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2045-07-31 3.000000 9000000.00 2424196.70 Agency Mortgage-Backed Securities FNMA_11-112 2041-11-25 4.234870 8991060.00 168680.43 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2022-04-01 6.000000 9999000.00 56399.48 Agency Mortgage-Backed Securities FNMA_17-54 2047-07-25 3.834870 28731470.00 4990926.53 Agency Collateralized Mortgage Obligation GNMA_18-66D 2041-02-20 3.699120 34104818.00 4393906.72 Agency Collateralized Mortgage Obligation GINNIE MAE II 2044-04-20 3.000000 44761211.00 6906644.75 Agency Mortgage-Backed Securities GINNIE MAE II 2048-11-20 3.500000 123000.00 121905.97 Agency Mortgage-Backed Securities GINNIE MAE II 2048-09-20 5.000000 183700.00 192233.02 Agency Mortgage-Backed Securities GINNIE MAE II 2045-06-20 3.500000 1270488.00 124026.54 Agency Mortgage-Backed Securities GINNIE MAE II 2047-10-20 4.000000 1302814.00 1304789.55 Agency Mortgage-Backed Securities FHLMC_39-28 2041-09-15 4.143500 4588000.00 174417.52 Agency Collateralized Mortgage 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Notes Federal Home Loan Bank Variable Rate Notes 2.228 3130ADXW7 2549001DPIFGXC1TOL40 US3130ADXW70 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2018-12-06 2019-04-05 2019-04-05 N N N 0.0229 456959203.61 456959203.61 0.0051 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 2.238 3130ADYH9 2549001DPIFGXC1TOL40 US3130ADYH94 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2018-12-11 2019-07-11 2019-07-11 N N N 0.0226 1185496824.90 1185496824.90 0.0132 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 2.263 3130AE2K5 2549001DPIFGXC1TOL40 US3130AE2K53 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2018-12-17 2020-04-17 2020-04-17 N N N 0.0234 567205451.33 567205451.33 0.0063 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 2.200 3130AE4V9 2549001DPIFGXC1TOL40 US3130AE4V90 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2018-12-25 2019-02-25 2019-02-25 N N N 0.0225 581243110.45 581243110.45 0.0065 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.208 3130AEBB5 2549001DPIFGXC1TOL40 US3130AEBB54 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2018-12-10 2019-05-10 2019-05-10 N N N 0.0229 184959810.60 184959810.60 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.197 3130AEBC3 2549001DPIFGXC1TOL40 US3130AEBC38 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2018-12-15 2019-05-15 2019-05-15 N N N 0.0229 279936501.60 279936501.60 0.0031 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 2.195 3130AED72 2549001DPIFGXC1TOL40 US3130AED722 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2018-12-25 2019-03-25 2019-03-25 N N N 0.0228 1104869936.44 1104869936.44 0.0123 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 2.199 3130AEE48 2549001DPIFGXC1TOL40 US3130AEE480 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2018-12-04 2019-06-04 2019-06-04 N N N 0.0231 853415376.42 853415376.42 0.0095 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.175 3130AEE97 2549001DPIFGXC1TOL40 US3130AEE977 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2018-12-24 2018-12-24 2018-12-24 N N N 0.0212 149997294.00 149997294.00 0.0017 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 2.160 3130AEEB2 2549001DPIFGXC1TOL40 US3130AEEB28 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2018-12-21 2019-01-08 2019-01-08 N N N 0.0222 674014327.35 674014327.35 0.0075 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.160 3130AEHF0 2549001DPIFGXC1TOL40 US3130AEHF05 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2018-12-21 2018-12-21 2018-12-21 N N N 0.0220 224996442.75 224996442.75 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.175 3130AEHG8 2549001DPIFGXC1TOL40 US3130AEHG87 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2018-12-24 2018-12-24 2018-12-24 N N N 0.0221 219996031.20 219996031.20 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.056 3130AEHU7 2549001DPIFGXC1TOL40 US3130AEHU71 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2018-12-28 2018-12-28 2018-12-28 N N N 0.0218 464219766.66 464219766.66 0.0052 N N N N FHLB FHLB 2.090 3130AELL2 2549001DPIFGXC1TOL40 US3130AELL27 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2019-01-09 2019-04-09 2019-04-09 N N N 0.0243 407715760.63 407715760.63 0.0045 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 2.169 3130AEQK9 2549001DPIFGXC1TOL40 US3130AEQK98 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2018-12-01 2019-02-01 2019-02-01 N N N 0.0226 633233989.01 633233989.01 0.0070 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.208 3130AESB7 2549001DPIFGXC1TOL40 US3130AESB71 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2018-12-13 2019-08-13 2019-08-13 N N N 0.0232 339812666.80 339812666.80 0.0038 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.241 3130AETK6 2549001DPIFGXC1TOL40 US3130AETK61 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2018-12-20 2020-02-20 2020-02-20 N N N 0.0234 485272295.31 485272295.31 0.0054 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 2.255 3130AETR1 2549001DPIFGXC1TOL40 US3130AETR15 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2018-12-24 2020-02-24 2020-02-24 N N N 0.0234 843517512.69 843517512.69 0.0094 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.217 3130AEWH9 2549001DPIFGXC1TOL40 US3130AEWH95 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2018-12-08 2019-03-08 2019-03-08 N N N 0.0227 593954042.22 593954042.22 0.0066 N N N N FHLB FHLB 2.234 3130AF2Q9 2549001DPIFGXC1TOL40 US3130AF2Q96 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2018-12-05 2019-07-05 2019-07-05 N N N 0.0230 378933515.82 378933515.82 0.0042 N N N N FHLB FHLB 2.310 3130AFA23 2549001DPIFGXC1TOL40 US3130AFA238 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2019-01-20 2020-04-20 2020-04-20 N N N 0.0254 540331215.98 540331215.98 0.0060 N N N N FHLB FHLB 2.349 3130AFB55 2549001DPIFGXC1TOL40 US3130AFB558 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2019-01-29 2019-10-29 2019-10-29 N N N 0.0252 312008854.56 312008854.56 0.0035 N N N N FHLB FHLB 2.500 3130AFE60 2549001DPIFGXC1TOL40 US3130AFE602 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2019-05-07 2019-05-07 2019-05-07 N N N 0.0251 74990411.25 74990411.25 0.0008 N N N N FHLB FHLB 2.419 3130AFF93 2549001DPIFGXC1TOL40 US3130AFF930 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2019-02-16 2019-05-16 2019-05-16 N N N 0.0250 483007944.36 483007944.36 0.0054 N N N N FHLB FHLB 2.400 3130AFFL6 2549001DPIFGXC1TOL40 US3130AFFL65 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2019-02-13 2019-05-13 2019-05-13 N N N 0.0249 157478309.10 157478309.10 0.0017 N N N N Federal Farm Credit Bank Discount Notes Federal Farm Credit Bank Discount Notes 2.330 313312BQ2 US313312BQ25 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2019-02-08 2019-02-08 2019-02-08 N N N 0.0233 98101688.17 98101688.17 0.0011 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.575 313313R83 US313313R836 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2018-12-04 2018-12-04 2018-12-04 N N N 0.0058 88994387.66 88994387.66 0.0010 N N Y N FHLB FHLB 2.180 313384AB5 2549001DPIFGXC1TOL40 US313384AB59 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2019-01-02 2019-01-02 2019-01-02 N N N 0.0218 59881999.80 59881999.80 0.0007 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 2.192 313384AD1 2549001DPIFGXC1TOL40 US313384AD16 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2019-01-04 2019-01-04 2019-01-04 N N N 0.0219 383039777.64 383039777.64 0.0043 N N Y N FHLB FHLB 2.219 313384AJ8 2549001DPIFGXC1TOL40 US313384AJ85 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2019-01-09 2019-01-09 2019-01-09 N N N 0.0222 1221290483.91 1221290483.91 0.0136 N N Y N U.S. Treasury Bills U.S. Treasury Bills 1.076 912796PE3 254900HROIFWPRGM1V77 US912796PE35 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2018-12-06 2018-12-06 2018-12-06 N N N 0.0108 689877.95 689877.95 0.0000 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 2.074 912796PK9 254900HROIFWPRGM1V77 US912796PK94 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2019-01-03 2019-01-03 2019-01-03 N N N 0.0207 274469852.25 274469852.25 0.0030 N Y Y N FHLB FHLB 2.228 313384AL3 2549001DPIFGXC1TOL40 US313384AL32 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2019-01-11 2019-01-11 2019-01-11 N N N 0.0223 735185555.24 735185555.24 0.0082 N N Y N FHLB FHLB 2.243 313384AQ2 2549001DPIFGXC1TOL40 US313384AQ29 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2019-01-15 2019-01-15 2019-01-15 N N N 0.0224 299154333.00 299154333.00 0.0033 N N Y N U.S. Treasury Bill U.S. Treasury Bill 2.215 912796PP8 254900HROIFWPRGM1V77 US912796PP81 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2019-01-31 2019-01-31 2019-01-31 N N N 0.0222 146364221.54 146364221.54 0.0016 N Y Y N FHLB FHLB 2.246 313384AR0 2549001DPIFGXC1TOL40 US313384AR02 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2019-01-16 2019-01-16 2019-01-16 N N N 0.0225 630944812.90 630944812.90 0.0070 N N Y N U.S. Treasury Bill U.S. Treasury Bill 2.284 912796PT0 254900HROIFWPRGM1V77 US912796PT04 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2019-02-28 2019-02-28 2019-02-28 N N N 0.0228 2054404259.10 2054404259.10 0.0228 N Y Y N Federal Home Loan Bank Federal Home Loan Bank 2.234 313384AX7 2549001DPIFGXC1TOL40 US313384AX79 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2019-01-22 2019-01-22 2019-01-22 N N N 0.0223 249180555.00 249180555.00 0.0028 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.267 313384AY5 2549001DPIFGXC1TOL40 US313384AY52 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2019-01-23 2019-01-23 2019-01-23 N N N 0.0227 670156928.19 670156928.19 0.0074 N N Y N U.S. Treasury Bills U.S. Treasury Bills 2.491 912796QM4 254900HROIFWPRGM1V77 US912796QM42 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2019-06-20 2019-06-20 2019-06-20 N N N 0.0249 133364569.26 133364569.26 0.0015 N Y Y N FHLB FHLB 2.272 313384BA6 2549001DPIFGXC1TOL40 US313384BA67 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2019-01-25 2019-01-25 2019-01-25 N N N 0.0227 199305112.00 199305112.00 0.0022 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 2.282 313384BE8 2549001DPIFGXC1TOL40 US313384BE89 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2019-01-29 2019-01-29 2019-01-29 N N N 0.0228 146610111.64 146610111.64 0.0016 N N Y N FHLB FHLB 2.325 313384BM0 2549001DPIFGXC1TOL40 US313384BM06 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2019-02-05 2019-02-05 2019-02-05 N N N 0.0232 280169511.07 280169511.07 0.0031 N N N N FHLB FHLB 2.326 313384BN8 2549001DPIFGXC1TOL40 US313384BN88 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2019-02-06 2019-02-06 2019-02-06 N N N 0.0233 479277818.40 479277818.40 0.0053 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.330 313384BQ1 2549001DPIFGXC1TOL40 US313384BQ10 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2019-02-08 2019-02-08 2019-02-08 N N N 0.0233 746663955.00 746663955.00 0.0083 N N N N Federal Home Loan Banks Federal Home Loan Banks 2.334 313384BT5 2549001DPIFGXC1TOL40 US313384BT58 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2019-02-11 2019-02-11 2019-02-11 N N N 0.0233 614466108.44 614466108.44 0.0068 N N N N U.S. Treasury Bills U.S. Treasury Bills 1.990 912796QQ5 254900HROIFWPRGM1V77 US912796QQ55 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2018-12-27 2018-12-27 2018-12-27 N N N 0.0199 252638075.30 252638075.30 0.0028 N Y Y N FHLB FHLB 2.337 313384BV0 2549001DPIFGXC1TOL40 US313384BV05 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2019-02-13 2019-02-13 2019-02-13 N N N 0.0234 437896800.00 437896800.00 0.0049 N N N N U.S. Treasury Bill U.S. Treasury Bill 2.102 912796QS1 254900HROIFWPRGM1V77 US912796QS12 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2019-01-10 2019-01-10 2019-01-10 N N N 0.0210 592072253.52 592072253.52 0.0066 N Y Y N FHLB FHLB 2.340 313384BX6 2549001DPIFGXC1TOL40 US313384BX60 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's Agency 2019-02-15 2019-02-15 2019-02-15 N N N 0.0234 508599029.01 508599029.01 0.0056 N N N N U.S. Treasury Bills U.S. Treasury Bills 2.170 912796QT9 254900HROIFWPRGM1V77 US912796QT94 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2019-01-17 2019-01-17 2019-01-17 N N N 0.0217 155969950.84 155969950.84 0.0017 N Y Y N FHLB FHLB 2.397 313384CM9 2549001DPIFGXC1TOL40 US313384CM96 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2019-03-01 2019-03-01 2019-03-01 N N N 0.0240 210740720.00 210740720.00 0.0023 N N N N FHLB FHLB 2.400 313384CQ0 2549001DPIFGXC1TOL40 US313384CQ01 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2019-03-04 2019-03-04 2019-03-04 N N N 0.0240 397543000.00 397543000.00 0.0044 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 2.402 313384CS6 2549001DPIFGXC1TOL40 US313384CS66 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2019-03-06 2019-03-06 2019-03-06 N N N 0.0240 129303171.70 129303171.70 0.0014 N N N N Federal Home Loan Banks Federal Home Loan Banks 2.414 313384DG1 2549001DPIFGXC1TOL40 US313384DG10 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2019-03-20 2019-03-20 2019-03-20 N N N 0.0241 298081444.38 298081444.38 0.0033 N N N N FHLB FHLB 2.415 313384DH9 2549001DPIFGXC1TOL40 US313384DH92 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2019-03-21 2019-03-21 2019-03-21 N N N 0.0241 226372624.85 226372624.85 0.0025 N N N N FHLB FHLB 2.454 313384DW6 2549001DPIFGXC1TOL40 US313384DW69 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2019-04-03 2019-04-03 2019-04-03 N N N 0.0245 198346334.00 198346334.00 0.0022 N N N N U.S. Treasury Bill U.S. Treasury Bill 2.190 912796QU6 254900HROIFWPRGM1V77 US912796QU67 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2019-01-24 2019-01-24 2019-01-24 N N N 0.0219 714850579.92 714850579.92 0.0079 N Y Y N FHLB FHLB 2.512 313384FC8 2549001DPIFGXC1TOL40 US313384FC87 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2019-05-03 2019-05-03 2019-05-03 N N N 0.0251 98951389.00 98951389.00 0.0011 N N N N FHLB FHLB 2.515 313384FJ3 2549001DPIFGXC1TOL40 US313384FJ31 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's Agency 2019-05-09 2019-05-09 2019-05-09 N N N 0.0251 494548610.00 494548610.00 0.0055 N N N N U.S. Treasury Bills U.S. Treasury Bills 2.240 912796QW2 254900HROIFWPRGM1V77 US912796QW24 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2019-02-07 2019-02-07 2019-02-07 N N N 0.0224 910763349.28 910763349.28 0.0101 N Y Y N FHLB FHLB 2.521 313384FZ7 2549001DPIFGXC1TOL40 US313384FZ72 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2019-05-24 2019-05-24 2019-05-24 N N N 0.0252 98805556.00 98805556.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.160 313385R73 2549001DPIFGXC1TOL40 US313385R735 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2018-12-03 2018-12-03 2018-12-03 N N N 0.0216 678000000.00 678000000.00 0.0075 N Y Y N Federal Home Loan Banks Federal Home Loan Banks 0.575 313385R81 2549001DPIFGXC1TOL40 US313385R818 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2018-12-04 2018-12-04 2018-12-04 N N N 0.0058 399574801.22 399574801.22 0.0044 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.920 313385R99 2549001DPIFGXC1TOL40 US313385R990 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2018-12-05 2018-12-05 2018-12-05 N N N 0.0092 499936945.00 499936945.00 0.0055 N N Y N U.S. Treasury Bills U.S. Treasury Bills 2.284 912796QY8 254900HROIFWPRGM1V77 US912796QY89 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2019-02-21 2019-02-21 2019-02-21 N N N 0.0228 825786276.40 825786276.40 0.0092 N Y Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 1.314 313385S31 2549001DPIFGXC1TOL40 US313385S311 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's Agency 2018-12-07 2018-12-07 2018-12-07 N N N 0.0131 165448260.11 165448260.11 0.0018 N N Y N U.S. Treasury Bill U.S. Treasury Bill 2.604 912796RA9 254900HROIFWPRGM1V77 US912796RA94 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2019-09-12 2019-09-12 2019-09-12 N N N 0.0260 312764325.44 312764325.44 0.0035 N Y Y N FHLB FHLB 1.940 313385T71 2549001DPIFGXC1TOL40 US313385T715 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2018-12-19 2018-12-19 2018-12-19 N N N 0.0194 87911217.68 87911217.68 0.0010 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 1.975 313385T97 2549001DPIFGXC1TOL40 US313385T970 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's Agency 2018-12-21 2018-12-21 2018-12-21 N N N 0.0198 318328286.85 318328286.85 0.0035 N N Y N U.S. Treasury Bills U.S. Treasury Bills 2.384 912796RD3 254900HROIFWPRGM1V77 US912796RD34 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2019-04-04 2019-04-04 2019-04-04 N N N 0.0238 297570168.00 297570168.00 0.0033 N Y Y N Federal Farm Credit Banks Federal Farm Credit Banks 2.350 3133EG2C8 US3133EG2C88 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2018-12-01 2018-12-27 2018-12-27 N N N 0.0218 50005405.00 50005405.00 0.0006 N N N N U.S. Treasury Bills U.S. Treasury Bills 2.421 912796RG6 254900HROIFWPRGM1V77 US912796RG64 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2019-04-11 2019-04-11 2019-04-11 N N N 0.0242 81783848.03 81783848.03 0.0009 N Y Y N Federal Farm Credit Banks Federal Farm Credit Banks 2.373 3133EGT62 US3133EGT620 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2018-12-12 2018-12-12 2018-12-12 N N N 0.0222 245012911.50 245012911.50 0.0027 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 2.387 3133EGU78 US3133EGU784 U.S. Government Agency Debt Y Fitch Agency Moody's Agency 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Mortgage-Backed Securities FREDDIE MAC GOLD 2027-12-01 5.500000 24890.00 967.06 Agency Mortgage-Backed Securities GINNIE MAE II 2025-02-20 8.500000 25000.00 28.20 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2038-08-01 6.500000 30000.00 367.08 Agency Mortgage-Backed Securities GINNIE MAE I 2026-06-15 8.000000 31000.00 755.12 Agency Mortgage-Backed Securities GINNIE MAE I 2025-08-15 9.000000 50000.00 59.80 Agency Mortgage-Backed Securities GINNIE MAE I 2033-09-15 4.500000 50000.00 3791.82 Agency Mortgage-Backed Securities GINNIE MAE II 2029-03-20 6.500000 52000.00 349.66 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2022-05-01 4.500000 90000.00 1478.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 2019-09-10 2.500000 100000.00 100407.56 Agency Debentures and Agency Strips GINNIE MAE I 2026-06-15 8.000000 100000.00 125.30 Agency Mortgage-Backed Securities GINNIE MAE I 2027-03-15 7.500000 151500.00 790.52 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2025-11-01 3.000000 175000.00 18497.41 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2028-07-01 2.500000 275259.00 107959.69 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2018-12-01 5.500000 285000.00 47.64 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2033-09-01 3.000000 304168.00 297306.54 Agency Mortgage-Backed Securities GINNIE MAE II 2035-11-20 5.500000 498567.00 122809.90 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-09-01 3.500000 507211.00 502923.80 Agency Mortgage-Backed Securities GINNIE MAE I 2043-11-15 3.500000 521757.00 110033.29 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2022-11-01 9.500000 1062000.00 154.04 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2026-10-01 3.500000 1147890.00 273824.79 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2027-02-01 2.500000 1220000.00 368455.22 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2035-12-01 5.500000 3800000.00 204474.31 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2019-10-24 1.000000 4213000.00 4152248.54 Agency Debentures and Agency Strips FREDDIE MAC GOLD 2022-11-01 6.500000 35643209.00 340515.96 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2048-08-01 4.500000 57339520.00 57638242.80 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANKS FUNDING CORP 2023-05-10 3.090000 1000.00 997.43 Agency Debentures and Agency Strips FANNIE MAE B1V7KEBTPIMZEU4LTD58 2029-09-01 7.500000 1021.00 34.99 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2034-01-01 6.500000 10000.00 230.63 Agency Mortgage-Backed Securities GINNIE MAE II 2038-08-20 6.000000 23090.00 789.87 Agency Mortgage-Backed Securities GINNIE MAE I 2029-06-15 6.750000 25000.00 1054.38 Agency Mortgage-Backed Securities GINNIE MAE I 2028-02-15 6.500000 25250.00 148.39 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2034-01-01 5.500000 43034.00 1200.42 Agency Mortgage-Backed Securities GINNIE MAE II 2025-10-20 7.000000 50000.00 253.30 Agency Mortgage-Backed Securities GINNIE MAE I 2026-03-15 7.500000 50000.00 260.04 Agency Mortgage-Backed Securities GINNIE MAE I 2025-12-15 8.000000 80000.00 164.72 Agency Mortgage-Backed Securities GINNIE MAE II 2027-08-20 7.000000 84000.00 385.48 Agency Mortgage-Backed Securities GINNIE MAE II 2028-01-20 6.500000 90755.00 605.46 Agency Mortgage-Backed Securities GINNIE MAE I 2042-06-15 3.500000 138855.00 37414.39 Agency Mortgage-Backed Securities GINNIE MAE I 2026-08-15 8.000000 150000.00 392.50 Agency Mortgage-Backed Securities GINNIE MAE II 2025-05-20 9.000000 250000.00 46.91 Agency Mortgage-Backed Securities GINNIE MAE II 2027-02-20 7.500000 270000.00 988.21 Agency Mortgage-Backed Securities GINNIE MAE II 2027-11-20 7.500000 395000.00 1576.04 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-08-01 4.265000 416199.00 380271.96 Agency Mortgage-Backed Securities GINNIE MAE II 2029-02-20 6.500000 499874.00 4008.14 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2023-06-14 3.320000 726000.00 737114.25 Agency Debentures and Agency Strips GINNIE MAE II 2036-02-20 6.500000 959658.00 51287.45 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2048-11-01 5.000000 1069567.00 1143582.83 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-08-01 3.500000 2439609.00 2246355.35 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2048-10-01 4.000000 2947029.00 2950157.41 Agency Mortgage-Backed Securities GINNIE MAE II 2047-08-20 2.500000 15991291.00 13002409.49 Agency Mortgage-Backed Securities GINNIE MAE II 2048-07-20 4.500000 26838000.00 27449154.23 Agency Mortgage-Backed Securities GINNIE MAE II 2046-09-20 2.500000 42037922.00 31462832.57 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2027-10-01 6.500000 2370.00 94.08 Agency Mortgage-Backed Securities GINNIE MAE II 2047-12-20 3.000000 3200.00 2913.59 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-03-01 4.500000 5000.00 4022.81 Agency Mortgage-Backed Securities GINNIE MAE II 2026-07-20 7.500000 25000.00 91.21 Agency Mortgage-Backed Securities GINNIE MAE II 2019-03-20 5.000000 25000.00 29.83 Agency Mortgage-Backed Securities GINNIE MAE II 2019-08-20 5.000000 25000.00 204.94 Agency Mortgage-Backed Securities GINNIE MAE I 2024-04-15 7.000000 32000.00 93.09 Agency Mortgage-Backed Securities GINNIE MAE I 2026-11-15 8.000000 35000.00 51.96 Agency Mortgage-Backed Securities GINNIE MAE II 2030-10-20 7.000000 40056.00 132.90 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2041-02-01 4.000000 66000.00 14779.19 Agency Mortgage-Backed Securities GINNIE MAE I 2034-12-15 5.000000 75000.00 3890.91 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-02-01 2.500000 103603.00 72783.08 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-05-01 3.500000 120906.00 102031.87 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-05-01 5.000000 126153.00 208.23 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANKS FUNDING CORP 2023-09-13 3.000000 200000.00 201077.33 Agency Debentures and Agency Strips GINNIE MAE I 2024-04-15 6.500000 215925.00 526.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 2021-09-27 2.625000 235000.00 235630.68 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 2021-07-14 1.125000 350000.00 336241.50 Agency Debentures and Agency Strips FANNIE MAE B1V7KEBTPIMZEU4LTD58 2037-01-01 5.500000 375000.00 4012.84 Agency Mortgage-Backed Securities GINNIE MAE I 2028-02-15 7.000000 587663.00 4942.26 Agency Mortgage-Backed Securities GINNIE MAE II 2025-08-20 7.000000 612485.00 1563.59 Agency Mortgage-Backed Securities GINNIE MAE I 2033-04-15 6.000000 1379810.00 43676.49 Agency Mortgage-Backed Securities GINNIE MAE II 2039-03-20 5.500000 1652405.00 340169.77 Agency Mortgage-Backed Securities GINNIE MAE II 2048-07-20 5.500000 2263374.00 2347132.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 2022-07-05 2.950000 4955000.00 4980687.55 Agency Debentures and Agency Strips FREDDIE MAC GOLD 2035-06-01 5.500000 7430000.00 239226.72 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANKS FUNDING CORP 2038-08-13 3.650000 10044000.00 9888103.17 Agency Debentures and Agency Strips FREDDIE MAC GOLD 2021-08-01 6.500000 1442.00 0.15 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2022-02-01 7.500000 1855.00 0.81 Agency Mortgage-Backed Securities GINNIE MAE I 2045-02-20 2.500000 2740.00 1538.54 Agency Mortgage-Backed Securities GINNIE MAE II 2026-02-20 7.000000 25000.00 84.52 Agency Mortgage-Backed Securities GINNIE MAE II 2027-11-20 6.500000 25000.00 135.68 Agency Mortgage-Backed Securities GINNIE MAE II 2027-05-20 7.000000 32000.00 134.87 Agency Mortgage-Backed Securities GINNIE MAE II 2027-10-20 6.500000 35000.00 223.64 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2038-01-01 6.000000 40044.00 2389.35 Agency Mortgage-Backed Securities GINNIE MAE I 2034-08-15 6.500000 50000.00 2736.47 Agency Mortgage-Backed Securities GINNIE MAE I 2033-09-15 5.000000 62500.00 3648.18 Agency Mortgage-Backed Securities GINNIE MAE I 2024-05-15 8.000000 75000.00 492.41 Agency Mortgage-Backed Securities GINNIE MAE I 2024-05-15 8.000000 100000.00 2437.72 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-09-01 4.000000 103526.00 102989.50 Agency Mortgage-Backed Securities GINNIE MAE II 2029-07-20 7.000000 110762.00 530.96 Agency Mortgage-Backed Securities GINNIE MAE I 2032-11-15 6.500000 199458.00 2318.55 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2045-01-01 3.500000 203797.00 102780.59 Agency Mortgage-Backed Securities GINNIE MAE I 2026-10-15 9.000000 303690.00 302.47 Agency Mortgage-Backed Securities GINNIE MAE II 2048-08-20 4.000000 343465.00 349449.00 Agency Mortgage-Backed Securities GINNIE MAE I 2028-08-15 7.000000 363378.00 2330.98 Agency Mortgage-Backed Securities GINNIE MAE I 2024-08-15 8.000000 516597.00 2966.37 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-02-01 3.500000 577280.00 537894.07 Agency Mortgage-Backed Securities GINNIE MAE I 2024-09-15 8.000000 600000.00 2012.02 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2038-05-01 5.500000 1260218.00 65040.97 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-09-01 4.000000 1572170.00 1588853.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 2019-03-25 2.195000 4425000.00 4425596.76 Agency Debentures and Agency Strips GINNIE MAE II 2041-06-20 4.500000 6123296.00 1072327.54 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2028-07-15 0.000000 1000.00 718.93 Agency Debentures and Agency Strips GINNIE MAE II 2046-12-20 2.500000 1024.00 815.20 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2024-08-01 6.000000 11219.00 329.78 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2026-07-15 0.000000 24000.00 18561.84 Agency Debentures and Agency Strips FREDDIE MAC GOLD 2026-08-01 3.500000 25000.00 1687.48 Agency Mortgage-Backed Securities GINNIE MAE I 2027-04-15 6.000000 25000.00 4118.93 Agency Mortgage-Backed Securities GINNIE MAE II 2024-09-20 8.500000 29400.00 45.35 Agency Mortgage-Backed Securities GINNIE MAE I 2026-07-15 7.500000 30000.00 85.72 Agency Mortgage-Backed Securities GINNIE MAE I 2024-01-15 8.000000 50000.00 71.75 Agency Mortgage-Backed Securities GINNIE MAE I 2033-08-15 5.000000 50000.00 4189.49 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2020-04-20 1.375000 86000.00 84438.31 Agency Debentures and Agency Strips FREDDIE MAC GOLD 2021-05-01 6.500000 100000.00 2959.78 Agency Mortgage-Backed Securities GINNIE MAE II 2028-07-20 6.000000 143328.00 1181.75 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2027-12-01 6.000000 151208.00 5048.10 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2031-01-01 7.000000 170508.00 327.27 Agency Mortgage-Backed Securities GINNIE MAE II 2027-09-20 8.000000 250000.00 655.27 Agency Mortgage-Backed Securities GINNIE MAE I 2028-01-15 8.000000 275000.00 1971.57 Agency Mortgage-Backed Securities GINNIE MAE I 2033-02-15 5.500000 278564.00 2804.90 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2034-11-01 5.500000 420000.00 19409.61 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2028-05-01 6.500000 500000.00 1481.64 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-10-01 2.500000 968141.00 709797.62 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2025-10-01 7.000000 1125000.00 2724.44 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-11-01 4.000000 1174336.00 1180037.81 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-09-01 4.000000 2579968.00 2582794.84 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 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Agency Mortgage-Backed Securities GINNIE MAE II 2028-10-20 7.000000 170000.00 839.55 Agency Mortgage-Backed Securities GINNIE MAE II 2030-07-20 7.500000 178000.00 304.49 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2021-06-22 2.750000 203000.00 204816.91 Agency Debentures and Agency Strips FREDDIE MAC GOLD 2048-12-01 4.500000 276224.00 282770.51 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2045-07-01 3.500000 300000.00 179605.81 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2032-11-01 6.000000 331692.00 2875.02 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-09-01 3.000000 511000.00 406798.68 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-12-01 2.000000 570781.00 439589.90 Agency Mortgage-Backed Securities GINNIE MAE II 2024-08-20 8.000000 1150000.00 3691.96 Agency Mortgage-Backed Securities GINNIE MAE II 2030-04-20 8.500000 1242896.00 1749.00 Agency Mortgage-Backed Securities FREDDIE MAC 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FNMA_13-100C 2043-10-25 0.000000 29563200.00 14087317.21 Agency Collateralized Mortgage Obligation FNMA_17-90E 2047-11-25 3.834870 31751326.00 4481878.32 Agency Collateralized Mortgage Obligation GNMA_13-99 2043-07-20 4.399120 32694000.00 1932024.80 Agency Collateralized Mortgage Obligation GNMA_11-5 2041-01-20 3.699120 40125851.00 978890.00 Agency Collateralized Mortgage Obligation FHLMC_44-19 2044-12-15 3.843500 41275994.00 3544861.97 Agency Collateralized Mortgage Obligation GNMA_14-100A 2041-04-20 0.929740 42674465.00 657630.51 Agency Collateralized Mortgage Obligation FHLMC_40-74 2042-04-15 4.343500 53073599.00 2235505.53 Agency Collateralized Mortgage Obligation GNMA_14-57 2044-04-20 3.899120 59850432.00 4796152.34 Agency Collateralized Mortgage Obligation FNMA_12-114 2040-03-25 3.834870 75000000.00 1927874.62 Agency Collateralized Mortgage Obligation FNMS_41-8A 2028-08-25 2.500000 83760626.00 2761247.14 Agency Collateralized Mortgage Obligation FNMA_09-66 2039-09-25 3.784870 165000000.00 1597524.08 Agency Collateralized Mortgage Obligation FHLMC_3629B 2040-01-15 4.043500 200000121.00 1834205.93 Agency Collateralized Mortgage Obligation FREDDIEMAC STRIP FHSTR_227 2034-12-01 5.000000 276599006.00 2321643.59 Agency Collateralized Mortgage Obligation GINNIE MAE II 2048-04-20 4.000000 5336.00 5254.97 Agency Mortgage-Backed Securities GINNIE MAE I 2045-09-15 4.500000 135878.00 84598.93 Agency Mortgage-Backed Securities GINNIE MAE II 2048-08-20 3.500000 172110.00 172290.72 Agency Mortgage-Backed Securities GINNIE MAE I 2047-09-15 4.000000 564661.00 498847.83 Agency Mortgage-Backed Securities GINNIE MAE II 2048-03-20 5.000000 767969.00 723030.15 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-09-01 3.500000 815341.00 656842.64 Agency Mortgage-Backed Securities GINNIE MAE II 2048-05-20 3.500000 1496999.00 1504779.30 Agency Mortgage-Backed Securities FHLMC_41-36 2042-10-15 3.500000 1703000.00 91087.27 Agency Collateralized Mortgage Obligation GINNIE MAE II 2047-03-20 3.000000 1785000.00 1420237.61 Agency Mortgage-Backed Securities GNMA_16-51 2046-04-20 3.749120 4500000.00 429497.14 Agency Collateralized Mortgage Obligation FHLMC_3376 2037-08-15 0.000000 4888660.00 597012.77 Agency Collateralized Mortgage Obligation FHLMC_43-90 2040-06-15 3.000000 8576406.00 470954.70 Agency Collateralized Mortgage Obligation FNMA_11-112 2041-11-25 4.234870 8986598.00 168596.72 Agency Collateralized Mortgage Obligation FNMA_15-34J 2045-06-25 6.500000 16044023.00 1517138.40 Agency Collateralized Mortgage Obligation FREDDIEMAC STRIP FHSTR_328 2038-02-15 1.500000 16700000.00 334814.66 Agency Collateralized Mortgage Obligation FNMA_16-31B 2036-06-25 3.500000 18084212.00 1752991.56 Agency Collateralized Mortgage Obligation FNMA_13-102 2043-10-25 0.000000 50792418.00 23962774.25 Agency Collateralized Mortgage Obligation FNMA_14-49 2054-08-25 6.000000 24114527.00 1707026.12 Agency Collateralized Mortgage Obligation FNMA_16-91B 2046-12-25 3.784870 24782240.00 1938092.13 Agency Collateralized Mortgage Obligation GNMA_18-127D 2048-09-20 3.949120 33110750.00 3340181.57 Agency Collateralized Mortgage Obligation GNMA_17-162G 2047-10-20 3.899120 35907200.00 4294665.42 Agency Collateralized Mortgage Obligation FHLMC_3740 2040-10-15 3.713500 45516976.00 1145277.55 Agency Collateralized Mortgage Obligation FNMA_12-14 2042-03-25 4.184870 48333333.00 2495649.51 Agency Collateralized Mortgage Obligation FNMA_15-77A 2045-10-25 6.000000 52114635.00 5491934.34 Agency Collateralized Mortgage Obligation GNMA_17-132C 2040-02-20 0.878020 60685062.00 1860733.16 Agency Collateralized Mortgage Obligation FHLMC_37-26 2040-09-15 3.693500 66130718.00 2180282.36 Agency Collateralized Mortgage Obligation FNMA_12-82 2042-08-25 3.754870 68500000.00 1676168.09 Agency Collateralized Mortgage Obligation FNMA_11-126 2041-12-25 3.634870 91453852.00 2558862.91 Agency Collateralized Mortgage Obligation FNMA_12-86 2042-08-25 3.184870 99083758.00 5240338.77 Agency Collateralized Mortgage Obligation GNMA_15-1 2045-01-20 3.299120 102297401.00 7681080.42 Agency Collateralized Mortgage Obligation FREMF_12-K19 2045-05-25 0.150000 861218311.00 2988621.67 Agency Collateralized Mortgage Obligation Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2018-12-03 2018-12-07 2018-12-07 Y BNP PARIBAS SA 1.0000 7 N Fitch A+ Moody's Aa3 Standard & Poor's A N N 0.0226 600000000.00 600000000.00 0.0067 N N Y N Mizuho Securities USA LLC Mizuho Securities USA LLC 2.475 7TK5RJIZDFROZCA6XF66 0001513005 BRT5U36D4 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNRA 2018-44 ST 2044-01-20 3.720400 14362161.00 1769603.30 Agency Collateralized Mortgage Obligation GNRA 2017-014 SB 2047-01-20 3.770400 21581461.00 2697336.39 Agency Collateralized Mortgage Obligation GNRA 2015-10 SP 2044-03-20 3.970000 50997900.00 1272597.07 Agency Collateralized Mortgage Obligation GNRA 2014-158 SE 2044-10-20 3.320400 29003000.00 874459.52 Agency Collateralized Mortgage Obligation GNRA 2014-107 SD 2044-05-20 3.920000 16341904.00 1612084.73 Agency Collateralized Mortgage Obligation GNRA 2013-100 JS 2043-07-20 3.820000 24117071.00 783564.05 Agency Collateralized Mortgage Obligation GNRA 2014-007 SA 2044-01-20 3.820400 43393159.00 1056905.82 Agency Collateralized Mortgage Obligation GNRA 2014-045 BI 2054-07-16 0.747000 114142208.00 3259401.23 Agency Debentures and Agency Strips GNRA 2012-038 SA 2042-03-20 4.320400 15274642.00 842062.39 Agency Collateralized Mortgage Obligation GNRA 2011-070 BS 2036-12-16 4.420000 73850000.00 113364.98 Agency Collateralized Mortgage Obligation GNRA 2010-026 QS 2040-02-20 3.970400 210000000.00 4750146.47 Agency Collateralized Mortgage Obligation GNRA 2009-087 TS 2035-07-20 3.820400 98726503.00 1409437.58 Agency Collateralized Mortgage Obligation GNRA 2011-147 IO 2044-10-16 0.055000 109140762.00 248410.48 Agency Collateralized Mortgage Obligation FNRA CL063SW R11F063 2041-07-25 4.398600 105000000.00 1495206.24 Agency Collateralized Mortgage Obligation FNRA CL020DS R09F020 2039-04-25 5.118000 47409256.00 1461344.92 Agency Collateralized Mortgage Obligation FNST TR0413 C33 RC 2042-07-01 4.500000 84981631.00 6786922.34 Agency Collateralized Mortgage Obligation FGRA 4461AS 04/15/45 2045-04-15 3.320500 33433519.00 1333600.12 Agency Collateralized Mortgage Obligation FGRA 4280ES 12/15/43 2043-12-15 3.670500 21000000.00 1466330.02 Agency Collateralized Mortgage Obligation FGRA 4224PS 01/15/43 2043-01-15 3.820500 43293333.00 2549106.35 Agency Collateralized Mortgage Obligation FGRA 3998GS 05/15/36 2036-05-15 4.270500 18800200.00 272522.89 Agency Collateralized Mortgage Obligation FGRA 3962NS 11/15/41 2041-11-15 3.720500 10659000.00 377375.31 Agency Collateralized Mortgage Obligation FNST TR0364 IO13 CL 2035-11-01 6.000000 55600000.00 507267.40 Agency Collateralized Mortgage Obligation FNRM CL075NA R18F075 2048-09-25 3.500000 24539100.00 22916263.63 Agency Collateralized Mortgage Obligation FNRM RC065ZL R18F065 2048-09-25 3.500000 13465000.00 12667554.98 Agency Collateralized Mortgage Obligation FNRA CL084KS R17F084 2057-10-25 3.768600 19139744.00 2876969.24 Agency Collateralized Mortgage Obligation FNRA CL049LS R17F049 2047-07-25 3.981600 3565903.00 2747374.37 Agency Collateralized Mortgage Obligation FNRA CL075SA R17F075 2057-09-25 3.818600 20941254.00 3220554.59 Agency Collateralized Mortgage Obligation FNRA CL063SL R14F063 2044-10-25 3.818000 26000000.00 1440574.25 Agency Collateralized Mortgage Obligation FNRA CL102SH R13F102 2043-10-25 3.618000 148231925.00 13890462.06 Agency Collateralized Mortgage Obligation FNRA CL093SA R12F093 2032-09-25 3.868000 33446579.00 1666285.54 Agency Collateralized Mortgage Obligation FNRA CL070QS R12F070 2042-07-25 4.318600 22960000.00 1373545.51 Agency Collateralized Mortgage Obligation FNRA CL137HS R11F137 2042-01-25 3.718000 25411721.00 483737.21 Agency Collateralized Mortgage Obligation FNRA RC021SB R12F021 2042-03-25 3.668000 32640000.00 791565.56 Agency Collateralized Mortgage Obligation FNRA CL134SM R11F134 2041-12-25 3.718000 43684549.00 1630318.53 Agency Collateralized Mortgage Obligation FGRA S13255 09/15/43 2043-09-15 3.670000 46915040.00 4725240.70 Agency Collateralized Mortgage Obligation GNRA 2018-045 IO 2059-03-16 0.649000 25000000.00 1520656.66 Agency Collateralized Mortgage Obligation GNRA 2017-19 SE 2047-02-16 3.870200 17906000.00 1794990.26 Agency Collateralized Mortgage Obligation GNRA 2016-54 SG 2046-04-20 3.770000 37837839.00 4481231.80 Agency Collateralized Mortgage Obligation GNRA 2014-116 SD 2044-08-20 3.320400 20021000.00 911214.72 Agency Collateralized Mortgage Obligation GNRA 2014-058 PS 2043-09-20 3.820400 10193000.00 337054.33 Agency Collateralized Mortgage Obligation GNRA 2014-008 S 2044-01-20 3.270400 55382761.00 2794507.32 Agency Collateralized Mortgage Obligation GNRA 2014-009 IO 2048-02-16 0.832000 158069949.00 3965733.50 Agency Collateralized Mortgage Obligation GNRA 2014-049 IO 2054-08-16 1.162000 154335000.00 4432299.34 Agency Debentures and Agency Strips GNRA 2012-070 IO 2052-08-16 0.454000 358917000.00 2769058.44 Agency Collateralized Mortgage Obligation GNRA 2011-051 SA 2041-04-20 4.320400 7500114.00 188395.19 Agency Collateralized Mortgage Obligation GNRA 2011-002 NS 2039-03-16 3.800300 38800000.00 31638.16 Agency Collateralized Mortgage Obligation GNRA 2010-020 SE 2040-02-20 3.970400 239279000.00 4496234.91 Agency Collateralized Mortgage Obligation GNRA 2010-148 IO 2050-09-16 1.196000 99913781.00 1924460.34 Agency Debentures and Agency Strips GNRA 2011-143 IO 2053-04-16 0.350000 51569769.00 455156.08 Agency Debentures and Agency Strips FGRA 3152SY 03/15/36 2036-03-15 4.200000 117787959.00 1784323.12 Agency Collateralized Mortgage Obligation FNRA CL008JH R06F008 2036-03-25 4.318600 112239920.00 1599388.51 Agency Collateralized Mortgage Obligation FGRA 4248SL 05/15/41 2041-05-15 3.770500 126300000.00 4177432.49 Agency Collateralized Mortgage Obligation FGRA 4215NS 06/15/43 2043-06-15 3.870500 20532314.00 1719080.13 Agency Collateralized Mortgage Obligation FGRA 4122SJ 12/15/40 2040-12-15 3.870500 116666666.00 4701045.20 Agency Collateralized Mortgage Obligation FGRA 3984SA 01/15/42 2042-01-15 4.170500 14135000.00 744301.72 Agency Collateralized Mortgage Obligation FGRA 3956CS 11/15/41 2041-11-15 4.170500 23259000.00 1302460.77 Agency Collateralized Mortgage Obligation FGRA 3919TS 08/15/30 2030-08-15 4.370000 29629224.00 381349.46 Agency Collateralized Mortgage Obligation FNRM CL047ZU R18F047 2048-03-25 4.000000 4192277.00 1003634.22 Agency Collateralized Mortgage Obligation FNRM CL060ZP R18F060 2048-08-25 4.000000 4419552.00 3130266.24 Agency Collateralized Mortgage Obligation FNRA CL065SA R17F065 2047-09-25 3.618600 44922500.00 5061849.54 Agency Collateralized Mortgage Obligation FNRA CL023SA R17F023 2047-04-25 3.818600 31231594.00 1980706.56 Agency Collateralized Mortgage Obligation FNRA CL056SE R14F056 2040-05-25 4.418000 4564765.00 210427.50 Agency Collateralized Mortgage Obligation FNRA CL067SA R13F067 2043-06-25 3.868000 47156928.00 4144283.65 Agency Collateralized Mortgage Obligation FNRA CL012SI R13F012 2043-02-25 3.868600 30000000.00 1909960.01 Agency Collateralized Mortgage Obligation FNRA CL087NS R12F087 2039-02-25 3.768600 68629333.00 2369754.03 Agency Collateralized Mortgage Obligation FNRA CL068SB R12F068 2039-04-25 3.768000 24742333.00 308351.64 Agency Collateralized Mortgage Obligation FNRA CL045SH R12F045 2042-05-25 3.668000 29855065.00 1299717.54 Agency Collateralized Mortgage Obligation FNRA RC127US R11F127 2039-06-25 4.318600 8932000.00 85818.09 Agency Collateralized Mortgage Obligation FNRA CL130NS R11F130 2041-12-25 3.718600 62977696.00 3034111.04 Agency Collateralized Mortgage Obligation GNRA 2016-035 IO 2058-03-16 0.887000 25000000.00 1384458.74 Agency Collateralized Mortgage Obligation GNRA 2017-071 IO 2058-05-16 0.600000 75000000.00 4206739.77 Agency Debentures and Agency Strips GNRA 2017-46 IO 2057-09-16 0.767100 165320337.00 10046860.64 Agency Collateralized Mortgage Obligation GNRA 2014-020 SA 2044-02-20 3.820400 84750000.00 3656884.45 Agency Collateralized Mortgage Obligation GNRA 2013-129 SB 2043-09-20 3.770400 10805000.00 412769.33 Agency Collateralized Mortgage Obligation GNRA 2013-106 DS 2043-02-20 3.920400 14382000.00 403923.96 Agency Collateralized Mortgage Obligation GNRA 2014-33 IO 2049-05-16 0.386800 175102000.00 1523368.88 Agency Collateralized Mortgage Obligation GNRA 2013-025 SA 2043-02-20 3.920400 13051000.00 479098.48 Agency Collateralized Mortgage Obligation GNRA 2011-026 CS 2041-02-16 3.720200 56270139.00 2675108.60 Agency Collateralized Mortgage Obligation GNRA 2010-120 SG 2040-09-20 3.120400 32703000.00 604359.89 Agency Collateralized Mortgage Obligation GNRA 2009-064 SN 2039-07-16 3.820000 48000000.00 207111.04 Agency Collateralized Mortgage Obligation FNRA RC135TS R10F135 2040-12-25 3.738600 22272000.00 524975.97 Agency Collateralized Mortgage Obligation FGRA 3510BI 05/15/37 2037-05-15 3.750500 96679842.00 1433422.07 Agency Collateralized Mortgage Obligation FGRA 4848ZQ 12/15/48 2048-12-15 0.000000 5666000.00 5612082.34 Agency Collateralized Mortgage Obligation FGRA 4818GZ 08/15/48 2048-08-15 4.000000 4782000.00 4731524.07 Agency Collateralized Mortgage Obligation FGRA 4635SE 12/15/46 2046-12-15 3.820500 75232769.00 5954723.14 Agency Collateralized Mortgage Obligation FGRA 4095SB 04/15/39 2039-04-15 3.820000 26927380.00 850501.40 Agency Collateralized Mortgage Obligation FGRA 4066SC 12/15/38 2038-12-15 4.370000 27038200.00 617720.00 Agency Collateralized Mortgage Obligation FGRA 3907SA 08/15/41 2041-08-15 4.170500 17264000.00 666982.02 Agency Collateralized Mortgage Obligation FGRA 3819SH 06/15/40 2040-06-15 4.190500 11484000.00 231711.59 Agency Collateralized Mortgage Obligation FGRA 3795SA 01/15/41 2041-01-15 4.100500 10206000.00 402493.87 Agency Collateralized Mortgage Obligation FNRA CL025ST R18F025 2042-03-25 3.768600 21141594.00 2138073.96 Agency Collateralized Mortgage Obligation FNRA CL014SA R18F014 2048-03-25 3.918600 30500000.00 4479754.71 Agency Collateralized Mortgage Obligation FNRA CL112SC R17F112 2048-01-25 3.868000 19176144.00 3260654.15 Agency Collateralized Mortgage Obligation FNRA CL065AS R16F065 2046-09-25 3.818600 12500000.00 1119117.85 Agency Collateralized Mortgage Obligation FNRA CL060SA R16F060 2046-09-25 3.818600 43211994.00 3392293.94 Agency Collateralized Mortgage Obligation FNRA RC077GS R15F077 2045-10-25 3.968600 55000000.00 3272556.31 Agency Collateralized Mortgage Obligation FNRA CL124SD R12F124 2042-11-25 3.868600 26804166.00 1787655.96 Agency Collateralized Mortgage Obligation FNRA CL120GS R12F120 2042-11-25 3.868000 17800000.00 1622189.29 Agency Collateralized Mortgage Obligation FNRA CL049TS R12F049 2042-05-25 4.118600 8000000.00 316135.04 Agency Collateralized Mortgage Obligation FNRA CL031TS R12F031 2042-04-25 3.668000 34000000.00 1239840.51 Agency Collateralized Mortgage Obligation FNRA CL027SA R12F027 2042-03-25 3.648600 7360256.00 250683.27 Agency Collateralized Mortgage Obligation FNRA CL105SP R11F105 2041-06-25 3.818000 18499124.00 494225.88 Agency Collateralized Mortgage Obligation FNRA CL117AS R11F117 2041-11-25 4.268000 30000000.00 1313457.41 Agency Collateralized Mortgage Obligation FGRA S13869 08/15/44 2044-08-15 3.770000 53638238.00 5802101.07 Agency Collateralized Mortgage Obligation GNRA 2018-25 SD 2048-09-20 3.920000 35375046.00 4520969.52 Agency Collateralized Mortgage Obligation GNRA 2016-11 IO 2056-01-16 0.894000 50000000.00 3066674.81 Agency Collateralized Mortgage Obligation GNRA 2015-094 SA 2045-07-20 3.970000 26820000.00 3147033.09 Agency Collateralized Mortgage Obligation GNRA 2014-185 SD 2044-12-16 3.320300 5812421.00 243963.96 Agency Collateralized Mortgage Obligation GNRA 2013-099 WS 2043-07-16 3.820000 39093728.00 1294831.76 Agency Collateralized Mortgage Obligation GNRA 2013-170 SM 2043-11-20 3.840400 7043000.00 278014.90 Agency Collateralized Mortgage Obligation GNRA 2013-188 KS 2043-12-20 3.270400 50000000.00 967506.06 Agency Collateralized Mortgage Obligation GNRA 2013-029 IO 2053-05-16 0.516000 144695000.00 2727303.65 Agency Collateralized Mortgage Obligation GNRA 2012-096 SC 2042-08-20 3.820400 37380912.00 2240497.40 Agency Collateralized Mortgage Obligation GNRA 2010-07 NS 2040-08-20 4.340000 33333333.00 839754.21 Agency Collateralized Mortgage Obligation GNRA 2010-037 SG 2040-03-20 3.420400 195875000.00 3807080.23 Agency Collateralized Mortgage Obligation FNRA CL082SD R09F082 2039-10-25 3.868000 173241126.00 1664099.57 Agency Collateralized Mortgage Obligation FNST TR0421 C5 RC 2045-05-01 3.500000 25000000.00 2709109.23 Agency Collateralized Mortgage Obligation FGRA 3425SV 08/15/35 2035-08-15 3.770500 65000000.00 339797.82 Agency Collateralized Mortgage Obligation FGRA 4656SK 02/15/47 2047-02-15 3.770500 13700000.00 1474096.05 Agency Collateralized Mortgage Obligation FGRA 4568SG 04/15/40 2040-04-15 3.770000 15600000.00 1436376.60 Agency Collateralized Mortgage Obligation FGRA 4331SE 04/15/44 2044-04-15 3.720500 10911305.00 568649.16 Agency Collateralized Mortgage Obligation FGRA 04063S 06/15/42 2042-06-15 3.670000 29000000.00 1488859.90 Agency Collateralized Mortgage Obligation FGRA 3996SP 07/15/39 2039-07-15 4.270500 23214916.00 167612.00 Agency Collateralized Mortgage Obligation FGRA 03815S 02/15/41 2041-02-15 3.540000 100000000.00 513182.60 Agency Collateralized Mortgage Obligation FNST TR0407 C8 WL 2039-01-01 5.500000 123955778.00 2285895.49 Agency Collateralized Mortgage Obligation FNRM CL075NZ R18F075 2048-10-25 3.500000 5000.00 2794.62 Agency Collateralized Mortgage Obligation FNRA CL043SE R18F043 2038-09-25 3.968600 22331447.00 2635529.49 Agency Collateralized Mortgage Obligation FNRA CL112AS R17F112 2047-09-25 3.918600 12833459.00 1925903.79 Agency Collateralized Mortgage Obligation FNRA CL066JS R17F066 2057-09-25 3.818600 12000000.00 1845479.51 Agency Collateralized Mortgage Obligation FNRA CL037ST R15F037 2045-06-25 3.338600 17616000.00 1366453.68 Agency Collateralized Mortgage Obligation FNRA CL092SX R14F092 2045-01-25 3.818600 18000000.00 1586445.56 Agency Collateralized Mortgage Obligation FNRA CL111CS R12F111 2039-07-25 3.818000 16500000.00 560846.33 Agency Collateralized Mortgage Obligation FNRA CL100GS R12F100 2042-09-25 4.318000 20651920.00 1601586.76 Agency Collateralized Mortgage Obligation FNRA CL018SB R12F018 2042-03-25 3.668600 18045531.00 746685.80 Agency Collateralized Mortgage Obligation FNRA CL006S R12F006 2042-02-25 3.718000 79204778.00 1789776.33 Agency Collateralized Mortgage Obligation FNRA CL149SE R11F149 2042-01-25 3.618000 19912972.00 749874.82 Agency Collateralized Mortgage Obligation FMST SIO 0350 900201 2040-09-15 1.465000 99612500.00 2313270.46 Agency Collateralized Mortgage Obligation FGRA S13312 11/15/43 2043-11-15 3.700500 113846153.00 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3.500000 9691667.00 9578278.81 Agency Collateralized Mortgage Obligation FNMA_12-64 2042-06-25 3.684870 11846818.00 682303.11 Agency Collateralized Mortgage Obligation FHLMC_42-55 2030-06-15 3.000000 12500000.00 338827.68 Agency Collateralized Mortgage Obligation FHLMC_4136 2042-11-15 3.843500 15285714.00 1231550.10 Agency Collateralized Mortgage Obligation GNMA_18-96A 2060-08-16 3.000000 16115844.00 13331632.04 Agency Collateralized Mortgage Obligation FHLMC_4842D 2048-11-15 3.843500 20177882.00 2742140.63 Agency Collateralized Mortgage Obligation FHLMC_48-24 2048-09-15 3.893500 20528921.00 3322551.96 Agency Collateralized Mortgage Obligation GNMA_18-63E 2048-04-20 3.899120 20721000.00 3041799.78 Agency Collateralized Mortgage Obligation FNMA_13-55 2028-06-25 2.500000 22608587.00 814737.87 Agency Collateralized Mortgage Obligation GNMA_14-3B 2043-03-20 3.849120 22755280.00 429592.09 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_16-36 2046-06-25 3.634870 23923267.00 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100000000.00 2137637.42 Agency Collateralized Mortgage Obligation FNMA_07-28 2035-10-25 4.284870 184428156.00 1339374.45 Agency Collateralized Mortgage Obligation GNMA_18-123 2060-06-16 0.739300 382487180.00 28204171.80 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 2046-02-15 1.000000 100.00 99.55 U.S. Treasuries (including strips) FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-11-01 2.935000 15517.00 14399.08 Agency Mortgage-Backed Securities GNMA_18-96A 2060-08-16 3.000000 28838.00 23944.39 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2035-11-01 4.851000 32625.00 138.59 Agency Mortgage-Backed Securities FNMA_12-150 2043-01-25 2.527300 821250.00 563511.55 Agency Collateralized Mortgage Obligation FNMA_13-34B 2043-04-25 2.527300 1100000.00 527439.61 Agency Collateralized Mortgage Obligation FHLMC_38-41 2041-04-15 5.000000 2900000.00 2866774.23 Agency Collateralized Mortgage Obligation FHLMC_39-65 2041-11-15 4.000000 3500000.00 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FHLMC_41-10 2040-01-15 4.343500 51157007.00 2702633.09 Agency Collateralized Mortgage Obligation GNMA_13-186 2043-07-16 3.889620 51610125.00 2202476.15 Agency Collateralized Mortgage Obligation GNMA_07-53 2037-09-16 2.790380 57000000.00 5405372.06 Agency Collateralized Mortgage Obligation GNMA_10-164C 2039-01-20 3.799120 58374950.00 761194.30 Agency Collateralized Mortgage Obligation FHLMC_3311 2037-05-15 2.546500 58715168.00 5528004.80 Agency Collateralized Mortgage Obligation FHLMC_3910 2037-12-15 5.000000 73145400.00 1675368.57 Agency Collateralized Mortgage Obligation FHSTR_304 2027-12-15 3.000000 75640114.00 1638504.91 Agency Collateralized Mortgage Obligation FNMA_11-116 2038-02-25 3.500000 96785714.00 905603.65 Agency Collateralized Mortgage Obligation GNMA_07-45B 2037-07-20 2.660880 99973758.00 4024078.31 Agency Collateralized Mortgage Obligation FNMA_06-20 2036-04-25 4.274870 100000000.00 580480.01 Agency Collateralized Mortgage Obligation GNMA_11-75 2041-05-20 4.299120 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GNMA_09-65 2038-05-20 4.500000 9573.00 59.88 Agency Collateralized Mortgage Obligation GNMA_18-123 2052-09-16 3.250000 10000.00 9816.40 Agency Collateralized Mortgage Obligation FHLMC_2115 2029-01-15 6.000000 11000.00 584.93 Agency Collateralized Mortgage Obligation FNMA_12-56 2042-05-25 4.000000 15000.00 2756.77 Agency Collateralized Mortgage Obligation FHLMC_1759 2024-10-15 8.500000 16000.00 605.25 Agency Collateralized Mortgage Obligation FNMA_89-91 2019-12-25 9.150000 25000.00 26.65 Agency Collateralized Mortgage Obligation FHLMC_1206 2022-03-15 7.000000 28000.00 91.69 Agency Collateralized Mortgage Obligation FNMA_G92-36 2022-07-25 7.000000 29000.00 74.92 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_1401 2022-10-15 7.000000 34000.00 584.31 Agency Collateralized Mortgage Obligation FHLMC_1686 2024-02-15 5.000000 35000.00 343.80 Agency Collateralized Mortgage Obligation FHLMC_189 2021-10-15 6.500000 37000.00 73.89 Agency Collateralized Mortgage Obligation FHLMC_1017 2020-11-15 8.300000 48000.00 54.25 Agency Collateralized Mortgage Obligation GNMA_16-46C 2046-04-20 2.750880 49779.00 32358.95 Agency Collateralized Mortgage Obligation FNMA_89-27 2019-06-25 6.900000 69000.00 31.00 Agency Collateralized Mortgage Obligation FHLMC_10-30 2020-12-15 9.000000 71000.00 47.35 Agency Collateralized Mortgage Obligation FHLMC_1326 2022-07-15 7.000000 90000.00 432.05 Agency Collateralized Mortgage Obligation FHLMC_1562 2023-07-15 7.000000 95000.00 4693.05 Agency Collateralized Mortgage Obligation FHLMC_1761 2024-11-15 8.500000 98000.00 3109.93 Agency Collateralized Mortgage Obligation FHLMC_47 2020-06-15 10.000000 120000.00 0.63 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_1367 2022-09-15 6.500000 123000.00 1208.22 Agency Collateralized Mortgage Obligation FNMA_04-62 2033-07-25 0.000000 127632.00 6.98 Agency Collateralized Mortgage Obligation FHLMC_114 2021-01-15 6.950000 156000.00 156.70 Agency Collateralized Mortgage Obligation FHLMC_1074 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Agency Collateralized Mortgage Obligation FHLMC_1122 2021-08-15 7.000000 1102000.00 2789.15 Agency Collateralized Mortgage Obligation GNMA_06-28 2036-06-20 57.188600 1265154.00 225792.00 Agency Collateralized Mortgage Obligation GNMA_17-134C 2038-10-20 5.000000 1468643.00 8489.17 Agency Collateralized Mortgage Obligation GNMA_17-134A 2039-09-16 5.000000 1849304.00 51047.91 Agency Collateralized Mortgage Obligation FHLMC_38 2037-04-15 3.500000 2000000.00 76476.78 Agency Collateralized Mortgage Obligation GNMA_12-21F 2042-02-20 4.349120 2134704.00 134336.35 Agency Collateralized Mortgage Obligation FHLMC_121 2021-03-15 4.500000 2726995.00 1064.48 Agency Collateralized Mortgage Obligation GNMA_15-179D 2045-02-20 5.500000 2896118.00 353048.64 Agency Collateralized Mortgage Obligation FHLMC_4650 2045-09-15 3.000000 5000000.00 3904167.80 Agency Collateralized Mortgage Obligation FHLMC_3564 2039-05-15 15.000000 5411509.00 271786.09 Agency Collateralized Mortgage Obligation FHLMC_4226 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Agency Collateralized Mortgage Obligation FHLMC_1094 2021-06-15 7.000000 300000.00 616.38 Agency Collateralized Mortgage Obligation FHLMC_1092 2021-06-15 8.500000 319000.00 693.96 Agency Collateralized Mortgage Obligation FHLMC_1379 2022-10-15 7.000000 346000.00 2656.61 Agency Collateralized Mortgage Obligation FHLMC_168 2021-07-15 6.500000 467000.00 129.56 Agency Collateralized Mortgage Obligation FHLMC_70 2020-09-15 9.000000 499942.00 0.71 Agency Collateralized Mortgage Obligation GNMA_14-145D 2043-01-16 2.299380 507232.00 60582.60 Agency Collateralized Mortgage Obligation FHLMC_1128 2021-08-15 7.000000 734000.00 1095.41 Agency Collateralized Mortgage Obligation FHLMC_1133 2021-09-15 7.000000 804000.00 1594.04 Agency Collateralized Mortgage Obligation GNMA_14-122E 2044-08-20 3.000000 1000000.00 940385.25 Agency Collateralized Mortgage Obligation GNMA_13-167 2040-09-20 4.500000 1075000.00 29668.92 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 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Obligation GNMA_18-124M 2043-12-16 3.789620 31416167.00 4441399.88 Agency Collateralized Mortgage Obligation GNMA_10-163 2040-04-20 5.000000 32327600.00 279237.74 Agency Collateralized Mortgage Obligation FNMA_12-15 2040-06-25 4.304870 34167000.00 1001247.08 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_07-43 2037-05-25 3.784870 40000000.00 100515.24 Agency Collateralized Mortgage Obligation FNMA_17-77F 2047-10-25 3.884870 40189528.00 3089385.51 Agency Collateralized Mortgage Obligation GNMA_11-90 2041-06-16 4.339620 50000000.00 1274377.71 Agency Collateralized Mortgage Obligation GNMA_13-015 2051-08-16 0.592750 50000000.00 1535431.20 Agency Collateralized Mortgage Obligation GNMA_18-FEB 2060-03-16 0.582980 50000000.00 2941803.78 Agency Collateralized Mortgage Obligation GNMA_14-092IX 2054-05-16 0.652250 56721504.00 1087352.03 Agency Collateralized Mortgage Obligation FNMA_14-57C 2044-09-25 5.500000 57213208.00 4465060.48 Agency Collateralized Mortgage Obligation FHSTR_278 2042-09-15 3.743500 58716025.00 4184934.46 Agency Collateralized Mortgage Obligation FHLMC_3919 2039-08-15 4.293500 75741828.00 755816.37 Agency Collateralized Mortgage Obligation GNMA_10-163 2037-08-16 0.000000 76905803.00 0.52 Agency Collateralized Mortgage Obligation GNMA_14-69 2044-05-20 3.799120 109597475.00 4692796.25 Agency Collateralized Mortgage Obligation GNMA_08-69 2038-08-20 5.249120 111968272.00 642839.08 Agency Collateralized Mortgage Obligation FHLMC_42-63 2043-11-15 3.793500 174827232.00 4300653.27 Agency Collateralized Mortgage Obligation GNMA_14-048 2049-03-16 0.720070 219029999.00 3594502.25 Agency Collateralized Mortgage Obligation GNMA_05-68 2035-09-20 3.999120 326802508.00 2977204.19 Agency Collateralized Mortgage Obligation FHLMC_179 2021-07-15 9.300000 22.00 0.00 Agency Collateralized Mortgage Obligation FHLMC_12-52 2022-05-15 8.000000 1000.00 8.25 Agency Collateralized Mortgage Obligation FNMA_92-58 2022-04-25 8.000000 1000.00 20.69 Agency Collateralized Mortgage Obligation GNMA_09-116 2039-12-16 2.830380 1064.00 57.47 Agency Collateralized Mortgage Obligation FHLMC_1482 2023-03-15 7.000000 2000.00 49.05 Agency Collateralized Mortgage Obligation GNMA_18-37B 2048-03-20 3.500000 2458.00 2493.37 Agency Collateralized Mortgage Obligation FHLMC_2457 2032-06-15 6.500000 5000.00 301.35 Agency Collateralized Mortgage Obligation FHLMC_1101 2021-07-15 6.950000 6000.00 12.75 Agency Collateralized Mortgage Obligation FHLMC_G03 2024-04-25 7.500000 9000.00 475.24 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_89-34 2019-07-25 9.500000 9900.00 0.52 Agency Collateralized Mortgage Obligation FHLMC_3082 2035-12-15 5.500000 10020.00 3375.81 Agency Collateralized Mortgage Obligation FHLMC_117 2021-01-15 8.500000 12000.00 13.12 Agency Collateralized Mortgage Obligation FANNIE MAE REMICS FNMA_93-G21 2023-05-25 7.200000 12000.00 322.69 Agency Collateralized Mortgage Obligation FNMA_16-101A 2047-01-25 3.500000 15799.00 4713.13 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_91-65 2021-06-25 6.500000 17000.00 76.52 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_93-74 2023-05-25 6.500000 18000.00 144.25 Agency Collateralized Mortgage Obligation FHLMC_1351 2022-08-15 7.000000 29000.00 205.17 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_180 2021-09-15 6.500000 30000.00 26.27 Agency Collateralized Mortgage Obligation FNMA_91-76 2021-07-25 9.000000 35000.00 169.24 Agency Collateralized Mortgage Obligation FHLMC_1074 2021-05-15 6.750000 37000.00 14.71 Agency Collateralized Mortgage Obligation FHLMC_G05-1 2026-05-17 7.250000 48968.00 1250.51 Agency Collateralized Mortgage Obligation FHLMC_10-6 2020-10-15 9.150000 50000.00 7.94 Agency Collateralized Mortgage Obligation FNMA_94-89 2024-07-25 8.000000 50000.00 675.48 Agency Collateralized Mortgage Obligation FHLMC_1579 2023-09-15 6.700000 70000.00 1244.67 Agency Collateralized Mortgage Obligation FHLMC_53 2020-08-15 6.000000 73000.00 43.49 Agency Collateralized Mortgage Obligation FHLMC_47-56 2046-06-15 3.500000 75000.00 71499.36 Agency Collateralized Mortgage Obligation FANNIE MAE ACES FNMA_18-M8 2028-06-25 3.436000 95000.00 92951.41 Agency Collateralized Mortgage Obligation FHLMC_1902 2026-10-15 7.000000 98000.00 737.84 Agency Collateralized Mortgage Obligation FHLMC_1082 2021-05-15 9.000000 124000.00 61.04 Agency Collateralized Mortgage Obligation FHLMC_177 2021-07-15 8.500000 131000.00 27.71 Agency Collateralized Mortgage Obligation FHLMC_1235 2022-04-15 0.000000 133135.00 6.91 Agency Collateralized Mortgage Obligation FHLMC_112 2021-01-15 6.500000 161000.00 43.37 Agency Collateralized Mortgage Obligation FHLMC_109 2021-01-15 9.100000 179000.00 61.28 Agency Collateralized Mortgage Obligation FNMA_93-62 2023-04-25 7.000000 191000.00 998.47 Agency Collateralized Mortgage Obligation FHLMC_1312 2022-07-15 8.000000 270000.00 1228.22 Agency Collateralized Mortgage Obligation FHLMC_1347 2022-08-15 8.000000 283000.00 2798.72 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_G-7 2021-03-25 8.900000 368000.00 209.17 Agency Collateralized Mortgage Obligation FHLMC_10-85 2021-05-15 8.500000 381000.00 712.58 Agency Collateralized Mortgage Obligation GNMA_15-82E 2045-06-20 5.319000 528007.00 22989.93 Agency Collateralized Mortgage Obligation FNMA_92-26 2022-04-25 8.000000 563000.00 302.43 Agency Collateralized Mortgage Obligation FHLMC_1057 2021-03-15 8.000000 576000.00 2287.60 Agency Collateralized Mortgage Obligation FNMA_02-69A 2032-10-25 5.500000 832000.00 85440.38 Agency Collateralized Mortgage Obligation GNMA_18-21H 2048-02-20 3.000000 887837.00 729414.82 Agency Collateralized Mortgage Obligation GNMA_15-168F 2043-03-20 3.500000 901000.00 75779.41 Agency Collateralized Mortgage Obligation GNMA_16-27 2044-01-20 4.500000 1278912.00 204496.36 Agency Collateralized Mortgage Obligation GNMA_16-42C 2046-02-20 5.000000 1472000.00 170765.31 Agency Collateralized Mortgage Obligation FHLMC_44-17 2043-12-15 3.201650 2000000.00 603800.73 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS 2045-08-20 3.399120 2150000.00 106914.32 Agency Collateralized Mortgage Obligation GNMA_16-146B 2046-10-20 3.500000 2745090.00 816185.11 Agency Collateralized Mortgage Obligation GNMA_18-1A 2048-01-20 3.500000 2996547.00 2102574.80 Agency Collateralized Mortgage Obligation GNMA_17-93A 2045-11-20 4.000000 3125000.00 444821.94 Agency Collateralized Mortgage Obligation GNMA_17-68J 2044-02-20 5.000000 5260579.00 754710.04 Agency Collateralized Mortgage Obligation FHLMC_2323 2031-05-15 15.011100 5615000.00 198494.80 Agency Collateralized Mortgage Obligation GNMA_18-48A 2048-04-20 3.899120 6167574.00 1055056.49 Agency Collateralized Mortgage Obligation FHLMC_40-77 2041-11-15 2.000000 10000000.00 2484259.29 Agency Collateralized Mortgage Obligation GNMA_09-83 2039-09-20 4.500000 10032833.00 1897526.23 Agency Collateralized Mortgage Obligation GNMA_17-68B 2047-05-20 3.849120 13854104.00 1971956.01 Agency Collateralized Mortgage Obligation GNMA_11-79 2041-05-20 3.099120 14500000.00 601249.96 Agency Collateralized Mortgage Obligation FNMA_16-88B 2056-12-25 3.584870 14950182.00 1627674.39 Agency Collateralized Mortgage Obligation GNMA_17-163A 2047-11-16 5.000000 18779366.00 3384099.91 Agency Collateralized Mortgage Obligation FNMA_12-31 2042-04-25 3.634870 19102000.00 870655.60 Agency Collateralized Mortgage Obligation GNMA_07-79 2037-12-20 14.871920 20000000.00 743081.91 Agency Collateralized Mortgage Obligation GNMA_18-H17E 2068-09-20 1.470780 23335500.00 2477086.01 Agency Collateralized Mortgage Obligation GNMA_18-91K 2048-07-20 3.849120 23738689.00 3471017.91 Agency Collateralized Mortgage Obligation GNMA_14-118A 2044-08-20 3.299120 24189145.00 1154099.05 Agency Collateralized Mortgage Obligation GNMA_17-163B 2047-11-20 3.899120 28522311.00 4522451.78 Agency Collateralized Mortgage Obligation FHLMC_4787C 2048-05-15 3.893500 29000000.00 4963266.94 Agency Collateralized Mortgage Obligation GNMA_13-26 2043-02-16 3.239620 35091627.00 690232.81 Agency Collateralized Mortgage Obligation GNMA_13-114 2040-04-20 5.000000 36681810.00 103046.29 Agency Collateralized Mortgage Obligation GNMA_15-5 2054-11-16 0.989300 38000300.00 1414806.56 Agency Collateralized Mortgage Obligation FHLS_313 2043-09-15 3.593500 40918702.00 3475939.52 Agency Collateralized Mortgage Obligation GNMA_17-29 2058-12-16 0.791480 45417324.00 3091474.87 Agency Collateralized Mortgage Obligation GNMA_12-98 2038-12-20 0.100000 46651885.00 7589.12 Agency Collateralized Mortgage Obligation FHLMC_3387 2037-11-15 4.273500 51423428.00 1102781.86 Agency Collateralized Mortgage Obligation GNMA_10-150 2040-11-20 3.099120 52625000.00 1002898.61 Agency Collateralized Mortgage Obligation FHSTR_276 2042-09-15 3.693500 61255257.00 4204260.83 Agency Collateralized Mortgage Obligation FNMA_12-89 2039-05-25 3.734870 61837222.00 936632.90 Agency Collateralized Mortgage Obligation GNMA_13-10 2043-01-20 3.999120 83866385.00 2008041.63 Agency Collateralized Mortgage Obligation FNMA_12-46 2041-04-25 4.284870 87472888.00 2529198.78 Agency Collateralized Mortgage Obligation GNMA_13-190 2041-05-20 0.922690 97967676.00 718006.42 Agency Collateralized Mortgage Obligation GNMA_08-29 2038-03-20 5.479120 115000000.00 556240.10 Agency Collateralized Mortgage Obligation FNMA_14-20 2044-04-25 3.784870 125000000.00 2868066.95 Agency Collateralized Mortgage Obligation GNMA_12-149 2042-12-20 3.899120 130733950.00 3958121.37 Agency Collateralized Mortgage Obligation FHLMC_1721 2024-05-15 7.500000 1000.00 200.61 Agency Collateralized Mortgage Obligation FANNIE MAE ACES FNMA_16-M9 2026-06-25 2.217000 1000.00 864.63 Agency Collateralized Mortgage Obligation FHLMC_45-28 2053-05-15 3.750000 1000.00 1047.60 Agency Collateralized Mortgage Obligation FHLMC_23 2023-11-25 6.000000 2000.00 108.68 Agency Collateralized Mortgage Obligation FHLMC_2134 2029-03-15 6.250000 3000.00 136.55 Agency Collateralized Mortgage Obligation FNMA_95-24 2023-04-25 6.500000 3000.00 75.03 Agency Collateralized Mortgage Obligation FHLMC_1591 2023-10-15 6.350000 6000.00 184.25 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_G92-40 2022-07-25 7.000000 6000.00 48.22 Agency Collateralized Mortgage Obligation FHLMC_1499 2023-04-15 7.000000 10000.00 226.71 Agency Collateralized Mortgage Obligation FHLMC_1534 2023-06-15 5.000000 10000.00 889.34 Agency Collateralized Mortgage Obligation FHLMC_2071 2028-07-15 6.500000 12000.00 101.97 Agency Collateralized Mortgage Obligation FNMA_91-54 2021-05-25 6.500000 13000.00 91.58 Agency Collateralized Mortgage Obligation FHG_51 2026-05-17 6.750000 14000.00 343.87 Agency Collateralized Mortgage Obligation FNMA_G92-42 2022-07-25 7.000000 18000.00 86.12 Agency Collateralized Mortgage Obligation FHLMC_1289 2022-06-15 7.500000 19000.00 100.68 Agency Collateralized Mortgage Obligation FHLMC_1324 2022-07-15 7.000000 21000.00 230.60 Agency Collateralized Mortgage Obligation FNMA_91-47 2021-12-25 13.834870 30000.00 47.72 Agency Collateralized Mortgage Obligation FHLMC_1577 2023-09-15 6.500000 31000.00 1326.69 Agency Collateralized Mortgage Obligation FHLMC_1001 2020-10-15 9.500000 40000.00 62.13 Agency Collateralized Mortgage Obligation FHLMC_1443 2022-12-15 7.500000 40000.00 1010.98 Agency Collateralized Mortgage Obligation FHLMC_1018 2020-11-15 7.000000 43000.00 130.17 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_39 2020-05-15 10.000000 50000.00 2.86 Agency Collateralized Mortgage Obligation FHG_4 2022-12-25 8.000000 51500.00 333.51 Agency Collateralized Mortgage Obligation FHLMC_1168 2021-11-15 7.500000 53000.00 208.56 Agency Collateralized Mortgage Obligation FHLMC_99 2021-01-15 9.500000 75000.00 11.80 Agency Collateralized Mortgage Obligation FHLMC_46-13 2036-12-15 0.000000 78920.00 98.98 Agency Collateralized Mortgage Obligation FHLMC_1343 2022-08-15 8.000000 83000.00 643.37 Agency Collateralized Mortgage Obligation FHLMC_1144 2021-09-15 8.500000 100000.00 441.03 Agency Collateralized Mortgage Obligation GNMA_17-163L 2047-07-20 4.000000 100000.00 16990.88 Agency Collateralized Mortgage Obligation FNMA_02-53C 2032-04-25 2.715130 132619.00 873.70 Agency Collateralized Mortgage Obligation FHLMC_1915 2026-12-15 7.500000 136000.00 1547.55 Agency Collateralized Mortgage Obligation FHLMC_44-8 2041-01-15 10.999980 143211.00 8908.28 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_44 2020-05-15 9.000000 188000.00 19.05 Agency Collateralized Mortgage Obligation FNMA_08-10B 2038-03-25 3.984870 197025.00 786.76 Agency Collateralized Mortgage Obligation GNMA_08-27 2038-03-20 0.000000 200000.00 5.03 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_1303 2022-06-15 8.250000 284000.00 1245.82 Agency Collateralized Mortgage Obligation FHLMC_1904 2026-10-15 7.500000 292000.00 2431.27 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_1047 2021-02-15 6.000000 411000.00 857.38 Agency Collateralized Mortgage Obligation GNMA_16-68B 2039-11-20 0.000000 453085.00 2120.64 Agency Collateralized Mortgage Obligation FHLMC_1142 2021-10-15 7.000000 574000.00 2034.98 Agency Collateralized Mortgage Obligation GNMA_10-1 2040-01-20 3.489120 600000.00 8166.50 Agency Collateralized Mortgage Obligation FNMA_16-M12 2023-10-25 1.998000 710000.00 15060.36 Agency Collateralized Mortgage Obligation GNMA_16-71 2057-10-16 2.000000 900000.00 713127.96 Agency Collateralized Mortgage Obligation FHLMC_127 2021-03-15 5.000000 918999.00 1837.41 Agency Collateralized Mortgage Obligation GNMA_15-62 2042-02-16 3.500000 991000.00 54906.05 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_186 2021-08-15 6.000000 1557000.00 522.67 Agency Collateralized Mortgage Obligation FNMA_05-22A 2035-04-25 6.810090 1650000.00 294585.06 Agency Collateralized Mortgage Obligation FNMA_04-79 2032-08-25 13.460890 2257424.00 25134.93 Agency Collateralized Mortgage Obligation FHLMC_31-71 2036-06-15 25.461000 2433000.00 498146.26 Agency Collateralized Mortgage Obligation GNMA_17-180C 2044-01-20 4.000000 2477538.00 304326.67 Agency Collateralized Mortgage Obligation GNMA_17-101C 2044-08-20 3.500000 3032849.00 489307.27 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_1200 2022-02-15 7.000000 3261999.00 29868.91 Agency Collateralized Mortgage Obligation FNMA_06-46 2036-06-25 15.711190 3656000.00 737075.52 Agency Collateralized Mortgage Obligation GNMA_16-47A 2046-04-20 3.749120 6025000.00 585873.00 Agency Collateralized Mortgage Obligation FNMA_06-8 2036-03-25 14.837500 6598335.00 360817.19 Agency Collateralized Mortgage Obligation GNMA_16-120 2046-09-20 3.799120 7498664.00 1078037.41 Agency Collateralized Mortgage Obligation FNMA_12-61B 2042-06-25 4.234870 10289609.00 621141.17 Agency Collateralized Mortgage Obligation FHLMC_2559 2030-08-15 5.500000 10987500.00 384.94 Agency Collateralized Mortgage Obligation GNMA_16-99K 2040-01-20 4.500000 14738172.00 1254148.70 Agency Collateralized Mortgage Obligation GNMA_17-68E 2047-05-16 3.839620 15379762.00 1983698.02 Agency Collateralized Mortgage Obligation GNMA_17-134A 2047-09-16 5.000000 16628547.00 3027474.19 Agency Collateralized Mortgage Obligation GINNIE MAE 549300M8ZYFG0OCMTT87 2055-11-16 0.784510 19885000.00 739367.10 Agency Collateralized Mortgage Obligation GNMA_18-63E 2048-04-20 3.899120 20000000.00 2935958.48 Agency Collateralized Mortgage Obligation FNMA_16-69 2046-10-25 3.734870 20500860.00 1748496.18 Agency Collateralized Mortgage Obligation FHLMC_47-35 2034-07-15 5.500000 24384579.00 4458409.08 Agency Collateralized Mortgage Obligation FHLMC_40-56 2042-05-15 3.743500 25209115.00 683874.49 Agency Collateralized Mortgage Obligation FHLMC_4707K 2047-08-15 1.800620 30000000.00 952667.18 Agency Collateralized Mortgage Obligation GNMA_13-88 2043-06-20 4.500000 30377237.00 900833.59 Agency Collateralized Mortgage Obligation FNMA_13-62 2032-09-25 4.434870 37575333.00 1783747.86 Agency Collateralized Mortgage Obligation GNMA_15-99B 2040-04-16 3.289620 38320966.00 1692614.60 Agency Collateralized Mortgage Obligation FHLMC_4316C 2044-01-15 3.793500 39444285.00 1621227.82 Agency Collateralized Mortgage Obligation FHLMC_3758 2040-11-15 3.693500 46403814.00 1247138.18 Agency Collateralized Mortgage Obligation FHLMC_35-24 2048-06-15 3.643500 47450444.00 89007.30 Agency Collateralized Mortgage Obligation FNMA_12-12 2042-02-25 4.184870 49291146.00 3396423.15 Agency Collateralized Mortgage Obligation GNMA_14-68 2041-10-20 0.745940 53418228.00 348408.95 Agency Collateralized Mortgage Obligation FNMA_13-1 2042-06-25 4.000000 55136750.00 4162153.66 Agency Collateralized Mortgage Obligation FHLMC_274 2042-08-15 3.693500 65957936.00 4869453.32 Agency Collateralized Mortgage Obligation FHLMC_3762 2040-11-15 4.293500 69068196.00 2267614.53 Agency Collateralized Mortgage Obligation GNMA_12-12 2039-09-16 4.500000 70286281.00 90444.54 Agency Collateralized Mortgage Obligation GNMA_10-42 2040-04-20 3.399120 97291000.00 1727867.26 Agency Collateralized Mortgage Obligation FNMA_04-53 2034-02-25 3.684870 100000000.00 34570.97 Agency Collateralized Mortgage Obligation GNMA_18-124F 2048-09-20 1.559120 100000000.00 4621550.77 Agency Collateralized Mortgage Obligation GNMA_07-25 2037-05-20 4.499120 130000000.00 765059.21 Agency Collateralized Mortgage Obligation GNMA_09-87 2032-08-20 4.299120 133003589.00 17179.87 Agency Collateralized Mortgage Obligation GNMA_13-33 2054-04-16 0.826850 150000000.00 4432863.45 Agency Collateralized Mortgage Obligation FHLMC_2410 2032-02-15 3.286500 1.00 0.05 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_2116 2029-01-15 6.000000 785.00 52.68 Agency Collateralized Mortgage Obligation GNMA_16-5F 2046-01-20 3.000000 1000.00 834.03 Agency Collateralized Mortgage Obligation FNMA_09-104 2039-12-25 3.115130 1013.00 109.63 Agency Collateralized Mortgage Obligation GNMA_03-35 2033-03-15 4.250000 1213.00 32.46 Agency Collateralized Mortgage Obligation FHLMC_2277 2031-01-15 7.500000 3613.00 21.59 Agency Collateralized Mortgage Obligation FHLMC_2030 2028-02-15 6.500000 5000.00 139.27 Agency Collateralized Mortgage Obligation FNMA_93-202 2023-11-25 10.000000 5000.00 276.58 Agency Collateralized Mortgage Obligation FHLMC_23 2023-11-25 6.000000 8000.00 434.74 Agency Collateralized Mortgage Obligation FNMA_93-247 2023-12-25 10.000000 8000.00 200.85 Agency Collateralized Mortgage Obligation FNMA_G92-43 2022-07-25 7.500000 10000.00 59.68 Agency Collateralized Mortgage Obligation FNMA_96-5 2020-07-25 7.000000 10000.00 11.59 Agency Collateralized Mortgage Obligation FHLMC_17-71 2025-02-15 8.000000 11000.00 406.60 Agency Collateralized Mortgage Obligation FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2028-04-15 6.000000 15000.00 198.56 Agency Collateralized Mortgage Obligation FNMA_93-250 2023-12-25 7.000000 15000.00 1509.34 Agency Collateralized Mortgage Obligation FHLMC_1748 2024-09-15 8.000000 16000.00 232.67 Agency Collateralized Mortgage Obligation FHLMC_2130A 2029-03-15 6.250000 25000.00 415.32 Agency Collateralized Mortgage Obligation FHLMC_17-29 2024-05-15 7.500000 27000.00 5425.07 Agency Collateralized Mortgage Obligation FHLMC_1120 2021-07-15 8.000000 34000.00 373.07 Agency Collateralized Mortgage Obligation FHLMC_3893 2041-07-15 4.000000 34000.00 34709.90 Agency Collateralized Mortgage Obligation FHLMC_2510 2032-06-15 4.000000 45000.00 101.60 Agency Collateralized Mortgage Obligation GNMA_09-36 2039-05-20 5.500000 47000.00 26720.98 Agency Collateralized Mortgage Obligation FNMA_91-171 2021-12-25 8.000000 49000.00 217.16 Agency Collateralized Mortgage Obligation FHLMC_2054 2028-05-15 6.500000 59000.00 571.84 Agency Collateralized Mortgage Obligation FNMA_90-100 2020-09-25 8.550010 69000.00 147.72 Agency Collateralized Mortgage Obligation FHLMC_2042 2028-03-15 6.500000 70000.00 412.09 Agency Collateralized Mortgage Obligation FHLMC_96-1890 2026-09-15 7.500000 89000.00 1078.53 Agency Collateralized Mortgage Obligation FHLMC_1578 2023-09-15 6.900000 91000.00 3469.69 Agency Collateralized Mortgage Obligation FHLMC_89 2021-02-15 9.000000 119000.00 26.60 Agency Collateralized Mortgage Obligation FHLMC_1408 2022-11-15 7.500000 121000.00 1341.62 Agency Collateralized Mortgage Obligation FHLMC_1112 2021-08-15 8.400000 127000.00 638.20 Agency Collateralized Mortgage Obligation FHLMC_1054 2021-03-15 8.500000 154000.00 48.93 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_1407 2022-11-15 7.000000 155000.00 2311.47 Agency Collateralized Mortgage Obligation FHLMC_1051 2021-03-15 7.000000 161000.00 508.55 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_2260 2030-10-15 7.500000 220000.00 1509.43 Agency Collateralized Mortgage Obligation FHLMC_1807 2022-03-15 7.000000 237000.00 779.85 Agency Collateralized Mortgage Obligation FHLMC_85 2021-01-15 8.600000 249000.00 181.40 Agency Collateralized Mortgage Obligation FANNIEMAE-ACES FNMA_10-M6 2020-09-25 4.108620 325000.00 11805.00 Agency Collateralized Mortgage Obligation FHLMC_1169 2021-11-15 7.000000 351000.00 995.24 Agency Collateralized Mortgage Obligation FHLMC_4435D 2041-01-15 5.287000 500000.00 500102.71 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_136 2021-04-15 6.000000 510000.00 392.75 Agency Collateralized Mortgage Obligation FHLMC_1395 2022-10-15 6.000000 542000.00 3034.90 Agency Collateralized Mortgage Obligation GNMA_16-108A 2046-08-20 0.000000 750000.00 300199.85 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3098 2036-01-15 5.500000 827005.00 354046.22 Agency Collateralized Mortgage Obligation GNMA_11-103 2051-12-16 3.706160 850000.00 1047433.66 Agency Collateralized Mortgage Obligation FHLMC_1073 2021-05-15 7.000000 1076000.00 970.23 Agency Collateralized Mortgage Obligation GNMA_15-82 2038-12-20 3.500000 1203000.00 43676.75 Agency Collateralized Mortgage Obligation FHLMC_2520 2032-11-15 5.500000 1800000.00 206925.22 Agency Collateralized Mortgage Obligation GNMA_10-163 2037-08-16 2.660380 1934555.00 13055.72 Agency Collateralized Mortgage Obligation FHLMC_1286 2022-05-15 6.000000 2654000.00 459.03 Agency Collateralized Mortgage Obligation FHLMC_3515A 2039-03-15 5.000000 2691941.00 173609.54 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS 2043-01-20 4.500000 2865867.00 136884.72 Agency Collateralized Mortgage Obligation FNMA_06-104C 2036-11-25 10.912170 4000000.00 411192.02 Agency Collateralized Mortgage Obligation GNMA_16-39 2056-01-16 0.834310 4855000.00 246836.09 Agency Collateralized Mortgage Obligation GNMA_14-122C 2044-05-16 5.000000 5319882.00 564129.47 Agency Collateralized Mortgage Obligation GNMA_18-59D 2045-07-20 3.500000 8467762.00 1280542.07 Agency Collateralized Mortgage Obligation FNMA_15-3 2045-02-25 3.734870 9250953.00 1045110.59 Agency Collateralized Mortgage Obligation GNMA_17-180C 2047-12-20 3.899120 12750243.00 2044055.12 Agency Collateralized Mortgage Obligation GNMA_15-62 2045-03-20 4.500000 13561448.00 1641247.12 Agency Collateralized Mortgage Obligation FNMA_16-74A 2046-10-25 3.684870 17035000.00 2677700.32 Agency Collateralized Mortgage Obligation GNMA_12-61 2042-05-16 4.289620 18000000.00 1945149.52 Agency Collateralized Mortgage Obligation GNMA_18-124N 2037-03-20 3.899120 18790181.00 2478358.49 Agency Collateralized Mortgage Obligation FNMA_11-95 2041-10-25 4.134870 22399000.00 1075583.42 Agency Collateralized Mortgage Obligation FNMA_12-9 2042-02-25 4.284870 22850980.00 532418.28 Agency Collateralized Mortgage Obligation FHLMC_43-63 2050-11-15 3.693500 23484774.00 1714209.44 Agency Collateralized Mortgage Obligation FHLMC_45-12 2044-03-15 4.500000 27270769.00 4375560.49 Agency Collateralized Mortgage Obligation FNMA_12-67 2042-07-25 3.634870 28333333.00 1312310.79 Agency Collateralized Mortgage Obligation GNMA_16-15A 2045-11-16 4.000000 32553500.00 3395708.95 Agency Collateralized Mortgage Obligation GNMA_17-H06 2067-02-20 1.889840 34997525.00 3880656.30 Agency Collateralized Mortgage Obligation GNMA_11-146 2041-11-16 4.339620 35841761.00 2065756.76 Agency Collateralized Mortgage Obligation GNMA_15-161B 2045-11-20 3.899120 40000000.00 4488790.65 Agency Collateralized Mortgage Obligation GNMA_15-93 2054-09-16 0.984460 40228214.00 1483521.59 Agency Collateralized Mortgage Obligation FHLMC_4121 2042-10-15 4.000000 42374111.00 4479004.07 Agency Collateralized Mortgage Obligation GNMA_10-164 2040-12-20 3.099120 50000000.00 592144.61 Agency Collateralized Mortgage Obligation GNMA_14-16 2055-06-16 0.740390 50000000.00 1388197.06 Agency Collateralized Mortgage Obligation FNMA_17-10A 2047-03-25 3.784870 50226914.00 4208551.89 Agency Collateralized Mortgage Obligation GNMA_13-165 2043-11-16 3.239620 58212312.00 2024709.42 Agency Collateralized Mortgage Obligation FNMA_11-122 2041-12-25 4.204870 60000000.00 3024393.02 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-117 2040-09-20 4.299120 76000000.00 1151611.10 Agency Collateralized Mortgage Obligation FNMA_12-98 2039-05-25 3.734870 77179569.00 1187907.15 Agency Collateralized Mortgage Obligation FHLMC_3859 2041-05-15 4.293500 85000000.00 2564412.90 Agency Collateralized Mortgage Obligation GNMA_15158 2037-07-20 4.399120 110491000.00 1414476.99 Agency Collateralized Mortgage Obligation FHLMC_4678C 2042-12-15 1.357010 114042097.00 2468444.18 Agency Collateralized Mortgage Obligation FNMA_11-130 2039-11-25 0.300000 115589315.00 102519.72 Agency Collateralized Mortgage Obligation GNMA_11-78 2046-08-16 0.215060 246832546.00 298214.29 Agency Collateralized Mortgage Obligation FHLMC_4094 2042-07-15 4.000000 1000.00 102.06 Agency Collateralized Mortgage Obligation FHLMC_4678D 2047-04-15 3.000000 1000.00 857.87 Agency Collateralized Mortgage Obligation FNMA_92-146 2022-08-25 8.000000 3000.00 64.41 Agency Collateralized Mortgage Obligation FNMA_17-37A 2047-05-25 3.000000 3000.00 2499.22 Agency Collateralized Mortgage Obligation FHLMC_91 2020-10-15 9.000000 6000.00 0.83 Agency Collateralized Mortgage Obligation FNMA_93-163 2023-09-25 7.000000 6000.00 140.66 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_1560 2023-08-15 7.000000 7000.00 1624.45 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_1502 2023-04-15 7.000000 10000.00 1353.22 Agency Collateralized Mortgage Obligation FHLMC_G21 2023-10-25 6.250000 10000.00 566.14 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_2086 2028-09-15 6.500000 10000.00 116.54 Agency Collateralized Mortgage Obligation FNMA_92-111 2022-06-25 7.500000 13000.00 65.75 Agency Collateralized Mortgage Obligation FNMA_92-87 2022-05-25 8.000000 14000.00 84.50 Agency Collateralized Mortgage Obligation FNMA_G-31 2021-10-25 8.500000 19000.00 49.23 Agency Collateralized Mortgage Obligation FHLMC_19-2 2022-02-15 9.000000 23000.00 30.16 Agency Collateralized Mortgage Obligation FHLMC_1078 2021-05-15 6.500000 24500.00 48.40 Agency Collateralized Mortgage Obligation FHLMC_1602 2023-10-15 6.500000 30750.00 1557.92 Agency Collateralized Mortgage Obligation FHLMC_1652 2024-01-15 7.000000 31000.00 2871.85 Agency Collateralized Mortgage Obligation FHLMC_2488 2032-08-15 6.000000 32994.00 488.31 Agency Collateralized Mortgage Obligation FHLMC_1294 2022-06-15 7.500000 40000.00 15.96 Agency Collateralized Mortgage Obligation FHLMC_83 2020-10-15 9.000000 40000.00 19.16 Agency Collateralized Mortgage Obligation FHLMC_1075 2021-05-15 6.900000 43000.00 45.00 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_159 2021-09-15 4.500000 53000.00 117.14 Agency Collateralized Mortgage Obligation FHLMC_1316 2022-06-15 8.000000 53000.00 616.68 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_G-29 2021-09-25 8.500000 80500.00 129.48 Agency Collateralized Mortgage Obligation FHLMC_131 2021-07-15 6.519500 84000.00 59.03 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_1482 2023-03-15 6.000000 88000.00 2123.60 Agency Collateralized Mortgage Obligation FHLMC_1311 2022-07-15 7.000000 100000.00 811.13 Agency Collateralized Mortgage Obligation GNMA_17-134E 2047-09-20 3.000000 106810.00 83518.92 Agency Collateralized Mortgage Obligation FHLMC_1281 2022-05-15 8.000000 113000.00 1202.44 Agency Collateralized Mortgage Obligation FNMA_07-70 2037-07-25 5.500000 137737.00 88054.49 Agency Collateralized Mortgage Obligation FHLMC_37 2020-04-15 9.000000 147999.00 7.49 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_162 2021-05-15 7.000000 200000.00 64.28 Agency Collateralized Mortgage Obligation GNMA_06-7 2035-08-20 5.500000 201000.00 8957.92 Agency Collateralized Mortgage Obligation FHLMC_1753 2024-09-15 8.500000 286000.00 2598.03 Agency Collateralized Mortgage Obligation FHLMC_1091 2021-06-15 7.000000 295000.00 142.12 Agency Collateralized Mortgage Obligation FHLMC_11-25 2021-08-15 8.250000 300000.00 2094.52 Agency Collateralized Mortgage Obligation FHLMC_1136 2021-09-15 6.000000 430000.00 518.48 Agency Collateralized Mortgage Obligation FHLMC_44-48 2041-01-15 4.000000 457471.00 535785.55 Agency Collateralized Mortgage Obligation FHLMC_44-75 2045-01-15 2.500000 469049.00 385557.47 Agency Collateralized Mortgage Obligation GNMA_18-112C 2045-02-20 4.500000 666666.00 102243.60 Agency Collateralized Mortgage Obligation FNMA_11-100C 2040-11-25 5.400620 725000.00 465936.70 Agency Collateralized Mortgage Obligation FHLMC_1119 2021-08-15 7.750000 946499.00 1626.05 Agency Collateralized Mortgage Obligation FHLMC_1235 2022-04-15 7.000000 999994.00 54.10 Agency Collateralized Mortgage Obligation GNMA_18-21A 2044-07-20 3.500000 1000000.00 110531.01 Agency Collateralized Mortgage Obligation FNMA_06-60H 2036-07-25 17.739480 1572369.00 2056104.67 Agency Collateralized Mortgage Obligation FHLMC_36-29 2040-01-15 5.000000 1650578.00 1019953.76 Agency Collateralized Mortgage Obligation GNMA_15-179 2045-12-20 4.449120 1750000.00 158220.24 Agency Collateralized Mortgage Obligation FNMA_14-73 2044-11-25 3.834870 2400000.00 124699.23 Agency Collateralized Mortgage Obligation FHLMC_46-13 2036-12-15 0.000000 2449506.00 2611.23 Agency Collateralized Mortgage Obligation GNMA_17-68E 2045-11-16 4.000000 2509602.00 338539.20 Agency Collateralized Mortgage Obligation GNMA_05-45B 2035-06-20 46.789430 3333334.00 396787.49 Agency Collateralized Mortgage Obligation GNMA_18-6G 2045-07-16 5.000000 3737202.00 686498.34 Agency Collateralized Mortgage Obligation GNMA_17-134E 2047-09-20 4.500000 6681146.00 1145895.29 Agency Collateralized Mortgage Obligation GNMA_17-101B 2046-03-20 4.000000 7500000.00 1110087.50 Agency Collateralized Mortgage Obligation FHLMC_3169A 2036-05-15 19.614000 7692308.00 673680.36 Agency Collateralized Mortgage Obligation GNMA_16-149D 2046-11-20 3.749120 10887571.00 1677910.83 Agency Collateralized Mortgage Obligation FHLMC_3102 2036-01-15 7.000000 11428572.00 676034.82 Agency Collateralized Mortgage Obligation GNMA_17-175B 2047-11-20 3.899120 12000000.00 1675642.09 Agency Collateralized Mortgage Obligation FNMA_12-103 2042-04-25 4.334870 16000000.00 1058554.02 Agency Collateralized Mortgage Obligation FHLMC_4498E 2037-04-15 3.950620 16804282.00 405652.31 Agency Collateralized Mortgage Obligation GNMA_17-134C 2047-09-20 5.000000 20315258.00 3657613.57 Agency Collateralized Mortgage Obligation FHLMC_42-50 2043-09-15 4.500000 20725000.00 608354.24 Agency Collateralized Mortgage Obligation FNMA_12-111 2041-12-25 3.834870 24816223.00 1578354.35 Agency Collateralized Mortgage Obligation FHLMC_47-96 2048-06-15 3.943500 25282685.00 3465526.09 Agency Collateralized Mortgage Obligation GNMA_16-17 2046-02-20 3.799120 25777777.00 2644060.20 Agency Collateralized Mortgage Obligation FNMA_18-24C 2048-04-25 3.884870 30000281.00 4249430.21 Agency Collateralized Mortgage Obligation GNMA_17-68B 2047-05-20 3.849120 30962930.00 4774528.71 Agency Collateralized Mortgage Obligation GNMA_14-117 2044-08-20 3.299120 31500000.00 1591354.12 Agency Collateralized Mortgage Obligation GNMA_14-25 2044-02-20 3.799120 38571428.00 2055051.66 Agency Collateralized Mortgage Obligation GNMA_17-56 2047-04-20 3.849120 39877025.00 4773467.95 Agency Collateralized Mortgage Obligation GNMA_18-H17F 2068-09-20 0.493950 48195673.00 1533776.42 Agency Collateralized Mortgage Obligation FNMA_16-88D 2046-12-25 3.784870 50000000.00 4596937.78 Agency Collateralized Mortgage Obligation FHLS_32-6 2044-03-15 3.643500 53815885.00 4632860.18 Agency Collateralized Mortgage Obligation FNMA_17-73B 2047-09-25 1.300620 55326000.00 847056.98 Agency Collateralized Mortgage Obligation FHLMC_39-07 2041-08-15 4.143500 56770724.00 2193295.41 Agency Collateralized Mortgage Obligation FNMA_11-87 2041-03-25 4.234870 67194999.00 1791276.53 Agency Collateralized Mortgage Obligation FANNIEMAE-ACES FNMA_10-M7 2020-11-25 4.118620 70000000.00 1068164.65 Agency Collateralized Mortgage Obligation FHLMC_42-36 2043-08-15 3.693500 73679377.00 4428286.25 Agency Collateralized Mortgage Obligation GNMA_10-115E 2040-09-20 3.099120 100000000.00 943553.91 Agency Collateralized Mortgage Obligation GNMA_14-40 2054-01-16 0.638500 103923000.00 1170108.94 Agency Collateralized Mortgage Obligation FNMA_09-12G 2037-08-25 4.184870 134418317.00 2567831.76 Agency Collateralized Mortgage Obligation FHLMC_3898 2041-06-15 4.123500 152429679.00 1797359.12 Agency Collateralized Mortgage Obligation GNMA_05-68 2035-05-20 3.899120 196062750.00 1782237.34 Agency Collateralized Mortgage Obligation FHLMC_1711 2024-03-15 7.000000 1000.00 131.21 Agency Collateralized Mortgage Obligation FNMA_16-4 2046-02-25 3.000000 1000.00 851.92 Agency Collateralized Mortgage Obligation FHLMC_1584 2023-09-15 6.500000 2000.00 65.74 Agency Collateralized Mortgage Obligation FHLMC_1602 2023-10-15 6.500000 3000.00 66.35 Agency Collateralized Mortgage Obligation FHLMC_2614E 2033-05-15 11.735610 5000.00 253.52 Agency Collateralized Mortgage Obligation FHLMC_1522 2023-05-15 6.500000 6000.00 339.27 Agency Collateralized Mortgage Obligation FNMA_91-92 2021-07-25 8.500000 6000.00 13.01 Agency Collateralized Mortgage Obligation FNMA_91-59 2021-06-25 6.500000 9000.00 65.58 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_1505 2023-05-15 15.384830 10000.00 97.25 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_1508 2023-05-15 7.500000 10000.00 289.03 Agency Collateralized Mortgage Obligation FHLMC_1788 2023-01-15 7.500000 12000.00 223.32 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_1628 2023-12-15 6.500000 13000.00 1293.68 Agency Collateralized Mortgage Obligation FHLMC_1671 2024-02-15 7.000000 18000.00 190.76 Agency Collateralized Mortgage Obligation FHLMC_11-7 2021-07-15 6.500000 19000.00 129.40 Agency Collateralized Mortgage Obligation FNMA_G2-9 2021-09-25 8.500000 29000.00 175.67 Agency Collateralized Mortgage Obligation FHLMC_1847 2026-04-15 7.500000 30000.00 408.28 Agency Collateralized Mortgage Obligation FHLMC_1278 2022-05-15 7.000000 31000.00 174.13 Agency Collateralized Mortgage Obligation FNMA_17-3A 2042-08-25 2.500000 35277.00 29756.60 Agency Collateralized Mortgage Obligation FHLMC_1439 2022-11-15 7.500000 38000.00 909.86 Agency Collateralized Mortgage Obligation FHLMC_14-6 2022-11-15 7.500000 40000.00 1248.16 Agency Collateralized Mortgage Obligation FHLMC_1899 2026-09-15 8.000000 50000.00 3173.77 Agency Collateralized Mortgage Obligation FHLMC_1343 2022-08-15 7.500000 51000.00 391.77 Agency Collateralized Mortgage Obligation FNMA_91-G32 2021-10-25 8.000000 73000.00 98.32 Agency Collateralized Mortgage Obligation FNMA_92-71 2022-05-25 8.250000 78000.00 345.32 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_165 2021-09-15 6.500000 82000.00 28.01 Agency Collateralized Mortgage Obligation FHLMC_3150 2036-05-15 5.500000 96000.00 12107.93 Agency Collateralized Mortgage Obligation FHLMC_191 2021-09-15 7.000000 100000.00 567.06 Agency Collateralized Mortgage Obligation GNMA_01-50 2031-11-20 6.000000 100000.00 7514.75 Agency Collateralized Mortgage Obligation FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2020-10-15 7.950000 131000.00 65.15 Agency Collateralized Mortgage Obligation FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2020-12-15 7.000000 134000.00 140.39 Agency Collateralized Mortgage Obligation FHLMC_1599 2023-10-15 13.269100 184998.00 2420.62 Agency Collateralized Mortgage Obligation FHLMC_1096 2021-06-15 7.000000 195000.00 45.67 Agency Collateralized Mortgage Obligation FHLMC_1392 2022-10-15 7.000000 274000.00 2037.10 Agency Collateralized Mortgage Obligation FHLMC_1130 2021-09-15 5.500000 284000.00 645.36 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_1052 2021-03-15 7.500000 287500.00 770.79 Agency Collateralized Mortgage Obligation FHLMC_1250 2022-05-15 7.000000 369000.00 1502.32 Agency Collateralized Mortgage Obligation FHLMC_1283 2022-06-15 7.000000 407000.00 3599.68 Agency Collateralized Mortgage Obligation FHLMC_188 2021-09-15 7.000000 445121.00 573.75 Agency Collateralized Mortgage Obligation GNMA_17-149J 2047-10-20 3.500000 572226.00 533845.34 Agency Collateralized Mortgage Obligation GNMA_15-40B 2044-07-20 4.000000 599000.00 66327.52 Agency Collateralized Mortgage Obligation FNMA_16-M10 2045-11-25 2.350000 890000.00 742190.73 Agency Collateralized Mortgage Obligation FHLMC_2989 2025-06-15 5.000000 915000.00 142403.05 Agency Collateralized Mortgage Obligation GNMA_10-35B 2040-03-20 4.500000 1290000.00 42401.13 Agency Collateralized Mortgage Obligation FHLMC_3801B 2040-03-15 12.217500 1500000.00 567142.13 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS 2039-12-20 4.500000 1576227.00 102467.02 Agency Collateralized Mortgage Obligation FNMA_14-49 2043-07-25 7.000000 2101892.00 1958580.57 Agency Collateralized Mortgage Obligation GNMA_18-139E 2028-10-20 4.000000 2222542.00 2256977.13 Agency Collateralized Mortgage Obligation GNMA_15-99C 2045-07-20 6.000000 2414000.00 311570.49 Agency Collateralized Mortgage Obligation FNMA_17-96H 2047-12-25 3.500000 3026742.00 2907816.30 Agency Collateralized Mortgage Obligation FNMA_12-103 2042-09-25 3.684870 3249000.00 174844.95 Agency Collateralized Mortgage Obligation GNMA_16-108C 2046-01-20 3.000000 5833333.00 635190.66 Agency Collateralized Mortgage Obligation GNMA_13-10 2042-09-20 3.500000 6310000.00 399980.60 Agency Collateralized Mortgage Obligation GNMA_05-65 2035-08-20 13.159640 7267749.00 966725.74 Agency Collateralized Mortgage Obligation FHLMC_4198 2033-01-15 2.500000 10000000.00 3921525.50 Agency Collateralized Mortgage Obligation FHLMC_3182 2032-04-15 19.374000 10094453.00 1344563.38 Agency Collateralized Mortgage Obligation GNMA_15-14C 2044-02-20 4.000000 10956750.00 1197397.94 Agency Collateralized Mortgage Obligation FNMA_12-14J 2042-03-25 4.184870 13923018.00 703925.13 Agency Collateralized Mortgage Obligation FNMA_05-114C 2035-08-25 15.802860 14569786.00 356140.35 Agency Collateralized Mortgage Obligation FHLMC_44-35 2041-01-15 2.964540 15226387.00 1176290.42 Agency Collateralized Mortgage Obligation GNMA_17-93F 2046-01-20 3.500000 19501937.00 2838225.67 Agency Collateralized Mortgage Obligation GNMA_16-108 2046-08-20 3.799120 20000000.00 1870049.41 Agency Collateralized Mortgage Obligation GNMA_15-138 2039-05-20 3.500000 23906962.00 1063836.42 Agency Collateralized Mortgage Obligation FNMA_18-71 2048-09-25 3.884870 24381259.00 3558837.83 Agency Collateralized Mortgage Obligation FHLMC_35-35 2024-05-15 4.000000 25000000.00 2887.43 Agency Collateralized Mortgage Obligation FHLMC_47-76 2048-03-15 3.893500 28596301.00 4851920.51 Agency Collateralized Mortgage Obligation GNMA_16-149C 2046-11-16 5.500000 29799826.00 4200939.56 Agency Collateralized Mortgage Obligation GNMA_17-101L 2046-10-20 3.500000 30217330.00 4188330.16 Agency Collateralized Mortgage Obligation GNMA_10-62 2035-03-16 4.339620 36685301.00 14224.76 Agency Collateralized Mortgage Obligation FNMA_13-83 2043-07-25 3.834870 38177250.00 1199270.11 Agency Collateralized Mortgage Obligation FNMA_16-22 2046-04-25 3.784870 45620103.00 2505752.95 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR_14-47 2048-02-16 0.256470 47070000.00 318135.36 Agency Collateralized Mortgage Obligation GNMA_13-116 2043-08-20 3.849120 52410000.00 2188789.03 Agency Collateralized Mortgage Obligation FNMA_08-34 2038-05-25 4.434870 52742658.00 711626.71 Agency Collateralized Mortgage Obligation GNMA_11-11 2041-01-20 3.699120 55017118.00 1019944.01 Agency Collateralized Mortgage Obligation GNMA_10-29 2039-10-20 4.249120 61409072.00 1093920.34 Agency Collateralized Mortgage Obligation FNMA_11-127 2041-08-25 4.334870 62350400.00 1615865.45 Agency Collateralized Mortgage Obligation FHLMC_4074 2042-07-15 4.313500 68371921.00 4766018.29 Agency Collateralized Mortgage Obligation GNMA_14-136 2055-02-16 0.776770 89505099.00 1494017.67 Agency Collateralized Mortgage Obligation GNMA_11-28 2040-12-20 3.699120 99629600.00 2137495.96 Agency Collateralized Mortgage Obligation FNMA_17-10C 2047-03-25 1.498960 129096691.00 3292620.12 Agency Collateralized Mortgage Obligation GNMA_10-87 2040-07-16 4.189620 131297989.00 2716211.80 Agency Collateralized Mortgage Obligation FHLMC_3531 2039-05-15 3.993500 149008000.00 885964.76 Agency Collateralized Mortgage Obligation FHLMC_43-74 2041-09-15 3.500000 1000.00 1073.78 Agency Collateralized Mortgage Obligation FHLMC_2454 2032-05-15 6.500000 1000.00 20.34 Agency Collateralized Mortgage Obligation GNMA_16-5F 2046-01-20 3.000000 1000.00 881.31 Agency Collateralized Mortgage Obligation FNMA_93-202 2023-11-25 6.500000 3000.00 159.96 Agency Collateralized Mortgage Obligation FHLMC_2523 2032-11-15 6.000000 3000.00 292.49 Agency Collateralized Mortgage Obligation FHLMC_1526 2023-06-15 6.500000 4000.00 63.68 Agency Collateralized Mortgage Obligation FHLMC_1053 2021-03-15 7.000000 7000.00 6.68 Agency Collateralized Mortgage Obligation FNMA_03-62B 2033-07-25 11.918930 7000.00 438.09 Agency Collateralized Mortgage Obligation FHLMC_1856 2026-06-15 8.000000 10000.00 721.99 Agency Collateralized Mortgage Obligation FNMA_91-17 2021-03-25 5.000000 10000.00 22.07 Agency Collateralized Mortgage Obligation FNMA_G9-319 2023-04-25 18.020750 10000.00 42.98 Agency Collateralized Mortgage Obligation FHLMC_1226 2022-03-15 7.750000 14000.00 88.34 Agency Collateralized Mortgage Obligation FNMA_93-33 2023-03-25 7.500000 14000.00 199.34 Agency Collateralized Mortgage Obligation FHLMC_2205 2029-05-15 6.000000 15000.00 300.13 Agency Collateralized Mortgage Obligation FHLMC_163 2023-10-15 6.500000 20000.00 2191.55 Agency Collateralized Mortgage Obligation FHLMC_13-84 2022-09-15 7.000000 23000.00 418.28 Agency Collateralized Mortgage Obligation FHLMC_27 2024-03-25 10.781250 25000.00 416.57 Agency Collateralized Mortgage Obligation FHLMC_1080 2021-05-15 7.000000 31990.00 4.16 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_49 2020-06-15 9.000000 33941.00 0.07 Agency Collateralized Mortgage Obligation FHLMC_28-66 2034-09-15 4.500000 40000.00 0.41 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_1590 2023-10-15 6.500000 43000.00 1858.61 Agency Collateralized Mortgage Obligation GNMA_09-94 2032-09-20 4.500000 45000.00 47503.09 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_1014 2020-11-15 6.500000 53000.00 91.45 Agency Collateralized Mortgage Obligation FNMA_G-6 2021-03-25 9.000000 58000.00 140.39 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_141-D 2021-05-15 5.000000 62000.00 39.15 Agency Collateralized Mortgage Obligation FHLMC_193 2021-11-15 6.500000 85000.00 35.78 Agency Collateralized Mortgage Obligation FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2023-06-15 7.000000 88000.00 1479.21 Agency Collateralized Mortgage Obligation FHLMC_1109 2021-08-15 6.950000 110000.00 45.86 Agency Collateralized Mortgage Obligation FHLMC_17-5 2021-08-15 9.500000 116000.00 96.82 Agency Collateralized Mortgage Obligation FNMA_G92-21 2022-04-25 7.000000 142000.00 117.97 Agency Collateralized Mortgage Obligation 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Agency Collateralized Mortgage Obligation GNMA_17-170 2047-10-20 4.000000 24457856.00 2944590.65 Agency Collateralized Mortgage Obligation FHLMC_40-9 2042-02-15 4.243500 28571424.00 1052352.13 Agency Collateralized Mortgage Obligation FNMA_13-19 2041-10-25 3.884870 29478880.00 1556870.31 Agency Collateralized Mortgage Obligation GNMA_11-70 2041-05-16 3.589620 30000000.00 1863879.35 Agency Collateralized Mortgage Obligation GNMA_17-63 2047-04-20 4.500000 33539648.00 5040229.20 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2028-05-01 0.000000 34000000.00 65505.33 Agency Collateralized Mortgage Obligation FHLMC_34-62 2038-06-15 3.893500 35000000.00 517369.95 Agency Collateralized Mortgage Obligation FNMA_07-63 2037-07-25 0.000000 40199680.00 322607.05 Agency Collateralized Mortgage Obligation GNMA_14-3 2039-07-20 3.699120 41202304.00 1348267.23 Agency Collateralized Mortgage Obligation FHLMC_42-38 2042-02-15 4.393500 46769920.00 2248231.18 Agency Collateralized Mortgage Obligation FNSTR_252 2023-11-01 7.500000 48388480.00 9477.20 Agency Collateralized Mortgage Obligation FHLMC_4446A 2045-03-15 3.293500 54019600.00 3901362.78 Agency Collateralized Mortgage Obligation FNMA_13-19 2041-10-25 3.884870 55511552.00 2964995.07 Agency Collateralized Mortgage Obligation FHLMC_4319C 2044-03-15 3.763500 56682560.00 2951446.27 Agency Collateralized Mortgage Obligation GINNIE MAE II 2046-06-20 3.500000 65760256.00 44789095.69 Agency Mortgage-Backed Securities FNMA_07-30 2037-04-25 3.794870 67130240.00 59301.29 Agency Collateralized Mortgage Obligation FNR_13-65 2043-06-25 3.834870 69321472.00 4048405.59 Agency Collateralized Mortgage Obligation FHLMC_46-41 2044-02-15 4.000000 85685760.00 7356419.50 Agency Collateralized Mortgage Obligation GNMA_18-27F 2048-02-20 4.500000 97268736.00 15945636.75 Agency Collateralized Mortgage Obligation FNMA_18-35 2048-05-25 3.000000 175700480.00 33261275.20 Agency Collateralized Mortgage Obligation FHSTR_311 2043-08-15 3.643500 197500000.00 15465652.63 Agency Collateralized Mortgage Obligation FNSTR_249 2023-10-25 6.500000 272138560.00 84705.20 Agency Collateralized Mortgage Obligation GINNIE MAE II 2040-10-20 4.500000 42000.00 7774.99 Agency Mortgage-Backed Securities FANNIE MAE FNMA_G92-59 2022-10-25 6.000000 75000.00 595.78 Agency Collateralized Mortgage Obligation GINNIE MAE II 2044-01-20 4.000000 135000.00 71472.33 Agency Mortgage-Backed Securities FHSTR_147 2023-02-01 8.000000 425478.00 41.86 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3143- 2036-02-15 5.500000 500000.00 107706.23 Agency Collateralized Mortgage Obligation FNMA_385 2038-01-25 5.000000 576441.00 4608.69 Agency Collateralized Mortgage Obligation FNSTR_383 2037-09-25 7.000000 1013000.00 8652.95 Agency Collateralized Mortgage Obligation FANNIEMAE STRIP FNSTR_264 2024-07-25 8.000000 1089720.00 273.20 Agency Collateralized Mortgage Obligation GINNIE MAE II 2028-02-20 3.500000 1736402.00 1124076.32 Agency Mortgage-Backed Securities FHLMC_3989B 2040-04-15 4.500000 1846090.00 70114.68 Agency Collateralized Mortgage Obligation FNSTR_383 2037-09-25 5.500000 1922000.00 8516.96 Agency Collateralized Mortgage Obligation FNSTR_383 2037-05-25 6.500000 2276000.00 14565.46 Agency Collateralized Mortgage Obligation FNSTR_383 2037-08-25 7.500000 2372000.00 16821.47 Agency Collateralized Mortgage Obligation GNMA_13-71 2043-05-20 3.500000 2480000.00 239586.35 Agency Collateralized Mortgage Obligation FNSTR_386 2038-01-25 7.500000 2882000.00 7550.20 Agency Collateralized Mortgage Obligation FNSTR_383 2037-06-25 6.000000 2904000.00 13825.34 Agency Collateralized Mortgage Obligation FANNIEMAE STRIP FNSTR_274 2025-10-25 8.500000 3741000.00 1388.46 Agency Collateralized Mortgage Obligation FNMA_07-68 2037-07-25 4.384870 3820000.00 21826.50 Agency Collateralized Mortgage Obligation FHLMC_4456A 2044-05-15 4.000000 4375000.00 407048.63 Agency Collateralized Mortgage Obligation FNSTR_383 2036-12-25 6.500000 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2031-04-01 3.000000 4986856.00 3512288.95 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2028-10-01 3.500000 5059013.00 2353932.04 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-05-31 1.375000 6310900.00 6178768.69 U.S. Treasuries (including strips) FANNIE MAE B1V7KEBTPIMZEU4LTD58 2030-04-01 3.400000 17600000.00 17055952.06 Agency Mortgage-Backed Securities GINNIE MAE II 2042-08-20 3.750000 19160877.00 2339271.72 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-02-01 3.033000 89993152.00 13751824.85 Agency Mortgage-Backed Securities Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2018-12-03 2018-12-03 2018-12-03 N N N 0.0229 650000000.00 650000000.00 0.0072 N Y Y N BlackRock Liquidity Funds 2018-12-06 /s/Neal J. Andrews Neal J. Andrews Chief Financial Officer