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2032-02-01 2.500000 2440640.00 2002223.99 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2032-04-01 2.500000 2451939.00 2106204.18 Agency Mortgage-Backed Securities GINNIE MAE II 2048-01-20 4.500000 2456857.00 2582240.47 Agency Mortgage-Backed Securities GINNIE MAE I 2047-06-15 4.500000 2472322.00 2483975.00 Agency Mortgage-Backed Securities GINNIE MAE I 2047-10-15 5.000000 2551230.00 2535217.93 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2033-03-01 4.000000 2562699.00 2186185.27 Agency Mortgage-Backed Securities GINNIE MAE I 2047-11-15 3.500000 2566921.00 2565539.41 Agency Mortgage-Backed Securities GINNIE MAE I 2048-02-15 4.500000 2589855.00 2196045.96 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2038-12-01 5.500000 2614000.00 339602.07 Agency Mortgage-Backed Securities GINNIE MAE II 2048-02-20 4.500000 2633109.00 2771492.03 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2027-07-01 3.000000 2650000.00 1067260.60 Agency Mortgage-Backed Securities GINNIE MAE I 2047-12-15 3.500000 2658832.00 2644781.29 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2032-09-01 2.500000 2667536.00 2382595.93 Agency Mortgage-Backed Securities GINNIE MAE I 2047-10-15 3.500000 2681562.00 2663716.22 Agency Mortgage-Backed Securities GINNIE MAE I 2047-03-15 4.500000 2713282.00 1512604.78 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2037-05-01 5.500000 2758764.00 30364.24 Agency Mortgage-Backed Securities FNMA 15YR 2020-08-01 5.000000 2778111.00 53264.35 Agency Mortgage-Backed Securities GINNIE MAE I 2047-04-15 4.500000 2787519.00 2855061.90 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2025-11-01 3.500000 2800000.00 362508.10 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-11-01 4.000000 2837318.00 2535695.31 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2018-10-01 2.375000 2839000.00 1009.70 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2022-08-01 6.000000 2848026.00 19234.45 Agency Mortgage-Backed Securities GINNIE MAE I 2047-12-15 5.000000 2866270.00 2781803.48 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2018-09-01 2.066000 2885000.00 2410.60 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2023-07-01 5.500000 2887530.00 73567.95 Agency Mortgage-Backed Securities GINNIE MAE I 2047-12-15 5.000000 2920368.00 3065331.98 Agency Mortgage-Backed Securities GINNIE MAE II 2044-10-20 4.500000 2967781.00 326765.46 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2023-08-01 5.500000 2999385.00 72315.10 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2027-05-01 3.000000 3000000.00 1143944.92 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2018-11-01 2.057000 3000000.00 438.31 Agency Mortgage-Backed Securities GINNIE MAE II 2042-03-20 3.500000 3000000.00 584072.29 Agency Mortgage-Backed Securities GINNIE MAE II 2039-11-20 5.000000 3000000.00 162938.19 Agency Mortgage-Backed Securities GINNIE MAE I 2025-04-15 4.000000 3000000.00 318411.97 Agency Mortgage-Backed Securities GINNIE MAE I 2039-05-15 4.500000 3000000.00 147588.35 Agency Mortgage-Backed Securities GINNIE MAE I 2039-05-15 4.500000 3000000.00 315814.62 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2025-01-01 5.000000 3007080.00 2609789.34 Agency Mortgage-Backed Securities GINNIE MAE I 2047-11-15 3.500000 3014805.00 2996166.01 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2026-08-01 2.500000 3017053.00 2131449.98 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2032-02-01 2.000000 3079450.00 2551233.70 Agency Mortgage-Backed Securities GINNIE MAE II 2048-05-20 5.000000 3091664.00 3283230.90 Agency Mortgage-Backed Securities GINNIE MAE I 2047-11-15 3.500000 3103973.00 2727280.12 Agency Mortgage-Backed Securities GINNIE MAE I 2047-12-15 3.500000 3112334.00 3103815.20 Agency Mortgage-Backed Securities GINNIE MAE I 2040-10-15 5.000000 3162066.00 970277.77 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-12-01 4.000000 3170775.00 3170947.37 Agency Mortgage-Backed Securities GINNIE MAE I 2024-09-15 4.500000 3205000.00 348810.91 Agency Mortgage-Backed Securities GINNIE MAE I 2047-06-15 5.000000 3207888.00 2499099.18 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-04-01 4.500000 3237276.00 2641728.65 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2023-10-01 4.500000 3250000.00 97120.10 Agency Mortgage-Backed Securities GINNIE MAE II 2048-06-20 3.000000 3264488.00 3279251.10 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2025-01-01 5.000000 3300110.00 2355176.78 Agency Mortgage-Backed Securities GINNIE MAE I 2045-10-15 5.000000 3381862.00 2203104.17 Agency Mortgage-Backed Securities GINNIE MAE II 2048-05-20 5.000000 3443076.00 3661869.33 Agency Mortgage-Backed Securities GINNIE MAE I 2047-11-15 5.000000 3509229.00 3632726.15 Agency Mortgage-Backed Securities GINNIE MAE I 2048-02-15 5.000000 3534040.00 3758377.67 Agency Mortgage-Backed Securities GINNIE MAE II 2048-05-20 5.000000 3623662.00 3850879.17 Agency Mortgage-Backed Securities GINNIE MAE I 2048-02-15 3.500000 3638268.00 3638840.33 Agency Mortgage-Backed Securities GINNIE MAE I 2047-05-15 5.000000 3667353.00 2555864.05 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-11-01 3.000000 3698958.00 3470585.93 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2032-02-01 2.500000 3708388.00 3130474.43 Agency Mortgage-Backed Securities GINNIE MAE I 2047-03-15 4.500000 3766684.00 1502063.24 Agency Mortgage-Backed Securities GINNIE MAE I 2047-10-15 3.500000 3767157.00 3746467.29 Agency Mortgage-Backed Securities GINNIE MAE I 2045-12-15 4.500000 3817402.00 2691659.26 Agency Mortgage-Backed Securities GINNIE MAE I 2045-12-15 4.500000 3844174.00 1566377.38 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2038-06-01 5.500000 3853708.00 27290.06 Agency Mortgage-Backed Securities GINNIE MAE I 2047-12-15 3.500000 3856547.00 3795385.44 Agency Mortgage-Backed Securities GINNIE MAE I 2029-06-15 6.500000 3864000.00 220390.28 Agency Mortgage-Backed Securities GINNIE MAE I 2047-05-15 5.000000 3869368.00 3189522.18 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2032-10-01 2.500000 3877948.00 3489164.68 Agency Mortgage-Backed Securities GINNIE MAE II 2064-03-20 4.703000 3900072.00 2859647.06 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-02-01 4.000000 3910383.00 3895175.28 Agency Mortgage-Backed Securities GINNIE MAE II 2048-06-20 4.500000 3913431.00 4140597.84 Agency Mortgage-Backed Securities GINNIE MAE I 2048-01-15 5.000000 3919922.00 4119913.99 Agency Mortgage-Backed Securities GINNIE MAE II 2048-04-20 5.000000 3933389.00 4165521.30 Agency Mortgage-Backed Securities GINNIE MAE II 2045-05-01 4.500000 3934343.00 409022.71 Agency Mortgage-Backed Securities GINNIE MAE I 2047-12-15 5.000000 3970132.00 4170253.61 Agency Mortgage-Backed Securities GINNIE MAE I 2045-01-15 3.500000 3975000.00 1838499.73 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2042-07-01 3.000000 4000000.00 1895350.18 Agency Mortgage-Backed Securities GINNIE MAE I 2040-09-15 5.000000 4000000.00 619610.99 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-12-01 5.500000 4090037.00 93712.99 Agency Mortgage-Backed Securities GINNIE MAE I 2038-01-15 3.500000 4095627.00 3395714.20 Agency Mortgage-Backed Securities GINNIE MAE I 2041-12-15 3.500000 4100000.00 1105597.05 Agency Mortgage-Backed Securities GINNIE MAE I 2041-08-15 4.000000 4101472.00 1205193.60 Agency Mortgage-Backed Securities GINNIE MAE II 2048-06-20 2.500000 4125688.00 4073664.91 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2020-11-01 5.000000 4130710.00 40532.87 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2037-04-01 5.500000 4189825.00 102244.84 Agency Mortgage-Backed Securities GINNIE MAE II 2048-03-20 4.500000 4300550.00 4501701.07 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2042-12-01 3.000000 4312364.00 2747628.54 Agency Mortgage-Backed Securities GINNIE MAE II 2048-05-20 5.000000 4332605.00 4608032.06 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2026-12-01 4.000000 4400384.00 3806476.67 Agency Mortgage-Backed Securities GINNIE MAE I 2045-11-15 5.000000 4434637.00 2009173.34 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-11-01 3.500000 4447065.00 4361061.05 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2018-10-01 2.066000 4483631.00 4014.80 Agency Mortgage-Backed Securities GINNIE MAE I 2047-12-15 3.500000 4489603.00 4478310.14 Agency Mortgage-Backed Securities GINNIE MAE I 2047-06-15 5.000000 4538730.00 4253440.78 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-08-01 6.050000 4590000.00 113729.44 Agency Mortgage-Backed Securities GINNIE MAE II 2048-04-20 4.500000 4627717.00 4868685.38 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2023-01-01 6.000000 4700136.00 36628.70 Agency Mortgage-Backed Securities GINNIE MAE I 2045-04-15 4.000000 4757914.00 1853679.40 Agency Mortgage-Backed Securities GINNIE MAE I 2047-10-15 3.500000 4774273.00 4745568.25 Agency Mortgage-Backed Securities GINNIE MAE I 2047-12-15 3.500000 4808749.00 4794350.76 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2019-05-30 1.750000 4851000.00 4831061.04 Agency Debentures and Agency Strips GINNIE MAE I 2047-07-15 4.500000 4894482.00 4584852.28 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANKS FUNDING CORP 2028-08-04 2.730000 5000000.00 4829479.17 Agency Debentures and Agency Strips FANNIE MAE B1V7KEBTPIMZEU4LTD58 2021-09-01 6.500000 5000000.00 43665.76 Agency Mortgage-Backed Securities GINNIE MAE I 2039-03-15 5.000000 5000000.00 268898.69 Agency Mortgage-Backed Securities GINNIE MAE II 2045-12-20 4.500000 5012563.00 3421110.62 Agency Mortgage-Backed Securities GINNIE MAE II 2048-06-20 4.000000 5029510.00 5187361.73 Agency Mortgage-Backed Securities GINNIE MAE I 2045-11-15 4.500000 5189326.00 2574031.05 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2019-03-01 2.839000 5250000.00 1887.57 Agency Mortgage-Backed Securities GINNIE MAE I 2047-12-15 3.500000 5252471.00 5238787.38 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2033-06-01 3.000000 5297000.00 2411046.56 Agency Mortgage-Backed Securities GINNIE MAE II 2048-05-20 2.000000 5314827.00 5210823.45 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2033-06-01 4.000000 5369093.00 5537935.46 Agency Mortgage-Backed Securities GINNIE MAE II 2048-03-20 4.500000 5398717.00 5650903.31 Agency Mortgage-Backed Securities GINNIE MAE I 2041-07-15 4.500000 5400000.00 974836.31 Agency Mortgage-Backed Securities GINNIE MAE I 2038-11-15 5.500000 5569494.00 264305.46 Agency Mortgage-Backed Securities GINNIE MAE I 2047-10-15 5.000000 5576718.00 3959143.26 Agency Mortgage-Backed Securities GINNIE MAE I 2048-01-15 5.000000 5690960.00 5978087.61 Agency Mortgage-Backed Securities GINNIE MAE I 2047-11-15 3.500000 5741137.00 5710402.18 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2019-07-01 6.500000 5750000.00 6335.13 Agency Mortgage-Backed Securities GINNIE MAE I 2023-07-15 5.500000 5835353.00 179695.69 Agency Mortgage-Backed Securities GINNIE MAE II 2048-05-20 5.000000 5919015.00 6276146.98 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2027-02-01 5.000000 5931427.00 142846.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 2021-06-11 3.625000 5945000.00 6108799.61 Agency Debentures and Agency Strips FANNIE MAE B1V7KEBTPIMZEU4LTD58 2022-11-01 5.500000 5958804.00 63762.77 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2019-06-01 4.500000 6000000.00 38114.85 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2021-12-01 6.000000 6000000.00 88245.15 Agency Mortgage-Backed Securities GINNIE MAE I 2039-05-15 4.500000 6000000.00 325845.59 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2028-04-01 2.500000 6122990.00 3228821.61 Agency Mortgage-Backed Securities GINNIE MAE I 2039-07-15 5.500000 6261952.00 544287.72 Agency Mortgage-Backed Securities GINNIE MAE I 2038-04-15 6.000000 6293153.00 156549.37 Agency Mortgage-Backed Securities GINNIE MAE I 2059-06-15 3.420000 6410374.00 6288038.42 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2032-12-01 2.500000 6714376.00 6210094.18 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2033-01-01 2.500000 6721691.00 6290832.67 Agency Mortgage-Backed Securities GINNIE MAE I 2047-03-15 4.500000 6889653.00 3835817.24 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2037-12-01 3.375000 6906581.00 118447.76 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2019-08-01 4.500000 7000000.00 87250.07 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2028-08-01 4.976000 7038928.00 42176.51 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2028-09-01 2.500000 7064462.00 3441330.24 Agency Mortgage-Backed Securities GINNIE MAE II 2048-06-20 4.000000 7297359.00 7532699.63 Agency Mortgage-Backed Securities GINNIE MAE II 2045-12-20 5.500000 7321297.00 6902179.32 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANKS FUNDING CORP 2027-12-20 2.730000 7691000.00 7401683.81 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 2025-12-12 3.125000 7730000.00 7831883.55 Agency Debentures and Agency Strips GINNIE MAE II 2048-05-20 5.000000 7742077.00 8151473.84 Agency Mortgage-Backed Securities GINNIE MAE I 2039-12-15 4.500000 7859423.00 983908.53 Agency Mortgage-Backed Securities GINNIE MAE II 2048-06-20 4.500000 7914730.00 8258846.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 2021-12-10 2.875000 8160000.00 8205429.67 Agency Debentures and Agency Strips GINNIE MAE I 2020-09-15 9.500000 8505000.00 1502.88 Agency Mortgage-Backed Securities GINNIE MAE II 2048-05-20 4.500000 8542720.00 8889664.57 Agency Mortgage-Backed Securities GINNIE MAE I 2033-08-15 4.500000 9061863.00 493609.87 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2019-06-01 6.500000 9500000.00 7087.03 Agency Mortgage-Backed Securities GINNIE MAE II 2046-03-20 3.500000 9848500.00 6339732.76 Agency Mortgage-Backed Securities GINNIE MAE II 2048-05-20 4.000000 9976292.00 10309943.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 2033-03-11 3.500000 10000000.00 10115661.11 Agency Debentures and Agency Strips FANNIE MAE B1V7KEBTPIMZEU4LTD58 2021-02-26 1.375000 10000000.00 9725579.17 Agency Debentures and Agency Strips FANNIE MAE B1V7KEBTPIMZEU4LTD58 2021-12-01 6.500000 10000000.00 58355.06 Agency Mortgage-Backed Securities GINNIE MAE II 2027-01-20 3.500000 10105773.00 443551.48 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2020-01-17 1.500000 10397000.00 10313927.97 Agency Debentures and Agency Strips FANNIE MAE B1V7KEBTPIMZEU4LTD58 2019-08-01 5.000000 10398576.00 59401.03 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANKS FUNDING CORP 2027-12-08 3.170000 10408000.00 10259573.25 Agency Debentures and Agency Strips GINNIE MAE I 2046-08-15 3.500000 10436261.00 8464074.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 2020-12-15 2.050000 10765000.00 10604356.30 Agency Debentures and Agency Strips GINNIE MAE II 2048-05-20 3.500000 10918546.00 10880051.08 Agency Mortgage-Backed Securities GINNIE MAE I 2047-10-15 5.000000 10944808.00 7931222.92 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2028-05-01 2.500000 11012592.00 5112982.22 Agency Mortgage-Backed Securities GINNIE MAE II 2048-02-20 2.500000 12251009.00 11525918.99 Agency Mortgage-Backed Securities GINNIE MAE I 2047-12-01 3.500000 12648560.00 12352786.24 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2019-06-20 1.750000 12722000.00 12651869.98 Agency Debentures and Agency Strips GINNIE MAE II 2048-01-20 3.000000 12947840.00 12489814.11 Agency Mortgage-Backed Securities GINNIE MAE II 2048-05-20 4.500000 12962419.00 13599320.17 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2036-09-01 6.500000 13000000.00 238938.24 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2023-01-19 2.375000 13233000.00 13120144.56 Agency Debentures and Agency Strips FREDDIE MAC GOLD 2036-10-01 5.000000 13281960.00 156133.37 Agency Mortgage-Backed Securities GINNIE MAE I 2047-11-15 5.000000 13428262.00 11896657.99 Agency Mortgage-Backed Securities GINNIE MAE II 2048-02-20 5.000000 13468224.00 13905204.74 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-10-01 6.000000 13574362.00 98412.73 Agency Mortgage-Backed Securities GINNIE MAE II 2048-03-20 4.500000 13818604.00 14242798.85 Agency Mortgage-Backed Securities GINNIE MAE I 2046-02-15 4.500000 13831988.00 7693611.66 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2018-09-01 5.500000 14777312.00 15718.52 Agency 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Obligation FHLMC_4795G 2048-06-15 3.500000 5000.00 4856.69 Agency Collateralized Mortgage Obligation FNMA_03-117 2033-06-25 5.500000 5000.00 0.20 Agency Collateralized Mortgage Obligation GNMA_05-6 2034-10-20 5.000000 5000.00 2286.07 Agency Collateralized Mortgage Obligation GNMA_12-136 2042-11-20 2.000000 5000.00 2000.56 Agency Collateralized Mortgage Obligation GNMA_11-153 2041-11-16 3.000000 5000.00 751.69 Agency Collateralized Mortgage Obligation FREDDIE MAC GOLD 2027-02-01 5.500000 5677.00 170.32 Agency Mortgage-Backed Securities FREDDIE MAC FHLMC_1303 2022-06-15 8.250000 6000.00 30.79 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-11-01 3.500000 6000.00 5811.08 Agency Mortgage-Backed Securities FHLMC_4060C 2042-03-15 3.000000 7000.00 81.05 Agency Collateralized Mortgage Obligation FNMA_91-52 2021-05-25 8.500000 8000.00 17.29 Agency Collateralized Mortgage Obligation GNMA_13-51A 2043-04-20 2.500000 8000.00 2785.74 Agency Collateralized Mortgage 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Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2040-12-01 4.000000 92895.00 17219.86 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-10-01 3.000000 95000.00 89303.82 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-06-01 3.000000 95595.00 78433.34 Agency Mortgage-Backed Securities FHLMC_4315 2041-08-15 3.500000 100000.00 57647.11 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2030-02-01 3.000000 100000.00 72345.60 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-06-01 3.500000 100000.00 53725.17 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-08-01 3.500000 100000.00 59257.72 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-04-01 3.500000 100000.00 72665.21 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-05-01 3.500000 100000.00 71814.00 Agency Mortgage-Backed Securities FANNIE MAE 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Mortgage Obligation FHLMC_45-81 2034-01-15 3.000000 11873200.00 1222377.54 Agency Collateralized Mortgage Obligation GNMA_14-158 2044-10-20 3.516250 11902000.00 401838.15 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2019-05-01 4.000000 11906100.00 63757.47 Agency Mortgage-Backed Securities FNMA_12-49 2042-05-25 4.308870 12000000.00 534700.58 Agency Collateralized Mortgage Obligation FNMA_11-112 2041-11-25 4.458870 12182354.00 263265.94 Agency Collateralized Mortgage Obligation FNMA_13-103A 2043-10-25 0.000000 12340000.00 6405577.58 Agency Collateralized Mortgage Obligation GNMA_15-106 2039-08-20 5.500000 12400000.00 1249878.21 Agency Collateralized Mortgage Obligation FHLMC_4491 2040-03-15 6.000000 12467233.00 1204944.02 Agency Collateralized Mortgage Obligation FNMA_17-39A 2047-05-25 4.058870 12569077.00 1412093.51 Agency Collateralized Mortgage Obligation FHLMC_37-27 2025-07-15 2.000000 12892019.00 1045412.15 Agency Collateralized Mortgage Obligation FNMA_12-100 2042-09-25 2.798870 12963000.00 419893.45 Agency Collateralized Mortgage Obligation GNMA_14-60 2044-04-20 4.500000 13017055.00 860406.05 Agency Collateralized Mortgage Obligation FNMA_12-24D 2042-03-25 4.358870 13150872.00 969260.73 Agency Collateralized Mortgage Obligation GNMA_15-178A 2045-12-20 4.066250 13315279.00 1668297.11 Agency Collateralized Mortgage Obligation FNMA_10-137 2039-11-25 9.000000 13471132.00 651345.03 Agency Collateralized Mortgage Obligation FNMA_14-78 2044-05-25 4.500000 13574666.00 1161679.38 Agency Collateralized Mortgage Obligation FNMS_418 2039-05-25 6.500000 13800771.00 1245891.69 Agency Collateralized Mortgage Obligation FNMA_12-31 2041-04-25 4.500000 14222222.00 554736.95 Agency Collateralized Mortgage Obligation FHLMC_45-66 2046-04-15 3.500000 14285714.00 1940878.56 Agency Collateralized Mortgage Obligation FNMA_18-35E 2048-05-25 3.000000 14324200.00 13672311.46 Agency Collateralized Mortgage Obligation FNMA_12-133 2042-12-25 4.058870 14614285.00 1377497.82 Agency Collateralized Mortgage Obligation FNMA_16-45 2046-07-25 6.000000 14651350.00 2396587.91 Agency Collateralized Mortgage Obligation FHLMC_2988 2035-06-15 4.126750 15000000.00 123051.32 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3170 2033-09-15 4.526750 15000000.00 137718.75 Agency Collateralized Mortgage Obligation FHLMC_3585 2039-08-15 6.500000 15018154.00 202575.32 Agency Collateralized Mortgage Obligation FNSTR_365 2036-02-01 5.000000 15056555.00 138560.67 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-05-01 4.500000 15130715.00 15932295.22 Agency Mortgage-Backed Securities GNMA_11-141 2041-03-20 4.616250 15191436.00 638105.13 Agency Collateralized Mortgage Obligation FHLMC_47-73 2029-05-15 4.000000 15524000.00 15866074.69 Agency Collateralized Mortgage Obligation FNMA_12-79 2042-07-25 3.958870 15589330.00 720474.06 Agency Collateralized Mortgage Obligation FNMA_05-57 2035-04-25 4.608870 15625000.00 52406.36 Agency Collateralized Mortgage Obligation FHLMC_3759 2040-11-15 3.926750 15638375.00 662331.61 Agency Collateralized Mortgage Obligation GNMA_15-180 2044-09-20 5.000000 15644305.00 1169692.12 Agency Collateralized Mortgage Obligation FNMA_17-17B 2040-12-25 3.000000 15961305.00 13832209.96 Agency Collateralized Mortgage Obligation FNMA_15-32 2045-05-25 4.108870 16023661.00 1564746.65 Agency Collateralized Mortgage Obligation GNMA_13-116 2043-08-20 3.966250 16066000.00 706484.58 Agency Collateralized Mortgage Obligation FREDDIC MAC FHLMC_4773 2045-09-15 4.000000 16088000.00 16619227.55 Agency Collateralized Mortgage Obligation FHLMC_47-98 2041-05-15 4.000000 16221902.00 16764704.87 Agency Collateralized Mortgage Obligation FHLMC_39-96 2042-02-15 3.876750 16666666.00 542222.48 Agency Collateralized Mortgage Obligation FHLMC_45-59 2034-01-15 3.000000 16666666.00 1360093.42 Agency Collateralized Mortgage Obligation FNMA_10-111B 2040-09-25 6.000000 16666666.00 318571.06 Agency Collateralized Mortgage Obligation GNMA_05-31 2035-04-16 4.064940 17013366.00 107762.99 Agency Collateralized Mortgage Obligation FHLMC_261 2040-05-15 0.000000 17045348.00 1585115.22 Agency Collateralized Mortgage Obligation GNMA_11-133 2039-12-20 4.016250 17238000.00 326623.58 Agency Collateralized Mortgage Obligation FNMA_15-67B 2043-09-25 0.000000 17317886.00 9366794.27 Agency Collateralized Mortgage Obligation GNMA_14-5 2044-01-16 3.464940 17850000.00 505813.06 Agency Collateralized Mortgage Obligation FNS_413 2042-07-25 3.500000 18276216.00 1511384.16 Agency Collateralized Mortgage Obligation FHLMC_4589B 2046-06-15 3.826750 18318856.00 2384589.56 Agency Collateralized Mortgage Obligation FNMA_17-56B 2047-07-25 5.500000 18394482.00 3186602.30 Agency Collateralized Mortgage Obligation GNMA_08-54 2038-06-16 4.164940 18655425.00 446290.97 Agency Collateralized Mortgage Obligation FHSTR_328 2038-02-15 2.257010 19000000.00 7147677.55 Agency Collateralized Mortgage Obligation FHLMC_4604 2046-08-15 4.026750 19000000.00 1496454.56 Agency Collateralized Mortgage Obligation GNMA_12-128 2042-10-16 3.500000 19058565.00 1519568.10 Agency Collateralized Mortgage Obligation GNMA_10-106 2040-08-20 3.916250 19075903.00 821924.73 Agency Collateralized Mortgage Obligation FNMA_14-49 2044-08-25 6.000000 19223505.00 1711127.45 Agency Collateralized Mortgage Obligation FNMA_15-18F 2045-04-25 4.028870 19285714.00 2298251.28 Agency Collateralized Mortgage Obligation FNMA_13-52H 2043-06-25 4.000000 19500000.00 987378.12 Agency Collateralized Mortgage Obligation FHLMC_3946 2041-04-15 4.576750 19670625.00 470914.43 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3819 2040-06-15 4.396750 19673666.00 469502.68 Agency Collateralized Mortgage Obligation FHLMC_47-88 2029-06-15 4.000000 19863154.00 20430903.44 Agency Collateralized Mortgage Obligation FNMA_12-75 2041-12-25 4.558870 20205597.00 936551.77 Agency Collateralized Mortgage Obligation GNMA_11-153D 2039-05-20 4.016250 20539221.00 823425.08 Agency Collateralized Mortgage Obligation FHLMC_4012 2036-05-15 5.076750 20578643.00 974688.26 Agency Collateralized Mortgage Obligation FNMA_12-23 2040-03-25 3.908870 20710917.00 333049.37 Agency Collateralized Mortgage Obligation FNMA_406 2041-01-25 5.000000 21038740.00 470908.52 Agency Collateralized Mortgage Obligation FNMA_11-88 2040-06-25 5.000000 21103800.00 985985.19 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2020-01-01 4.500000 21154060.00 82726.88 Agency Mortgage-Backed Securities FHLMC_43-98 2037-10-15 6.000000 21192395.00 1823633.89 Agency Collateralized Mortgage Obligation FHLMC_3404 2038-01-15 4.426750 21241785.00 361367.59 Agency Collateralized Mortgage Obligation FNMA_12-75 2042-07-25 4.458870 21333333.00 1233990.37 Agency Collateralized Mortgage Obligation GNMA_10-126 2039-12-16 3.964940 21358505.00 262701.33 Agency Collateralized Mortgage Obligation FNMA_06-124 2037-01-25 4.288870 21509000.00 228547.44 Agency Collateralized Mortgage Obligation FNMA_06-104 2036-11-25 4.658870 21700000.00 133620.02 Agency Collateralized Mortgage Obligation FHLMC_39-87 2026-09-15 3.500000 21821142.00 385631.51 Agency Collateralized Mortgage Obligation FHLMC_3762 2040-11-15 4.526750 21863608.00 1289845.80 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2039-05-25 4.000000 22200000.00 261181.51 Agency Collateralized Mortgage Obligation FHLMC_4175 2043-03-15 4.026750 22243120.00 1880912.69 Agency Collateralized Mortgage Obligation FHLMC_35-38 2036-06-15 6.000000 22248181.00 812649.97 Agency Collateralized Mortgage Obligation FNMA_11-104 2039-03-25 4.538870 22510643.00 277451.41 Agency Collateralized Mortgage Obligation FNMA_06-24 2036-04-25 5.108870 22643906.00 387971.54 Agency Collateralized Mortgage Obligation FNMA_11-90 2041-09-25 0.000000 22775617.00 5592872.34 Agency Collateralized Mortgage Obligation FNMA_18-15H 2044-10-25 3.500000 22950000.00 22098806.00 Agency Collateralized Mortgage Obligation GNMA_10-14 2040-02-16 4.464940 23068000.00 503100.32 Agency Collateralized Mortgage Obligation FHLMC_3934A 2041-07-15 4.500000 23081223.00 1068629.08 Agency Collateralized Mortgage Obligation GNMA_13-113 2043-08-16 4.014940 23408244.00 1035730.72 Agency Collateralized Mortgage Obligation FHLMC_47-73 2029-05-15 4.000000 23508000.00 24038674.95 Agency Collateralized Mortgage Obligation FNMA_13-68 2042-03-25 5.000000 23520000.00 822110.88 Agency Collateralized Mortgage Obligation FHLMC_4031 2042-04-15 5.000000 23875779.00 1122296.13 Agency Collateralized Mortgage Obligation FNMA_16-4 2046-02-25 3.558870 24019083.00 1470444.78 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS 2039-12-20 3.500000 24138354.00 467938.74 Agency Collateralized Mortgage Obligation FHLMC_3940 2040-05-15 4.576750 24302967.00 531268.47 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2018-08-01 4.000000 24449723.00 14351.47 Agency Mortgage-Backed Securities GNMA_14-36E 2044-03-16 5.500000 24850454.00 2042147.94 Agency Collateralized Mortgage Obligation FNMA_13-6 2033-02-25 3.500000 24865853.00 1476120.11 Agency Collateralized Mortgage Obligation FHLMC_4105B 2042-09-15 4.526750 25000000.00 2442812.14 Agency Collateralized Mortgage Obligation FHLMC_3578 2036-04-15 4.576750 25000000.00 390145.37 Agency Collateralized Mortgage Obligation FNMA_16-63 2044-05-25 4.000000 25652229.00 2429615.95 Agency Collateralized Mortgage Obligation FHLMC_40-7 2042-02-15 3.876750 25742360.00 1597030.89 Agency Collateralized Mortgage Obligation GNMA_11-66 2041-05-16 3.964940 25800000.00 491270.64 Agency Collateralized Mortgage Obligation FNMA_13-123 2043-05-25 4.058870 25845142.00 676514.08 Agency Collateralized Mortgage Obligation GNMA_15-64 2044-11-20 4.000000 25967000.00 2966685.37 Agency Collateralized Mortgage Obligation FNMA_14-19C 2040-06-25 5.000000 26012000.00 560098.41 Agency Collateralized Mortgage Obligation FHLMC_4322 2043-05-15 4.500000 26362777.00 1992874.20 Agency Collateralized Mortgage Obligation FHLMC_4132 2042-08-15 3.500000 26573983.00 1983513.16 Agency Collateralized Mortgage Obligation FNMA_11-144 2041-04-25 4.458870 26600000.00 1056415.16 Agency Collateralized Mortgage Obligation FNMA_06-15A 2036-03-25 4.488870 26999999.00 455032.77 Agency Collateralized Mortgage Obligation FHLMC_41-65 2028-02-15 2.500000 27520192.00 858262.91 Agency Collateralized Mortgage Obligation FHLMC_4389 2044-09-15 4.006750 27632018.00 1227423.85 Agency Collateralized Mortgage Obligation FNMA_13-6 2033-02-25 3.000000 27672262.00 1681483.93 Agency Collateralized Mortgage Obligation GNMA_10-42 2040-04-20 3.616250 27709000.00 551776.84 Agency Collateralized Mortgage Obligation FREDDIE MAC GOLD 2019-02-01 6.500000 27856279.00 15276.33 Agency Mortgage-Backed Securities GNMA_15-102 2045-07-20 3.500000 28571428.00 2035466.05 Agency Collateralized Mortgage Obligation FHLMC_3907 2040-04-15 4.476750 28598399.00 686003.58 Agency Collateralized Mortgage Obligation GNMA_07-17 2037-04-16 4.724940 28928913.00 359730.44 Agency Collateralized Mortgage Obligation FNMA_17-109C 2045-11-25 3.500000 28945000.00 28609117.30 Agency Collateralized Mortgage Obligation FHLMC_37-69 2040-12-15 4.426750 29250000.00 729403.11 Agency Collateralized Mortgage Obligation FHLMC_4585A 2046-05-15 4.026750 29276577.00 2121385.09 Agency Collateralized Mortgage Obligation GNMA_16-103 2046-07-20 3.000000 29421390.00 2995316.42 Agency Collateralized Mortgage Obligation FHLMC_39-58 2040-12-15 4.526750 29938736.00 1115725.33 Agency Collateralized Mortgage Obligation FNMA_17-105D 2048-01-25 4.058870 30000000.00 5230535.30 Agency Collateralized Mortgage Obligation FHLMC_31-21 2036-03-15 4.026750 30000000.00 323894.35 Agency Collateralized Mortgage Obligation FNMA_11-111 2040-07-25 4.508870 30195334.00 1039761.49 Agency Collateralized Mortgage Obligation FHLMC_3913 2041-03-15 4.526750 30895999.00 547114.95 Agency Collateralized Mortgage Obligation GNMA_11-158 2026-11-20 4.000000 31200000.00 346053.97 Agency Collateralized Mortgage Obligation FHLMC_3982 2042-01-15 4.396750 31544121.00 1127437.63 Agency Collateralized Mortgage Obligation FNMA_06-23 2036-04-25 4.608870 32165142.00 451690.51 Agency Collateralized Mortgage Obligation FHLMC_40-11 2040-03-15 5.500000 32181818.00 2050329.09 Agency Collateralized Mortgage Obligation GNMA_12-96 2042-04-20 4.000000 32600000.00 594670.20 Agency Collateralized Mortgage Obligation FNMA_13-42 2043-05-25 4.500000 33008332.00 1153207.74 Agency Collateralized Mortgage Obligation FNMA_14-88 2045-01-25 4.058870 33443905.00 3098842.76 Agency Collateralized Mortgage Obligation FNMA_13-19 2041-09-25 4.108870 33482200.00 1838734.66 Agency Collateralized Mortgage Obligation GNMA_14-145 2044-10-16 3.514940 33572196.00 1684708.09 Agency Collateralized Mortgage Obligation FHLMC_40-48 2040-10-15 4.576750 33713100.00 1436401.59 Agency Collateralized Mortgage Obligation FHLMC_4191E 2043-04-15 4.500000 33732666.00 1360692.29 Agency Collateralized Mortgage Obligation FHLMC_3122 2036-03-15 4.626750 34295857.00 301509.93 Agency Collateralized Mortgage Obligation FNMA_13-131 2044-01-25 4.008870 35000000.00 1315825.14 Agency Collateralized Mortgage Obligation FHLMC_12-4057 2027-05-15 3.000000 35000000.00 866701.94 Agency Collateralized Mortgage Obligation FHLMC_3638 2040-02-15 4.196750 35000000.00 282831.65 Agency Collateralized Mortgage Obligation FNMA_05-74 2035-07-25 3.988870 35467249.00 162592.05 Agency Collateralized Mortgage Obligation FNMA_13-15 2033-03-25 4.108870 36000000.00 2900061.27 Agency Collateralized Mortgage Obligation GINNIE MAE II 2044-08-20 2.500000 36554861.00 10185104.38 Agency Mortgage-Backed Securities FNMA_13-105 2041-03-25 4.500000 37075514.00 1304974.28 Agency Collateralized Mortgage Obligation FNMA_07-23 2037-03-25 4.678870 37350000.00 506975.68 Agency Collateralized Mortgage Obligation GNMA_10-120 2040-09-20 3.316250 37475246.00 774724.92 Agency Collateralized Mortgage Obligation FNMA_10-134 2040-12-25 3.958870 37850000.00 650445.53 Agency Collateralized Mortgage Obligation FHLMC_3860 2040-06-15 4.526750 37906851.00 635716.06 Agency Collateralized Mortgage Obligation GNMA_15-18 2045-02-16 6.000000 38029926.00 4264503.00 Agency Collateralized Mortgage Obligation GNMA_16-104 2043-05-16 5.000000 38483022.00 3654004.63 Agency Collateralized Mortgage Obligation FHLMC_34-43 2036-09-15 4.726750 38965736.00 452954.30 Agency Collateralized Mortgage Obligation FNMA_18-5C 2048-02-25 4.158870 39632837.00 4728212.69 Agency Collateralized Mortgage Obligation FHLMC_3687D 2038-11-15 5.000000 39735000.00 537584.04 Agency Collateralized Mortgage Obligation FHLMC_43-13 2044-03-15 4.076750 40000000.00 1687854.37 Agency Collateralized Mortgage Obligation FHLMC_34-16 2038-02-15 4.176750 40000000.00 820678.01 Agency Collateralized Mortgage Obligation GNMA_14-58 2044-04-16 3.514940 40000000.00 1838408.67 Agency Collateralized Mortgage Obligation FHLMC_36-77 2040-05-15 4.476750 40767029.00 688478.82 Agency Collateralized Mortgage Obligation FHLMC_3988 2039-01-15 4.000000 40797125.00 709195.27 Agency Collateralized Mortgage Obligation FNMA_15-37 2045-06-25 3.528870 42269082.00 3618868.61 Agency Collateralized Mortgage Obligation FHLMC_40-30 2041-02-15 4.576750 42572700.00 1366276.78 Agency Collateralized Mortgage Obligation FHLMC_35-82 2039-10-15 4.726750 42742149.00 824193.36 Agency Collateralized Mortgage Obligation GNMA_13-170 2043-11-16 5.500000 42848054.00 2039499.70 Agency Collateralized Mortgage Obligation FNMA_12-15 2040-04-25 4.528870 43333333.00 1332239.10 Agency Collateralized Mortgage Obligation FNMA_10-154 2040-11-25 4.500000 43533333.00 1280793.77 Agency Collateralized Mortgage Obligation GNMA_11-13 2041-01-16 3.864940 44000000.00 1382914.58 Agency Collateralized Mortgage Obligation GNMA_13-129 2043-09-20 3.966250 44800000.00 1776622.33 Agency Collateralized Mortgage Obligation FHLMC-2990 2035-05-01 4.336996 45257372.00 527433.09 Agency Collateralized Mortgage Obligation FNMA_15-40A 2032-03-25 3.500000 45313519.00 2604231.91 Agency Collateralized Mortgage Obligation FHLMC_4125A 2042-11-15 4.076750 45566666.00 1828357.74 Agency Collateralized Mortgage Obligation FHLMC_3265 2037-01-15 4.336750 46360000.00 511226.34 Agency Collateralized Mortgage Obligation FNMA_12-80 2042-08-25 3.908870 47851923.00 2869453.06 Agency Collateralized Mortgage Obligation FNMA_11-96 2041-10-25 2.591130 48261173.00 7275428.99 Agency Collateralized Mortgage Obligation FNMA_07-42 2037-05-25 4.668870 48300000.00 316229.82 Agency Collateralized Mortgage Obligation FNMA_09-88 2039-11-25 4.108870 48400000.00 766084.01 Agency Collateralized Mortgage Obligation FHLMC_4742B 2047-12-15 4.126750 48728649.00 8709763.84 Agency Collateralized Mortgage Obligation FNMA_12-75 2041-11-25 4.558870 49074344.00 2762582.45 Agency Collateralized Mortgage Obligation FHLMC_4091 2042-08-15 4.476750 49700163.00 5306557.60 Agency Collateralized Mortgage Obligation FHLMC_3859 2041-05-15 4.526750 50000000.00 1758344.09 Agency Collateralized Mortgage Obligation FHLMC_4351 2044-06-15 4.126750 50000000.00 2653342.90 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_06-8 2036-03-25 4.508870 50000000.00 564515.75 Agency Collateralized Mortgage Obligation FNMA_07-33 2037-04-25 4.558870 50000000.00 417260.45 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3415 2035-08-15 4.226750 50000000.00 312517.92 Agency Collateralized Mortgage Obligation FHLMC_3437 2038-04-15 4.726750 50000000.00 898919.99 Agency Collateralized Mortgage Obligation GNMA_07-61 2037-10-20 4.066250 50000000.00 219080.20 Agency Collateralized Mortgage Obligation GNMA_09-101 2039-11-20 4.246250 50000000.00 844168.42 Agency Collateralized Mortgage Obligation GNMA_13-186 2043-09-20 5.000000 50469918.00 2605326.66 Agency Collateralized Mortgage Obligation FNMA_04-65 2034-08-25 4.958870 50492769.00 262660.61 Agency Collateralized Mortgage Obligation FHLMC_2931 2035-02-15 4.126750 51530454.00 429083.99 Agency Collateralized Mortgage Obligation FNMA_12-18 2042-03-25 3.858870 52596616.00 2125830.20 Agency Collateralized Mortgage Obligation FNMA_13-110 2043-11-25 4.500000 52908097.00 2002310.65 Agency Collateralized Mortgage Obligation GNMA_13-183 2042-12-16 4.500000 54005500.00 2128618.16 Agency Collateralized Mortgage Obligation FHLMC_2936 2035-02-15 4.026750 54822828.00 298197.28 Agency Collateralized Mortgage Obligation FNMA_12-9 2042-02-25 4.408870 56053492.00 2572626.07 Agency Collateralized Mortgage Obligation FNMA_05-59G 2035-07-25 4.608870 56666667.00 509752.75 Agency Collateralized Mortgage Obligation FHLMC_4586B 2046-05-15 4.026750 58365893.00 4224218.60 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_06-10 2036-03-25 4.608870 60000000.00 932233.09 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_09-50 2039-05-25 5.000000 60000000.00 645905.09 Agency Collateralized Mortgage Obligation FREDDIE MAC 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Securities FHLMC_39-84 2042-01-15 3.876750 2766000.00 96310.48 Agency Collateralized Mortgage Obligation GNMA_15-94 2045-07-20 5.500000 2784202.00 307806.54 Agency Collateralized Mortgage Obligation FHLMC_4134A 2042-11-15 3.000000 3489000.00 192931.99 Agency Collateralized Mortgage Obligation FNMA_11-59 2041-07-25 4.548870 4063232.00 92146.69 Agency Collateralized Mortgage Obligation GNMA_12-96 2042-06-20 3.500000 4223713.00 181099.16 Agency Collateralized Mortgage Obligation FHLMC_3376 2037-08-15 0.000000 4888660.00 646384.94 Agency Collateralized Mortgage Obligation GINNIE MAE II 2048-05-20 3.000000 17598992.00 17651745.96 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2043-02-01 3.000000 5000000.00 2764195.08 Agency Mortgage-Backed Securities GNMA_13-182G 2043-12-20 4.056250 5100000.00 441643.64 Agency Collateralized Mortgage Obligation GNMA_15-102 2044-01-20 3.000000 5399324.00 493641.17 Agency Collateralized Mortgage Obligation GINNIE MAE II 2042-02-20 3.375000 5435485.00 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1188247.40 Agency Collateralized Mortgage Obligation FNMA_16-65 2046-09-25 4.008870 12500000.00 1270480.16 Agency Collateralized Mortgage Obligation GINNIE MAE II 2043-06-20 3.500000 13828016.00 8055266.02 Agency Mortgage-Backed Securities GNMA_11-85A 2041-06-20 4.036250 13897669.00 315561.26 Agency Collateralized Mortgage Obligation FNMA_14-4A 2044-02-25 3.958870 14407571.00 556681.74 Agency Collateralized Mortgage Obligation GNMA_18-83B 2048-06-20 5.000000 14966873.00 3171568.53 Agency Collateralized Mortgage Obligation FNMA_16-55 2046-03-25 3.500000 15000000.00 1971691.89 Agency Collateralized Mortgage Obligation FNMA_18-32C 2048-05-25 4.108870 15191465.00 2770318.29 Agency Collateralized Mortgage Obligation FNMA_15-34J 2045-06-25 6.500000 16044023.00 1625560.79 Agency Collateralized Mortgage Obligation GNMA_18-53 2048-04-20 4.116250 16666667.00 2759790.03 Agency Collateralized Mortgage Obligation FNMA_11-131 2041-12-25 6.500000 17107134.00 385795.88 Agency Collateralized Mortgage Obligation FHLMC_4585A 2046-05-15 4.026750 17854879.00 1293767.17 Agency Collateralized Mortgage Obligation FNMA_16-31B 2036-06-25 3.500000 18084212.00 1892732.83 Agency Collateralized Mortgage Obligation GNMA_14-133A 2044-09-16 4.164940 18183057.00 1047767.10 Agency Collateralized Mortgage Obligation FHLMC_3658E 2039-04-15 5.000000 18349301.00 236734.99 Agency Collateralized Mortgage Obligation GNMA_17-174 2045-05-20 4.000000 18804146.00 3126130.10 Agency Collateralized Mortgage Obligation FHLMC_4681B 2047-05-15 4.126750 19675578.00 2202151.80 Agency Collateralized Mortgage Obligation FHSTR_309 2043-08-15 0.000000 20000000.00 10193875.47 Agency Collateralized Mortgage Obligation FHLMC_44-74 2045-05-15 4.106750 20214285.00 2368906.42 Agency Collateralized Mortgage Obligation GNMA_16-77 2045-11-20 3.000000 20262862.00 2143243.04 Agency Collateralized Mortgage Obligation GNMA_16-17 2043-11-20 4.500000 20365637.00 391905.74 Agency Collateralized Mortgage Obligation FHLMC_44-42 2044-01-15 4.000000 20672366.00 1127284.62 Agency Collateralized Mortgage Obligation FHLMC _4280 2043-12-15 3.876750 21000000.00 1631022.67 Agency Collateralized Mortgage Obligation GNMA_14-97 2039-08-20 4.500000 22201336.00 124707.99 Agency Collateralized Mortgage Obligation FNMA_18-43 2038-09-25 4.158870 22331447.00 2812044.58 Agency Collateralized Mortgage Obligation FNMA_18-32A 2048-05-25 4.108870 22333366.00 3979861.90 Agency Collateralized Mortgage Obligation FNMA_18-4B 2047-12-25 4.000000 22819242.00 4082589.40 Agency Collateralized Mortgage Obligation FNMA_14-49 2054-08-25 6.000000 24114527.00 1702067.58 Agency Collateralized Mortgage Obligation FNMA_17-87 2041-06-25 5.000000 24534435.00 4441011.83 Agency Collateralized Mortgage Obligation FNMA_16-91B 2046-12-25 4.008870 24782240.00 2310100.44 Agency Collateralized Mortgage Obligation FNMA_13-35 2033-04-25 3.000000 24874298.00 1582241.72 Agency Collateralized Mortgage Obligation GNMA_17-101 2047-07-20 4.116250 25000000.00 3801778.24 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4.116250 25686585.00 1836775.38 Agency Collateralized Mortgage Obligation GNMA_16-37 2046-03-20 4.016250 25754870.00 2145321.55 Agency Collateralized Mortgage Obligation FNMA_17-100 2047-12-25 4.058870 25955215.00 4738334.01 Agency Collateralized Mortgage Obligation FNMA_12-63E 2042-06-25 4.500000 26666666.00 2081057.52 Agency Collateralized Mortgage Obligation FHLMC_45-59 2031-03-15 2.500000 27000000.00 1919758.02 Agency Collateralized Mortgage Obligation FNMA_10-68 2040-07-25 2.908870 27000000.00 507014.96 Agency Collateralized Mortgage Obligation FNMA_12-98 2027-04-25 3.000000 27500000.00 761737.86 Agency Collateralized Mortgage Obligation FHLMC_4753K 2048-01-15 4.076750 27668862.00 5033728.76 Agency Collateralized Mortgage Obligation FHLMC_4215 2038-03-15 3.500000 28052142.00 604906.07 Agency Collateralized Mortgage Obligation GNMA_16-163 2043-09-20 0.601010 28190974.00 634486.99 Agency Collateralized Mortgage Obligation FNMA_13-41 2038-04-25 4.000000 28402812.00 1939389.22 Agency 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Agency Collateralized Mortgage Obligation GNMA_11-161 2045-04-16 0.400360 125000000.00 748364.82 Agency Collateralized Mortgage Obligation GNMA_13-193 2055-01-16 0.928850 135000000.00 3951570.66 Agency Collateralized Mortgage Obligation FNMA_10-109B 2040-10-25 5.000000 143002751.00 4442481.27 Agency Collateralized Mortgage Obligation FHLS_238 2036-04-15 5.000000 146688375.00 1217522.13 Agency Collateralized Mortgage Obligation GNMA_11-142 2046-09-16 0.382020 150000000.00 710935.39 Agency Collateralized Mortgage Obligation GNMA_11-147 2044-10-16 0.266140 150000000.00 614523.41 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-88 2059-11-16 0.317140 153080320.00 4305996.32 Agency Collateralized Mortgage Obligation FNMS_04-17 2043-04-25 2.500000 154702598.00 4271526.47 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-56 2059-11-16 0.634840 154813742.00 9435664.67 Agency Collateralized Mortgage Obligation 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Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-26 2040-02-20 4.166250 100000.00 2509.96 Agency Collateralized Mortgage Obligation FNMA_16-26 2041-03-25 5.000000 100032.00 39038.57 Agency Collateralized Mortgage Obligation FNMA_18-13B 2048-03-25 4.000000 100032.00 20094.26 Agency Collateralized Mortgage Obligation FNSTR_386 2037-11-25 5.000000 155000.00 2436.20 Agency Collateralized Mortgage Obligation FNSTR_383 2037-06-25 6.000000 165000.00 746.03 Agency Collateralized Mortgage Obligation FNSTR_386 2037-11-25 5.000000 192000.00 2942.54 Agency Collateralized Mortgage Obligation FNMA_09-92 2039-11-25 21.705180 214398.00 268749.59 Agency Collateralized Mortgage Obligation FNSTR_383 2037-07-25 5.500000 239000.00 1589.41 Agency Collateralized Mortgage Obligation FNMA_06-115 2036-12-25 0.000000 250000.00 28864.49 Agency Collateralized Mortgage Obligation FHSTR_171 2024-07-01 8.000000 328916.00 107.32 Agency Collateralized Mortgage Obligation FNMA_08-24 2038-02-25 0.000000 380084.00 119091.76 Agency Collateralized Mortgage Obligation FHSTR_147 2023-02-01 8.000000 425478.00 50.66 Agency Collateralized Mortgage Obligation FNMA_18-38 2048-06-25 4.000000 497677.00 507408.24 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3143- 2036-02-15 5.500000 500000.00 117025.45 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_4217B 2043-06-15 2.792100 531364.00 313967.45 Agency Collateralized Mortgage Obligation FNMA_385 2038-01-25 5.000000 576441.00 5002.23 Agency Collateralized Mortgage Obligation FNSTR_383 2037-06-25 6.000000 581000.00 2834.42 Agency Collateralized Mortgage Obligation FNSTR_383 2037-09-25 5.500000 587000.00 4152.52 Agency Collateralized Mortgage Obligation FNSTR_404 2040-05-25 4.500000 700000.00 19674.73 Agency Collateralized Mortgage Obligation FNSTR_383 2037-06-25 6.000000 737000.00 3474.08 Agency Collateralized Mortgage Obligation FNSTR_383 2037-08-25 8.000000 747000.00 4025.15 Agency Collateralized Mortgage Obligation FHLMC_4584 2043-08-15 12.760000 798670.00 242340.50 Agency Collateralized Mortgage Obligation FNSTR_0383 2037-11-25 6.000000 824000.00 4076.12 Agency Collateralized Mortgage Obligation FNMA_14-19 2039-11-25 4.508870 825000.00 28141.88 Agency Collateralized Mortgage Obligation FNSTR_383 2037-08-25 8.000000 880000.00 2797.43 Agency Collateralized Mortgage Obligation FNSTR_386 2038-07-25 6.000000 916999.00 5811.54 Agency Collateralized Mortgage Obligation FNSTR_383 2037-09-25 6.500000 957000.00 7003.27 Agency Collateralized Mortgage Obligation FNSTR_386 2037-12-25 7.500000 963000.00 5380.89 Agency Collateralized Mortgage Obligation FANNIE MAE FNSTR_372 2036-08-01 6.000000 967987.00 5796.94 Agency Collateralized Mortgage Obligation FHMA_4584 2044-05-15 9.500000 977409.00 709241.75 Agency Collateralized Mortgage Obligation FNSTR_383 2037-09-25 7.000000 1013000.00 9346.81 Agency Collateralized Mortgage Obligation FNSTR_386 2037-12-25 7.500000 1018000.00 3712.22 Agency Collateralized Mortgage Obligation FNSTR_383 2037-06-25 6.000000 1026000.00 4894.62 Agency Collateralized Mortgage Obligation FANNIEMAE STRIP FNSTR_264 2024-07-25 8.000000 1089720.00 328.67 Agency Collateralized Mortgage Obligation FREDDIEMAC STRIP FHSTR_303 2040-12-15 4.010499 1124170.00 63182.47 Agency Collateralized Mortgage Obligation FNMA_12-93 2040-07-25 4.000000 1128000.00 53459.08 Agency Collateralized Mortgage Obligation FNMA_13-56 2041-08-25 0.000000 1163246.00 143717.54 Agency Collateralized Mortgage Obligation FHLMC_4255 2035-05-15 6.980106 1200000.00 272207.20 Agency Collateralized Mortgage Obligation FHLMC_3887 2041-07-15 5.000000 1350000.00 2013651.85 Agency Collateralized Mortgage Obligation FNMA_17-32B 2047-05-25 12.000000 1401286.00 1191260.74 Agency Collateralized Mortgage Obligation FNMA_11-137 2042-01-25 3.908870 1572000.00 48663.11 Agency Collateralized Mortgage Obligation FHLMC_36-58 2040-04-15 5.000000 1661000.00 2802493.04 Agency Collateralized Mortgage Obligation FNMA_16-26 2043-01-25 7.000000 1664642.00 1039798.59 Agency Collateralized Mortgage Obligation FNSTR_419 2043-05-25 3.500000 1684174.00 185870.95 Agency Collateralized Mortgage Obligation FHLMC_45-84 2043-08-15 9.500000 1790082.00 938967.66 Agency Collateralized Mortgage Obligation FNSTR_383 2037-12-25 6.000000 1847000.00 10829.87 Agency Collateralized Mortgage Obligation FNSTR_383 2037-09-25 7.000000 1852000.00 14076.85 Agency Collateralized Mortgage Obligation FNSTR_383 2037-09-25 5.500000 1922000.00 8444.26 Agency Collateralized Mortgage Obligation FNSTR_386 2038-07-25 6.000000 1922000.00 9700.60 Agency Collateralized Mortgage Obligation FHLMC_4564 2043-04-15 13.750000 1924106.00 1424239.54 Agency Collateralized Mortgage Obligation FNSTR_386 2037-12-25 5.500000 1940000.00 17072.85 Agency Collateralized Mortgage Obligation FNSTR_383 2037-10-25 5.000000 1974000.00 23394.01 Agency Collateralized Mortgage Obligation FNSTR_386 2038-03-25 7.000000 1974000.00 11149.19 Agency Collateralized Mortgage Obligation FHLMC_1067 2021-04-15 8.000000 2000000.00 3061.02 Agency Collateralized Mortgage Obligation FHLMC_4281 2043-12-15 5.501870 2000000.00 273336.79 Agency Collateralized Mortgage Obligation FHLMC_2692 2033-07-15 9.140167 2000000.00 156259.58 Agency Collateralized Mortgage Obligation FHLMC_3055 2035-10-15 5.000000 2000000.00 4043201.41 Agency Collateralized Mortgage Obligation FNSTR-389 2038-10-25 6.000000 2049000.00 14062.99 Agency Collateralized Mortgage Obligation FNSTR_383 2037-01-25 6.500000 2085000.00 14223.89 Agency Collateralized Mortgage Obligation FNSTR_386 2038-03-25 7.000000 2105000.00 12272.04 Agency Collateralized Mortgage Obligation FNSTR_383 2038-01-25 5.500000 2174000.00 11235.23 Agency Collateralized Mortgage Obligation FNMA_14-72 2044-11-25 4.500000 2222220.00 245767.98 Agency Collateralized Mortgage Obligation FNSTR_419 2028-11-25 3.000000 2263668.00 90830.11 Agency Collateralized Mortgage Obligation FNSTR_383 2037-05-25 6.500000 2276000.00 13938.70 Agency Collateralized Mortgage Obligation FNSTR_383 2037-07-25 5.500000 2277000.00 16092.69 Agency Collateralized Mortgage Obligation FNMA_17-26 2047-04-25 12.000000 2334652.00 2319415.77 Agency Collateralized Mortgage Obligation FNSTR_383 2037-05-25 6.500000 2341000.00 14612.57 Agency Collateralized Mortgage Obligation FNMA_05-38 2035-05-25 6.000000 2366952.00 2622257.76 Agency Collateralized Mortgage Obligation FNSTR_383 2037-08-25 7.500000 2372000.00 16534.92 Agency Collateralized Mortgage Obligation FNSTR_383 2037-06-25 6.000000 2426000.00 10589.87 Agency Collateralized Mortgage Obligation FNSTR_386 2038-08-25 6.500000 2688000.00 19560.88 Agency Collateralized Mortgage Obligation FNSTR_386 2037-11-25 6.500000 2713000.00 9376.53 Agency Collateralized Mortgage Obligation FNSTR_383 2038-01-25 6.000000 2738000.00 15489.42 Agency Collateralized Mortgage Obligation FNSTR_383 2036-12-25 6.500000 2741000.00 20602.71 Agency Collateralized Mortgage Obligation FNSTR_383 2037-09-25 6.500000 2751000.00 23812.43 Agency Collateralized Mortgage Obligation FNSTR_383 2037-09-25 7.000000 2751000.00 24988.82 Agency Collateralized Mortgage Obligation FNSTR_386 2038-01-25 7.000000 2783000.00 14475.66 Agency Collateralized Mortgage Obligation FNSTR_386 2037-12-25 7.000000 2796000.00 20418.22 Agency Collateralized Mortgage Obligation FNSTR_383 2037-09-25 7.500000 2800000.00 14439.64 Agency Collateralized Mortgage Obligation FNMA_06-125 2037-01-25 5.108870 2800000.00 20449.13 Agency Collateralized Mortgage Obligation FNSTR_383 2037-09-25 6.500000 2803000.00 20688.51 Agency Collateralized Mortgage Obligation FNSTR_383 2037-09-25 7.000000 2872000.00 24197.80 Agency Collateralized Mortgage Obligation FNSTR_386 2037-12-25 7.000000 2872000.00 16207.08 Agency Collateralized Mortgage Obligation FNSTR_386 2038-01-25 7.500000 2882000.00 8649.40 Agency Collateralized Mortgage Obligation FNSTR_386 2037-12-25 5.500000 2898000.00 25471.40 Agency Collateralized Mortgage Obligation FHLMC_2559 2030-08-15 5.500000 2900000.00 138.96 Agency Collateralized Mortgage Obligation FNSTR_383 2037-06-25 6.000000 2904000.00 13277.04 Agency Collateralized Mortgage Obligation FNMA_07-55 2037-06-25 9.772170 3000000.00 84585.32 Agency Collateralized Mortgage Obligation FNSTR_383 2037-10-25 6.500000 3053000.00 18344.03 Agency Collateralized Mortgage Obligation FNSTR_383 2037-02-25 6.500000 3060000.00 18431.09 Agency Collateralized Mortgage Obligation FNMA_13-116 2043-10-25 3.500000 3122288.00 112609.91 Agency Collateralized Mortgage Obligation FNSTR_383 2038-01-25 5.500000 3135000.00 17877.73 Agency Collateralized Mortgage Obligation FNSTR_383 2037-08-25 7.000000 3415000.00 21410.21 Agency Collateralized Mortgage Obligation FNSTR_383 2037-09-25 7.500000 3499000.00 20419.04 Agency Collateralized Mortgage Obligation FNSTR_383 2037-12-25 6.000000 3545000.00 20091.35 Agency Collateralized Mortgage Obligation FNSTR_383 2036-12-25 6.500000 3554000.00 20802.00 Agency Collateralized Mortgage Obligation FNSTR_383 2037-08-25 6.500000 3629000.00 18496.08 Agency Collateralized Mortgage Obligation FNSTR_383 2037-09-25 6.500000 3707000.00 27316.57 Agency Collateralized Mortgage Obligation FANNIEMAE STRIP FNSTR_274 2025-10-25 8.500000 3741000.00 1601.34 Agency Collateralized Mortgage Obligation FNSTR_383 2037-09-25 6.500000 3743000.00 21250.48 Agency Collateralized Mortgage Obligation FNSTR_383 2037-12-25 6.000000 3791000.00 18080.78 Agency Collateralized Mortgage Obligation FNMA_07-68 2037-07-25 4.608870 3820000.00 25303.24 Agency Collateralized Mortgage Obligation FNSTR_383 2038-04-25 6.000000 3979000.00 18606.14 Agency Collateralized Mortgage Obligation FNSTR_383 2037-10-25 6.500000 3993000.00 23867.10 Agency Collateralized Mortgage Obligation FNMA_13-84 2042-11-25 4.058870 4000000.00 280180.42 Agency Collateralized Mortgage Obligation FNMA_07-34 2037-04-25 4.018870 4000000.00 16899.43 Agency Collateralized Mortgage Obligation FNSTR_383 2037-12-25 6.000000 4049000.00 23636.43 Agency Collateralized Mortgage Obligation FNSTR_383 2037-08-25 7.000000 4051000.00 16992.65 Agency Collateralized Mortgage Obligation FNSTR_383 2037-08-25 5.500000 4057000.00 28251.00 Agency Collateralized Mortgage Obligation FNSTR_383 2037-08-25 5.500000 4083000.00 28499.59 Agency Collateralized Mortgage Obligation FNSTR_383 2037-07-25 5.500000 4258000.00 29831.99 Agency Collateralized Mortgage Obligation FNSTR_383 2037-12-25 6.000000 4359000.00 25083.73 Agency Collateralized Mortgage Obligation FNSTR_07-385 2037-11-01 4.500000 4386696.00 41783.59 Agency Collateralized Mortgage Obligation FNSTR_386 2037-12-25 6.500000 4390000.00 32743.33 Agency Collateralized Mortgage Obligation FNSTR_383 2036-12-25 6.500000 4391000.00 30545.33 Agency Collateralized Mortgage Obligation FNSTR_383 2037-08-25 7.000000 4528000.00 36341.48 Agency Collateralized Mortgage Obligation FNMS_417 2043-04-25 4.500000 4616000.00 149462.96 Agency Collateralized Mortgage Obligation FNSTR_384 2036-05-25 6.000000 4626240.00 68951.84 Agency Collateralized Mortgage Obligation FHLMC_45-84 2043-08-15 2.467540 4685528.00 120678.28 Agency Collateralized Mortgage Obligation FNSTR_383 2037-07-25 5.500000 4708000.00 32978.90 Agency Collateralized Mortgage Obligation FHLMC_4584 2044-05-15 2.426750 4814640.00 358688.95 Agency Collateralized Mortgage Obligation FNSTR_383 2037-06-25 6.000000 4892000.00 24076.84 Agency Collateralized Mortgage Obligation FNMS_03-53 2034-08-01 5.000000 5000000.00 41481.84 Agency Collateralized Mortgage Obligation FHLMC_3779 2040-12-15 4.500000 5000000.00 5341847.33 Agency Collateralized Mortgage Obligation FNMA_05-59 2035-06-25 15.044350 5000000.00 2575297.27 Agency Collateralized Mortgage Obligation FNSTR_383 2037-01-25 6.500000 5017000.00 26125.53 Agency Collateralized Mortgage Obligation FNMA_12-106 2042-10-25 3.500000 5025000.00 2727025.50 Agency Collateralized Mortgage Obligation FNMA_09-104 2039-12-25 0.000000 5314792.00 520546.17 Agency Collateralized Mortgage Obligation FNSTR_381 2037-07-01 6.500000 5458770.00 48471.31 Agency Collateralized Mortgage Obligation FNSTR_383 2037-08-25 6.500000 5503000.00 43489.18 Agency Collateralized Mortgage Obligation FNSTR_383 2037-08-25 7.000000 5887000.00 40934.88 Agency Collateralized Mortgage Obligation FHLMC_39-57 2041-11-15 4.000000 6000000.00 7763437.44 Agency Collateralized Mortgage Obligation FNSTR_383 2037-07-25 5.500000 6188000.00 43002.27 Agency Collateralized Mortgage Obligation FNSTR_386 2038-01-25 6.000000 6405000.00 26990.19 Agency Collateralized Mortgage Obligation FNSTR_383 2037-07-25 5.500000 6448000.00 45921.07 Agency Collateralized Mortgage Obligation FNSTR_383 2037-08-25 6.500000 6787000.00 56883.47 Agency Collateralized Mortgage Obligation FNSTR_383 2037-06-25 6.000000 6790000.00 31773.96 Agency Collateralized Mortgage Obligation FNMA_10-117 2040-10-25 4.817740 6887020.00 175291.66 Agency Collateralized Mortgage Obligation FNSTR_383 2038-04-25 6.000000 6908000.00 32210.70 Agency Collateralized Mortgage Obligation FNMA_13-19 2043-03-25 4.058870 7000000.00 580109.95 Agency Collateralized Mortgage Obligation FHLMC_3996 2040-02-15 3.976750 7243328.00 79729.83 Agency Collateralized Mortgage Obligation FNMA_12-65 2040-07-25 5.500000 7503910.00 314981.88 Agency Collateralized Mortgage Obligation FHLMC_4263 2043-11-15 8.780250 7535376.00 1159599.57 Agency Collateralized Mortgage Obligation FNMA_18-38 2038-10-25 3.500000 7727216.00 7697923.84 Agency Collateralized Mortgage Obligation FNSTR_383 2038-04-25 6.000000 7910000.00 36695.98 Agency Collateralized Mortgage Obligation FANNIEMAE STRIP FNSTR_370 2036-05-25 6.000000 7965000.00 58912.00 Agency Collateralized Mortgage Obligation FNMA_17-91B 2047-11-25 2.250000 7995000.00 7233001.14 Agency Collateralized Mortgage Obligation FNW_07-W3 2037-04-25 0.000000 8074064.00 157355.82 Agency Collateralized Mortgage Obligation FNMA_16-26 2043-01-25 1.408870 8156752.00 454352.90 Agency Collateralized Mortgage Obligation FHLMC_4584E 2043-08-15 2.517540 8817808.00 522527.03 Agency Collateralized Mortgage Obligation FNSTR_383 2037-08-25 5.500000 9264000.00 40974.33 Agency Collateralized Mortgage Obligation FNSTR_383 2037-09-25 5.500000 9403000.00 54553.38 Agency Collateralized Mortgage Obligation GNMA_17-80 2038-03-16 0.050000 9617014.00 776.66 Agency Collateralized Mortgage Obligation FHLMC_36-82 2040-03-15 7.730250 9628608.00 7118156.49 Agency Collateralized Mortgage Obligation FNMA_11-3 2041-02-25 3.728870 9647488.00 113782.91 Agency Collateralized Mortgage Obligation FNSTR_07-385 2037-11-01 4.500000 10050768.00 93363.36 Agency Collateralized Mortgage Obligation FNSTR_377 2036-10-01 5.000000 10424800.00 92373.88 Agency Collateralized Mortgage Obligation FNSTR_383 2037-09-25 5.500000 10449000.00 63930.39 Agency Collateralized Mortgage Obligation FHLMC_3740 2040-10-15 4.500000 10724528.00 5988702.17 Agency Collateralized Mortgage Obligation FNSTR_383 2037-07-25 5.500000 10798000.00 75310.97 Agency Collateralized Mortgage Obligation FNMA_387 2038-04-25 5.500000 10915000.00 40761.56 Agency Collateralized Mortgage Obligation FNMS_03-46 2033-12-01 5.500000 10941520.00 68505.91 Agency Collateralized Mortgage Obligation FNMS_03-44 2033-12-01 0.000000 11083872.00 197743.00 Agency Collateralized Mortgage Obligation FNSTR_386 2038-07-25 6.000000 11141000.00 57434.48 Agency Collateralized Mortgage Obligation FNSTR_07-384 2036-09-25 4.500000 11145712.00 95408.04 Agency Collateralized Mortgage Obligation FNSTR_374 2036-08-01 6.500000 11421200.00 72250.42 Agency Collateralized Mortgage Obligation FNMA_10-64 2040-05-25 7.351950 11806145.00 11821460.15 Agency Collateralized Mortgage Obligation FNSTR_383 2038-01-25 5.500000 11825000.00 67223.38 Agency Collateralized Mortgage Obligation FHLMC_3808 2041-02-15 5.235080 12132656.00 11402659.64 Agency Collateralized Mortgage Obligation FNMA_03-87 2038-06-25 5.000000 12241000.00 36932.44 Agency Collateralized Mortgage Obligation GNMA_14-139 2043-04-20 4.000000 12413432.00 636.70 Agency Collateralized Mortgage Obligation FHLMC_4669J 2044-03-15 0.150000 12484928.00 51723.88 Agency Collateralized Mortgage Obligation FNMA_09-22 2037-02-25 0.000000 12564832.00 212475.67 Agency Collateralized Mortgage Obligation FNMA_13-26 2041-02-25 4.058870 13323280.00 376905.67 Agency Collateralized Mortgage Obligation FNSTR_386 2038-07-25 6.000000 13331000.00 89475.92 Agency Collateralized Mortgage Obligation FNSTR_302 2029-05-01 0.000000 13378304.00 62380.91 Agency Collateralized Mortgage Obligation FNMA_27576 2037-08-25 35.630960 13500000.00 1367563.52 Agency Collateralized Mortgage Obligation FNMA_04-91F 2031-10-25 11.781270 13763000.00 904031.34 Agency Collateralized Mortgage Obligation FNMA_17-7C 2037-04-25 5.500000 13872496.00 2123146.25 Agency Collateralized Mortgage Obligation FNMA_09-11 2036-03-25 5.500000 13899488.00 432525.26 Agency Collateralized Mortgage Obligation FNMA_09-104 2039-12-25 0.000000 14068848.00 1214714.00 Agency Collateralized Mortgage Obligation FNMA_07-2 2037-02-25 0.000000 15293712.00 140612.56 Agency Collateralized Mortgage Obligation FNSTR_383 2037-09-25 5.500000 16473000.00 102983.92 Agency Collateralized Mortgage Obligation FHLMC_40-57 2042-06-15 4.576750 16485728.00 1249570.95 Agency Collateralized Mortgage Obligation FNMA_17-26 2047-04-25 3.500000 16626400.00 3064890.23 Agency Collateralized Mortgage Obligation FNMA_07-49 2037-06-25 0.000000 16666656.00 196784.00 Agency Collateralized Mortgage Obligation FHLMC_02-2416 2032-02-15 6.026750 16687424.00 13953.59 Agency Collateralized Mortgage Obligation FHLMC_43-28E 2044-04-15 3.976750 16954368.00 916202.11 Agency Collateralized Mortgage Obligation FHLMC_4669J 2040-09-15 0.100000 17101792.00 49870.93 Agency Collateralized Mortgage Obligation FHLMC_40-23 2042-03-15 4.176750 17142848.00 641858.08 Agency Collateralized Mortgage Obligation FNMA_407 2041-03-25 5.000000 17823552.00 962331.59 Agency Collateralized Mortgage Obligation FNMA_15-35B 2045-06-25 4.500000 17912832.00 2575113.20 Agency Collateralized Mortgage Obligation FHLMC_4077 2042-07-15 3.926750 18000000.00 1234563.66 Agency Collateralized Mortgage Obligation FHLMC_28-1 2032-07-15 11.989443 18267168.00 1244374.07 Agency Collateralized Mortgage Obligation FHLMC_12-4096 2039-07-15 4.026750 18429312.00 331955.81 Agency Collateralized Mortgage Obligation FNMA_17-26 2047-04-25 6.000000 18513888.00 2919703.21 Agency Collateralized Mortgage Obligation FHLMC_4775E 2048-04-15 4.126750 18588000.00 3029122.98 Agency Collateralized Mortgage Obligation FNMA_17-32B 2047-05-25 2.017540 18683808.00 1022815.87 Agency Collateralized Mortgage Obligation FNMA_17-26 2047-04-25 6.000000 18688928.00 3256103.01 Agency Collateralized Mortgage Obligation FNSTR_321 2032-04-01 0.000000 19254720.00 98243.40 Agency Collateralized Mortgage Obligation FNW_07-2 2037-03-25 0.000000 19777888.00 659190.79 Agency Collateralized Mortgage Obligation FHLMC_42-26 2043-07-15 4.026750 19929760.00 1157321.13 Agency Collateralized Mortgage Obligation FNMA_17-71 2044-08-25 3.000000 20030000.00 18976801.14 Agency Collateralized Mortgage Obligation FHLMC_3031 2035-08-15 4.616750 20276288.00 760563.35 Agency Collateralized Mortgage Obligation FNMA_18-19C 2048-04-25 4.108870 20327840.00 3246127.47 Agency Collateralized Mortgage Obligation FHLMC_4161B 2043-02-15 4.076750 20500000.00 2091762.70 Agency Collateralized Mortgage Obligation FNMA_07-15 2037-03-25 0.000000 20500000.00 1833674.18 Agency Collateralized Mortgage Obligation FHLMC_4623D 2046-10-15 3.976750 20715136.00 3233295.16 Agency Collateralized Mortgage Obligation FNSTR_386 2038-04-25 6.500000 21039200.00 120424.24 Agency Collateralized Mortgage Obligation FNMA_15-51A 2045-07-25 4.500000 21653200.00 2590689.88 Agency Collateralized Mortgage Obligation FHLMC_4394D 2044-10-15 4.026750 22233376.00 2170963.08 Agency Collateralized Mortgage Obligation FNMA_11-149 2042-01-25 4.500000 22921344.00 1549051.18 Agency Collateralized Mortgage Obligation FNSTR_07-384 2037-09-01 4.500000 23438080.00 204962.48 Agency Collateralized Mortgage Obligation FNMS_04-7 2041-04-01 4.500000 23765152.00 560630.23 Agency Collateralized Mortgage Obligation FNMA_17-66C 2047-09-25 3.808870 24629952.00 3282206.71 Agency Collateralized Mortgage Obligation FHLMC_3842 2041-04-15 4.526750 25000000.00 495153.31 Agency Collateralized Mortgage Obligation FHLMC_34-50 2038-05-15 4.026750 25000000.00 396019.86 Agency Collateralized Mortgage Obligation FHLMC_3181 2036-07-15 4.426750 25566720.00 196995.72 Agency Collateralized Mortgage Obligation FHLMC_37-41 2040-10-15 4.500000 25927328.00 2736457.64 Agency Collateralized Mortgage Obligation FHLMC_45-64 2043-04-15 1.926750 26456448.00 2008830.16 Agency Collateralized Mortgage Obligation FHLMC_4005 2042-02-15 4.426750 27000000.00 1113321.72 Agency Collateralized Mortgage Obligation FNSTR_311 2030-06-01 6.000000 27075616.00 30458.21 Agency Collateralized Mortgage Obligation 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31711040.00 4896508.68 Agency Collateralized Mortgage Obligation FHLMC_34-17 2035-08-15 4.876750 32507008.00 242782.75 Agency Collateralized Mortgage Obligation FNMA_18-19B 2048-04-25 4.158870 33237184.00 5314645.71 Agency Collateralized Mortgage Obligation FNSTR_406 2040-09-25 4.000000 33344768.00 1327693.18 Agency Collateralized Mortgage Obligation FNMA_17-44C 2043-06-25 4.058870 33537024.00 5254049.75 Agency Collateralized Mortgage Obligation FNMA_12-145 2043-01-25 4.500000 33735040.00 2748922.85 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2028-05-01 0.000000 34000000.00 73822.52 Agency Collateralized Mortgage Obligation FHLMC_41-20 2042-10-15 4.076750 34376448.00 2528118.33 Agency Collateralized Mortgage Obligation FHLMC_41-14 2042-10-15 4.026750 34593344.00 2549847.26 Agency Collateralized Mortgage Obligation FNMA_17-60A 2047-08-25 4.000000 35937500.00 6532574.54 Agency Collateralized Mortgage Obligation FHLMC_4302 2044-02-15 3.926750 36000000.00 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4.558870 17208002.00 1032232.33 Agency Collateralized Mortgage Obligation FNRA CL074CS R14F074 2044-06-25 4.108870 22810000.00 1556796.28 Agency Collateralized Mortgage Obligation FNRA CL027SD R15F027 2045-05-25 3.508870 40000000.00 3279509.25 Agency Collateralized Mortgage Obligation FNRA CL103SP R16F103 2047-01-25 3.908870 39260025.00 6230078.81 Agency Collateralized Mortgage Obligation FNRA CL020QS R13F020 2043-03-25 4.058870 26666666.00 1929532.84 Agency Collateralized Mortgage Obligation FNRA CL030SB R12F030 2041-06-25 4.458870 58665600.00 2633027.24 Agency Collateralized Mortgage Obligation FNRA CL065CS R16F065 2046-09-25 4.008870 20000000.00 1930165.89 Agency Collateralized Mortgage Obligation FNRA CL018SL R05F018 2035-03-25 8.188380 6022667.00 807971.64 Agency Collateralized Mortgage Obligation FNRA RC016SQ R12F016 2041-11-25 4.458870 24883319.00 997877.19 Agency Collateralized Mortgage Obligation FNRA CL067SM R16F067 2046-09-25 3.908870 20141991.00 2907019.62 Agency Collateralized Mortgage Obligation FNRA CL055KS R13F055 2043-06-25 2.863300 15000000.00 7852801.68 Agency Collateralized Mortgage Obligation FNRA CL061XS R10F061 2040-03-25 2.408870 53755102.00 227120.15 Agency Collateralized Mortgage Obligation FNRA CL128SQ R12F128 2042-11-25 4.058870 47000000.00 4323976.55 Agency Collateralized Mortgage Obligation FNRA CL009SN R18F009 2048-02-25 4.108870 47510177.00 8868374.55 Agency Collateralized Mortgage Obligation FNRA CL074SM R08F074 2038-09-25 3.758870 64709998.00 100469.52 Agency Collateralized Mortgage Obligation FNRA RC134SM R10F134 2040-12-25 3.958870 12150000.00 208773.75 Agency Collateralized Mortgage Obligation FNRA CL038S R14F038 2044-07-25 4.008870 26061417.00 2432596.02 Agency Collateralized Mortgage Obligation FNRA CL035ES R12F035 2040-11-25 4.508870 38778854.00 1833010.84 Agency Collateralized Mortgage Obligation FNRA CL019US R13F019 2043-03-25 4.058870 37938235.00 3758033.76 Agency Collateralized Mortgage Obligation FNRA CL104IM 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Collateralized Mortgage Obligation FNRA CL039SA R17F039 2047-05-25 4.058870 12700000.00 1426799.42 Agency Collateralized Mortgage Obligation FNRA CL003SB R06F003 2035-07-25 4.608870 55072500.00 488443.84 Agency Collateralized Mortgage Obligation FNRA CL130SP R12F130 2042-12-25 5.158870 16742363.00 1594967.84 Agency Collateralized Mortgage Obligation FNRA CL067BS R05F067 2035-08-25 4.058870 60697915.00 262821.66 Agency Collateralized Mortgage Obligation FNRA CL124DS R11F124 2040-08-25 4.458870 22333332.00 334511.50 Agency Collateralized Mortgage Obligation FNRA CL070QS R12F070 2042-07-25 4.508870 33040000.00 2201209.96 Agency Collateralized Mortgage Obligation FNRA CL095CI R05F095 2035-11-25 4.608870 61683394.00 2046698.11 Agency Collateralized Mortgage Obligation FNRA CL124SQ R06F124 2037-01-25 4.608870 30000000.00 441448.41 Agency Collateralized Mortgage Obligation FNRA CL095CK R05F095 2035-11-25 15.635470 2235326.00 1099602.29 Agency Collateralized Mortgage Obligation FNRA CL033LS 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100000000.00 6142098.46 Agency Collateralized Mortgage Obligation FGRA 4417MS 06/15/41 2041-06-15 3.926750 108854301.00 7577613.06 Agency Collateralized Mortgage Obligation FGRA 4400SA 02/15/41 2041-02-15 4.026750 131500000.00 5521619.46 Agency Collateralized Mortgage Obligation FGRA 4325PZ 04/15/44 2044-04-15 4.000000 464000.00 562952.22 Agency Collateralized Mortgage Obligation FGRA 4301SD 07/15/37 2037-07-15 4.026750 88000000.00 3980880.02 Agency Collateralized Mortgage Obligation FGRA 4238ST 08/15/43 2043-08-15 4.076750 124474726.00 3674264.77 Agency Collateralized Mortgage Obligation FGRA 4068SA 06/15/42 2042-06-15 3.976750 76000000.00 2644005.60 Agency Collateralized Mortgage Obligation FGRA 3919AS 03/15/30 2030-03-15 4.576750 106166667.00 668166.53 Agency Collateralized Mortgage Obligation FGRA 3898NS 07/15/41 2041-07-15 3.856750 129568066.00 1753365.95 Agency Collateralized Mortgage Obligation FGRA 3891JS 06/15/41 2041-06-15 3.876750 79158534.00 2272139.48 Agency Collateralized Mortgage Obligation FGRA 3876DS 06/15/41 2041-06-15 3.876750 150000000.00 796882.76 Agency Collateralized Mortgage Obligation FGRA 3864NS 03/15/39 2039-03-15 3.926750 135757553.00 1760856.45 Agency Collateralized Mortgage Obligation FGRA 3840AZ 03/15/41 2041-03-15 4.500000 4945000.00 7303482.62 Agency Mortgage-Backed Securities FGRA 3792SB 11/15/40 2040-11-15 2.926750 100000000.00 2498422.19 Agency Mortgage-Backed Securities FGRA 3785LS 01/15/41 2041-01-15 5.753500 4765000.00 1366966.80 Agency Collateralized Mortgage Obligation FGRA 3763LS 02/15/39 2039-02-15 3.926750 111083714.00 1408212.27 Agency Collateralized Mortgage Obligation FGRA 3597SC 11/15/39 2039-11-15 4.076750 109658856.00 143442.28 Agency Collateralized Mortgage Obligation FGRA 3575ST 04/15/39 2039-04-15 4.526750 176618154.00 865278.13 Agency Collateralized Mortgage Obligation FGRA 3549WS 07/15/39 2039-07-15 2.926750 100000000.00 111547.58 Agency Collateralized Mortgage Obligation FGRA 3510IC 08/15/37 2037-08-15 4.006750 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3.966250 25088888.00 585955.95 Agency Collateralized Mortgage Obligation GNMA_10-31 2034-10-20 4.016250 25686530.00 637621.27 Agency Collateralized Mortgage Obligation GINNIE MAE II 2044-04-20 3.000000 44761211.00 7956203.81 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-03-15 2.375000 63290300.00 63357389.79 U.S. Treasuries (including strips) FNMA_10-136 2038-06-25 3.908870 75000000.00 411136.24 Agency Collateralized Mortgage Obligation FNMA_11-59 2041-07-25 4.548870 95936768.00 2175670.92 Agency Collateralized Mortgage Obligation GINNIE MAE II 2043-01-20 3.000000 151568274.00 69377351.70 Agency Mortgage-Backed Securities Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2018-07-06 2018-07-06 2018-07-13 Y BNP PARIBAS SA 1.0000 7 N Fitch A+ Moody's Aa3 Standard & Poor's A N N 0.0193 250000000.00 250000000.00 0.0026 N N Y N Bank of Montreal Bank of Montreal 1.920 NQQ6HPCNCCU6TUTQYE16 BRTJ9ZW30 U.S. Treasury Repurchase Agreement, if collateralized only by 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Andrews Neal J. Andrews Chief Financial Officer