25 8.500000 10000.00 51.69 Agency Collateralized Mortgage Obligation FNMA_G92-43 2022-07-25 7.500000 10000.00 83.82 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_G93-19 2023-04-25 18.629280 10000.00 41.31 Agency Collateralized Mortgage Obligation FANNIE MAE REMICS FNMA_93-G21 2023-05-25 7.200000 12000.00 386.56 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_1628 2023-12-15 6.500000 13000.00 1578.99 Agency Collateralized Mortgage Obligation FNMA_91-54 2021-05-25 6.500000 13000.00 122.66 Agency Collateralized Mortgage Obligation FNMA_92-111 2022-06-25 7.500000 13000.00 79.57 Agency Collateralized Mortgage Obligation FNMA_96-46 2021-08-25 0.000000 13000.00 12.15 Agency Collateralized Mortgage Obligation FHLMC_1226 2022-03-15 7.750000 14000.00 108.85 Agency Collateralized Mortgage Obligation FNMA_92-87 2022-05-25 8.000000 14000.00 117.93 Agency Collateralized Mortgage Obligation FNMA_93-33 2023-03-25 7.500000 14000.00 264.60 Agency Collateralized Mortgage Obligation FNMA_93-147 2023-08-25 7.000000 15000.00 258.31 Agency Collateralized Mortgage Obligation FNMA_93-250 2023-12-25 7.000000 15000.00 1787.45 Agency Collateralized Mortgage Obligation FNMA_16-101A 2047-01-25 3.500000 15799.00 5587.40 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_91-65 2021-06-25 6.500000 17000.00 98.73 Agency Collateralized Mortgage Obligation FNMA_G92-42 2022-07-25 7.000000 18000.00 122.39 Agency Collateralized Mortgage Obligation FHLMC_11-7 2021-07-15 6.500000 19000.00 164.89 Agency Collateralized Mortgage Obligation FNMA_G-31 2021-10-25 8.500000 19000.00 90.68 Agency Collateralized Mortgage Obligation FHLMC_1324 2022-07-15 7.000000 21000.00 292.54 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_1024 2020-12-15 9.000000 24000.00 147.63 Agency Collateralized Mortgage Obligation FHLMC_1078 2021-05-15 6.500000 24500.00 81.95 Agency Collateralized Mortgage Obligation FHLMC_1939 2027-04-15 6.603120 24997.00 17.38 Agency Collateralized Mortgage Obligation FHLMC_27 2024-03-25 10.781250 25000.00 515.49 Agency Collateralized Mortgage Obligation FNMA_89-91 2019-12-25 9.150000 25000.00 50.20 Agency Collateralized Mortgage Obligation FNMA_G29 2021-09-25 8.500000 29000.00 244.62 Agency Collateralized Mortgage Obligation FNMA_G92-36 2022-07-25 7.000000 29000.00 106.31 Agency Collateralized Mortgage Obligation FNMA_91-47 2021-12-25 14.252890 30000.00 70.51 Agency Collateralized Mortgage Obligation GNMA_08-13 2038-02-20 0.000000 30000.00 0.02 Agency Collateralized Mortgage Obligation FHLMC_1120 2021-07-15 8.000000 34000.00 514.27 Agency Collateralized Mortgage Obligation FNMA_91-76 2021-07-25 9.000000 35000.00 228.21 Agency Collateralized Mortgage Obligation FNMA_17-3A 2042-08-25 2.500000 35277.00 28946.72 Agency Collateralized Mortgage Obligation FNMA_92-96 2022-05-25 0.000000 37000.00 4.00 Agency Collateralized Mortgage Obligation FHLMC_1001 2020-10-15 9.500000 40000.00 87.36 Agency Collateralized Mortgage Obligation FHLMC_83 2020-10-15 9.000000 40000.00 40.03 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2018-11-25 10.000000 40555.00 0.09 Agency Collateralized Mortgage Obligation FHLMC_1018 2020-11-15 7.000000 43000.00 205.30 Agency Collateralized Mortgage Obligation FHLMC_1899 2026-09-15 8.000000 50000.00 3813.71 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2023-06-25 0.000000 50000.00 22.34 Agency Collateralized Mortgage Obligation GNMA_08-43 2038-05-20 0.000000 50078.00 0.02 Agency Collateralized Mortgage Obligation FHLMC_1316 2022-06-15 8.000000 53000.00 766.94 Agency Collateralized Mortgage Obligation FNMA_G-6 2021-03-25 9.000000 58000.00 203.11 Agency Collateralized Mortgage Obligation FNMA_09-40 2039-06-25 6.500000 64028.00 141486.40 Agency Collateralized Mortgage Obligation FNMA_89-27 2019-06-25 6.900000 69000.00 117.43 Agency Collateralized Mortgage Obligation FHLMC_99 2021-01-15 9.500000 75000.00 27.89 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS 2029-04-20 6.500000 75000.00 17671.86 Agency Collateralized Mortgage Obligation FNMA_92-71 2022-05-25 8.250000 78000.00 453.94 Agency Collateralized 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23804.17 Agency Collateralized Mortgage Obligation FNSTR_386 2038-03-25 7.000000 1974000.00 11298.68 Agency Collateralized Mortgage Obligation FHLMC_4281 2043-12-15 5.706685 2000000.00 269880.98 Agency Collateralized Mortgage Obligation FHLMC_2692 2033-07-15 9.492907 2000000.00 157335.80 Agency Collateralized Mortgage Obligation GNMA_1170 2040-12-20 5.905860 2000000.00 1695701.60 Agency Collateralized Mortgage Obligation GNMA_13-181 2043-11-20 4.202930 2000000.00 87746.80 Agency Collateralized Mortgage Obligation FNSTR-389 2038-10-25 6.000000 2049000.00 13656.06 Agency Collateralized Mortgage Obligation FNSTR_383 2037-01-25 6.500000 2085000.00 14608.22 Agency Collateralized Mortgage Obligation FNSTR_386 2038-03-25 7.000000 2105000.00 12682.98 Agency Collateralized Mortgage Obligation FNSTR_383 2038-01-25 5.500000 2174000.00 10735.78 Agency Collateralized Mortgage Obligation GNMA_15-152E 2045-08-20 9.000000 2213909.00 85891.44 Agency Collateralized Mortgage Obligation FNMA_14-72 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Mortgage Obligation GNMA_15-80 2045-06-20 4.500000 2639000.00 245237.60 Agency Collateralized Mortgage Obligation FNSTR_386 2038-08-25 6.500000 2688000.00 20411.55 Agency Collateralized Mortgage Obligation FNSTR_386 2037-11-25 6.500000 2713000.00 8981.68 Agency Collateralized Mortgage Obligation FNSTR_383 2038-01-25 6.000000 2738000.00 14623.93 Agency Collateralized Mortgage Obligation FNSTR_383 2036-12-25 6.500000 2741000.00 21377.40 Agency Collateralized Mortgage Obligation FNSTR_383 2037-09-25 6.500000 2751000.00 23884.31 Agency Collateralized Mortgage Obligation FNSTR_383 2037-09-25 7.000000 2751000.00 25450.18 Agency Collateralized Mortgage Obligation FNSTR_386 2038-01-25 7.000000 2783000.00 14743.68 Agency Collateralized Mortgage Obligation FNSTR_386 2037-12-25 7.000000 2796000.00 20511.55 Agency Collateralized Mortgage Obligation FNSTR_383 2037-09-25 7.500000 2800000.00 14251.72 Agency Collateralized Mortgage Obligation FNMA_06-125 2037-01-25 5.302890 2800000.00 21440.37 Agency Collateralized Mortgage Obligation FNSTR_383 2037-09-25 6.500000 2803000.00 21232.81 Agency Collateralized Mortgage Obligation GNMA_11-69 2041-05-20 3.482930 2855000.00 58147.69 Agency Collateralized Mortgage Obligation FNSTR_383 2037-09-25 7.000000 2872000.00 23399.77 Agency Collateralized Mortgage Obligation FNSTR_386 2037-12-25 7.000000 2872000.00 15236.87 Agency Collateralized Mortgage Obligation FNSTR_386 2038-01-25 7.500000 2882000.00 8825.55 Agency Collateralized Mortgage Obligation FNSTR_386 2037-12-25 5.500000 2898000.00 25292.91 Agency Collateralized Mortgage Obligation FNSTR_383 2037-06-25 6.000000 2904000.00 12622.87 Agency Collateralized Mortgage Obligation FHSTR_245 2037-05-15 0.000000 3000000.00 94184.96 Agency Collateralized Mortgage Obligation FNMA_07-55 2037-06-25 10.257220 3000000.00 89081.57 Agency Collateralized Mortgage Obligation FNSTR_383 2037-10-25 6.500000 3053000.00 19020.60 Agency Collateralized Mortgage Obligation FNSTR_383 2037-02-25 6.500000 3060000.00 17680.84 Agency Collateralized Mortgage Obligation FNMA_13-116 2043-10-25 3.500000 3122289.00 114662.43 Agency Collateralized Mortgage Obligation FNSTR_383 2038-01-25 5.500000 3135000.00 17109.62 Agency Collateralized Mortgage Obligation GNMA_12-138A 2042-11-16 4.000000 3260000.00 307225.23 Agency Collateralized Mortgage Obligation GNMA_11-157 2041-12-20 4.702930 3396649.00 291142.77 Agency Collateralized Mortgage Obligation FNSTR_383 2037-08-25 7.000000 3415000.00 21436.45 Agency Collateralized Mortgage Obligation FNSTR_383 2037-09-25 7.500000 3499000.00 19508.27 Agency Collateralized Mortgage Obligation FNSTR_383 2037-12-25 6.000000 3545000.00 19177.05 Agency Collateralized Mortgage Obligation FNSTR_383 2036-12-25 6.500000 3554000.00 19701.94 Agency Collateralized Mortgage Obligation FNSTR_383 2037-08-25 6.500000 3629000.00 17535.80 Agency Collateralized Mortgage Obligation FNSTR_383 2037-09-25 6.500000 3707000.00 25779.49 Agency Collateralized Mortgage Obligation FANNIEMAE STRIP 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Agency Collateralized Mortgage Obligation FNSTR_384 2036-05-25 6.000000 4626246.00 69170.29 Agency Collateralized Mortgage Obligation FHLMC_45-84 2043-08-15 2.563120 4685534.00 138030.00 Agency Collateralized Mortgage Obligation FNSTR_383 2037-07-25 5.500000 4708000.00 33573.62 Agency Collateralized Mortgage Obligation FHLMC_4584 2044-05-15 2.603120 4814646.00 366849.09 Agency Collateralized Mortgage Obligation FNSTR_383 2037-06-25 6.000000 4892000.00 22891.68 Agency Collateralized Mortgage Obligation FNMS_03-53 2034-08-01 5.000000 5000000.00 42678.59 Agency Collateralized Mortgage Obligation FNMA_05-59 2035-06-25 16.014450 5000000.00 2680285.57 Agency Collateralized Mortgage Obligation FNSTR_383 2037-01-25 6.500000 5017000.00 25747.55 Agency Collateralized Mortgage Obligation FNMA_09-104 2039-12-25 0.000000 5314798.00 526189.99 Agency Collateralized Mortgage Obligation FNSTR_381 2037-07-01 6.500000 5458770.00 49326.33 Agency Collateralized Mortgage Obligation FNSTR_383 2037-08-25 6.500000 5503000.00 44034.50 Agency Collateralized Mortgage Obligation FHLMC_4657V 2037-11-15 0.000000 5661348.00 3070948.34 Agency Collateralized Mortgage Obligation FNSTR_383 2037-08-25 7.000000 5887000.00 39441.90 Agency Collateralized Mortgage Obligation FNSTR_383 2037-07-25 5.500000 6188000.00 43725.44 Agency Collateralized Mortgage Obligation FNSTR_386 2038-01-25 6.000000 6405000.00 26698.25 Agency Collateralized Mortgage Obligation FNSTR_383 2037-07-25 5.500000 6448000.00 46666.61 Agency Collateralized Mortgage Obligation FNSTR_383 2037-08-25 6.500000 6787000.00 57443.21 Agency Collateralized Mortgage Obligation FNSTR_383 2037-06-25 6.000000 6790000.00 30144.23 Agency Collateralized Mortgage Obligation FNMA_10-117 2040-10-25 5.205780 6887020.00 188149.32 Agency Collateralized Mortgage Obligation FNSTR_383 2038-04-25 6.000000 6908000.00 30613.22 Agency Collateralized Mortgage Obligation FNMA_13-19 2043-03-25 4.252890 7000000.00 596888.87 Agency Collateralized Mortgage Obligation 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35339.23 Agency Collateralized Mortgage Obligation GNMA_15-103D 2043-04-20 3.500000 8302314.00 37091.82 Agency Collateralized Mortgage Obligation GNMA_16-121 2046-09-20 3.000000 8333333.00 1301449.61 Agency Collateralized Mortgage Obligation FHLMC_3497 2038-07-15 0.000000 8433317.00 879411.36 Agency Collateralized Mortgage Obligation FHLMC_4584E 2043-08-15 2.613120 8817817.00 527717.80 Agency Collateralized Mortgage Obligation FHSTR_30-5 2028-03-15 3.500000 8903988.00 314474.12 Agency Collateralized Mortgage Obligation GNMA_15-152 2045-10-20 8.467480 9194867.00 688248.47 Agency Collateralized Mortgage Obligation FNSTR_383 2037-08-25 5.500000 9264000.00 38689.81 Agency Collateralized Mortgage Obligation FNSTR_383 2037-09-25 5.500000 9403000.00 55690.09 Agency Collateralized Mortgage Obligation FHLMC_36-82 2040-03-15 8.259360 9628623.00 7282329.33 Agency Collateralized Mortgage Obligation FNMA_11-3 2041-02-25 3.922890 9647495.00 120296.49 Agency Collateralized Mortgage Obligation 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Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2029-01-01 3.000000 9872691.00 4170313.76 Agency Mortgage-Backed Securities GNMA_17-150 2045-11-20 3.500000 9899451.00 1307608.22 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2040-12-01 4.000000 9915000.00 4041621.61 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-07-01 4.000000 10112031.00 4605388.56 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-04-01 4.000000 10173824.00 8474437.88 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-06-01 3.128000 10272388.00 9059330.51 Agency Mortgage-Backed Securities FNMA_15-74 2045-10-25 6.000000 10356463.00 1234127.97 Agency Collateralized Mortgage Obligation FREDDIE MAC GOLD 2047-06-01 4.000000 10897511.00 10604634.69 Agency Mortgage-Backed Securities FNMA_17-4B 2047-02-25 4.202890 11000000.00 865760.03 Agency Collateralized Mortgage Obligation FREDDIE MAC GOLD 2041-02-01 3.500000 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5422845.00 4938996.86 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2038-01-01 3.500000 5459860.00 5331787.14 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2023-09-01 5.000000 5482625.00 2659428.10 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-08-01 3.500000 5576697.00 5477286.68 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2028-11-01 5.500000 5578948.00 4417790.57 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2026-08-01 6.000000 5608341.00 396442.04 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2042-11-01 3.000000 5638000.00 3200440.05 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2034-05-01 5.500000 5691396.00 904588.71 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-01-01 3.500000 5705100.00 5596617.78 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2028-05-01 3.000000 5712474.00 3055558.47 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2024-03-01 5.000000 5718027.00 2876089.99 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2048-04-01 4.500000 5735567.00 6004441.53 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2025-08-01 3.500000 5758235.00 409069.50 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-11-01 4.000000 5784464.00 5913570.66 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-12-01 4.500000 5787973.00 6030309.21 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2040-05-01 6.000000 5792297.00 3576017.38 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-03-01 4.500000 5793492.00 5010915.16 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2028-12-01 6.000000 5797764.00 4326417.78 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2033-01-01 3.500000 5805000.00 5871269.64 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2041-04-01 5.500000 5816789.00 277706.15 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2023-03-01 4.000000 5818570.00 286850.95 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2043-07-01 4.000000 5828031.00 2191886.70 Agency 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5990876.00 3382353.55 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2029-01-01 5.500000 5993024.00 339678.49 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2041-11-01 4.000000 6000000.00 1896341.44 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-04-01 3.500000 6036800.00 4216055.19 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2028-10-01 6.000000 6053000.00 364587.11 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2027-05-01 4.000000 6065000.00 2567198.08 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2041-01-01 4.000000 6081528.00 1255473.10 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2024-08-01 5.500000 6097545.00 503613.77 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2031-01-01 3.500000 6100000.00 4566225.52 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2042-02-01 4.500000 6152911.00 3661667.30 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2044-01-01 4.500000 6163647.00 3057045.61 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2032-02-01 4.000000 6180511.00 2002032.45 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-08-01 3.000000 6182672.00 5037852.09 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2025-04-01 4.500000 6202879.00 1010381.89 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2026-06-01 6.000000 6213726.00 5178701.54 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2048-04-01 4.000000 6265851.00 6454007.86 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-12-01 4.500000 6288217.00 6619649.78 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2048-03-01 4.500000 6291527.00 6659692.65 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2038-04-01 3.500000 6292443.00 6342961.92 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2024-02-01 5.500000 6335985.00 4920499.54 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2045-11-01 4.000000 6354213.00 4311925.85 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-12-01 3.500000 6380191.00 6267205.99 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2027-10-01 3.000000 6396179.00 2385760.25 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2048-04-01 4.000000 6402476.00 6576418.70 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2043-03-01 3.000000 6427000.00 3272629.40 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2043-04-01 3.000000 6463730.00 3923269.47 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2038-05-01 3.500000 6478846.00 6542414.10 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2048-04-01 4.500000 6492466.00 6881643.63 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2033-01-01 2.500000 6502374.00 6218478.12 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-09-01 3.500000 6535392.00 6445154.35 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2024-01-01 6.000000 6536131.00 572028.33 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2032-04-01 3.500000 6543171.00 6263490.60 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2027-07-01 6.000000 6553468.00 255823.39 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149984080.50 149984080.50 0.0016 N N N N Federal Home Loan Banks Variable Rate Notes Federal Home Loan Banks Variable Rate Notes 1.727 3130ADM74 US3130ADM741 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2018-05-01 2018-08-01 2018-08-01 N N N 0.0179 234958143.56 234958143.56 0.0024 N N N N Federal Home Loan Banks Variable Rate Notes Federal Home Loan Banks Variable Rate Notes 1.820 3130ADQ70 US3130ADQ700 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2018-05-27 2019-08-27 2019-08-27 N N N 0.0186 674131304.81 674131304.81 0.0070 N N N N Federal Home Loan Banks Variable Rate Notes Federal Home Loan Banks Variable Rate Notes 1.758 3130ADQM7 US3130ADQM71 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2018-05-26 2018-06-26 2018-06-26 N N N 0.0179 610346560.87 610346560.87 0.0063 N N N N Federal Home Loan Banks Variable Rate Notes Federal Home Loan Banks Variable Rate Notes 1.772 3130ADSC7 US3130ADSC71 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2018-05-10 2018-09-10 2018-09-10 N N N 0.0180 489969915.31 489969915.31 0.0051 N N N N Federal Home Loan Banks Variable Rate Notes Federal Home Loan Banks Variable Rate Notes 1.826 3130ADVD1 US3130ADVD18 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2018-05-19 2018-12-19 2018-12-19 N N N 0.0182 589073701.57 589073701.57 0.0061 N N N N Federal Home Loan Banks Variable Rate Notes Federal Home Loan Banks Variable Rate Notes 1.851 3130ADW57 US3130ADW575 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2018-05-28 2019-06-28 2019-06-28 N N N 0.0185 244463002.47 244463002.47 0.0025 N N N N Federal Home Loan Banks Variable Rate Notes Federal Home Loan Banks Variable Rate Notes 1.840 3130ADWB4 US3130ADWB43 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2018-05-27 2019-09-27 2019-09-27 N N N 0.0187 464923154.93 464923154.93 0.0048 N N N N Federal Home Loan Banks Variable Rate Notes Federal Home Loan Banks Variable Rate Notes 1.800 3130ADXW7 US3130ADXW70 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2018-05-06 2019-04-05 2019-04-05 N N N 0.0184 456931632.80 456931632.80 0.0047 N N N N Federal Home Loan Banks Variable Rate Notes Federal Home Loan Banks Variable Rate Notes 1.817 3130ADYH9 US3130ADYH94 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2018-05-11 2019-07-11 2019-07-11 N N N 0.0186 1185114643.88 1185114643.88 0.0123 N N N N Federal Home Loan Banks Variable Rate Notes Federal Home Loan Banks Variable Rate Notes 1.764 3130ADYT3 US3130ADYT33 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2018-05-15 2018-10-15 2018-10-15 N N N 0.0181 862608083.72 862608083.72 0.0089 N N N N Federal Home Loan Banks Variable Rate Notes Federal Home Loan Banks Variable Rate Notes 1.856 3130AE2K5 US3130AE2K53 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2018-05-17 2020-04-17 2020-04-17 N N N 0.0190 567065355.09 567065355.09 0.0059 N N N N Federal Home Loan Banks Variable Rate Notes Federal Home Loan Banks Variable Rate Notes 1.744 3130AE3P3 US3130AE3P32 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2018-05-18 2018-10-18 2018-10-18 N N N 0.0181 722713299.55 722713299.55 0.0075 N N N N Federal Home Loan Banks Variable Rate Notes Federal Home Loan Banks Variable Rate Notes 1.760 3130AE4T4 US3130AE4T45 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2018-05-26 2018-10-26 2018-10-26 N N N 0.0181 371182993.09 371182993.09 0.0038 N N N N Federal Home Loan Banks Variable Rate Notes Federal Home Loan Banks Variable Rate Notes 1.782 3130AE4V9 US3130AE4V90 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2018-05-25 2019-02-25 2019-02-25 N N N 0.0183 581106064.42 581106064.42 0.0060 N N N N Federal Farm Credit Banks Discount Notes Federal Farm Credit Banks Discount Notes 2.211 313312BQ2 US313312BQ25 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2019-02-08 2019-02-08 2019-02-08 N N N 0.0221 96866790.80 96866790.80 0.0010 N N N N Federal Farm Credit Banks Discount Notes Federal Farm Credit Banks Discount Notes 2.132 313313R83 US313313R836 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2018-12-04 2018-12-04 2018-12-04 N N N 0.0213 87878772.66 87878772.66 0.0009 N N N N U.S. Treasury Bill U.S. Treasury Bill 1.764 912796MK2 254900HROIFWPRGM1V77 US912796MK22 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2018-07-19 2018-07-19 2018-07-19 N N N 0.0176 963166264.89 963166264.89 0.0100 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 1.874 912796NQ8 254900HROIFWPRGM1V77 US912796NQ82 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2018-08-16 2018-08-16 2018-08-16 N N N 0.0187 948247087.38 948247087.38 0.0098 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 1.928 912796NV7 254900HROIFWPRGM1V77 US912796NV77 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2018-09-13 2018-09-13 2018-09-13 N N N 0.0193 135129103.43 135129103.43 0.0014 N Y Y N Federal Home Loan Banks Discount Notes Federal Home Loan Banks Discount Notes 1.916 313385A55 US313385A558 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's Agency 2018-08-03 2018-08-03 2018-08-03 N N N 0.0192 89840071.30 89840071.30 0.0009 N N N N U.S. Treasury Bill U.S. Treasury Bill 1.982 912796NZ8 254900HROIFWPRGM1V77 US912796NZ81 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2018-10-11 2018-10-11 2018-10-11 N N N 0.0198 301048316.20 301048316.20 0.0031 N Y Y N Federal Home Loan Banks Discount Notes Federal Home Loan Banks Discount Notes 1.918 313385B47 US313385B473 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's Agency 2018-08-10 2018-08-10 2018-08-10 N N N 0.0192 270550087.68 270550087.68 0.0028 N N N N U.S. Treasury Bill U.S. Treasury Bill 1.056 912796PC7 254900HROIFWPRGM1V77 US912796PC78 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2018-05-03 2018-05-03 2018-05-03 N N N 0.0106 1283238682.22 1283238682.22 0.0133 N Y Y N Federal Home Loan Banks Discount Notes Federal Home Loan Banks Discount Notes 1.920 313385C61 US313385C612 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2018-08-20 2018-08-20 2018-08-20 N N N 0.0192 141168117.14 141168117.14 0.0015 N N N N U.S. Treasury Bill U.S. Treasury Bill 1.401 912796PF0 254900HROIFWPRGM1V77 US912796PF00 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2018-05-10 2018-05-10 2018-05-10 N N N 0.0140 1693120779.41 1693120779.41 0.0176 N Y Y N Federal Home Loan Banks Discount Notes Federal Home Loan Banks Discount Notes 1.921 313385C87 US313385C877 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2018-08-22 2018-08-22 2018-08-22 N N N 0.0192 107355899.88 107355899.88 0.0011 N N N N Federal Home Loan Banks Discount Notes Federal Home Loan Banks Discount Notes 1.922 313385D78 US313385D784 U.S. Government Agency Debt Y Fitch Agency Moody's P-1 Standard & Poor's A-1+ 2018-08-29 2018-08-29 2018-08-29 N N N 0.0192 194241960.65 194241960.65 0.0020 N N N N U.S. Treasury Bill U.S. Treasury Bill 1.523 912796PG8 254900HROIFWPRGM1V77 US912796PG82 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2018-05-17 2018-05-17 2018-05-17 N N N 0.0152 2661961623.37 2661961623.37 0.0276 N Y Y N Federal Home Loan Banks Discount Notes Federal Home Loan Banks Discount Notes 1.978 313385G42 US313385G423 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2018-09-19 2018-09-19 2018-09-19 N N N 0.0198 335815470.00 335815470.00 0.0035 N N N N U.S. Treasury Bill U.S. Treasury Bill 1.628 912796PH6 254900HROIFWPRGM1V77 US912796PH65 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2018-05-31 2018-05-31 2018-05-31 N N N 0.0163 497222261.81 497222261.81 0.0052 N Y Y N Federal Home Loan Banks Discount Notes Federal Home Loan Banks Discount Notes 2.042 313385H90 US313385H900 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2018-10-02 2018-10-02 2018-10-02 N N N 0.0204 531787855.79 531787855.79 0.0055 N N N N Federal Home Loan Banks Discount Notes Federal Home Loan Banks Discount Notes 2.046 313385L53 US313385L530 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2018-10-22 2018-10-22 2018-10-22 N N N 0.0205 95077262.85 95077262.85 0.0010 N N N N Federal Home Loan Banks Discount Notes Federal Home Loan Banks Discount Notes 2.047 313385L79 US313385L795 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2018-10-24 2018-10-24 2018-10-24 N N N 0.0205 38215739.67 38215739.67 0.0004 N N N N Federal Home Loan Banks Discount Notes Federal Home Loan Banks Discount Notes 1.470 313385WF9 US313385WF90 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2018-05-01 2018-05-01 2018-05-01 N N N 0.0147 274010000.00 274010000.00 0.0028 N Y Y N Federal Home Loan Banks Discount Notes Federal Home Loan Banks Discount Notes 0.858 313385WG7 US313385WG73 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2018-05-02 2018-05-02 2018-05-02 N N N 0.0086 330320401.53 330320401.53 0.0034 N N Y N Federal Home Loan Banks Discount Notes Federal Home Loan Banks Discount Notes 1.476 313385WM4 US313385WM42 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2018-05-07 2018-05-07 2018-05-07 N N N 0.0148 188251647.54 188251647.54 0.0020 N N Y N Federal Home Loan Banks Discount Notes Federal Home Loan Banks Discount Notes 1.534 313385WP7 US313385WP72 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2018-05-09 2018-05-09 2018-05-09 N N N 0.0153 411749390.53 411749390.53 0.0043 N N Y N BlackRock Liquidity Funds 2018-05-04 /s/Neal J. Andrews Neal J. Andrews Chief Financial Officer