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Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2039-09-01 4.500000 400000.00 86916.53 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2034-03-01 5.000000 400830.00 16191.24 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-09-01 4.025000 401337.00 301490.85 Agency Mortgage-Backed Securities GINNIE MAE I 2040-07-15 4.700000 409395.00 232593.43 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2042-05-01 3.500000 414610.00 230366.79 Agency Mortgage-Backed Securities GINNIE MAE II 2068-06-01 4.210000 425759.00 447692.20 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2029-03-01 3.000000 434884.00 247952.31 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2036-04-01 5.500000 443466.00 10283.01 Agency Mortgage-Backed Securities GINNIE MAE II 2046-09-20 3.000000 443508.00 367657.83 Agency Mortgage-Backed Securities GINNIE MAE I 2047-06-15 5.000000 444975.00 463455.27 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 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2041-01-15 4.500000 618638.00 33147.27 Agency Mortgage-Backed Securities GINNIE MAE I 2045-11-20 2.500000 620174.00 391639.18 Agency Mortgage-Backed Securities GINNIE MAE I 2040-11-15 4.700000 627427.00 313056.13 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2030-04-01 5.400000 635811.00 182845.89 Agency Mortgage-Backed Securities GINNIE MAE II 2046-03-20 6.500000 641509.00 331943.26 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2035-03-01 3.000000 648339.00 381472.33 Agency Mortgage-Backed Securities GINNIE MAE I 2035-01-15 5.860000 663475.00 273934.60 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-11-01 8.000000 692810.00 303380.85 Agency Mortgage-Backed Securities GINNIE MAE I 2046-04-15 5.000000 699210.00 722874.29 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-10-01 4.000000 699999.00 399648.57 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2034-06-01 5.000000 700000.00 15615.71 Agency Mortgage-Backed 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762765.00 270406.32 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-04-01 3.000000 771744.00 545085.57 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2022-01-01 4.500000 775000.00 14432.59 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-06-01 4.250000 787175.00 547878.50 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2041-08-01 4.500000 790000.00 285061.17 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2025-07-01 5.500000 800000.00 42079.60 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-07-01 4.000000 800000.00 582181.83 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2039-08-01 4.500000 800000.00 273633.48 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-06-01 3.000000 823862.00 757483.94 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2020-12-01 5.500000 828208.00 14757.93 Agency Mortgage-Backed Securities GINNIE MAE I 2060-04-15 3.590000 829390.00 808281.75 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-11-01 4.500000 830000.00 331592.46 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-02-29 2.125000 844200.00 818515.15 U.S. Treasuries (including strips) GINNIE MAE II 2032-02-20 3.500000 846919.00 634379.61 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2038-06-01 4.500000 850000.00 324385.02 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2041-04-01 4.000000 856000.00 297365.17 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2020-10-01 5.000000 861640.00 21484.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-01-01 3.000000 864464.00 801009.70 Agency Mortgage-Backed Securities GINNIE MAE I 2046-08-15 4.500000 870490.00 807332.42 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2029-03-01 3.500000 873710.00 479205.22 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-09-01 3.500000 880167.00 822180.92 Agency Mortgage-Backed Securities GINNIE MAE I 2032-02-15 6.500000 880249.00 16483.31 Agency Mortgage-Backed Securities GINNIE MAE I 2035-07-15 5.860000 880664.00 400152.27 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-09-01 4.000000 885983.00 550033.82 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2026-07-01 4.000000 889258.00 269193.46 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-12-01 3.000000 901000.00 784620.30 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-07-01 3.500000 910000.00 434353.93 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2028-02-01 3.000000 918325.00 449965.43 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-06-01 8.000000 920989.00 671314.26 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-01-01 4.500000 923319.00 550285.86 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 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3.000000 1000000.00 540977.14 Agency Mortgage-Backed Securities GINNIE MAE II 2044-07-20 6.000000 1000000.00 281183.78 Agency Mortgage-Backed Securities GINNIE MAE II 2046-12-20 2.500000 1000771.00 828367.65 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-08-01 4.000000 1002840.00 989239.18 Agency Mortgage-Backed Securities GINNIE MAE II 2046-06-20 4.000000 1007497.00 474331.71 Agency Mortgage-Backed Securities GINNIE MAE I 2046-07-15 4.500000 1010055.00 855774.35 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2020-02-01 5.000000 1010182.00 10635.35 Agency Mortgage-Backed Securities GINNIE MAE I 2047-01-15 3.500000 1011309.00 781632.88 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2020-04-01 5.500000 1020000.00 7928.43 Agency Mortgage-Backed Securities GINNIE MAE I 2047-01-15 4.000000 1026570.00 906458.57 Agency Mortgage-Backed Securities GINNIE MAE II 2047-04-20 5.500000 1028429.00 626144.48 Agency Mortgage-Backed Securities GINNIE MAE I 2038-12-15 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4.536370 10384521.00 345973.38 Agency Collateralized Mortgage Obligation GNMA_16-17 2043-11-20 4.500000 10411000.00 192061.91 Agency Collateralized Mortgage Obligation GNMA_17-12A 2044-05-20 3.500000 10451142.00 1423684.42 Agency Collateralized Mortgage Obligation GNMA_17-150 2047-10-20 3.500000 10567050.00 1457734.21 Agency Collateralized Mortgage Obligation FHLMC_3962J 2041-11-15 3.928370 10659000.00 406804.02 Agency Collateralized Mortgage Obligation GNMA_13-129 2043-09-20 3.963750 10805000.00 448691.67 Agency Collateralized Mortgage Obligation FHLMC_43-31 2044-04-15 3.928370 10911305.00 618475.48 Agency Collateralized Mortgage Obligation GNMA_18-70 2048-05-20 4.500000 11111111.00 2225323.89 Agency Collateralized Mortgage Obligation GNMA_14-97 2039-08-20 4.500000 11351000.00 55576.80 Agency Collateralized Mortgage Obligation FHLMC_39-96 2042-02-15 4.378370 11424000.00 664642.43 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3819 2040-06-15 4.398370 11484000.00 262906.90 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GNMA_17-32 2035-05-20 5.500000 13343216.00 2299486.71 Agency Collateralized Mortgage Obligation GNMA_14-62 2043-09-20 4.500000 13348000.00 816417.77 Agency Collateralized Mortgage Obligation FNMA_13-6 2043-02-25 4.036370 13350000.00 796856.36 Agency Collateralized Mortgage Obligation FHLMC_4117 2039-12-15 4.128370 13607143.00 604405.77 Agency Collateralized Mortgage Obligation FHLMC_4656C 2047-02-15 3.978370 13700000.00 1635459.79 Agency Collateralized Mortgage Obligation GNMA_14-85D 2043-01-20 5.000000 13856601.00 884467.84 Agency Collateralized Mortgage Obligation FHLMC_3984 2042-01-15 4.378370 14135000.00 799346.86 Agency Collateralized Mortgage Obligation GNMA_18-22 2048-02-20 3.500000 14177307.00 2637837.88 Agency Collateralized Mortgage Obligation GNMA_16-149 2046-11-20 4.000000 14240625.00 2279957.64 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2029-07-01 3.050000 14276000.00 13595543.97 Agency Mortgage-Backed Securities GNMA_13-106 2043-02-20 4.113750 14382000.00 439543.59 Agency Collateralized Mortgage Obligation FNMA_15-32 2045-05-25 4.136370 14611863.00 1386548.43 Agency Collateralized Mortgage Obligation GNMA_17-88 2047-06-20 4.113750 14692217.00 2328280.59 Agency Collateralized Mortgage Obligation FNMA_18-27A 2048-05-25 4.136370 15000000.00 2266029.09 Agency Collateralized Mortgage Obligation GNMA_12-38 2042-03-20 4.513750 15274642.00 888462.41 Agency Collateralized Mortgage Obligation FNMA_12-2 2042-02-25 4.436370 15333333.00 771857.18 Agency Collateralized Mortgage Obligation FNMA_17-94B 2047-11-25 4.086370 15534069.00 2350301.64 Agency Collateralized Mortgage Obligation FHLMC_3965 2041-11-15 4.428370 15953250.00 579144.11 Agency Collateralized Mortgage Obligation GNMA_14-107 2044-05-20 4.113750 16341904.00 1735260.28 Agency Collateralized Mortgage Obligation FNMA_12-111 2039-07-25 4.036370 16500000.00 652798.65 Agency Collateralized Mortgage Obligation GNMA_16-147 2046-10-20 4.013750 16999904.00 2626314.46 Agency Collateralized Mortgage Obligation GNMA_11-141 2026-10-16 4.000000 17000000.00 320224.38 Agency Collateralized Mortgage Obligation FNMA_11-101 2039-04-25 4.586370 17012000.00 370682.33 Agency Collateralized Mortgage Obligation FNMA_12-100 2042-09-25 2.826370 17037000.00 628661.10 Agency Collateralized Mortgage Obligation FREDDIE MAC GOLD 2033-01-01 3.000000 17042005.00 16221942.98 Agency Mortgage-Backed Securities GNMA_17-120 2046-02-20 3.500000 17142857.00 2358754.23 Agency Collateralized Mortgage Obligation FHLMC_39-07 2041-08-15 4.378370 17264000.00 722488.75 Agency Collateralized Mortgage Obligation FNMA_15-37 2045-06-25 3.556370 17616000.00 1460118.43 Agency Collateralized Mortgage Obligation FNMA_12-120G 2042-11-25 4.086370 17800000.00 1733192.71 Agency Collateralized Mortgage Obligation FNMA_14-92 2045-01-25 4.036370 18000000.00 1673288.88 Agency Collateralized Mortgage Obligation FNMA_12-18 2042-03-25 3.886370 18045531.00 802919.86 Agency Collateralized Mortgage Obligation GNMA_17-113 2047-07-20 4.000000 18059971.00 2555228.03 Agency Collateralized Mortgage Obligation FNMA_11-105 2041-06-25 4.036370 18499124.00 545226.95 Agency Collateralized Mortgage Obligation FHLMC_3998 2036-05-15 4.478370 18800200.00 329037.70 Agency Collateralized Mortgage Obligation GNMA_16-145 2045-01-20 3.500000 18943713.00 2348446.19 Agency Collateralized Mortgage Obligation GNMA_10-120 2040-09-20 3.963750 18997000.00 470188.40 Agency Collateralized Mortgage Obligation FNMA_17-84B 2057-10-25 3.986370 19139744.00 3061999.31 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3819 2040-06-15 4.398370 19151000.00 413082.92 Agency Collateralized Mortgage Obligation FNMA_17-112C 2048-01-25 4.086370 19176144.00 3601153.14 Agency Collateralized Mortgage Obligation GNMA_17-167 2047-08-20 4.000000 19507005.00 3190472.52 Agency Collateralized Mortgage Obligation FNMA_11-149B 2042-01-25 3.836370 19912972.00 806818.80 Agency Collateralized Mortgage Obligation FNMA_16-62B 2046-09-25 4.036370 19932337.00 2007115.55 Agency Collateralized Mortgage Obligation FNMA_17-99D 2047-12-25 4.136370 20000000.00 2688710.70 Agency Collateralized Mortgage Obligation GNMA_15-022 2055-03-16 0.733530 20000000.00 784945.75 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS 2058-01-16 0.998350 20000000.00 1482988.45 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_16-162 2058-09-16 0.996610 20000000.00 1599924.35 Agency Collateralized Mortgage Obligation GNMA_18-34J 2048-03-20 4.500000 20000000.00 4129995.60 Agency Collateralized Mortgage Obligation GNMA_14-116 2044-08-20 3.513750 20021000.00 986576.20 Agency Collateralized Mortgage Obligation GNMA_17-141 2047-09-20 4.113750 20433334.00 3401283.06 Agency Collateralized Mortgage Obligation FHLMC_39-28 2041-09-15 4.378370 20444000.00 844583.64 Agency Collateralized Mortgage Obligation FHLMC_4215 2043-06-15 4.078370 20532314.00 1847597.79 Agency Collateralized Mortgage Obligation FNMA_12-100E 2042-09-25 4.536370 20651920.00 1810641.75 Agency Collateralized Mortgage Obligation GNMA_13-16 2040-04-20 4.500000 20845000.00 127367.82 Agency Collateralized Mortgage Obligation FNMA_17-75B 2057-09-25 4.036370 20941254.00 3408224.88 Agency Collateralized Mortgage Obligation FNMA_17-35A 2047-05-25 4.086370 21000000.00 3160721.18 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS 2032-10-20 5.513750 21000000.00 42661.58 Agency Collateralized Mortgage Obligation FNMA_12-122 2042-11-25 4.036370 21200000.00 1634829.24 Agency Collateralized Mortgage Obligation FNMA_17-50B 2047-07-25 4.036370 21438170.00 3569956.24 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-14B 2047-01-20 3.963750 21581461.00 2883235.34 Agency Collateralized Mortgage Obligation GNMA_18-6 2048-01-20 4.113750 21598256.00 4001202.58 Agency Collateralized Mortgage Obligation FNMA_12-122E 2042-11-25 4.036370 21600000.00 1494292.34 Agency Collateralized Mortgage Obligation GNMA_18-1B 2048-01-20 4.113750 21666000.00 3689155.72 Agency Collateralized Mortgage Obligation GNMA_10-58 2039-06-20 4.463750 22226206.00 120337.46 Agency Collateralized Mortgage Obligation FNMA_10-135B 2040-12-25 3.956370 22272000.00 587066.26 Agency Collateralized Mortgage Obligation FNMA_11-101K 2041-10-25 4.386370 22287000.00 936463.20 Agency Collateralized Mortgage Obligation GNMA_14-131 2044-09-16 4.128370 22530638.00 3105542.05 Agency Collateralized Mortgage Obligation FHLMC_40-77 2042-07-15 3.928370 22571428.00 1870618.00 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_18-16C 2048-03-25 4.136370 22657511.00 3550880.46 Agency Collateralized Mortgage Obligation GNMA_15-53 2045-04-16 3.500000 22796352.00 3989529.79 Agency Collateralized Mortgage Obligation GNMA_18-1 2046-07-20 3.000000 22799801.00 3708890.78 Agency Collateralized Mortgage Obligation FNMA_12-70 2042-07-25 4.536370 22960000.00 1480034.36 Agency Collateralized Mortgage Obligation FHLMC_3996 2039-07-15 4.478370 23214916.00 223350.11 Agency Collateralized Mortgage Obligation FHLMC_40-76 2042-07-15 4.628370 23218083.00 1461895.20 Agency Collateralized Mortgage Obligation FHLMC_3956C 2041-11-15 4.378370 23259000.00 1398125.67 Agency Collateralized Mortgage Obligation GNMA_17-137D 2047-09-20 3.500000 23476836.00 4089955.06 Agency Collateralized Mortgage Obligation FNMA_11-97 2041-10-25 4.386370 23555000.00 1144336.18 Agency Collateralized Mortgage Obligation GNMA_13-100 2043-07-20 4.013750 24117071.00 831095.24 Agency Collateralized Mortgage Obligation GNMA_14-15 2054-08-16 0.761740 24500000.00 570239.72 Agency Collateralized Mortgage Obligation FNMA_12-68 2039-04-25 3.986370 24742333.00 387674.48 Agency Collateralized Mortgage Obligation FNMA_12-9 2042-02-25 4.436370 25000000.00 1186910.46 Agency Collateralized Mortgage Obligation FHLMC_39-36 2025-09-15 4.628370 25000000.00 63481.55 Agency Collateralized Mortgage Obligation FNSTR_421 2045-05-25 3.500000 25000000.00 2806615.38 Agency Collateralized Mortgage Obligation GNMA_16-35 2058-03-16 0.885050 25000000.00 1457680.19 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-45 2059-03-16 0.649240 25000000.00 1559692.93 Agency Collateralized Mortgage Obligation FNMA_11-137 2042-01-25 3.936370 25411721.00 544459.22 Agency Collateralized Mortgage Obligation GNMA_03-94 2033-07-16 4.488370 25500000.00 73471.39 Agency Collateralized Mortgage Obligation FNR_14-63 2044-10-25 4.036370 26000000.00 1535424.73 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE AS 2052-02-16 0.557020 26657552.00 583741.27 Agency Collateralized Mortgage Obligation FHLMC_41-3 2040-09-15 4.078370 26800000.00 889493.43 Agency Collateralized Mortgage Obligation FNMA_12-124 2042-11-25 4.086370 26804166.00 2003737.09 Agency Collateralized Mortgage Obligation GNMA_15-94 2045-07-20 4.163750 26820000.00 3419057.96 Agency Collateralized Mortgage Obligation FNMA_15-4 2045-02-25 4.036370 26891448.00 2602188.94 Agency Collateralized Mortgage Obligation FHLMC_4095 2039-04-15 4.028370 26927380.00 979403.68 Agency Collateralized Mortgage Obligation FHLMC_40-66 2038-12-15 4.578370 27038200.00 814796.04 Agency Collateralized Mortgage Obligation GNMA_16-114 2046-08-20 3.963750 27864957.00 3590520.47 Agency Collateralized Mortgage Obligation GNMA_17-189 2047-12-20 4.113750 28034081.00 4917876.81 Agency Collateralized Mortgage Obligation GNMA_18-5 2047-09-20 4.000000 28218239.00 5508295.54 Agency Collateralized Mortgage Obligation GNMA_15-66D 2041-06-20 3.000000 28359984.00 1267747.81 Agency Collateralized Mortgage Obligation GNMA_13-47A 2043-03-20 4.000000 28449250.00 2808165.83 Agency Collateralized Mortgage Obligation GNMA_13-117 2043-08-20 3.963750 28731300.00 1118103.30 Agency Collateralized Mortgage Obligation FHLMC_4063 2042-06-15 3.878370 29000000.00 1608204.08 Agency Collateralized Mortgage Obligation GNMA_14-158 2044-10-20 3.513750 29003000.00 948004.33 Agency Collateralized Mortgage Obligation FNMA_12-128 2042-11-25 4.086370 29250000.00 2668399.94 Agency Collateralized Mortgage Obligation FHLMC_3919 2030-08-15 4.578370 29629224.00 425764.72 Agency Collateralized Mortgage Obligation GNMA_17-129A 2047-08-20 4.113750 29652000.00 4689525.99 Agency Collateralized Mortgage Obligation FNMA_12-45 2042-05-25 3.886370 29855065.00 1389390.59 Agency Collateralized Mortgage Obligation FNMA_11-117 2041-11-25 4.486370 30000000.00 1418285.77 Agency Collateralized Mortgage Obligation GNMA_14-44 2028-07-16 3.000000 30027275.00 944231.11 Agency Collateralized Mortgage Obligation GNMA_17-155 2047-10-20 4.113750 30100034.00 4700264.25 Agency Collateralized Mortgage Obligation FREDDIE MAC GOLD 2033-03-01 3.000000 30232295.00 28738226.23 Agency Mortgage-Backed Securities FHLMC_40-12 2042-03-15 3.928370 30415879.00 1850191.44 Agency Collateralized Mortgage Obligation FNMA_12-56 2042-06-25 0.000000 30769231.00 9999085.91 Agency Collateralized Mortgage Obligation FNMA_17-23A 2047-04-25 4.036370 31231594.00 2249436.36 Agency Collateralized Mortgage Obligation FHLMC_4020 2042-02-15 3.978370 31486221.00 1115096.78 Agency Collateralized Mortgage Obligation FHLMC_39-66 2041-12-15 3.828370 32660324.00 1538958.38 Agency Collateralized Mortgage Obligation GNMA_10-120 2040-09-20 3.313750 32703000.00 660968.80 Agency Collateralized Mortgage Obligation FHLMC_44-61 2045-04-15 3.528370 33433519.00 1482530.83 Agency Collateralized Mortgage Obligation FNMA_12-93 2032-09-25 4.086370 33446579.00 1911218.76 Agency Collateralized Mortgage Obligation FNMA_12-31 2042-04-25 3.886370 34000000.00 1328891.34 Agency Collateralized Mortgage Obligation FNMA_05-58 2035-07-25 3.936370 34484498.00 1615923.48 Agency Collateralized Mortgage Obligation GNMA_16-57 2046-04-20 3.963750 35000000.00 4801932.06 Agency Collateralized Mortgage Obligation GNMA_11-45 2039-11-20 4.563750 35585667.00 195354.93 Agency Collateralized Mortgage Obligation FNMA_17-14C 2047-03-25 3.986370 35623062.00 5009045.29 Agency Collateralized Mortgage Obligation FNMA_11-127 2041-12-25 3.836370 36416000.00 1593272.64 Agency Collateralized Mortgage Obligation GNMA_17-176A 2047-11-20 4.113750 37500000.00 7140847.17 Agency Collateralized Mortgage Obligation GNMA_16-54 2046-04-20 3.963750 37837839.00 4794341.12 Agency Collateralized Mortgage Obligation GNMA_15-18 2045-02-16 6.000000 38029926.00 4199587.17 Agency Collateralized Mortgage Obligation FHLMC_4461 2045-04-15 4.128370 38192242.00 3029258.80 Agency Collateralized Mortgage Obligation FHLMC_41-60 2036-02-15 4.008370 38343904.00 1194463.48 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS 2058-04-16 0.989010 38625932.00 2617260.93 Agency Collateralized Mortgage Obligation GNMA_11-2 2039-03-16 4.008370 38800000.00 61042.62 Agency Collateralized Mortgage Obligation FHLMC_3860 2040-06-15 4.528370 38960149.00 620157.53 Agency Collateralized Mortgage Obligation GNMA_13-99 2043-07-16 4.028370 39093728.00 1412847.35 Agency Collateralized Mortgage Obligation FNMA_12-6 2042-02-25 3.936370 40000000.00 985596.08 Agency Collateralized Mortgage Obligation FNMA_12-101 2039-05-25 3.986370 40000000.00 1231144.69 Agency Collateralized Mortgage Obligation GNMA_14-078A 2056-03-16 0.570620 40000000.00 743900.78 Agency Collateralized Mortgage Obligation GNMA_16-87 2058-08-16 1.004070 40000000.00 3009517.10 Agency Collateralized Mortgage Obligation FHLMC_12-4120 2042-10-15 4.078370 40522133.00 3537956.70 Agency Collateralized Mortgage Obligation GNMA_11-101 2041-07-16 4.578370 41331611.00 1580106.30 Agency Collateralized Mortgage Obligation FHLS_316 2043-11-15 4.028370 41679540.00 3063680.96 Agency Collateralized Mortgage Obligation FNMA_17-112A 2048-01-25 4.086370 42291666.00 6558728.89 Agency Collateralized Mortgage Obligation FNMA_06-36 2036-05-25 4.636370 42724115.00 856536.19 Agency Collateralized Mortgage Obligation GNMA_13-159 2038-08-16 1.366230 43158000.00 294569.60 Agency Collateralized Mortgage Obligation GNMA_16-094 2057-12-16 1.168810 43250000.00 3545500.09 Agency Collateralized Mortgage Obligation FHLMC_4224 2043-01-15 4.028370 43293333.00 2798588.22 Agency Collateralized Mortgage Obligation GNMA_14-7B 2044-01-20 4.013750 43393159.00 1176040.69 Agency Collateralized Mortgage Obligation GNMA_17-172 2047-11-20 4.113750 43555894.00 6980991.84 Agency Collateralized Mortgage Obligation FNMA_05-23 2035-04-25 4.636370 44647067.00 622573.34 Agency Collateralized Mortgage Obligation FNMA_17-65A 2047-09-25 3.836370 44922500.00 5741801.02 Agency Collateralized Mortgage Obligation GNMA_17-176C 2047-11-20 4.113750 45428571.00 7783145.20 Agency Collateralized Mortgage Obligation FHLS_31 2043-09-15 3.878370 46915040.00 5065420.93 Agency Collateralized Mortgage Obligation GNMA_11-130 2041-02-20 5.000000 47068258.00 44232.36 Agency Collateralized Mortgage Obligation FNMA_13-67 2043-06-25 4.086370 47156928.00 4439260.33 Agency Collateralized Mortgage Obligation FNMA_09-20 2039-04-25 5.336370 47409256.00 1659342.21 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS 2042-08-16 1.250000 49899500.00 786550.80 Agency Collateralized Mortgage Obligation GNMA_10-83 2050-07-16 0.100200 49944818.00 52682.62 Agency Collateralized Mortgage Obligation FNMA_06-8 2036-03-25 4.536370 50000000.00 893352.72 Agency Collateralized Mortgage Obligation FHLMC_3501 2039-01-15 4.378370 50000000.00 1018419.30 Agency Collateralized Mortgage Obligation GNMA_10-108 2039-09-20 4.013750 50000000.00 258738.30 Agency Collateralized Mortgage Obligation GNMA_13-188 2043-12-20 3.463750 50000000.00 1095221.98 Agency Collateralized Mortgage Obligation GNMA_16-011 2056-01-16 0.893790 50000000.00 3141234.96 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_11-143 2053-04-16 0.495910 51569769.00 489418.65 Agency Collateralized Mortgage Obligation FREDDIEMAC STRIP FHSTR_324 2028-12-15 3.500000 52272347.00 2387343.23 Agency Collateralized Mortgage Obligation FNMA_13-124 2043-12-25 3.886370 53315737.00 5795526.98 Agency Collateralized Mortgage Obligation FHLS_33-3 2044-08-15 3.978370 53638238.00 6191501.25 Agency Collateralized Mortgage Obligation FNMA_3153 2036-05-15 4.498370 54413476.00 2121581.56 Agency Collateralized Mortgage Obligation GNMA_16-141 2046-10-20 3.500000 54613881.00 6083353.49 Agency Collateralized Mortgage Obligation GNMA_16-13 2057-04-16 0.918720 55114581.00 3029907.29 Agency Collateralized Mortgage Obligation GNMA_17-67A 2047-05-20 4.113750 55349784.00 8991565.11 Agency Collateralized Mortgage Obligation FNSTR_364 2035-09-01 6.000000 55600000.00 549340.11 Agency Collateralized Mortgage Obligation GNMA_15-10 2045-01-20 4.500000 56548595.00 4637352.07 Agency Collateralized Mortgage Obligation FNMA_12-33 2042-04-25 4.436370 57142857.00 2703271.06 Agency Collateralized Mortgage Obligation FNMA_12-124 2040-07-25 4.136370 58333333.00 2570206.21 Agency Collateralized Mortgage Obligation FNMA_10-154 2041-01-25 4.416370 59746847.00 876007.05 Agency Collateralized Mortgage Obligation FNMA_11-83 2041-09-25 4.436370 60000000.00 2738570.81 Agency Collateralized Mortgage Obligation FNMA_18-47 2048-07-25 4.136370 60147925.00 10286387.73 Agency Collateralized Mortgage Obligation FNMA_12-111 2042-10-25 4.536370 62644183.00 3878971.05 Agency Collateralized Mortgage Obligation FNMA_11-130 2041-12-25 3.936370 62977696.00 3275302.05 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3425 2035-08-15 3.978370 65000000.00 368912.67 Agency Collateralized Mortgage Obligation GNMA_14-102 2044-02-20 4.500000 66145413.00 5004523.41 Agency Collateralized Mortgage Obligation GNMA_12-84F 2042-07-16 3.978370 66272143.00 6996844.37 Agency Collateralized Mortgage Obligation GNMA_18-1 2046-02-20 3.000000 67286662.00 8722004.71 Agency Collateralized Mortgage Obligation FNMA_16-61B 2046-09-25 4.036370 67941311.00 5276573.35 Agency Collateralized Mortgage Obligation 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FNMA_13-64 2033-06-25 3.000000 10000000.00 750430.12 Agency Collateralized Mortgage Obligation FNMA_17-83 2047-10-25 4.000000 10000000.00 2200724.31 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-01-01 5.680000 10003000.00 450090.10 Agency Mortgage-Backed Securities FNMA_14-21E 2041-04-25 3.000000 10018895.00 182031.38 Agency Collateralized Mortgage Obligation FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2032-06-01 4.077000 10054375.00 418257.65 Agency Mortgage-Backed Securities FHLMC_4084 2029-03-15 4.000000 10129000.00 982174.81 Agency Collateralized Mortgage Obligation FHLMC_3006 2035-07-15 4.068370 10625000.00 134796.71 Agency Collateralized Mortgage Obligation FNMA_16-69 2046-03-25 3.000000 10886545.00 1169840.36 Agency Collateralized Mortgage Obligation FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-05-01 2.166000 10929886.00 3965949.67 Agency Mortgage-Backed Securities FNMA_18-15H 2048-03-25 4.000000 11182539.00 2566766.84 Agency Collateralized Mortgage Obligation 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Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-11-15 2.750000 13543000.00 12810460.16 U.S. Treasuries (including strips) FHLMC_3072 2035-11-15 16.054020 13636364.00 2546822.12 Agency Collateralized Mortgage Obligation FNMA_18-35C 2047-11-25 3.500000 13950662.00 2082451.89 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4748G 2048-01-15 4.128370 14106592.00 2531496.89 Agency Collateralized Mortgage Obligation FNMA_13-33 2032-11-25 3.000000 14166666.00 559701.70 Agency Collateralized Mortgage Obligation FHLMC_46-78 2047-04-15 4.000000 14484891.00 1733938.24 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-04-15 0.125000 14921000.00 15016561.45 U.S. Treasuries (including strips) FHLMC_38-30 2039-10-15 4.500000 15000000.00 33283.14 Agency Collateralized Mortgage Obligation FNMA_07-92E 2037-09-25 4.386370 15000000.00 115478.60 Agency Collateralized Mortgage Obligation FHLMC_6 2036-04-15 6.000000 15200000.00 6090756.30 Agency Collateralized Mortgage Obligation GNMA_12-26A 2042-02-20 2.436250 15248600.00 5505619.24 Agency Collateralized Mortgage Obligation FHLMC_4136 2042-11-15 4.078370 15285714.00 1319764.61 Agency Collateralized Mortgage Obligation FHLMC_47-25 2047-08-15 4.078370 16029782.00 2809332.33 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2038-03-01 5.199000 16770803.00 1362740.29 Agency Mortgage-Backed Securities FHLMC_4623 2046-10-15 3.978370 16808475.00 1813904.76 Agency Collateralized Mortgage Obligation FNMA_13-100 2031-01-25 3.000000 16835048.00 439626.85 Agency Collateralized Mortgage Obligation FNMA_13-25 2041-01-25 2.500000 17100000.00 392036.85 Agency Collateralized Mortgage Obligation FNSTR-387 2038-03-25 5.000000 17219204.00 125884.73 Agency Collateralized Mortgage Obligation FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2037-11-01 4.067000 17557248.00 4112771.20 Agency Mortgage-Backed Securities FHLMC_45-80 2043-04-15 4.000000 17589001.00 1336288.44 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-12-31 2.250000 17789100.00 17263527.81 U.S. Treasuries (including strips) FNMA_15-76 2042-06-25 4.000000 17986232.00 4294522.09 Agency Collateralized Mortgage Obligation FNMA_18-M6 2030-04-25 2.383630 18000444.00 17992916.22 Agency Collateralized Mortgage Obligation FNMA_15-34 2045-06-25 5.500000 18184563.00 1382420.71 Agency Collateralized Mortgage Obligation FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2041-08-01 3.718000 18813779.00 1413606.43 Agency Mortgage-Backed Securities FNMA_12-14 2042-03-25 3.836370 19000000.00 857915.02 Agency Collateralized Mortgage Obligation GNMA_10-113 2036-09-20 4.563750 19079000.00 30614.72 Agency Collateralized Mortgage Obligation FHLMC_4750A 2048-01-15 4.078370 19253139.00 3401768.86 Agency Collateralized Mortgage Obligation FHLMC_4136 2027-11-15 2.500000 19328307.00 622062.23 Agency Collateralized Mortgage Obligation FHLMC_4748E 2047-11-15 4.078370 19446879.00 3360310.40 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2035-06-01 5.500000 19586171.00 920103.38 Agency Mortgage-Backed Securities GNMA_13-144 2043-03-20 4.663750 19832170.00 504564.56 Agency Collateralized Mortgage Obligation GNMA_12-38 2042-03-20 2.486250 20036901.00 6529645.89 Agency Collateralized Mortgage Obligation FHLMC_46-6 2042-03-15 4.000000 20304016.00 1834540.34 Agency Collateralized Mortgage Obligation FHLMC_46-3 2044-05-15 4.000000 20339248.00 2688047.88 Agency Collateralized Mortgage Obligation FHLMC_4313 2044-03-15 3.978370 20471285.00 1121863.46 Agency Collateralized Mortgage Obligation FNMA_12-61 2041-08-25 4.000000 20568999.00 979599.76 Agency Collateralized Mortgage Obligation FNMA_13-106 2030-08-25 3.000000 20833333.00 613170.74 Agency Collateralized Mortgage Obligation FNMA_15-22 2045-04-25 3.000000 21128421.00 1797926.40 Agency Collateralized Mortgage Obligation FNMA_12-19 2042-03-25 4.386370 21315952.00 1054269.01 Agency Collateralized Mortgage Obligation FNMA_17-109A 2048-01-25 4.136370 21330187.00 3593007.20 Agency Collateralized Mortgage Obligation GNMA_18-H02B 2068-02-20 1.554360 21617224.00 1859869.18 Agency Collateralized Mortgage Obligation FHLMC_45-59 2044-12-15 4.000000 22113706.00 2233374.95 Agency Collateralized Mortgage Obligation FHLMC_45-39 2045-12-15 4.000000 22125000.00 1708658.38 Agency Collateralized Mortgage Obligation FHLMC_4740G 2047-11-15 4.078370 22490484.00 3595945.91 Agency Collateralized Mortgage Obligation GNMA_14-H11 2064-06-20 1.633200 22518674.00 739962.72 Agency Collateralized Mortgage Obligation GNH_17-H11 2067-04-20 2.130290 22535386.00 1574803.72 Agency Collateralized Mortgage Obligation FNSTR_383 2037-09-25 5.500000 22745000.00 137438.14 Agency Collateralized Mortgage Obligation GNMA_14-3 2043-03-20 4.063750 22755280.00 487928.59 Agency Collateralized Mortgage Obligation FNMA_18-16H 2048-03-25 4.186370 22816329.00 4120265.40 Agency Collateralized Mortgage Obligation FNMA_13-105 2040-08-25 5.000000 23004715.00 815142.62 Agency Collateralized Mortgage Obligation GNMA_16-4 2037-06-20 3.500000 23010855.00 260676.57 Agency Collateralized Mortgage Obligation FHLMC_4105 2042-09-15 4.028370 23714285.00 1429209.77 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_16-36 2046-06-25 3.886370 23923267.00 2979717.24 Agency Collateralized Mortgage Obligation GNMA_16-147B 2046-10-20 4.013750 23940171.00 2838864.94 Agency Collateralized Mortgage Obligation FHLMC_4606A 2046-08-15 3.928370 24693359.00 3778830.19 Agency Collateralized Mortgage Obligation FNMA_12-30 2040-10-25 4.000000 25000000.00 1061038.38 Agency Collateralized Mortgage Obligation FNMA_12-107 2040-05-25 3.986370 25000000.00 1315145.69 Agency Collateralized Mortgage Obligation FNMA_13-9E 2031-11-25 3.000000 25000000.00 1166921.07 Agency Collateralized Mortgage Obligation FNMA_15-42 2045-06-25 4.136370 25000000.00 1482201.29 Agency Collateralized Mortgage Obligation FNMA_17-68A 2047-09-25 4.086370 25000000.00 4446211.60 Agency Collateralized Mortgage Obligation FNMA_17-97B 2047-12-25 4.136370 25000000.00 4418041.80 Agency Collateralized Mortgage Obligation FHLMC_4186 2033-03-15 3.000000 25000000.00 1444046.87 Agency Collateralized Mortgage Obligation GNMA_16-107 2046-08-20 4.013750 25000000.00 3148963.79 Agency Collateralized Mortgage Obligation GNMA_09-116 2037-05-16 4.478370 25208333.00 27999.43 Agency Collateralized Mortgage Obligation GNMA_14-117B 2044-08-20 4.113750 25686585.00 1775641.17 Agency Collateralized Mortgage Obligation GNMA_16-37 2046-03-20 4.013750 25754870.00 2078976.38 Agency Collateralized Mortgage Obligation FNMA_17-100 2047-12-25 4.086370 25955215.00 4604501.39 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-08-31 2.125000 26635900.00 26563261.73 U.S. Treasuries (including strips) FNMA_12-63E 2042-06-25 4.500000 26666666.00 2078091.72 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 2031-02-15 5.375000 26746000.00 34008148.54 U.S. Treasuries (including strips) FHLMC_45-59 2031-03-15 2.500000 27000000.00 1895887.38 Agency Collateralized Mortgage Obligation FNMA_10-68 2040-07-25 2.936370 27000000.00 487086.78 Agency Collateralized Mortgage Obligation FNMA_12-98 2027-04-25 3.000000 27500000.00 739496.75 Agency Collateralized Mortgage Obligation FHLMC_4753K 2048-01-15 4.078370 27668862.00 4907742.53 Agency Collateralized Mortgage Obligation FHLMC_4215 2038-03-15 3.500000 28052142.00 578648.02 Agency Collateralized Mortgage Obligation GNMA_16-163 2043-09-20 0.524100 28190974.00 634985.27 Agency Collateralized Mortgage Obligation FNMA_13-41 2038-04-25 4.000000 28402812.00 1914865.13 Agency Collateralized Mortgage Obligation FNSTR_386 2037-12-25 5.500000 28442809.00 173113.40 Agency Collateralized Mortgage Obligation GNMA_16-153 2046-11-20 3.500000 28571428.00 4350802.22 Agency Collateralized Mortgage Obligation FHLMC_4276 2031-09-15 3.000000 28657713.00 1200940.48 Agency Collateralized Mortgage Obligation FNMA_06-30D 2036-05-25 26.978220 28943922.00 496628.57 Agency Collateralized Mortgage Obligation FHLMC_44-50 2044-09-15 4.000000 28968500.00 2270905.09 Agency Collateralized Mortgage Obligation FNMA_18-31D 2048-05-25 4.136370 29650692.00 4523517.63 Agency Collateralized Mortgage Obligation FNSTR_385 2037-11-01 5.000000 29879635.00 353222.20 Agency Collateralized Mortgage Obligation FNMA_12-151 2043-01-25 5.000000 30000000.00 1848145.53 Agency Collateralized Mortgage Obligation FHLMC_12-4012 2040-12-15 3.928370 30000000.00 661465.66 Agency Collateralized Mortgage Obligation GNMA_14-6 2044-01-16 4.028370 30000000.00 1090556.85 Agency Collateralized Mortgage Obligation GNMA_15-161 2045-11-20 4.113750 30063147.00 3118116.36 Agency Collateralized Mortgage Obligation GNMA_17-60 2038-02-20 4.413750 30112033.00 2838878.68 Agency Collateralized Mortgage Obligation FNMA_18-28D 2048-05-25 4.136370 30363779.00 5689550.18 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-07-31 2.125000 30405000.00 29103301.14 U.S. Treasuries (including strips) FHLMC_12-4089 2027-08-15 3.000000 30644558.00 1041850.01 Agency Collateralized Mortgage Obligation FNMA_17-74B 2047-10-25 4.136370 30846280.00 5227923.37 Agency Collateralized Mortgage Obligation FNMS_41-8A 2033-10-25 4.000000 30860691.00 2076073.58 Agency Collateralized Mortgage Obligation FANNIEMAE STRIP FNSTR_407 2039-01-25 6.000000 31314046.00 778682.70 Agency Collateralized Mortgage Obligation FNMA_18-15M 2058-03-25 1.468680 31472669.00 1521564.81 Agency Collateralized Mortgage Obligation FHLMC_42-1 2028-05-15 3.000000 31478046.00 793350.22 Agency Collateralized Mortgage Obligation FNMA_10-152 2041-01-25 3.936370 31600000.00 1322332.44 Agency Collateralized Mortgage Obligation FHLMC_44-35 2033-02-15 3.000000 31624607.00 1101966.71 Agency Collateralized Mortgage Obligation FNMA_14-39 2032-12-25 3.000000 31822612.00 1360416.57 Agency Collateralized Mortgage Obligation FREDDIEMAC STRIP FHSTR_232 2035-08-01 5.000000 32066468.00 238536.30 Agency Collateralized Mortgage Obligation GNMA_11-61A 2041-02-20 4.513750 32451593.00 1079294.93 Agency Collateralized Mortgage Obligation GNMA_16-57 2046-04-20 3.963750 32805266.00 4500818.82 Agency Collateralized Mortgage Obligation FNMA_13-10 2043-02-25 4.086370 32817148.00 3288088.41 Agency Collateralized Mortgage Obligation FNMA_17-56A 2047-07-25 4.086370 33304475.00 6015838.12 Agency Collateralized Mortgage Obligation FNMA_14-64 2032-04-25 3.500000 33338142.00 1034650.64 Agency Collateralized Mortgage Obligation FNMA_17-104A 2048-01-25 4.086370 33612575.00 5770478.12 Agency Collateralized Mortgage Obligation FNMA_12-30 2042-04-25 3.886370 33798669.00 956992.99 Agency Collateralized Mortgage Obligation FHSTR_303 2040-12-15 4.500000 34200000.00 2492485.69 Agency Collateralized Mortgage Obligation FNMA_13-10 2043-02-25 4.086370 34421052.00 3500229.41 Agency Collateralized Mortgage Obligation FHLMC_4060 2042-05-15 4.578370 34935554.00 1243629.39 Agency Collateralized Mortgage Obligation GNMA_10-61 2040-05-20 4.463750 34959262.00 477030.58 Agency Collateralized Mortgage Obligation FHLMC_4136G 2042-11-15 4.078370 35000000.00 2749988.84 Agency Collateralized Mortgage Obligation FHLMC_4741B 2047-12-15 4.078370 35000000.00 6095812.25 Agency Collateralized Mortgage Obligation GNMA_15-10 2045-01-20 4.500000 35000000.00 2870227.31 Agency Collateralized Mortgage Obligation GNMA_15-138A 2045-09-20 3.583750 35333333.00 4245227.08 Agency Collateralized Mortgage Obligation GNMA_14-117 2044-08-20 3.513750 35588235.00 1947482.08 Agency Collateralized Mortgage Obligation FNMA_12-71C 2042-07-25 4.536370 36126447.00 1079786.74 Agency Collateralized Mortgage Obligation FHLMC_4030D 2042-01-15 5.000000 36256000.00 1295232.14 Agency Collateralized Mortgage Obligation FHLMC_4403C 2032-07-15 3.500000 36552141.00 1722294.23 Agency Collateralized Mortgage Obligation FHSTR_286 2042-10-15 4.028370 36873438.00 2751137.16 Agency Collateralized Mortgage Obligation FNMA_13-26 2032-04-25 3.000000 36874999.00 1301885.24 Agency Collateralized Mortgage Obligation FHLMC_4074 2042-07-15 4.548370 37430744.00 3173654.85 Agency Collateralized Mortgage Obligation FHLMC_47-20 2047-09-15 4.000000 37500000.00 8602945.47 Agency Collateralized Mortgage Obligation GNMA_14-42 2044-03-20 4.013750 37617558.00 1823217.31 Agency Collateralized Mortgage Obligation FHLMC_4224 2043-07-15 4.578370 37686144.00 2207662.79 Agency Collateralized Mortgage Obligation FHLMC_39-97 2042-02-15 4.378370 38333333.00 2422420.07 Agency Collateralized Mortgage Obligation FHLMC_4076 2042-07-15 4.628370 38592250.00 3330396.12 Agency Collateralized Mortgage Obligation FNMS_03-85 2037-11-01 6.000000 38704587.00 253561.06 Agency Collateralized Mortgage Obligation FNMA_12-55 2042-05-25 4.486370 38708337.00 2206713.59 Agency Collateralized Mortgage Obligation FNMA_12-22 2040-11-25 4.500000 38736333.00 1647024.74 Agency Collateralized Mortgage Obligation FHLMC_45-40 2045-12-15 4.000000 39055000.00 3905993.33 Agency Collateralized Mortgage Obligation FNMA_17-11C 2047-03-25 3.986370 39166666.00 5213436.61 Agency Collateralized Mortgage Obligation GNMA_12-13 2042-01-20 2.436250 39267543.00 11263070.56 Agency Collateralized Mortgage Obligation FNMA_17-93B 2047-11-25 4.086370 39576276.00 6551722.56 Agency Collateralized Mortgage Obligation GNMA_16-156 2046-11-20 4.000000 39597334.00 6452981.87 Agency Collateralized Mortgage Obligation GNMA_16-17 2046-02-20 4.013750 39655507.00 5782299.70 Agency Collateralized Mortgage Obligation FHLMC_46-6 2044-09-15 4.000000 39695756.00 4203824.37 Agency Collateralized Mortgage Obligation GNMA_11-91 2041-06-20 3.963750 40000000.00 931539.54 Agency Collateralized Mortgage Obligation GNMA_13-152 2043-06-20 4.613750 40000000.00 2058162.45 Agency Collateralized Mortgage Obligation GNMA_14-56 2044-04-20 4.113750 40000000.00 1679135.03 Agency Collateralized Mortgage Obligation FNMA_12-134 2042-12-25 4.086370 40243571.00 3530647.77 Agency Collateralized Mortgage Obligation FHLMC_4468E 2045-05-15 4.128370 40598754.00 4374750.85 Agency Collateralized Mortgage Obligation FNMA_16-1 2046-02-25 4.086370 40855941.00 4214796.91 Agency Collateralized Mortgage Obligation FHSTR_311 2043-08-15 3.500000 42462876.00 4455717.53 Agency Collateralized Mortgage Obligation FHLMC_41-13 2042-09-15 3.928370 42654372.00 3371711.74 Agency Collateralized Mortgage Obligation FHLMC_12-262 2042-07-15 4.428370 42705734.00 4320299.00 Agency Collateralized Mortgage Obligation FNSTR_420 2044-11-25 3.500000 43206209.00 4617643.41 Agency Collateralized Mortgage Obligation GNMA_13-147 2039-12-20 4.663750 43323500.00 2102558.93 Agency Collateralized Mortgage Obligation FANNIEMAE STRIP FNSTR_378 2035-06-25 5.000000 43374031.00 254031.88 Agency Collateralized Mortgage Obligation FNMA_17-69 2047-09-25 4.086370 43700000.00 7867055.51 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3842 2040-06-15 3.898370 43797192.00 645435.06 Agency Collateralized Mortgage Obligation FHLMC_40-30 2042-04-15 4.378370 45000000.00 1828728.61 Agency Collateralized Mortgage Obligation FHLMC_41-56 2031-10-15 3.000000 45000000.00 2002414.20 Agency Collateralized Mortgage Obligation GNMA_11-30 2041-02-20 4.513750 45372333.00 975611.36 Agency Collateralized Mortgage Obligation FNMA_14-70 2044-11-25 4.586370 45888103.00 3525448.84 Agency Collateralized Mortgage Obligation FHLMC_45-30 2044-04-15 4.000000 45967684.00 2127535.53 Agency Collateralized Mortgage Obligation FNMA_12-97 2027-09-25 3.000000 46297557.00 1564139.07 Agency Collateralized Mortgage Obligation GNMA_10-115 2040-09-20 4.513750 46354711.00 1243832.68 Agency Collateralized Mortgage Obligation FNMA_12-119 2042-11-25 4.086370 46875000.00 3390733.05 Agency Collateralized Mortgage Obligation GNMA_13-163 2046-02-16 1.146890 47143400.00 3270399.58 Agency Collateralized Mortgage Obligation GNH_17-H10 2067-04-20 2.093120 48588437.00 4292365.78 Agency Collateralized Mortgage Obligation FHLMC_265 2042-06-15 3.878370 48620912.00 2802812.06 Agency Collateralized Mortgage Obligation FNMA_18-50A 2048-07-25 4.000000 49113038.00 11290972.16 Agency Collateralized Mortgage Obligation FHLMC_40-92 2042-03-15 4.078370 49176935.00 2336072.21 Agency Collateralized Mortgage Obligation FNMS_03-98 2039-05-25 5.000000 49230962.00 409793.13 Agency Collateralized Mortgage Obligation FNMA_18-36A 2048-06-25 4.136370 49833841.00 7552913.40 Agency Collateralized Mortgage Obligation FNMA_11-127 2041-12-25 4.486370 50000000.00 3697805.17 Agency Collateralized Mortgage Obligation FNMA_14-91 2045-01-25 4.086370 50000000.00 5219753.52 Agency Collateralized Mortgage Obligation FANNIEMAE-ACES FNMA_16-81B 2046-11-25 4.036370 50000000.00 4575755.10 Agency Collateralized Mortgage Obligation FHLMC_36-77 2040-05-15 4.478370 50000000.00 820702.88 Agency Collateralized Mortgage Obligation FHLMC_39-07 2041-08-15 4.378370 50000000.00 2092472.05 Agency Collateralized Mortgage Obligation FHLMC_4523A 2038-08-15 1.336270 50000000.00 1113423.36 Agency Collateralized Mortgage Obligation FNMA_07-92 2037-09-25 4.361370 50000000.00 377862.48 Agency Collateralized Mortgage Obligation FNMA_10-133 2040-11-25 3.936370 50000000.00 1523984.23 Agency Collateralized Mortgage Obligation GNMA_10-116 2040-09-20 3.813750 50000000.00 1058168.86 Agency Collateralized Mortgage Obligation GNMA_10-134 2040-10-20 4.533750 50000000.00 768528.81 Agency Collateralized Mortgage Obligation GNMA_10-158 2040-12-20 3.963750 50000000.00 1325250.66 Agency Collateralized Mortgage Obligation GNMA_11-69 2041-05-20 3.313750 50000000.00 1586887.50 Agency Collateralized Mortgage Obligation GNMA_13-9 2043-01-20 4.663750 50000000.00 1708268.92 Agency Collateralized Mortgage Obligation GNMA_16-146F 2046-10-20 4.013750 50000000.00 8860742.67 Agency Collateralized Mortgage Obligation FHLMC_4473 2045-05-15 3.528370 50227920.00 3723932.03 Agency Collateralized Mortgage Obligation FHSTR_279 2042-09-15 3.978370 50539734.00 3453841.89 Agency Collateralized Mortgage Obligation FNMA_17-86C 2047-11-25 4.086370 50775172.00 8720042.55 Agency Collateralized Mortgage Obligation FHLMC_41-10 2040-01-15 4.578370 51157007.00 2955117.26 Agency Collateralized Mortgage Obligation FNS_374 2036-08-01 5.500000 51412063.00 307818.00 Agency Collateralized Mortgage Obligation FHLMC_4461 2045-04-15 4.128370 51428571.00 5335873.82 Agency Collateralized Mortgage Obligation GNMA_13-117 2043-07-20 3.963750 51572254.00 2243249.96 Agency Collateralized Mortgage Obligation GNMA_13-186 2043-07-16 4.128370 51610125.00 2385044.49 Agency Collateralized Mortgage Obligation GNMA_14-4 2043-05-16 4.678370 51620588.00 1930068.80 Agency Collateralized Mortgage Obligation FHLS_28-1 2042-10-15 3.928370 51800000.00 3701906.87 Agency Collateralized Mortgage Obligation FHLMC_41-77 2031-01-15 3.000000 52035786.00 1959614.23 Agency Collateralized Mortgage Obligation GNMA_11-100 2041-07-20 3.363750 52102283.00 744068.14 Agency Collateralized Mortgage Obligation FHLMC_4074C 2042-03-15 4.578370 53069300.00 2454608.12 Agency Collateralized Mortgage Obligation FHLMC_4150D 2033-01-15 3.000000 53115734.00 3370325.79 Agency Collateralized Mortgage Obligation GNMA_11-151 2041-11-20 4.563750 53694158.00 2809580.25 Agency Collateralized Mortgage Obligation FHLMC_40-94 2042-08-15 3.978370 54304964.00 3730814.34 Agency Collateralized Mortgage Obligation FNSTR_418 2043-10-25 3.500000 54639152.00 4718500.69 Agency Collateralized Mortgage Obligation GNMA_16-77 2046-06-20 4.013750 55000000.00 5366472.74 Agency Collateralized Mortgage Obligation FNMA_17-104A 2048-01-25 4.086370 55820354.00 9562895.68 Agency Collateralized Mortgage Obligation FHLMC_3979 2040-05-15 5.000000 56250629.00 568860.52 Agency Collateralized Mortgage Obligation GNMA_07-53 2037-09-16 2.551630 57000000.00 5574375.54 Agency Collateralized Mortgage Obligation GNMA_10-42 2040-04-20 3.593750 57000000.00 1116271.07 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Obligation GNMA_11-25 2041-02-20 3.973750 61902696.00 1235667.27 Agency Collateralized Mortgage Obligation FHLMC_39-13 2041-08-15 4.428370 62500000.00 1024494.91 Agency Collateralized Mortgage Obligation FNMA_13-61 2033-06-25 3.000000 63000000.00 4520097.12 Agency Collateralized Mortgage Obligation FNMA_12-89C 2042-08-25 3.500000 65268540.00 4602355.19 Agency Collateralized Mortgage Obligation FHSTR_12-268 2042-08-15 3.928370 65979927.00 4749806.82 Agency Collateralized Mortgage Obligation FNMA_12-112 2031-11-25 3.000000 66322582.00 3044310.79 Agency Collateralized Mortgage Obligation FNMA_13-23F 2043-03-25 1.318460 67726594.00 952608.21 Agency Collateralized Mortgage Obligation FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2034-06-01 3.868000 70600904.00 1358381.19 Agency Mortgage-Backed Securities GNMA_10-57 2040-05-20 4.413750 72180000.00 1624828.47 Agency Collateralized Mortgage Obligation FHLMC_41-99 2033-05-15 3.000000 73333333.00 5060938.08 Agency Collateralized Mortgage Obligation 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2040-11-25 4.500000 85388316.00 1154700.40 Agency Collateralized Mortgage Obligation FNMA_13-136F 2025-05-25 3.500000 85714285.00 4413.10 Agency Collateralized Mortgage Obligation GNMA_13-117 2043-08-20 3.963750 87600000.00 3894937.37 Agency Collateralized Mortgage Obligation FNMA_10-99 2039-03-25 4.036370 90000000.00 157449.78 Agency Collateralized Mortgage Obligation FNMA_07-54 2037-06-25 2.303630 91239886.00 4345001.62 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_13-143 2054-05-16 0.810960 92000000.00 1927333.05 Agency Collateralized Mortgage Obligation FNMA_12-127 2027-11-25 3.500000 92408253.00 3012322.23 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS 2058-09-16 0.654430 96400000.00 4699692.49 Agency Collateralized Mortgage Obligation FNMA_07-54 2037-06-25 2.303630 97319976.00 7836125.30 Agency Collateralized Mortgage Obligation FNMA_13-26 2043-04-25 4.086370 99268317.00 7698034.14 Agency Collateralized Mortgage Obligation GNMA_07-45B 2037-07-20 2.446250 99983309.00 4285927.67 Agency Collateralized Mortgage Obligation GNMA_07-37 2037-06-16 2.401630 99996966.00 8742985.02 Agency Collateralized Mortgage Obligation FHLMC_4521 2041-05-15 1.324440 100000000.00 2354780.10 Agency Collateralized Mortgage Obligation FNMA_06-20 2036-04-25 4.526370 100000000.00 491437.40 Agency Collateralized Mortgage Obligation FHLMC_3138 2036-02-15 5.128370 100000000.00 492663.60 Agency Collateralized Mortgage Obligation FHLMC_3379 2037-10-15 4.308370 100000000.00 949767.61 Agency Collateralized Mortgage Obligation FHLMC_3415A 2035-08-15 4.188370 100000000.00 598364.47 Agency Collateralized Mortgage Obligation GNMA_06-65 2036-11-20 5.253750 100000000.00 455992.70 Agency Collateralized Mortgage Obligation GNMA_08-88 2038-10-20 4.713750 100000000.00 476880.79 Agency Collateralized Mortgage Obligation GNMA_10-121 2040-09-20 3.963750 100000000.00 2113565.00 Agency Collateralized Mortgage Obligation GNMA_07-41A 2037-07-20 2.386250 104068294.00 8637621.90 Agency Collateralized Mortgage Obligation FNMA_14-66 2040-01-25 4.000000 106808508.00 926329.78 Agency Collateralized Mortgage Obligation FHLMC_3622A 2037-06-15 1.154440 107568284.00 407610.49 Agency Collateralized Mortgage Obligation FHLS_32-6 2044-03-15 3.878370 107750000.00 9869734.15 Agency Collateralized Mortgage Obligation FHLMC_3117F 2036-02-15 5.078370 110000000.00 471043.31 Agency Collateralized Mortgage Obligation FNSTR_337 2033-06-01 5.000000 111331830.00 598383.40 Agency Collateralized Mortgage Obligation GNMA_11-75 2041-05-20 4.513750 115000000.00 2677812.28 Agency Collateralized Mortgage Obligation FNMA_15-51A 2045-07-25 3.536370 115287659.00 7831882.82 Agency Collateralized Mortgage Obligation FHLMC_4255 2035-05-15 4.028370 117855987.00 3932210.47 Agency Collateralized Mortgage Obligation FHLS_247 2036-01-15 5.000000 119071380.00 751676.21 Agency Collateralized Mortgage Obligation FHLMC_4077 2042-07-15 4.028370 119297899.00 3319884.45 Agency Collateralized Mortgage Obligation GNMA_18-87 2060-04-16 0.334150 120000000.00 7659620.96 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-35 2052-11-16 0.168670 123300000.00 462469.92 Agency Collateralized Mortgage Obligation FNMA_13-4 2028-02-25 3.000000 123529867.00 3851711.00 Agency Collateralized Mortgage Obligation GNMA_11-161 2045-04-16 0.398790 125000000.00 732300.55 Agency Collateralized Mortgage Obligation GNMA_13-193 2055-01-16 0.923930 135000000.00 3882147.40 Agency Collateralized Mortgage Obligation GNMA_11-142 2046-09-16 0.380380 150000000.00 654394.49 Agency Collateralized Mortgage Obligation GNMA_11-147 2044-10-16 0.263740 150000000.00 451240.34 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-23 2059-11-16 0.675190 150000000.00 10668879.64 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-88 2059-11-16 0.317140 153080378.00 4550466.64 Agency Collateralized Mortgage Obligation FNMS_04-17 2043-04-25 2.500000 154702598.00 4167805.08 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-56 2059-11-16 0.634780 154813742.00 9479207.51 Agency Collateralized Mortgage Obligation GNMA_04-47 2034-01-16 2.511630 160850834.00 2224801.97 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-11-25 4.536370 170000000.00 847231.88 Agency Collateralized Mortgage Obligation FNMA_07-28 2035-10-25 4.536370 184428156.00 1478479.45 Agency Collateralized Mortgage Obligation FNW_06-W1 2046-02-25 4.035530 313476931.00 3072305.68 Agency Collateralized Mortgage Obligation FNW_05-W4 2035-10-25 4.198520 422991292.00 3510983.04 Agency Collateralized Mortgage Obligation Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2018-08-01 2018-08-07 2018-08-07 Y NATIXIS SA 1.0000 7 N Fitch A Moody's A1 Standard & Poor's A N N 0.0208 1000000000.00 1000000000.00 0.0103 N N Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 1.990 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 2020-01-15 1.375000 200.00 234.29 U.S. Treasuries (including strips) FANNIE MAE B1V7KEBTPIMZEU4LTD58 2037-06-01 5.647000 1352.00 70.15 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2040-04-01 5.000000 4080.00 584.94 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-07-31 1.125000 4100.00 3906.36 U.S. Treasuries (including strips) GINNIE MAE II 2022-01-20 7.300000 30863.00 83.42 Agency Mortgage-Backed Securities GINNIE MAE I 2033-10-15 4.500000 41613.00 11953.29 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2032-04-15 3.375000 67000.00 125620.01 U.S. Treasuries (including strips) FNMA_04-53 2034-02-25 3.936370 145386.00 72.21 Agency Collateralized Mortgage Obligation GNMA_18-78 2048-06-20 4.113750 311032.00 54185.43 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-08-15 8.750000 424900.00 492538.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-05-31 1.375000 715000.00 700215.71 U.S. Treasuries (including strips) FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-06-01 5.000000 790178.00 796393.25 Agency Mortgage-Backed Securities GINNIE MAE II 2048-07-20 3.000000 829652.00 810802.31 Agency Mortgage-Backed Securities GINNIE MAE I 2047-12-15 3.000000 1399549.00 1354609.92 Agency Mortgage-Backed Securities GINNIE MAE II 2048-05-20 4.500000 1602124.00 1662479.52 Agency Mortgage-Backed Securities GNMA_09-92 2039-10-20 5.500000 2679493.00 4858461.58 Agency Collateralized Mortgage Obligation GNMA_09-26 2039-04-16 6.500000 3601200.00 8056636.09 Agency Collateralized Mortgage Obligation FNMA_18-53A 2048-07-25 3.500000 4033822.00 3567947.76 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 2041-05-15 4.375000 4093100.00 4990758.62 U.S. Treasuries (including strips) FNMA_14-63D 2044-10-25 3.500000 7376266.00 8007501.66 Agency Collateralized Mortgage Obligation FNMA_14-66 2044-10-25 4.000000 10000000.00 11646474.94 Agency Collateralized Mortgage Obligation FNMA_16-60 2046-09-25 4.036370 10999900.00 926129.23 Agency Collateralized Mortgage Obligation GNMA_18-65 2048-05-20 4.000000 11664452.00 11776624.35 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 2018-12-31 1.250000 15592400.00 15547914.72 U.S. Treasuries (including strips) FHLMC_29-45 2035-03-15 5.500000 20000000.00 8171833.72 Agency Collateralized Mortgage Obligation FNMA_17-77F 2047-10-25 4.136370 22755268.00 1976486.93 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-07-31 2.000000 23136400.00 22424261.61 U.S. Treasuries (including strips) GNMA_17-180 2047-12-20 4.113750 23750243.00 3880438.38 Agency Collateralized Mortgage Obligation FNMA_17-11B 2047-03-25 3.986370 25714285.00 3801840.09 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_18-29 2048-05-25 4.136370 26271000.00 3631327.60 Agency Collateralized Mortgage Obligation FHLMC_47-64 2048-02-15 4.128370 26881300.00 4714046.77 Agency Collateralized Mortgage Obligation FHLMC_47-96 2048-05-15 4.128370 28000000.00 4585855.09 Agency Collateralized Mortgage Obligation GNMA_17-163 2047-11-20 4.113750 28522311.00 4933692.91 Agency Collateralized Mortgage Obligation FHLMC_47-76 2048-03-15 4.128370 28596301.00 5120304.01 Agency Collateralized Mortgage Obligation FHLMC_4787C 2048-05-15 4.128370 29000000.00 5189891.80 Agency Collateralized Mortgage Obligation GNMA_17-117 2047-08-20 4.113750 29041714.00 5176632.78 Agency Collateralized Mortgage Obligation FNMA_18-24C 2048-04-25 4.136370 30000281.00 4950234.57 Agency Collateralized Mortgage Obligation FHLMC_47-76 2048-02-15 4.128370 35219136.00 5404548.01 Agency Collateralized Mortgage Obligation FHLMC_47-96 2048-06-15 4.178370 36890467.00 5458850.07 Agency Collateralized Mortgage Obligation GNMA_17-163 2047-11-20 4.113750 37289281.00 5894884.04 Agency Collateralized Mortgage Obligation GNMA_17-68 2047-05-20 4.063750 38574544.00 5859944.53 Agency Collateralized Mortgage Obligation GNMA_16-51 2046-04-20 4.013750 39107050.00 4253562.41 Agency Collateralized Mortgage Obligation FNMA_13-72 2043-07-25 4.086370 39425000.00 3872313.60 Agency Collateralized Mortgage Obligation GNMA_17-45 2047-03-20 4.063750 39631291.00 5859660.18 Agency Collateralized Mortgage Obligation GNMA_17-56 2047-04-20 4.063750 39877025.00 5076566.38 Agency Collateralized Mortgage Obligation GNMA_16-146B 2046-10-20 4.163750 39948442.00 7095724.52 Agency Collateralized Mortgage Obligation FNMA_18-43 2048-06-25 4.136370 40000000.00 6663482.81 Agency Collateralized Mortgage Obligation FHLMC_2996A 2035-03-15 5.750000 40000000.00 6611431.13 Agency Collateralized Mortgage Obligation GNMA_15-161 2045-11-20 4.113750 40000000.00 4839384.86 Agency Collateralized Mortgage Obligation FHLMC_4709B 2047-08-15 4.128370 40292545.00 4479595.46 Agency Collateralized Mortgage Obligation FNMA_17-109D 2048-01-25 4.086370 40452093.00 7254340.31 Agency Collateralized Mortgage Obligation FHLS_313 2043-09-15 3.828370 40918702.00 3726329.03 Agency Collateralized Mortgage Obligation GNMA_17-68 2047-05-20 4.063750 42262930.00 6780829.15 Agency Collateralized Mortgage Obligation FHLMC_4719A 2047-09-15 4.078370 42857143.00 7006969.12 Agency Collateralized Mortgage Obligation FNMA_18-11G 2048-03-25 4.136370 45025498.00 8212402.98 Agency Collateralized Mortgage Obligation FHLMC_44-82 2045-06-15 4.128370 45378611.00 4637037.53 Agency Collateralized Mortgage Obligation GNMA_18-65 2048-05-20 4.113750 45704663.00 7316601.30 Agency Collateralized Mortgage Obligation FNMA_17-96A 2057-12-25 4.036370 46000000.00 6699881.05 Agency Collateralized Mortgage Obligation FHLMC_4628C 2046-11-15 3.928370 48916734.00 6350451.14 Agency Collateralized Mortgage Obligation FNMA_16-88D 2046-12-25 4.036370 50000000.00 5092908.88 Agency Collateralized Mortgage Obligation FHLMC_28-66 2034-10-15 6.000000 50000000.00 8938405.96 Agency Collateralized Mortgage Obligation FNMA_17-10A 2047-03-25 4.036370 50226914.00 4106224.16 Agency Collateralized Mortgage Obligation FHLS_33-8 2044-09-15 3.978370 50328508.00 5407351.87 Agency Collateralized Mortgage Obligation GNMA_18-13B 2048-01-20 4.163750 52783476.00 9200096.61 Agency Collateralized Mortgage Obligation FNMA_17-96E 2047-12-25 4.186370 53813862.00 6273231.00 Agency Collateralized Mortgage Obligation FHLS_32-6 2044-03-15 3.878370 53815885.00 4929452.24 Agency Collateralized Mortgage Obligation GNMA_13-182 2043-12-20 4.053750 56250000.00 6399650.86 Agency Collateralized Mortgage Obligation FHLMC_4585 2046-05-15 3.928370 58176532.00 7323686.78 Agency Collateralized Mortgage Obligation FHSTR_276 2042-09-15 3.928370 61255257.00 4590073.18 Agency Collateralized Mortgage Obligation GNMA_17-149 2047-10-20 4.113750 64540048.00 11286732.57 Agency Collateralized Mortgage Obligation FHLMC_274 2042-08-15 3.928370 65957936.00 5203012.73 Agency Collateralized Mortgage Obligation FHLMC_4709D 2047-08-15 4.078370 66291278.00 10399272.27 Agency Collateralized Mortgage Obligation FHLMC_4074 2042-07-15 4.548370 68371921.00 5086043.78 Agency Collateralized Mortgage Obligation FNMA_17-57B 2057-08-25 4.036370 69964263.00 9299389.10 Agency Collateralized Mortgage Obligation FHSTR_278 2042-09-15 3.978370 71402903.00 5440845.51 Agency Collateralized Mortgage Obligation FNMA_17-56C 2047-07-25 4.086370 71815036.00 12417178.74 Agency Collateralized Mortgage Obligation FHLMC_42-36 2043-08-15 3.928370 73679377.00 4777336.85 Agency Collateralized Mortgage Obligation FNMA_16-19 2046-04-25 4.036370 74455460.00 5287689.01 Agency Collateralized Mortgage Obligation FNMA_16-88D 2046-12-25 3.986370 83467352.00 8373705.46 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_12-70 2042-07-25 3.936370 91319047.00 5553473.95 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_16-39 2046-07-25 3.936370 103000000.00 13510302.80 Agency Collateralized Mortgage Obligation FHLMC_46-8 2040-05-15 4.028370 109345417.00 7920965.18 Agency Collateralized Mortgage Obligation GNMA_13-113 2043-08-20 4.613750 122135000.00 5930116.75 Agency Collateralized Mortgage Obligation GNMA_12-149 2042-12-20 4.113750 130733950.00 4323647.91 Agency Collateralized Mortgage Obligation FHSTR_277 2042-09-15 3.978370 144110745.00 10055766.41 Agency Collateralized Mortgage Obligation GNMA_13-149 2039-12-20 4.013750 147287866.00 4750009.24 Agency Collateralized Mortgage Obligation FHLMC_42-63 2043-11-15 4.028370 174827232.00 4872104.66 Agency Collateralized Mortgage Obligation FNMA_15-57D 2045-08-25 4.186370 219118854.00 13809761.62 Agency Collateralized Mortgage Obligation FHLMC_4320 2039-07-15 4.028370 251525000.00 10250209.12 Agency Collateralized Mortgage Obligation FHLMC_4651D 2047-01-15 4.028370 257609817.00 18451446.10 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR_10-9 2040-01-16 4.528370 487812777.00 10046034.43 Agency Collateralized Mortgage Obligation Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2018-08-01 2018-08-01 2018-08-01 Y CITIGROUP GLOBAL MARKETS INC 1.0000 1 N Fitch A+ Moody's A2 Standard & Poor's A+ N N 0.0199 500000000.00 500000000.00 0.0052 N Y Y N Credit Suisse AG Credit Suisse AG 2.151 BRTF3KW94 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GINNIE MAE II 2047-12-20 5.000000 73311.00 70170.33 Agency Mortgage-Backed Securities GINNIE MAE II 2038-10-20 6.500000 80572.00 21664.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-26 2040-02-20 4.163750 100000.00 2462.20 Agency Collateralized Mortgage Obligation FNSTR_386 2037-11-25 5.000000 155000.00 2446.45 Agency Collateralized Mortgage Obligation FNSTR_383 2037-06-25 6.000000 165000.00 756.52 Agency Collateralized Mortgage Obligation GINNIE MAE II 2048-03-20 4.500000 174862.00 179028.72 Agency Mortgage-Backed Securities FNSTR_386 2037-11-25 5.000000 192000.00 3012.32 Agency Collateralized Mortgage Obligation FNSTR_383 2037-07-25 5.500000 239000.00 1598.14 Agency Collateralized Mortgage Obligation FNMA_06-115 2036-12-25 0.000000 250000.00 28068.62 Agency Collateralized Mortgage Obligation GINNIE MAE II 2042-04-20 4.000000 319000.00 73957.88 Agency Mortgage-Backed Securities FHSTR_171 2024-07-01 8.000000 328916.00 104.02 Agency Collateralized Mortgage Obligation FNMA_08-24 2038-02-25 0.000000 380084.00 117187.36 Agency Collateralized Mortgage Obligation GNMA_12-48 2042-04-16 4.578370 400000.00 28040.09 Agency Collateralized Mortgage Obligation FHLMC_4792C 2048-02-15 4.000000 412500.00 77450.66 Agency Collateralized Mortgage Obligation FHSTR_147 2023-02-01 8.000000 425478.00 48.62 Agency Collateralized Mortgage Obligation FHLMC_3387 2037-11-15 0.000000 550000.00 82552.25 Agency Collateralized Mortgage Obligation GNMA_15-168D 2045-11-20 4.113750 550000.00 35509.75 Agency Collateralized Mortgage Obligation FNMA_385 2038-01-25 5.000000 576441.00 4944.84 Agency Collateralized Mortgage Obligation FNSTR_383 2037-06-25 6.000000 581000.00 2876.40 Agency Collateralized Mortgage Obligation FNSTR_383 2037-09-25 5.500000 587000.00 4123.93 Agency Collateralized Mortgage Obligation FNSTR_404 2040-05-25 4.500000 700000.00 19814.84 Agency Collateralized Mortgage Obligation FNSTR_383 2037-06-25 6.000000 737000.00 3532.82 Agency Collateralized Mortgage Obligation FNSTR_383 2037-08-25 8.000000 747000.00 3987.46 Agency Collateralized Mortgage Obligation GNMA_10-9 2040-01-20 4.500000 756000.00 27262.86 Agency Collateralized Mortgage Obligation GNMA_12-145 2042-12-20 3.500000 773000.00 74018.19 Agency Collateralized Mortgage Obligation FNSTR_0383 2037-11-25 6.000000 824000.00 4125.76 Agency Collateralized Mortgage Obligation FNMA_14-19 2039-11-25 4.536370 825000.00 27051.98 Agency Collateralized Mortgage Obligation GNMA_12-6 2040-04-16 4.528370 835000.00 101976.28 Agency Collateralized Mortgage Obligation GINNIE MAE II 2044-04-20 6.000000 845651.00 260824.27 Agency Mortgage-Backed Securities FNSTR_383 2037-08-25 8.000000 880000.00 2745.98 Agency Collateralized Mortgage Obligation GNMA_12-103 2040-04-20 3.500000 880803.00 30680.89 Agency Collateralized Mortgage Obligation FNSTR_386 2038-07-25 6.000000 917000.00 5701.34 Agency Collateralized Mortgage Obligation FNSTR_383 2037-09-25 6.500000 956999.00 6858.31 Agency Collateralized Mortgage Obligation FNSTR_386 2037-12-25 7.500000 963000.00 5299.47 Agency Collateralized Mortgage Obligation FANNIE MAE FNSTR_372 2036-08-01 6.000000 967986.00 5753.92 Agency Collateralized Mortgage Obligation GINNIE MAE II 2024-12-20 4.500000 1012558.00 834478.55 Agency Mortgage-Backed Securities FNSTR_386 2037-12-25 7.500000 1018000.00 3661.23 Agency Collateralized Mortgage Obligation FNSTR_383 2037-06-25 6.000000 1026000.00 4974.32 Agency Collateralized Mortgage Obligation FANNIEMAE STRIP FNSTR_264 2024-07-25 8.000000 1089720.00 308.68 Agency Collateralized Mortgage Obligation FREDDIEMAC STRIP FHSTR_303 2040-12-15 4.021000 1124190.00 62021.08 Agency Collateralized Mortgage Obligation GNMA_11-130 2040-05-20 0.000000 1126704.00 907919.49 Agency Collateralized Mortgage Obligation FNMA_12-93 2040-07-25 4.000000 1128000.00 53357.15 Agency Collateralized Mortgage Obligation FNMA_13-56 2041-08-25 0.000000 1163246.00 138694.26 Agency Collateralized Mortgage Obligation FNMA_12-115 2042-10-25 4.036370 1316384.00 110253.83 Agency Collateralized Mortgage Obligation FNMA_17-53 2045-04-25 0.000000 1370958.00 618956.00 Agency Collateralized Mortgage Obligation FNMA_11-137 2042-01-25 3.936370 1572000.00 46551.36 Agency Collateralized Mortgage Obligation FNSTR_419 2043-05-25 3.500000 1684174.00 184133.56 Agency Collateralized Mortgage 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Collateralized Mortgage Obligation GNMA_15-152E 2045-08-20 9.000000 2213908.00 84322.00 Agency Collateralized Mortgage Obligation FNMA_14-72 2044-11-25 4.500000 2222220.00 249403.21 Agency Collateralized Mortgage Obligation FNSTR_419 2028-11-25 3.000000 2263668.00 88328.67 Agency Collateralized Mortgage Obligation FNSTR_383 2037-05-25 6.500000 2276000.00 14170.82 Agency Collateralized Mortgage Obligation FNSTR_383 2037-07-25 5.500000 2277000.00 15779.29 Agency Collateralized Mortgage Obligation GINNIE MAE II 2043-07-20 5.500000 2339440.00 502377.08 Agency Mortgage-Backed Securities FNSTR_383 2037-05-25 6.500000 2341000.00 14862.81 Agency Collateralized Mortgage Obligation FNSTR_383 2037-08-25 7.500000 2372000.00 16717.24 Agency Collateralized Mortgage Obligation FNSTR_383 2037-06-25 6.000000 2426000.00 10677.04 Agency Collateralized Mortgage Obligation GNMA_14-100 2044-07-20 0.000000 2626210.00 714321.22 Agency Collateralized Mortgage Obligation GNMA_15-80 2045-06-20 4.500000 2639000.00 258029.63 Agency Collateralized Mortgage Obligation FNSTR_386 2038-08-25 6.500000 2688000.00 19030.42 Agency Collateralized Mortgage Obligation GINNIE MAE II 2047-12-20 3.500000 2689040.00 2672863.76 Agency Mortgage-Backed Securities FNSTR_386 2037-11-25 6.500000 2713000.00 9676.24 Agency Collateralized Mortgage Obligation FNSTR_383 2038-01-25 6.000000 2738000.00 15219.51 Agency Collateralized Mortgage Obligation FNSTR_383 2036-12-25 6.500000 2741000.00 20360.55 Agency Collateralized Mortgage Obligation FNSTR_383 2037-09-25 7.000000 2751000.00 24503.30 Agency Collateralized Mortgage Obligation FNSTR_386 2038-01-25 7.000000 2783000.00 14429.83 Agency Collateralized Mortgage Obligation FNSTR_386 2037-12-25 7.000000 2796000.00 19080.07 Agency Collateralized Mortgage Obligation FNSTR_383 2037-09-25 7.500000 2800000.00 13936.69 Agency Collateralized Mortgage Obligation FNMA_06-125 2037-01-25 5.136370 2800000.00 20905.64 Agency Collateralized Mortgage Obligation FNSTR_383 2037-09-25 6.500000 2803000.00 20249.51 Agency Collateralized Mortgage Obligation FNSTR_383 2037-09-25 7.000000 2872000.00 24429.98 Agency Collateralized Mortgage Obligation FNSTR_386 2037-12-25 7.000000 2872000.00 16153.65 Agency Collateralized Mortgage Obligation FNSTR_386 2037-12-25 5.500000 2898000.00 25096.86 Agency Collateralized Mortgage Obligation FNSTR_383 2037-06-25 6.000000 2904000.00 13476.89 Agency Collateralized Mortgage Obligation FHSTR_245 2037-05-15 0.000000 3000000.00 88859.57 Agency Collateralized Mortgage Obligation FNSTR_383 2037-10-25 6.500000 3053000.00 18356.95 Agency Collateralized Mortgage Obligation FNSTR_383 2037-02-25 6.500000 3060000.00 18738.79 Agency Collateralized Mortgage Obligation FNMA_13-116 2043-10-25 3.500000 3122288.00 108196.43 Agency Collateralized Mortgage Obligation FNSTR_383 2038-01-25 5.500000 3135000.00 18184.04 Agency Collateralized Mortgage Obligation GNMA_11-157 2041-12-20 4.513750 3396648.00 271530.29 Agency Collateralized Mortgage 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Collateralized Mortgage Obligation FNSTR_383 2038-04-25 6.000000 3979000.00 18929.26 Agency Collateralized Mortgage Obligation FNSTR_383 2037-10-25 6.500000 3993000.00 23297.06 Agency Collateralized Mortgage Obligation FNMA_13-84 2042-11-25 4.086370 4000000.00 271832.65 Agency Collateralized Mortgage Obligation FNMA_07-34 2037-04-25 4.046370 4000000.00 16005.56 Agency Collateralized Mortgage Obligation FNSTR_383 2037-12-25 6.000000 4049000.00 23653.66 Agency Collateralized Mortgage Obligation FNSTR_383 2037-08-25 7.000000 4051000.00 17350.22 Agency Collateralized Mortgage Obligation FNSTR_383 2037-08-25 5.500000 4057000.00 27668.48 Agency Collateralized Mortgage Obligation FNSTR_383 2037-08-25 5.500000 4083000.00 27965.45 Agency Collateralized Mortgage Obligation FNMA_16-26 2041-03-25 5.000000 4187368.00 1643976.03 Agency Collateralized Mortgage Obligation GNMA_08-93 2038-06-16 0.000000 4226456.00 1781212.28 Agency Collateralized Mortgage Obligation FNSTR_383 2037-07-25 5.500000 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6.000000 7965000.00 58558.24 Agency Collateralized Mortgage Obligation FNW_07-W3 2037-04-25 0.000000 8074064.00 157033.22 Agency Collateralized Mortgage Obligation FNMA_16-26 2043-01-25 1.436370 8156752.00 429084.14 Agency Collateralized Mortgage Obligation GNMA_15-103D 2043-04-20 3.500000 8302272.00 21600.63 Agency Collateralized Mortgage Obligation GNMA_10-105 2040-01-16 4.500000 8333328.00 276988.93 Agency Collateralized Mortgage Obligation GNMA_16-121 2046-09-20 3.000000 8333328.00 1253040.31 Agency Collateralized Mortgage Obligation FHLMC_3497 2038-07-15 0.000000 8433312.00 830111.10 Agency Collateralized Mortgage Obligation FHLMC_4584E 2043-08-15 2.407870 8817808.00 509120.48 Agency Collateralized Mortgage Obligation FHSTR_30-5 2028-03-15 3.500000 8903984.00 302552.65 Agency Collateralized Mortgage Obligation FNMA_17-26 2047-04-25 3.500000 9126400.00 1926920.79 Agency Collateralized Mortgage Obligation GNMA_14-139 2038-05-20 0.250000 9172224.00 31665.57 Agency Collateralized 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Agency Collateralized Mortgage Obligation FNMA_09-104 2039-12-25 0.000000 14068848.00 1179746.34 Agency Collateralized Mortgage Obligation GNMA_16-150 2045-10-20 3.000000 15156832.00 1951726.53 Agency Collateralized Mortgage Obligation FNMA_07-2 2037-02-25 0.000000 15293712.00 136264.22 Agency Collateralized Mortgage Obligation FNMA_08-10 2037-07-25 0.000000 15412480.00 224895.64 Agency Collateralized Mortgage Obligation GNMA_13-132 2040-01-16 0.270000 15918624.00 47654.92 Agency Collateralized Mortgage Obligation GNMA_13-132 2040-01-16 0.180000 16243488.00 36175.10 Agency Collateralized Mortgage Obligation GNMA_17-179 2044-07-20 5.000000 16436256.00 5704820.13 Agency Collateralized Mortgage Obligation FNSTR_383 2037-09-25 5.500000 16473000.00 102480.91 Agency Collateralized Mortgage Obligation FHLMC_40-57 2042-06-15 4.578370 16485728.00 1212991.77 Agency Collateralized Mortgage Obligation FNMA_07-49 2037-06-25 0.000000 16666656.00 190546.45 Agency Collateralized Mortgage Obligation 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Collateralized Mortgage Obligation FNMA_18-38 2048-06-25 4.186370 52201920.00 6606632.78 Agency Collateralized Mortgage Obligation FHLMC_3905B 2041-08-15 4.478370 52663104.00 1390358.33 Agency Collateralized Mortgage Obligation FNMA_18-39 2048-06-25 1.486720 53025792.00 2787191.22 Agency Collateralized Mortgage Obligation FHLMC_3996 2041-06-15 4.528370 53899520.00 1194584.31 Agency Collateralized Mortgage Obligation FHLMC_4446A 2045-03-15 3.528370 54019600.00 4199830.27 Agency Collateralized Mortgage Obligation GNMA_15-187 2045-12-20 4.500000 54318656.00 4247086.97 Agency Collateralized Mortgage Obligation GNMA_15-112 2045-08-20 3.500000 54418560.00 5531116.96 Agency Collateralized Mortgage Obligation FHLMC_4097 2042-08-15 3.928370 54500000.00 2936917.58 Agency Collateralized Mortgage Obligation FHLMC_41-81 2043-03-15 4.088370 54553280.00 2930371.84 Agency Collateralized Mortgage Obligation FNMA_18-38 2048-06-25 4.186370 55046208.00 8989610.51 Agency Collateralized Mortgage Obligation 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800.00 767.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-03-31 1.375000 900.00 885.59 U.S. Treasuries (including strips) FEDERAL FARM CREDIT BANKS FUNDING CORP 2035-06-21 3.080000 1000.00 939.30 Agency Debentures and Agency Strips FANNIE MAE B1V7KEBTPIMZEU4LTD58 2030-01-15 0.000000 1000.00 671.60 Agency Debentures and Agency Strips FANNIE MAE B1V7KEBTPIMZEU4LTD58 2040-01-01 3.537000 1010.00 82.88 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2035-06-01 4.373000 1203.00 59.79 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANKS FUNDING CORP 2030-10-24 3.050000 2000.00 1924.25 Agency Debentures and Agency Strips FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-05-01 2.166000 2034.00 738.05 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2028-12-01 3.651000 5759.00 46.40 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2034-06-01 3.868000 7054.00 135.72 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2042-12-01 3.500000 7637.00 3665.63 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2027-12-01 2.980000 10948.00 10485.07 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-03-01 3.819000 15871.00 429.55 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-05-15 4.375000 19100.00 23199.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2045-11-15 3.000000 31100.00 30687.81 U.S. Treasuries (including strips) FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-01-01 2.902000 32972.00 12382.34 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2037-02-01 3.680000 35341.00 850.97 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-10-01 2.214000 40068.00 14717.96 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-08-01 4.000000 111689.00 89641.29 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-01-01 5.758000 115838.00 5406.30 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2040-08-01 5.500000 120204.00 39024.43 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-08-01 2.472000 120212.00 47981.95 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-02-01 2.500000 197812.00 77267.01 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2048-02-15 3.000000 199900.00 198566.05 U.S. Treasuries (including strips) FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-01-01 3.681000 217066.00 34302.25 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2034-02-01 3.724000 320071.00 20955.39 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-11-30 2.000000 327500.00 323230.50 U.S. Treasuries (including strips) FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2033-07-01 3.836000 412897.00 6019.82 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-06-01 4.000000 470965.00 275786.00 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-03-31 1.500000 561000.00 560824.97 U.S. Treasuries (including strips) GINNIE MAE II 2048-07-20 5.000000 624657.00 669159.23 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-04-01 3.500000 628082.00 394876.77 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2037-11-01 4.067000 890242.00 208538.47 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-07-15 2.625000 910400.00 907852.06 U.S. Treasuries (including strips) FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-08-01 4.000000 1002348.00 792584.72 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-06-01 3.000000 1020302.00 629483.43 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2039-07-01 3.928000 1055290.00 131230.58 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-03-31 2.250000 1073600.00 1067770.35 U.S. Treasuries (including strips) FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-12-01 3.500000 1142556.00 815569.90 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2018-12-13 0.000000 1155300.00 1146396.10 U.S. Treasuries (including strips) FANNIE MAE B1V7KEBTPIMZEU4LTD58 2040-08-01 5.500000 1156964.00 155406.39 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-08-01 4.000000 1284974.00 1007614.89 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2034-05-01 4.000000 1330301.00 678946.12 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2032-07-01 3.961000 1396336.00 124372.79 Agency Mortgage-Backed Securities GINNIE MAE II 2048-02-20 4.000000 1416045.00 1451975.90 Agency Mortgage-Backed Securities GINNIE MAE II 2048-01-20 4.000000 1462407.00 1500484.51 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2027-09-01 3.500000 1470775.00 612271.78 Agency Mortgage-Backed Securities GINNIE MAE II 2048-05-20 5.000000 1483270.00 1581668.91 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-01-15 0.375000 1500000.00 1499827.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-04-15 3.625000 1500300.00 2947681.72 U.S. Treasuries (including strips) GINNIE MAE II 2047-01-20 4.500000 1545067.00 1602736.48 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-04-15 0.125000 1732000.00 1843167.57 U.S. Treasuries (including strips) GINNIE MAE II 2046-04-20 4.000000 1762064.00 1603247.64 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2040-08-01 5.500000 1926737.00 926470.92 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-07-01 2.264000 2245890.00 996716.22 Agency Mortgage-Backed Securities GINNIE MAE I 2048-02-15 5.000000 2420989.00 2550969.87 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2040-05-01 5.000000 2555852.00 292640.75 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-02-15 2.125000 2733500.00 3954060.28 U.S. Treasuries (including strips) FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-07-01 3.500000 2761900.00 2737092.86 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-08-01 3.500000 2979002.00 2604633.99 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-01-31 2.250000 3063000.00 2964279.51 U.S. Treasuries (including strips) FANNIE MAE B1V7KEBTPIMZEU4LTD58 2038-06-01 5.500000 3100772.00 266254.96 Agency Mortgage-Backed Securities GINNIE MAE II 2034-01-20 6.000000 4002682.00 81954.37 Agency Mortgage-Backed Securities GINNIE MAE II 2047-01-20 4.000000 4017163.00 4047222.16 Agency Mortgage-Backed Securities GINNIE MAE II 2048-07-20 4.500000 4018659.00 4247228.27 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-05-01 3.730000 4100000.00 1869818.24 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2025-07-01 4.500000 4425544.00 447077.41 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2022-09-01 5.796000 6180219.00 258288.41 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-09-01 3.500000 6334090.00 4734302.07 Agency Mortgage-Backed Securities GINNIE MAE II 2048-01-20 4.000000 6424503.00 6586294.65 Agency Mortgage-Backed Securities GINNIE MAE I 2042-12-15 3.500000 7101731.00 2888281.45 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2040-06-01 4.253000 7105577.00 707623.89 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-05-15 3.500000 7317000.00 7476908.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-11-15 2.250000 7381900.00 7081883.94 U.S. Treasuries (including strips) FANNIE MAE B1V7KEBTPIMZEU4LTD58 2030-04-01 3.500000 7754000.00 7646720.82 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2035-11-01 4.640000 8208136.00 150538.08 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-09-01 2.440000 8250483.00 5297134.39 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-04-01 2.629000 8639595.00 5012961.82 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-05-01 3.520000 9006999.00 8852829.20 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2035-11-01 4.851000 9566000.00 181026.39 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-08-01 4.000000 10680990.00 5238095.25 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-04-01 4.189000 10747436.00 968152.42 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-10-01 2.523000 10848327.00 3546820.91 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-01-15 2.000000 11647700.00 16000132.21 U.S. Treasuries (including strips) FANNIE MAE B1V7KEBTPIMZEU4LTD58 2035-09-01 5.797000 11865279.00 529502.98 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2038-06-01 5.500000 12335573.00 620820.59 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2044-05-01 2.811000 13636449.00 3641946.52 Agency Mortgage-Backed Securities GINNIE MAE I 2044-04-15 4.000000 14557761.00 7273873.81 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-05-01 4.092000 14661973.00 1311309.69 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2031-02-15 5.375000 15046800.00 19132349.12 U.S. Treasuries (including strips) FANNIE MAE B1V7KEBTPIMZEU4LTD58 2030-04-01 3.400000 17600000.00 17251913.07 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2024-03-01 3.540000 18825141.00 18073497.99 Agency Mortgage-Backed Securities GINNIE MAE II 2042-08-20 2.750000 19160877.00 2438234.59 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-07-01 4.420000 20037978.00 2226366.27 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2030-04-01 3.450000 21020120.00 20626686.42 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-03-01 3.992000 21026714.00 2120532.17 Agency Mortgage-Backed Securities GINNIE MAE I 2044-07-15 4.000000 21513760.00 10538771.12 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-07-01 3.500000 23682523.00 20910532.38 Agency Mortgage-Backed Securities GINNIE MAE II 2047-03-20 4.500000 25018808.00 15752172.38 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-08-01 4.565000 25050568.00 4214070.25 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2044-09-01 2.873000 25110001.00 11614494.18 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-04-01 3.921000 25215826.00 1668851.30 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-04-01 3.819000 26376787.00 19658569.74 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-06-01 3.500000 28743664.00 15009739.93 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-08-01 2.373000 32108884.00 18312939.73 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2037-11-01 3.210000 34105000.00 31725141.50 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-05-31 2.000000 35130000.00 33556468.75 U.S. Treasuries (including strips) FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-02-01 4.000000 35773903.00 32466585.87 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-10-01 3.563000 40318117.00 3951116.30 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2037-09-01 3.670000 49679064.00 22868865.74 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-07-01 2.695000 69464415.00 30634197.25 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2037-05-01 5.771000 72076347.00 4935630.83 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-09-30 1.875000 74917900.00 72591699.21 U.S. Treasuries (including strips) FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-02-01 2.811000 89993152.00 16393322.36 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-02-01 2.739000 113770668.00 35586870.57 Agency Mortgage-Backed Securities Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2018-08-01 2018-08-01 2018-08-01 N N N 0.0193 650000000.00 650000000.00 0.0067 N Y Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 1.850 313385C87 2549001DPIFGXC1TOL40 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 0.0185 1083426532.22 1083426532.22 0.0112 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 1.858 313385D29 2549001DPIFGXC1TOL40 US313385D297 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's Agency 2018-08-24 2018-08-24 2018-08-24 N N N 0.0186 689158006.80 689158006.80 0.0071 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank 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Andrews Neal J. Andrews Chief Financial Officer