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Agency Collateralized Mortgage Obligation GNMA_13-167 2043-11-20 1.730120 63413184.00 221614.19 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_15-64B 2045-05-20 3.097000 72388608.00 5379040.23 Agency Collateralized Mortgage Obligation FNMA_13-20 2042-11-25 3.670000 78929664.00 3366973.81 Agency Collateralized Mortgage Obligation GNMA_10-11 2040-01-16 3.279940 84739840.00 610350.77 Agency Collateralized Mortgage Obligation FNMA_17-24D 2047-04-25 4.000000 85937500.00 12991336.62 Agency Collateralized Mortgage Obligation GNMA_10-146 2039-06-20 3.597000 89986240.00 233500.41 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS 2060-04-16 0.485160 90340096.00 4954113.16 Agency Collateralized Mortgage Obligation GNMA_12-132 2054-06-16 0.769140 94738944.00 1745188.13 Agency Collateralized Mortgage Obligation GNMA_14-134A 2055-02-16 0.000000 100000000.00 613498.55 Agency Collateralized Mortgage Obligation GNMA_19-5G 2049-01-20 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2027-05-25 3.590000 214842126.00 4297798.16 Agency Collateralized Mortgage Obligation FREDDIEMAC STRIP FHSTR_227 2034-12-01 5.000000 276599006.00 2139262.52 Agency Collateralized Mortgage Obligation FNMA_11-51D 2041-06-25 4.070000 285232406.00 2554123.75 Agency Collateralized Mortgage Obligation FREMF_12-K19 2045-05-25 0.150000 861218311.00 2843783.85 Agency Collateralized Mortgage Obligation FREMF_13-K31 2046-07-25 0.100000 902327390.00 2813302.44 Agency Collateralized Mortgage Obligation FREMF_13-K30 2045-06-25 0.100000 1313155352.00 4107416.08 Agency Collateralized Mortgage Obligation Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2019-02-01 2019-02-07 2019-02-07 Y BNP PARIBAS SA 1.0000 7 N Fitch A+ Moody's Aa3 Standard & Poor's A N N 0.0246 600000000.00 600000000.00 0.0067 N N Y N Mizuho Securities USA LLC Mizuho Securities USA LLC 2.629 7TK5RJIZDFROZCA6XF66 0001513005 BRT5U36D4 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, 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4634660.08 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2047-08-20 3.729900 9101652.00 1197906.83 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2047-06-20 3.729900 14692217.00 2258208.56 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2047-07-20 3.730000 53053471.00 6990204.44 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2047-01-20 3.579900 21581461.00 2842683.89 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2047-02-16 3.695000 17906000.00 1888247.49 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2046-10-20 3.629900 16999904.00 2553730.94 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2046-08-20 3.580000 27864957.00 3379932.19 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2046-04-20 3.580000 35000000.00 4601642.94 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2046-04-20 3.580000 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FEDERAL NATIONAL MORT BACKED SECURITY 2048-10-01 4.500000 6085140.00 6351117.16 Agency Mortgage-Backed Securities GOLD ADJUSTABLE RATE REMIC 2040-01-15 5.000000 3000000.00 1834076.73 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 2040-10-25 4.093000 111111111.00 1160965.06 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 2041-01-25 3.973000 59746847.00 790776.86 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 2040-12-25 3.513700 22272000.00 536821.51 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 2040-11-25 3.513000 90000000.00 1629620.79 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 2039-10-25 3.643000 173241126.00 1788199.54 Agency Collateralized Mortgage Obligation GOLD ADJUSTABLE RATE REMIC 2037-05-15 3.574000 96679842.00 1554935.39 Agency Collateralized Mortgage Obligation GOLD ADJUSTABLE RATE REMIC 2039-01-15 3.994000 50000000.00 991274.29 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT STRIPPED MORT-BACK 2045-05-01 3.500000 25000000.00 2339360.07 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 2041-07-25 4.043000 150000000.00 2051947.83 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 2041-07-25 4.173000 105000000.00 1483092.24 Agency Collateralized Mortgage Obligation GOLD ADJUSTABLE RATE REMIC 2035-08-15 3.594900 65000000.00 343313.51 Agency Collateralized Mortgage Obligation GOLD ADJUSTABLE RATE REMIC 2037-12-15 3.824000 60357142.00 547117.59 Agency Collateralized Mortgage Obligation GOLD ADJUSTABLE RATE REMIC 2036-03-15 4.024000 117787959.00 2035931.27 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 2036-12-25 4.133000 116075000.00 1778013.02 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT STRIPPED MORT-BACK 2042-07-01 4.500000 84981631.00 6264205.07 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT REAL EST REMIC (FIXED) 2033-04-25 6.000000 499962.00 1264.42 Agency Collateralized Mortgage Obligation GOLD ADJUSTABLE RATE REMIC 2030-09-15 4.224000 120500000.00 1717608.47 Agency Collateralized Mortgage Obligation GOLD ADJUSTABLE RATE REMIC 2048-12-15 4.500000 5666000.00 5455076.24 Agency Collateralized Mortgage Obligation FMAC STRUCTURED PASS THROUGH ADJ REMIC 2037-10-15 1.608000 190512894.00 9338794.67 Agency Collateralized Mortgage Obligation GOLD ADJUSTABLE RATE REMIC 2048-10-15 4.000000 2296000.00 2184591.46 Agency Collateralized Mortgage Obligation GOLD ADJUSTABLE RATE REMIC 2048-05-15 3.500000 36060512.00 35101364.70 Agency Collateralized Mortgage Obligation GOLD ADJUSTABLE RATE REMIC 2047-04-15 3.644000 8173414.00 1079996.98 Agency Collateralized Mortgage Obligation GOLD ADJUSTABLE RATE REMIC 2047-02-15 3.594900 13700000.00 1547183.07 Agency Collateralized Mortgage Obligation GOLD ADJUSTABLE RATE REMIC 2046-12-15 3.644000 75232769.00 6383608.44 Agency Collateralized Mortgage Obligation GOLD ADJUSTABLE RATE REMIC 2046-05-15 3.644000 12638312.00 880253.44 Agency Collateralized Mortgage Obligation GOLD ADJUSTABLE RATE REMIC 2040-04-15 3.594000 15600000.00 1496392.49 Agency Collateralized Mortgage Obligation GOLD ADJUSTABLE RATE REMIC 2045-08-15 3.694000 37869086.00 3174112.09 Agency Collateralized Mortgage Obligation GOLD ADJUSTABLE RATE REMIC 2045-04-15 3.744000 38192242.00 2891028.11 Agency Collateralized Mortgage Obligation GOLD ADJUSTABLE RATE REMIC 2045-04-15 3.144000 33433519.00 1426427.13 Agency Collateralized Mortgage Obligation GOLD ADJUSTABLE RATE REMIC 2044-04-15 3.544900 10911305.00 583911.77 Agency Collateralized Mortgage Obligation GOLD ADJUSTABLE RATE REMIC 2039-04-15 3.694000 45607266.00 1701086.14 Agency Collateralized Mortgage Obligation GOLD ADJUSTABLE RATE REMIC 2043-12-15 3.494000 48252676.00 3463720.15 Agency Collateralized Mortgage Obligation GOLD ADJUSTABLE RATE 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ADJUSTABLE RATE REMIC 2040-09-15 3.694000 26800000.00 815370.22 Agency Collateralized Mortgage Obligation GOLD ADJUSTABLE RATE REMIC 2039-04-15 3.644000 26927380.00 841881.56 Agency Collateralized Mortgage Obligation GOLD ADJUSTABLE RATE REMIC 2042-07-15 4.244000 23218083.00 1374106.10 Agency Collateralized Mortgage Obligation GOLD ADJUSTABLE RATE REMIC 2041-12-15 4.194000 31809750.00 1158889.34 Agency Collateralized Mortgage Obligation GOLD ADJUSTABLE RATE REMIC 2038-12-15 4.194000 27038200.00 674723.82 Agency Collateralized Mortgage Obligation GOLD ADJUSTABLE RATE REMIC 2027-06-15 6.389000 300000000.00 41384455.69 Agency Collateralized Mortgage Obligation GOLD ADJUSTABLE RATE REMIC 2042-06-15 3.494000 29000000.00 1544196.35 Agency Collateralized Mortgage Obligation GOLD ADJUSTABLE RATE REMIC 2042-03-15 3.544000 30415879.00 1727359.79 Agency Collateralized Mortgage Obligation GOLD ADJUSTABLE RATE REMIC 2042-02-15 3.594000 31486221.00 1037420.31 Agency Collateralized Mortgage Obligation GOLD ADJUSTABLE RATE REMIC 2042-02-15 3.994900 25688713.00 1439351.06 Agency Collateralized Mortgage Obligation GOLD ADJUSTABLE RATE REMIC 2039-07-15 4.094900 23214916.00 149083.42 Agency Collateralized Mortgage Obligation GOLD ADJUSTABLE RATE REMIC 2042-02-15 3.994900 11424000.00 632911.21 Agency Collateralized Mortgage Obligation GOLD ADJUSTABLE RATE REMIC 2036-05-15 4.094900 18800200.00 260487.45 Agency Collateralized Mortgage Obligation GOLD ADJUSTABLE RATE REMIC 2042-01-15 3.994900 14135000.00 758319.99 Agency Collateralized Mortgage Obligation GOLD ADJUSTABLE RATE REMIC 2041-12-15 3.444000 32660324.00 1447281.48 Agency Collateralized Mortgage Obligation GOLD ADJUSTABLE RATE REMIC 2041-11-15 3.544900 10659000.00 390008.49 Agency Collateralized Mortgage Obligation GOLD ADJUSTABLE RATE REMIC 2041-11-15 3.994900 23259000.00 1333140.96 Agency Collateralized Mortgage Obligation GOLD ADJUSTABLE RATE REMIC 2041-11-15 4.044000 15953250.00 533142.20 Agency Collateralized Mortgage Obligation GOLD ADJUSTABLE RATE REMIC 2025-09-15 4.244000 25000000.00 29231.82 Agency Collateralized Mortgage Obligation GOLD ADJUSTABLE RATE REMIC 2030-08-15 4.194000 29629224.00 386388.50 Agency Collateralized Mortgage Obligation GOLD ADJUSTABLE RATE REMIC 2041-09-15 3.994900 20444000.00 803512.27 Agency Collateralized Mortgage Obligation GOLD ADJUSTABLE RATE REMIC 2041-09-15 3.574000 60000000.00 1196377.31 Agency Collateralized Mortgage Obligation GOLD ADJUSTABLE RATE REMIC 2041-08-15 3.994900 17264000.00 729140.91 Agency Collateralized Mortgage Obligation GOLD ADJUSTABLE RATE REMIC 2040-07-15 4.244900 13289298.00 319238.10 Agency Collateralized Mortgage Obligation GOLD ADJUSTABLE RATE REMIC 2040-06-15 4.144900 38960149.00 507474.18 Agency Collateralized Mortgage Obligation GOLD ADJUSTABLE RATE REMIC 2041-04-15 5.000000 2900000.00 2794509.25 Agency Collateralized Mortgage Obligation GOLD ADJUSTABLE RATE REMIC 2040-06-15 4.014900 11484000.00 225036.27 Agency Collateralized Mortgage Obligation GOLD ADJUSTABLE RATE REMIC 2040-06-15 4.014900 19151000.00 354200.65 Agency Collateralized Mortgage Obligation GOLD ADJUSTABLE RATE REMIC 2041-02-15 3.364000 100000000.00 541965.86 Agency Collateralized Mortgage Obligation GOLD ADJUSTABLE RATE REMIC 2041-01-15 3.924900 10206000.00 415076.60 Agency Collateralized Mortgage Obligation GOLD ADJUSTABLE RATE REMIC 2040-08-15 2.044000 96368535.00 1163082.23 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT STRIPPED MORT-BACK 2039-01-01 5.500000 123955778.00 2175347.74 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT STRIPPED MORT-BACK 2038-01-01 6.000000 12300000.00 298840.62 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT STRIPPED MORT-BACK 2035-11-01 6.000000 55600000.00 489430.33 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT REAL EST REMIC (FIXED) 2048-10-25 3.500000 2065.00 1219.47 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT REAL EST REMIC (FIXED) 2048-10-25 3.500000 539600.00 519568.25 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT REAL EST REMIC (FIXED) 2048-09-25 3.500000 10289335.00 9503363.23 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT REAL EST REMIC (FIXED) 2048-10-25 3.500000 14434000.00 14027138.55 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT REAL EST REMIC (FIXED) 2048-03-25 4.000000 4192277.00 1008978.23 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 2048-07-25 3.693000 60147925.00 9780541.25 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT REAL EST REMIC (FIXED) 2048-09-25 3.500000 13465000.00 13155793.52 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT REAL EST REMIC (FIXED) 2048-08-25 4.000000 4419552.00 2649992.89 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT REAL EST REMIC (FIXED) 2048-06-25 3.250000 248000.00 224018.60 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 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31852.57 Agency Collateralized Mortgage Obligation GNMA_17-179H 2044-07-20 5.000000 16436256.00 5223441.41 Agency Collateralized Mortgage Obligation FNSTR_383 2037-09-25 5.500000 16473000.00 92584.41 Agency Collateralized Mortgage Obligation FHLMC_40-57 2042-06-15 4.141060 16485728.00 1186022.33 Agency Collateralized Mortgage Obligation GINNIE MAE I 2039-12-15 5.500000 16607712.00 3541574.36 Agency Mortgage-Backed Securities FNMA_07-49 2037-06-25 0.000000 16666656.00 155387.02 Agency Collateralized Mortgage Obligation GNMA_16-109H 2046-08-20 3.000000 16666656.00 1898418.46 Agency Collateralized Mortgage Obligation FHLMC_02-2416 2032-02-15 5.591060 16687424.00 15398.06 Agency Collateralized Mortgage Obligation FHLMC_40-23 2042-03-15 3.741060 17142848.00 577736.64 Agency Collateralized Mortgage Obligation FNMA_407 2041-03-25 5.000000 17823552.00 842260.64 Agency Collateralized Mortgage Obligation GNMA_18-105A 2048-08-20 4.000000 18477856.00 2460611.77 Agency Collateralized Mortgage Obligation GNMA_17-120B 2047-08-20 4.500000 18557280.00 3063050.71 Agency Collateralized Mortgage Obligation FHLMC_4775E 2048-04-15 3.691060 18588000.00 2818597.60 Agency Collateralized Mortgage Obligation GNMA_13-34 2039-12-16 0.350000 18588096.00 37804.97 Agency Collateralized Mortgage Obligation FNMA_17-32B 2047-05-25 1.480120 18683808.00 911726.00 Agency Collateralized Mortgage Obligation FNMA_17-26B 2047-04-25 6.000000 18688928.00 2914995.17 Agency Collateralized Mortgage Obligation GNMA_17-103C 2047-07-20 4.500000 18733152.00 2407341.79 Agency Collateralized Mortgage Obligation GNMA_13-132 2039-12-20 0.120000 19033700.00 20285.49 Agency Collateralized Mortgage Obligation FNSTR_321 2032-04-01 0.000000 19254720.00 89992.87 Agency Collateralized Mortgage Obligation FHLMC_3840 2041-04-15 4.500000 19694880.00 30014005.60 Agency Collateralized Mortgage Obligation GNMA_10-101 2040-08-16 0.000000 19715040.00 2072262.76 Agency Collateralized Mortgage Obligation FNW_07-2 2037-03-25 0.000000 19777888.00 494600.21 Agency Collateralized Mortgage Obligation GNMA_14-94 2038-02-20 0.200000 20173184.00 50986.58 Agency Collateralized Mortgage Obligation FHLMC_3031 2035-08-15 4.181060 20276288.00 629539.91 Agency Collateralized Mortgage Obligation FNMA_18-19C 2048-04-25 3.690000 20327840.00 3000053.66 Agency Collateralized Mortgage Obligation FNMA_07-15 2037-03-25 0.000000 20500000.00 1674636.63 Agency Collateralized Mortgage Obligation GNMA_16-135K 2046-10-20 3.500000 20593120.00 2143458.17 Agency Collateralized Mortgage Obligation GNMA_18-84A 2048-06-16 5.000000 20612800.00 3851772.13 Agency Collateralized Mortgage Obligation FNSTR_386 2038-04-25 6.500000 21039200.00 105770.96 Agency Collateralized Mortgage Obligation FNMA_17-31C 2047-05-25 3.590000 21863872.00 3318334.04 Agency Collateralized Mortgage Obligation GNMA_12-113 2042-01-20 4.247000 22004864.00 133607.57 Agency Collateralized Mortgage Obligation FNMA_11-91 2026-08-25 3.500000 22133056.00 180408.89 Agency Collateralized Mortgage Obligation GNMA_17-155E 2047-09-20 4.000000 22352240.00 2516486.25 Agency Collateralized Mortgage Obligation FNMA_18-77E 2048-10-25 4.500000 22498208.00 4539439.92 Agency Collateralized Mortgage Obligation GNMA_15-99C 2045-07-20 6.000000 22586000.00 2876041.93 Agency Collateralized Mortgage Obligation GNMA_13-34 2038-04-20 0.350000 22733664.00 39104.65 Agency Collateralized Mortgage Obligation FNMA_11-149 2042-01-25 4.500000 22921344.00 1663659.07 Agency Collateralized Mortgage Obligation FNSTR_07-384 2037-09-01 4.500000 23438080.00 185027.14 Agency Collateralized Mortgage Obligation FNMA_18-77D 2048-10-25 4.500000 23483744.00 4756951.40 Agency Collateralized Mortgage Obligation GNMA_14-139 2037-11-20 0.250000 24365376.00 91169.48 Agency Collateralized Mortgage Obligation GNMA_17-170B 2047-10-20 4.000000 24457856.00 2739931.91 Agency Collateralized Mortgage Obligation FNMA_17-66C 2047-09-25 3.390000 24629952.00 3082485.36 Agency Collateralized Mortgage Obligation FHLMC_34-50 2038-05-15 3.591060 25000000.00 356011.10 Agency Collateralized Mortgage Obligation GNMA_03-41A 2033-05-20 5.197000 25000000.00 60552.39 Agency Collateralized Mortgage Obligation FHLMC_4833E 2043-07-15 3.491060 25405640.00 3935535.79 Agency Collateralized Mortgage Obligation GNMA_15-170A 2045-11-20 3.197000 25515744.00 2384344.96 Agency Collateralized Mortgage Obligation FNMA_17-26E 2047-04-25 4.000000 25568512.00 5240581.25 Agency Collateralized Mortgage Obligation FHLMC_37-41 2040-10-15 4.500000 25927328.00 2815104.49 Agency Collateralized Mortgage Obligation FHLMC_4564F 2043-04-15 1.491060 26456448.00 2078321.15 Agency Collateralized Mortgage Obligation GNMA_15-152E 2045-08-20 1.497000 26566912.00 109396.70 Agency Collateralized Mortgage Obligation FHLMC_4005 2042-02-15 3.991060 27000000.00 995141.68 Agency Collateralized Mortgage Obligation FNSTR_311 2030-06-01 6.000000 27075616.00 25801.92 Agency Collateralized Mortgage Obligation FHLMC_3862 2041-05-15 0.000000 27272704.00 1598678.87 Agency Collateralized Mortgage Obligation FNMA_17-26E 2045-07-25 4.000000 28143936.00 4035203.57 Agency Collateralized Mortgage Obligation FNMA_18-55B 2048-08-25 3.690000 28396640.00 5540797.88 Agency Collateralized Mortgage Obligation FHLMC_40-9 2042-02-15 4.041060 28571424.00 1063691.75 Agency Collateralized Mortgage Obligation FNMA_12-115 2042-10-25 3.590000 29330112.00 2429830.31 Agency Collateralized Mortgage Obligation FNMA_13-20L 2043-03-25 3.640000 29364600.00 1983382.68 Agency Collateralized Mortgage Obligation FNMA_13-19 2041-10-25 3.690000 29478880.00 1647006.76 Agency Collateralized Mortgage Obligation GNMA_17-80 2045-10-16 3.219940 29935552.00 2041305.31 Agency Collateralized Mortgage Obligation FNMA_12-43 2041-07-25 2.510000 30000000.00 831147.22 Agency Collateralized Mortgage Obligation GNMA_11-70 2041-05-16 3.389940 30000000.00 1890767.46 Agency Collateralized Mortgage Obligation GNMA_11-74A 2041-05-20 3.547000 30122400.00 923286.57 Agency Collateralized Mortgage Obligation GNMA_15-116C 2039-08-20 4.000000 30268000.00 1940383.34 Agency Collateralized Mortgage Obligation FNMA_13-56 2041-08-25 4.500000 30331232.00 838337.74 Agency Collateralized Mortgage Obligation FNMA_09-70 2036-09-25 0.000000 30534656.00 377011.51 Agency Collateralized Mortgage Obligation FNSTR_07-384 2037-09-01 4.500000 31086920.00 262080.19 Agency Collateralized Mortgage Obligation FNMA_17-53E 2047-07-25 4.000000 31711040.00 4156025.17 Agency Collateralized Mortgage Obligation GNMA_16-42 2045-11-20 1.480120 32147264.00 376507.99 Agency Collateralized Mortgage Obligation FNMA_17-91B 2047-11-25 4.000000 32437632.00 5069895.48 Agency Collateralized Mortgage Obligation FHLMC_34-17 2035-08-15 4.441060 32507008.00 221148.29 Agency Collateralized Mortgage Obligation FHLS_22-6 2034-02-01 0.000000 32672384.00 776633.59 Agency Collateralized Mortgage Obligation FNMA_18-19B 2048-04-25 3.740000 33237184.00 4793392.49 Agency Collateralized Mortgage Obligation FNMA_18-8D 2048-02-25 3.640000 33333312.00 3933874.31 Agency Collateralized Mortgage Obligation FHLMC_4833C 2042-04-15 3.941060 33415560.00 5630847.92 Agency Collateralized Mortgage Obligation GNMA_13-104 2043-07-20 3.639940 33519296.00 1810832.47 Agency Collateralized Mortgage Obligation FNMA_17-44C 2043-06-25 3.640000 33537024.00 5036505.33 Agency Collateralized Mortgage Obligation GNMA_17-63 2047-04-20 4.500000 33539648.00 4583508.16 Agency Collateralized Mortgage Obligation FNMA_18-49B 2048-07-25 3.690000 33665960.00 5263506.05 Agency Collateralized Mortgage Obligation FNMA_17-7 2047-02-25 6.000000 33684352.00 5220586.79 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2028-05-01 0.000000 34000000.00 64016.92 Agency Collateralized Mortgage Obligation GNMA_16-93 2044-07-20 4.500000 34092120.00 14473408.64 Agency Collateralized Mortgage Obligation FHLMC_4833D 2044-04-15 0.050000 34129216.00 78177.64 Agency Collateralized Mortgage Obligation FNMA_17-66E 2047-09-25 3.640000 34707600.00 5586155.42 Agency Collateralized Mortgage Obligation FHLMC_4146 2042-10-15 3.500000 36016000.00 949249.38 Agency Collateralized Mortgage Obligation GNMA_18-27E 2045-02-16 3.089940 36566784.00 3850538.39 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_07-53 2037-06-25 3.590000 37000000.00 22317.61 Agency Collateralized Mortgage Obligation FNMA_10-13 2040-03-25 3.740000 37200000.00 556074.22 Agency Collateralized Mortgage Obligation GNMA_14-100H 2040-05-20 0.150000 37224120.00 68044.04 Agency Collateralized Mortgage Obligation FNMA_16-26A 2046-05-25 3.540000 37547520.00 3822818.50 Agency Collateralized Mortgage Obligation FHLMC_4224 2043-07-15 4.141060 37686144.00 2182966.20 Agency Collateralized Mortgage Obligation FNSTR_419 2044-04-25 3.500000 38000000.00 3972481.81 Agency Collateralized Mortgage Obligation FNMA_12-30 2042-04-25 3.990000 38333312.00 1989517.12 Agency Collateralized Mortgage Obligation FNMA_18-13C 2048-03-25 3.740000 38487424.00 4456752.51 Agency Collateralized Mortgage Obligation FHLMC_4407 2044-06-15 3.691060 38500000.00 3255495.93 Agency Collateralized Mortgage Obligation FNMA_17-53D 2046-04-25 3.500000 39374400.00 5476600.28 Agency Collateralized Mortgage Obligation FREDDIE MAC FHSTR_221 2032-03-01 7.000000 39439720.00 56008.33 Agency Collateralized Mortgage Obligation FNMA_16-40C 2046-07-25 3.340000 39453120.00 4332726.60 Agency Collateralized Mortgage Obligation FHSTR_345 2045-08-15 4.500000 39683392.00 5287981.55 Agency Collateralized Mortgage Obligation FNMA_07-63 2037-07-25 0.000000 40199680.00 318568.67 Agency Collateralized Mortgage Obligation FNMA_17-26H 2047-04-25 1.637980 40963456.00 1016493.11 Agency Collateralized Mortgage Obligation FNMA_16-55 2046-08-25 3.490000 41146816.00 5095866.31 Agency Collateralized Mortgage Obligation GNMA_14-3 2039-07-20 3.497000 41202304.00 1397297.63 Agency Collateralized Mortgage Obligation GNMA_13-84 2040-04-16 0.150000 41875776.00 122818.90 Agency Collateralized Mortgage Obligation FNSTR_324 2032-06-01 0.000000 42316240.00 200952.84 Agency Collateralized Mortgage Obligation GNMA_13-66 2042-07-20 0.050000 42647744.00 42215.67 Agency Collateralized Mortgage Obligation FNMA_13-18 2043-03-25 3.590000 42736384.00 2967480.21 Agency Collateralized Mortgage Obligation FNMA_14-52 2044-09-25 3.590000 43064576.00 2921451.50 Agency Collateralized Mortgage Obligation FNMA_15-42 2045-05-25 1.830120 44263424.00 170207.18 Agency Collateralized Mortgage Obligation FHLMC_43-65 2040-01-15 4.099340 44329920.00 2071989.52 Agency Collateralized Mortgage Obligation FNMA_17-96F 2041-08-25 4.500000 44518016.00 6496075.60 Agency Collateralized Mortgage Obligation GNMA_13-172A 2043-10-16 3.089940 44619584.00 2312885.53 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPO 2041-06-15 3.591060 45000000.00 3400024.77 Agency Collateralized Mortgage Obligation FNMA_18-77C 2048-10-25 4.000000 45209920.00 8555783.82 Agency Collateralized Mortgage Obligation GNMA_13-31 2040-09-20 0.150000 45855104.00 7772.46 Agency Collateralized Mortgage Obligation FHLMC_4833D 2044-04-15 3.491060 46303120.00 7104075.21 Agency Collateralized Mortgage Obligation FHLMC_4765G 2044-08-15 3.541060 46442368.00 6250094.93 Agency Collateralized Mortgage Obligation FHLMC_4752B 2047-11-15 3.691060 46518528.00 7251861.86 Agency Collateralized Mortgage Obligation GNMA_13-66 2042-12-20 0.050000 46679104.00 73214.52 Agency Collateralized Mortgage Obligation GNMA_13-66 2042-12-20 0.050000 46679104.00 73168.23 Agency Collateralized Mortgage Obligation FHLMC_42-38 2042-02-15 4.191060 46769920.00 2235321.85 Agency Collateralized Mortgage Obligation FHLMC_4248 2039-06-15 3.441060 47295616.00 2854528.63 Agency Collateralized Mortgage Obligation FHSTR_202 2029-04-01 6.500000 48061632.00 40354.83 Agency Collateralized Mortgage Obligation FNSTR_252 2023-11-01 7.500000 48388544.00 8589.74 Agency Collateralized Mortgage Obligation GINNIE MAE I 2038-01-15 6.000000 48983808.00 1392932.76 Agency Mortgage-Backed Securities FHLMC_41-5 2042-09-15 3.591060 49166656.00 2889973.11 Agency Collateralized Mortgage Obligation GNMA_12-51 2042-04-20 4.147000 49300500.00 3022213.25 Agency Collateralized Mortgage Obligation FHLMC_38-93 2039-09-15 4.000000 49570816.00 121957.86 Agency Collateralized Mortgage Obligation FHLMC_42-5 2043-05-15 4.500000 49641536.00 4000082.57 Agency Collateralized Mortgage Obligation FHLMC_3469 2038-07-15 3.561060 50000000.00 129494.83 Agency Collateralized Mortgage Obligation GNMA_13-144 2043-10-20 3.547000 50000000.00 2215382.15 Agency Collateralized Mortgage Obligation GNMA_16-58G 2045-11-20 4.500000 50352640.00 6653700.38 Agency Collateralized Mortgage Obligation FNMA_14-69 2044-11-25 1.612930 51734300.00 990472.37 Agency Collateralized Mortgage Obligation FNMA_13-56D 2043-05-25 4.000000 52016320.00 2230393.12 Agency Collateralized Mortgage Obligation FNMA_11-94 2030-01-25 4.190000 52083328.00 46025.83 Agency Collateralized Mortgage Obligation FHLMC_4631D 2046-11-15 3.491060 52147008.00 7643884.33 Agency Collateralized Mortgage Obligation FNMA_12-71 2042-07-25 3.490000 52150848.00 1506536.26 Agency Collateralized Mortgage Obligation FNMA_18-39D 2048-06-25 1.692030 53025792.00 2228950.52 Agency Collateralized Mortgage Obligation FHLMC_3996 2041-06-15 4.091060 53899520.00 1122258.29 Agency Collateralized Mortgage Obligation FHLMC_4446A 2045-03-15 3.091060 54019600.00 4093295.24 Agency Collateralized Mortgage Obligation FHLMC_41-81 2043-03-15 3.651060 54553280.00 2877677.75 Agency Collateralized Mortgage Obligation FNMA_15-42B 2045-05-25 2.040000 55329280.00 5677.80 Agency Collateralized Mortgage Obligation FNMA_13-19 2041-10-25 3.690000 55511552.00 3074957.99 Agency Collateralized Mortgage Obligation FHSTR_222 2030-03-15 0.000000 55636224.00 203552.27 Agency Collateralized Mortgage Obligation GNMA_17-88D 2047-06-20 3.697000 56061056.00 7786792.24 Agency Collateralized Mortgage Obligation FHLMC_4319C 2044-03-15 3.561060 56682560.00 3007676.78 Agency Collateralized Mortgage Obligation GNMA_17-179B 2047-12-20 3.697000 57142848.00 8895532.34 Agency Collateralized Mortgage Obligation FNMA_18-55A 2048-08-25 3.740000 58135872.00 8437008.67 Agency Collateralized Mortgage Obligation GNMA_13-9B 2043-01-20 3.000000 58333312.00 2984849.93 Agency Collateralized Mortgage Obligation FHLMC_4074C 2042-07-15 4.091060 58846144.00 2708206.69 Agency Collateralized Mortgage Obligation FNMA_12-131A 2041-05-25 3.140000 59814272.00 2052368.79 Agency Collateralized Mortgage Obligation FHLMC_4792A 2048-05-15 3.691060 60000000.00 9928268.52 Agency Collateralized Mortgage Obligation GNMA_11-70B 2041-05-16 3.379940 60000000.00 3666088.76 Agency Collateralized Mortgage Obligation FHLMC_4100 2042-08-15 3.541060 60343936.00 3433385.33 Agency Collateralized Mortgage Obligation FNMA_18-77B 2048-10-25 3.690000 61371200.00 8266457.13 Agency Collateralized Mortgage Obligation FNMA_17-66F 2042-10-25 0.050000 61478208.00 124320.62 Agency Collateralized Mortgage Obligation FHLMC_3913C 2041-08-15 3.991060 62500000.00 1735682.96 Agency Collateralized Mortgage Obligation GNMA_10-47 2037-11-16 3.739940 63076736.00 1153123.12 Agency Collateralized Mortgage Obligation FNMA_14-11 2044-03-25 3.540000 63572864.00 1071920.70 Agency Collateralized Mortgage Obligation FNMA_17-66C 2047-09-25 3.390000 65369984.00 7968569.80 Agency Collateralized Mortgage Obligation FHLMC_4833B 2044-10-15 3.491060 66453760.00 10374774.96 Agency Collateralized Mortgage Obligation FNMA_13-121 2043-12-25 3.540000 66666624.00 2953442.67 Agency Collateralized Mortgage Obligation FANNIEMAE STRIP FNSTR_293 2024-12-01 6.000000 66900000.00 41800.90 Agency Collateralized Mortgage Obligation FNMA_07-30 2037-04-25 3.600000 67130240.00 85157.99 Agency Collateralized Mortgage Obligation GNMA_14-94 2035-09-20 0.100000 67254784.00 92244.88 Agency Collateralized Mortgage Obligation FNMA_18-38D 2048-06-25 3.690000 67347584.00 10716339.30 Agency Collateralized Mortgage Obligation FNR_13-65 2043-06-25 3.640000 69321472.00 4176487.88 Agency Collateralized Mortgage Obligation FNMA_13-46 2043-05-25 3.500000 69370000.00 4522942.29 Agency Collateralized Mortgage Obligation FNMA_16-62D 2040-10-25 3.000000 70418688.00 4179541.59 Agency Collateralized Mortgage Obligation FHLMC_4555B 2046-02-15 3.541060 70525440.00 6255836.41 Agency Collateralized Mortgage Obligation FHSTR_244 2036-12-15 5.500000 70772608.00 250001.87 Agency Collateralized Mortgage Obligation FHLMC_4057 2041-08-15 4.141060 71792896.00 3616303.26 Agency Collateralized Mortgage Obligation GNMA_14-122 2043-06-20 0.891920 72103424.00 295129.61 Agency Collateralized Mortgage Obligation FNMA_14-86A 2045-01-25 3.640000 72871936.00 4911744.03 Agency Collateralized Mortgage Obligation GNMA_18-6A 2048-01-20 4.000000 75533056.00 11814252.12 Agency Collateralized Mortgage Obligation FHLMC_41-16 2042-08-15 3.691060 75924992.00 3959824.54 Agency Collateralized Mortgage Obligation FNMA_13-23 2043-03-25 5.000000 76058240.00 3401484.04 Agency Collateralized Mortgage Obligation FNSTR_301 2029-04-01 0.000000 76368000.00 183130.30 Agency Collateralized Mortgage Obligation GINNIE MAE II 2042-11-20 3.000000 77645824.00 31668308.62 Agency Mortgage-Backed Securities FHLMC_4375 2044-08-15 3.591060 79285632.00 4924361.46 Agency Collateralized Mortgage Obligation FNMA_11-96 2041-10-25 3.490000 80506240.00 2315547.31 Agency Collateralized Mortgage Obligation FHLMC_4427 2045-01-15 3.091060 82000000.00 5273369.03 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_4122 2042-10-15 3.500000 84353664.00 3941640.87 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_4122 2042-10-15 3.500000 84353664.00 3941640.87 Agency Collateralized Mortgage Obligation FHLMC_4641E 2044-02-15 4.000000 85685760.00 6678450.51 Agency Collateralized Mortgage Obligation FNMA_15-28A 2044-08-25 4.000000 93337800.00 9428520.47 Agency Collateralized Mortgage Obligation FNMA_12-43 2041-07-25 4.500000 93914752.00 4684587.04 Agency Collateralized Mortgage Obligation GINNIE MAE II 2043-02-20 3.500000 96245376.00 45310052.18 Agency Mortgage-Backed Securities GNMA_18-27F 2048-02-20 4.500000 97268736.00 14394269.96 Agency Collateralized Mortgage Obligation GNMA_12-82 2039-10-16 0.200000 97893628.00 6679.44 Agency Collateralized Mortgage Obligation FNMA_16-30 2046-05-25 1.516200 98172288.00 1824374.74 Agency Collateralized Mortgage Obligation FNMA_15-8 2045-03-25 3.090000 100000000.00 7289534.78 Agency Collateralized Mortgage Obligation FHLMC_4407 2044-06-15 3.091060 101112832.00 6685673.98 Agency Collateralized Mortgage Obligation FNMA_12-123 2042-11-25 3.110000 101482240.00 2900113.48 Agency Collateralized Mortgage Obligation FNSTR_319 2032-02-01 0.000000 106207232.00 377216.25 Agency Collateralized Mortgage Obligation FHLMC_4378B 2044-08-15 3.591060 106256000.00 3863325.92 Agency Collateralized Mortgage Obligation GNMA_10-14M 2040-02-16 3.739940 107289088.00 2561165.69 Agency Collateralized Mortgage Obligation FHSTR_209 2030-09-15 0.000000 108500000.00 88791.56 Agency Collateralized Mortgage Obligation GNMA_11-128K 2041-05-16 3.539940 109901568.00 4326400.19 Agency Collateralized Mortgage Obligation FNMA_18-35 2048-05-25 3.000000 120200448.00 21011446.57 Agency Collateralized Mortgage Obligation FNMA_18-3A 2048-02-25 3.640000 130875392.00 21954617.44 Agency Collateralized Mortgage Obligation FREDDIE MAC STRIPS FHSTR_214 2031-06-01 0.000000 131776768.00 507446.81 Agency Collateralized Mortgage Obligation GNMA_12-134A 2042-11-20 2.497000 132412928.00 2317646.19 Agency Collateralized Mortgage Obligation FNMA_10-150 2040-10-25 3.940000 135801344.00 18931.15 Agency Collateralized Mortgage Obligation GNMA_11-61 2038-02-20 3.967000 135994368.00 2234437.55 Agency Collateralized Mortgage Obligation GNMA_12-133 2042-11-20 0.125750 149998848.00 421996.29 Agency Collateralized Mortgage Obligation FHLMC_3913 2041-08-15 3.461060 150000000.00 3658385.28 Agency Collateralized Mortgage Obligation FNMA_09-70 2036-09-25 3.940000 183207936.00 265330.21 Agency Collateralized Mortgage Obligation FHLMC_4585A 2046-05-15 3.591060 196696000.00 13699798.78 Agency Collateralized Mortgage Obligation FHSTR_311 2043-08-15 3.441060 197500000.00 17074253.59 Agency Collateralized Mortgage Obligation GINNIE MAE I 2032-10-15 6.000000 199999000.00 1638990.12 Agency Mortgage-Backed Securities FNSTR_304 2024-09-25 6.000000 212562688.00 138039.04 Agency Collateralized Mortgage Obligation FHLMC_4326 2044-04-15 3.541060 248365568.00 13323176.29 Agency Collateralized Mortgage Obligation FNSTR_249 2023-10-25 6.500000 272138560.00 77053.65 Agency Collateralized Mortgage Obligation FREDDIEMAC STRIP FHSTR_186 2027-08-01 8.000000 284858368.00 129477.49 Agency Collateralized Mortgage Obligation FNSTR_291 2027-11-01 8.000000 390744064.00 167214.56 Agency Collateralized Mortgage Obligation FHSTR_218 2032-02-01 0.000000 479899200.00 2713556.60 Agency Collateralized Mortgage Obligation Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2019-02-01 2019-03-07 2019-03-07 Y CREDIT SUISSE AG (NEW YORK BRANC 1.0000 35 N Fitch A Moody's A1 Standard & Poor's A N N 0.0258 900000000.00 900000000.00 0.0101 N N N Y JP Morgan Securities LLC JP Morgan Securities LLC 2.514 ZBUT11V806EZRVTWT807 BRTGVE280 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA FIXED RATE REMIC 2049-01-20 3.500000 746000.00 702364.72 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2049-01-20 0.000000 35622080.00 4679173.94 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2049-01-20 0.000000 30597664.00 4742056.56 Agency Collateralized Mortgage Obligation GNMA FIXED RATE REMIC 2044-07-16 5.000000 18166112.00 3927125.87 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2049-01-20 0.000000 100000000.00 14583000.00 Agency Collateralized Mortgage Obligation GNMA FIXED RATE REMIC 2045-02-20 0.000000 928484.00 779593.23 Agency Collateralized Mortgage Obligation GNMA FIXED RATE REMIC 2041-05-20 4.500000 11642064.00 2443319.97 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2048-09-20 2.680000 50000000.00 4850465.22 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2044-02-20 5.500000 16152736.00 3246251.93 Agency Collateralized Mortgage Obligation GNMA FIXED RATE REMIC 2045-08-20 4.500000 277014528.00 51072345.47 Agency Collateralized Mortgage Obligation GNMA FIXED RATE REMIC 2048-01-20 3.500000 25653856.00 19272590.92 Agency Collateralized Mortgage Obligation GNMA FIXED RATE REMIC 2048-01-20 3.500000 22650000.00 3639173.21 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2048-01-20 3.780000 63902848.00 11075580.83 Agency Collateralized Mortgage Obligation GNMA FIXED RATE REMIC 2048-01-20 4.000000 24000000.00 4654538.03 Agency Collateralized Mortgage Obligation GNMA FIXED RATE REMIC 2046-07-20 3.500000 1684592.00 203710.82 Agency Collateralized Mortgage Obligation GNMA FIXED RATE REMIC 2059-11-16 3.200000 18040000.00 16779665.47 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2060-12-16 0.711000 60049280.00 4244253.09 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2047-11-20 3.730000 39531392.00 4403941.40 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2048-02-16 3.795000 11000000.00 1617893.37 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2059-10-16 0.624000 87989504.00 5153650.55 Agency Collateralized Mortgage Obligation GNMA FIXED RATE REMIC 2059-02-16 2.600000 12889000.00 12072947.07 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2060-01-16 0.438000 86608768.00 4530922.44 Agency Collateralized Mortgage Obligation GNMA FIXED RATE REMIC 2044-02-20 3.500000 10221000.00 952876.34 Agency Collateralized Mortgage Obligation GNMA FIXED RATE REMIC 2045-06-20 3.000000 62499968.00 6943559.68 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2047-08-20 3.730000 29041696.00 4955442.37 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2046-11-20 3.630000 21200000.00 3100998.21 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2045-12-20 0.275000 3500000.00 46787.33 Agency Collateralized Mortgage Obligation GNMA FIXED RATE REMIC 2045-11-16 4.500000 50000000.00 6084882.80 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2046-01-20 3.730000 31976128.00 3621104.91 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2046-01-20 3.180000 8200000.00 532556.40 Agency Collateralized Mortgage Obligation GNMA FIXED RATE REMIC 2058-12-16 2.500000 5000000.00 4526102.50 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2045-10-20 3.730000 25000000.00 1963566.10 Agency Collateralized Mortgage Obligation GNMA FIXED RATE REMIC 2045-09-20 3.500000 163383552.00 12482656.47 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2045-05-20 3.830000 25368096.00 2099315.11 Agency Collateralized Mortgage Obligation GNMA FIXED RATE REMIC 2044-08-20 4.000000 105745000.00 7217240.78 Agency Collateralized Mortgage Obligation GNMA FIXED RATE REMIC 2043-09-20 6.000000 35697088.00 3338214.67 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2045-08-20 4.513750 27887040.00 1007205.12 Agency Collateralized Mortgage Obligation GNMA FIXED RATE REMIC 2045-04-20 4.000000 23828240.00 2401508.79 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2057-07-16 0.889000 185404480.00 10487936.33 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2056-12-16 0.869000 86996608.00 3526536.61 Agency Collateralized Mortgage Obligation GNMA FIXED RATE REMIC 2050-12-16 2.600000 585000.00 240536.51 Agency Collateralized Mortgage Obligation GNMA FIXED RATE REMIC 2050-06-16 2.900000 525000.00 458022.46 Agency Collateralized Mortgage Obligation GNMA FIXED RATE REMIC 2044-12-20 4.000000 27000000.00 2513786.05 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2044-07-20 3.130000 27588032.00 2356398.34 Agency Collateralized Mortgage Obligation GNMA FIXED RATE REMIC 2043-09-20 4.500000 121988352.00 6376459.10 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2039-12-16 3.645000 69177216.00 2497546.48 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2043-12-20 6.951510 12366272.00 4402275.33 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2057-01-16 0.788780 65159000.00 2277296.84 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2041-10-20 3.679870 6600000.00 96718.13 Agency Collateralized Mortgage Obligation GNMA FIXED RATE REMIC 2042-07-20 5.000000 6053200.00 161074.47 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2043-08-20 3.000000 8000000.00 8957552.53 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2043-08-20 3.680000 78899968.00 3186697.23 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2043-07-20 3.680000 27651000.00 1210852.23 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2043-08-20 3.580000 87600000.00 3911270.56 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2043-06-20 3.680000 250000.00 9113.98 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2043-07-16 3.745000 51610112.00 2020304.23 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2043-12-20 3.680000 101033120.00 5098542.01 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2043-12-20 3.670000 56250000.00 5010829.79 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2046-10-16 0.683440 150000000.00 2345459.45 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2055-06-16 0.742000 148561920.00 3912135.31 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2056-04-16 0.632000 106447744.00 2171048.30 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2054-04-16 0.517000 242983000.00 3364506.07 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2054-10-16 0.521000 158090000.00 3707589.54 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2046-03-16 1.964000 620000.00 282715.23 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2041-03-20 2.279870 58981184.00 3554314.57 Agency Collateralized Mortgage Obligation GNMA FIXED RATE REMIC 2027-09-20 2.500000 39181056.00 944404.31 Agency Collateralized Mortgage Obligation GNMA FIXED RATE REMIC 2042-09-20 4.000000 64568832.00 5813136.61 Agency Collateralized Mortgage Obligation GNMA FIXED RATE REMIC 2043-01-16 3.500000 38976128.00 3431409.37 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2052-08-16 0.461240 75400000.00 823914.34 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2053-01-16 0.579000 2600000.00 62155.81 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2052-05-16 0.200000 5645000.00 21611.62 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2040-12-20 4.940000 4750000.00 3924440.68 Agency Collateralized Mortgage Obligation GNMA FIXED RATE REMIC 2039-06-16 4.500000 20111104.00 27193.21 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2040-12-20 4.180000 7850000.00 371526.55 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2040-11-20 3.630000 16666656.00 477276.96 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2040-09-16 4.145000 1700000.00 101500.24 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2040-09-16 4.145000 54710960.00 1570969.95 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2040-05-20 3.280000 17500000.00 248162.33 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2050-12-16 0.411000 320474112.00 371426.34 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2044-02-16 0.281000 40000000.00 21457.30 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2051-09-16 3.719000 15500000.00 15676764.58 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2051-09-16 0.228000 155100000.00 410880.80 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2053-08-16 0.110000 151978080.00 259706.33 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2039-07-16 3.635000 100000000.00 629117.62 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2039-06-16 4.395000 17000000.00 105904.30 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2039-10-16 3.845000 42027200.00 261673.47 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2037-10-20 4.080000 161860000.00 678910.06 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2037-05-20 2.280000 92116608.00 148481.35 Agency Collateralized Mortgage Obligation GNMA I SINGLE FAMILY LOAN POOL 15-30 YR 2039-02-15 5.000000 707180.00 17199.82 Agency Mortgage-Backed Securities GNMA I SINGLE FAMILY LOAN POOL 15-30 YR 2035-08-15 6.000000 495047.00 21365.38 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 2048-04-20 4.000000 1505054.00 1536608.11 Agency Mortgage-Backed Securities FEDERAL NAT MORT REAL EST REMIC (FIXED) 2040-06-25 6.000000 7830240.00 193342.53 Agency Collateralized Mortgage Obligation GOLD REMIC 2036-04-15 0.000000 700000.00 75255.17 Agency Collateralized Mortgage Obligation GOLD REMIC 2039-01-15 5.500000 10800000.00 31562.31 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 2040-11-25 4.193000 100000000.00 471234.55 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT REAL EST REMIC (FIXED) 2041-02-25 6.000000 150000000.00 1410000.86 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 2038-06-25 3.543000 100000000.00 616631.63 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 2042-06-25 5.590000 77220000.00 515263.59 Agency Collateralized Mortgage Obligation GOLD ADJUSTABLE RATE REMIC 2040-10-15 3.544000 23463872.00 700363.28 Agency Collateralized Mortgage Obligation GOLD REMIC 2040-08-15 5.500000 966991.00 205218.42 Agency Collateralized Mortgage Obligation GOLD REMIC 2047-10-15 4.500000 15057664.00 3152798.47 Agency Collateralized Mortgage Obligation GOLD REMIC 2047-08-15 4.000000 23093280.00 4415566.03 Agency Collateralized Mortgage Obligation GOLD REMIC 2033-07-15 3.500000 119460000.00 10533863.17 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN ADJUSTABLE RATE REMIC 2045-05-25 2.132460 58499968.00 8232291.00 Agency Collateralized Mortgage Obligation GOLD REMIC 2040-05-15 6.000000 21633920.00 2765112.32 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN ADJUSTABLE RATE REMIC 2044-04-25 1.642560 19709000.00 1952728.30 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN ADJUSTABLE RATE REMIC 2026-03-25 1.365910 81805000.00 6555916.37 Agency Collateralized Mortgage Obligation GOLD REMIC 2043-09-15 4.500000 17500000.00 2065263.59 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN ADJUSTABLE RATE REMIC 2026-01-25 1.176710 1809434.00 122326.77 Agency Collateralized Mortgage Obligation GOLD REMIC 2045-12-15 5.000000 35236864.00 3564968.24 Agency Collateralized Mortgage Obligation GOLD REMIC 2045-07-15 6.000000 39759104.00 3437492.53 Agency Collateralized Mortgage Obligation GOLD REMIC 2043-11-15 6.000000 24827264.00 2440709.48 Agency Collateralized Mortgage Obligation GOLD REMIC 2045-01-15 4.000000 33232920.00 3525066.08 Agency Collateralized Mortgage Obligation GOLD REMIC 2032-10-15 3.000000 28333312.00 1105615.76 Agency Collateralized Mortgage Obligation GOLD REMIC 2044-08-15 5.000000 61727232.00 3906125.61 Agency Collateralized Mortgage Obligation GOLD REMIC 2039-01-15 6.000000 60678336.00 4257346.94 Agency Collateralized Mortgage Obligation GOLD REMIC 2036-08-15 4.500000 19743072.00 989508.33 Agency Collateralized Mortgage Obligation GOLD ADJUSTABLE RATE REMIC 2043-09-15 3.694000 49962240.00 2705703.65 Agency Collateralized Mortgage Obligation GOLD REMIC 2043-01-15 4.500000 92755000.00 6250794.89 Agency Collateralized Mortgage Obligation GOLD REMIC 2042-10-15 4.000000 20733888.00 1363335.50 Agency Collateralized Mortgage Obligation GOLD REMIC 2042-09-15 4.500000 68289920.00 3657879.34 Agency Collateralized Mortgage Obligation GOLD ADJUSTABLE RATE REMIC 2042-08-15 3.594000 28153504.00 2015809.24 Agency Collateralized Mortgage Obligation GOLD REMIC 2032-06-15 4.000000 21979520.00 1104893.23 Agency Collateralized Mortgage Obligation GOLD ADJUSTABLE RATE REMIC 2042-03-15 3.994000 51428544.00 1979035.72 Agency Collateralized Mortgage Obligation GOLD ADJUSTABLE RATE REMIC 2041-08-15 3.994000 26690944.00 748871.30 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN ADJUSTABLE RATE REMIC 2044-11-25 4.621770 22000000.00 1651870.00 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN ADJUSTABLE RATE REMIC 2020-10-25 0.142160 81681000.00 168402.53 Agency Collateralized Mortgage Obligation GOLD REMIC 2040-07-15 0.000000 3100396.00 559730.27 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT REAL EST REMIC (FIXED) 2041-02-25 3.500000 28845984.00 2763124.34 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 2048-04-25 3.693000 23518784.00 4257807.67 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT REAL EST REMIC (FIXED) 2047-11-25 6.500000 22956736.00 4436439.38 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT REAL EST REMIC (FIXED) 2047-12-25 3.000000 9808752.00 1295974.98 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 2047-09-25 3.643000 36300000.00 6189937.53 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT REAL EST REMIC (FIXED) 2046-07-25 4.000000 9366750.00 725853.29 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT REAL EST REMIC (FIXED) 2046-07-25 5.000000 53956224.00 6799809.31 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 2046-04-25 1.475000 4700000.00 86761.65 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 2045-07-25 3.693000 2213868.00 148740.60 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 2045-01-25 3.643000 27600000.00 2117728.51 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT REAL EST REMIC (FIXED) 2044-08-25 5.500000 36368576.00 2925849.59 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 2043-07-25 3.643000 40000000.00 3751089.90 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 2042-09-25 3.693000 57000000.00 3340838.65 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT REAL EST REMIC (FIXED) 2043-05-25 4.000000 62500000.00 1715839.47 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT REAL EST REMIC (FIXED) 2041-10-25 3.500000 11900464.00 739251.63 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 2043-03-25 3.643000 37938176.00 3564304.25 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT REAL EST REMIC (FIXED) 2043-02-25 3.500000 17000000.00 1085436.85 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 2043-01-25 3.643000 20138240.00 1893646.41 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 2042-11-25 3.643000 45015000.00 3949183.19 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 2042-11-25 3.643000 30000000.00 1897143.61 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 2042-04-25 4.143000 5000000.00 334401.07 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 2031-08-25 3.693000 36311700.00 1483411.67 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT REAL EST REMIC (FIXED) 2041-07-25 4.500000 41036544.00 1338257.25 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 2042-08-25 3.553000 53000000.00 1840387.61 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 2041-02-25 4.143000 200000.00 5532.92 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 2042-03-25 3.993000 100000000.00 3701870.27 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 2042-02-25 3.993000 55000000.00 2391746.44 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 2041-12-25 4.013000 50000000.00 2589886.35 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 2039-03-25 4.123000 1300000.00 11161.82 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 2041-10-25 3.943000 16000000.00 702334.71 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 2041-10-25 3.993000 34333312.00 1765800.74 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT REAL EST REMIC (FIXED) 2041-09-25 0.000000 100000.00 64099.90 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 2029-06-25 4.143000 18084544.00 15622.45 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT REAL EST REMIC (FIXED) 2031-05-04 0.610000 32500000.00 432322.64 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 2027-04-18 5.736750 21600000.00 16131.36 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 2027-04-18 5.736750 58800000.00 20476.54 Agency Collateralized Mortgage Obligation GOLD ADJUSTABLE RATE REMIC 2042-02-15 3.500000 47477440.00 3064273.00 Agency Collateralized Mortgage Obligation GNMA FIXED RATE REMIC 2049-01-16 4.500000 10212784.00 2042189.14 Agency Collateralized Mortgage Obligation GNMA FIXED RATE REMIC 2048-11-20 3.500000 4425472.00 4523061.03 Agency Collateralized Mortgage Obligation GNMA FIXED RATE REMIC 2039-12-20 0.000000 460776.00 373095.40 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2048-12-20 1.380000 100000000.00 5462077.16 Agency Collateralized Mortgage Obligation GNMA FIXED RATE REMIC 2045-09-20 4.000000 58102800.00 8929597.83 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2048-01-20 3.730000 23639000.00 2695894.49 Agency Collateralized Mortgage Obligation GNMA FIXED RATE REMIC 2059-11-16 3.200000 30682000.00 28657253.91 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2061-04-16 0.629000 85128960.00 5589215.72 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2059-07-16 0.657000 118446336.00 7001818.99 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2047-11-20 3.730000 7000000.00 1076879.90 Agency Collateralized Mortgage Obligation GNMA FIXED RATE REMIC 2041-05-20 3.500000 32599488.00 1410505.13 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2038-04-20 0.540000 9637980.00 9289.24 Agency Collateralized Mortgage Obligation GNMA FIXED RATE REMIC 2045-08-20 3.500000 50000000.00 3958977.49 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2046-04-20 3.580000 2000000.00 248509.90 Agency Collateralized Mortgage Obligation GNMA FIXED RATE REMIC 2043-06-20 4.500000 5783552.00 360059.28 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2058-06-16 0.907000 117005568.00 8402605.94 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2058-05-16 0.948000 151204000.00 11239640.98 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2057-12-16 0.912000 100630144.00 5525894.05 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2057-12-16 0.818000 65773696.00 3538158.30 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2058-06-16 0.699000 74964480.00 4294943.44 Agency Collateralized Mortgage Obligation GNMA FIXED RATE REMIC 2058-02-16 2.750000 2787272.00 2620541.95 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2059-05-16 0.777000 83947392.00 5674964.26 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2059-08-16 0.715940 150000000.00 9513307.78 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2059-10-16 0.664000 88723072.00 5545194.61 Agency Collateralized Mortgage Obligation GNMA FIXED RATE REMIC 2045-09-20 3.500000 100000000.00 7764963.48 Agency Collateralized Mortgage Obligation GNMA FIXED RATE REMIC 2045-10-20 3.500000 21428544.00 1693620.46 Agency Collateralized Mortgage Obligation GNMA FIXED RATE REMIC 2044-01-20 3.500000 43826000.00 14014219.98 Agency Collateralized Mortgage Obligation GNMA FIXED RATE REMIC 2045-05-20 4.500000 17715744.00 1905231.09 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2057-07-16 0.570000 135005000.00 4467543.92 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2056-09-16 0.671000 34506300.00 527075.65 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2045-10-20 3.230000 54851264.00 1582222.19 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2042-02-20 3.130000 33225536.00 1257095.23 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2044-07-20 3.130000 14364800.00 606351.73 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2056-10-16 0.639000 112730752.00 2867638.94 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2043-03-20 3.680000 20000000.00 837645.75 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2051-06-16 0.722000 240405000.00 3455772.64 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2056-04-16 0.755000 134709760.00 3675655.01 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2049-03-16 0.843000 100000000.00 1912625.78 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2054-10-16 0.606000 99901056.00 1944721.75 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2054-10-16 0.726000 94216448.00 2455165.02 Agency Collateralized Mortgage Obligation GNMA FIXED RATE REMIC 2042-04-20 4.500000 59157696.00 873310.72 Agency Collateralized Mortgage Obligation GNMA FIXED RATE REMIC 2041-01-20 4.500000 181542656.00 1508657.51 Agency Collateralized Mortgage Obligation GNMA FIXED RATE REMIC 2042-12-20 3.000000 15625000.00 935411.08 Agency Collateralized Mortgage Obligation GNMA FIXED RATE REMIC 2042-09-20 4.000000 37391500.00 2300796.42 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2040-02-20 3.630000 24403200.00 769095.89 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2053-10-16 0.561000 208174336.00 1983741.71 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2053-09-16 0.474090 132351000.00 1047430.64 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2040-11-16 4.000000 47999616.00 61999858.27 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2040-10-16 3.565000 24397728.00 971139.12 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2040-04-16 4.145000 49496832.00 224428.33 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2040-05-20 4.020000 56184384.00 1153584.94 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2040-02-20 3.780000 88000000.00 2060410.66 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2035-05-20 3.730000 16790688.00 510787.32 Agency Collateralized Mortgage Obligation GNMA FIXED RATE REMIC 2046-03-20 4.000000 95000000.00 9369571.57 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2052-03-16 0.064000 130072832.00 60845.04 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2042-10-16 0.131000 209500000.00 37070.27 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2038-05-20 5.230000 65000000.00 316166.01 Agency Collateralized Mortgage Obligation GNMA FIXED RATE REMIC 2037-07-20 5.750000 7348000.00 906300.48 Agency Collateralized Mortgage Obligation GNMA FIXED RATE REMIC 2039-12-20 4.500000 132591104.00 4226336.76 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2035-09-20 3.829870 59940096.00 818968.49 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2034-05-16 4.145000 100000000.00 477676.06 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT REAL EST REMIC (FIXED) 2039-05-25 5.000000 38418720.00 277439.40 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 2040-02-25 3.743000 135000000.00 878567.07 Agency Collateralized Mortgage Obligation GOLD ADJUSTABLE RATE REMIC 2039-07-15 2.544000 100000000.00 90144.34 Agency Collateralized Mortgage Obligation GOLD ADJUSTABLE RATE REMIC 2035-08-15 3.844000 150000000.00 827006.24 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 2038-07-25 3.493000 125000000.00 683482.80 Agency Collateralized Mortgage Obligation GOLD ADJUSTABLE RATE REMIC 2037-05-15 3.954870 44647000.00 691528.57 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN ADJUSTABLE RATE REMIC 2036-11-15 0.891080 40000000.00 1910700.84 Agency Collateralized Mortgage Obligation GOLD ADJUSTABLE RATE REMIC 2037-02-15 4.294870 30769216.00 455294.43 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 2037-06-25 4.093000 50000000.00 60080.07 Agency Collateralized Mortgage Obligation GOLD REMIC 2040-10-15 5.500000 100270208.00 1002879.89 Agency Collateralized Mortgage Obligation GOLD ADJUSTABLE RATE REMIC 2048-08-15 1.194870 77060608.00 2677638.34 Agency Collateralized Mortgage Obligation FMAC STRUCTURED PASS THROUGH ADJ REMIC 2038-08-15 1.681000 130000000.00 5305039.22 Agency Collateralized Mortgage Obligation GOLD ADJUSTABLE RATE REMIC 2047-09-15 3.694000 25965600.00 4169496.56 Agency Collateralized Mortgage Obligation GOLD ADJUSTABLE RATE REMIC 2046-12-15 3.744000 16000000.00 2306715.26 Agency Collateralized Mortgage Obligation GOLD REMIC 2047-05-15 6.000000 18519840.00 3404680.12 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN ADJUSTABLE RATE REMIC 2044-09-25 2.002940 3097000.00 390571.96 Agency Collateralized Mortgage Obligation GOLD ADJUSTABLE RATE REMIC 2046-08-15 3.644000 292000000.00 21617358.20 Agency Collateralized Mortgage Obligation GOLD ADJUSTABLE RATE REMIC 2040-05-15 3.644870 240000000.00 18159249.16 Agency Collateralized Mortgage Obligation GOLD ADJUSTABLE RATE REMIC 2044-02-15 3.444000 6666664.00 554044.37 Agency Collateralized Mortgage Obligation FMAC STRUCTURED PASS THROUGH ADJ REMIC 2038-11-15 1.431000 21725696.00 428075.70 Agency Collateralized Mortgage Obligation GOLD REMIC 2036-06-15 6.000000 28398528.00 1154624.26 Agency Collateralized Mortgage Obligation GOLD REMIC 2035-04-15 4.000000 9553792.00 807970.00 Agency Collateralized Mortgage Obligation GOLD REMIC 2041-10-15 4.000000 12805072.00 655348.42 Agency Collateralized Mortgage Obligation GOLD REMIC 2044-09-15 4.000000 31063520.00 2443614.21 Agency Collateralized Mortgage Obligation GOLD ADJUSTABLE RATE REMIC 2043-12-15 3.544000 34060480.00 1438188.66 Agency Collateralized Mortgage Obligation GOLD REMIC 2043-02-15 3.500000 18862560.00 1833428.12 Agency Collateralized Mortgage Obligation GOLD REMIC 2042-11-15 4.500000 25189000.00 1693912.79 Agency Collateralized Mortgage Obligation GOLD ADJUSTABLE RATE REMIC 2032-12-15 3.000000 25000000.00 1328121.77 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 2041-09-25 3.893000 109000000.00 4624460.90 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 2041-10-25 3.943750 46007936.00 1903150.22 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 2042-02-25 3.993000 51666624.00 948390.54 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT REAL EST REMIC (FIXED) 2042-04-25 4.000000 6597008.00 512385.87 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 2043-02-25 3.643000 22044224.00 2131477.87 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT REAL EST REMIC (FIXED) 2043-03-25 4.000000 10125000.00 759906.78 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT REAL EST REMIC (FIXED) 2043-04-25 5.000000 62900000.00 1790741.45 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT REAL EST REMIC (FIXED) 2043-09-25 5.000000 6256250.00 400659.58 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT REAL EST REMIC (FIXED) 2045-02-25 4.500000 21340416.00 2043873.68 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT REAL EST REMIC (FIXED) 2045-06-25 5.000000 61000000.00 5593633.25 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT REAL EST REMIC (FIXED) 2043-07-25 3.500000 5399460.00 439554.78 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT REAL EST REMIC (FIXED) 2045-11-25 5.500000 32769984.00 3690756.71 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT REAL EST REMIC (FIXED) 2044-12-25 3.500000 4004424.00 447936.08 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT REAL EST REMIC (FIXED) 2046-08-25 3.000000 16666656.00 1793867.73 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT REAL EST REMIC (FIXED) 2046-02-25 4.500000 1111110.00 170472.67 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT REAL EST REMIC (FIXED) 2047-05-25 4.000000 15187500.00 2304851.96 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 2058-05-25 1.707000 32346000.00 1277691.97 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 2048-04-25 2.103000 47200000.00 3384237.58 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT REAL EST REMIC (FIXED) 2043-05-25 0.000000 2023384.00 1658628.20 Agency Collateralized Mortgage Obligation GOLD ADJUSTABLE RATE REMIC 2040-08-15 4.044000 33232768.00 682907.17 Agency Collateralized Mortgage Obligation GOLD ADJUSTABLE RATE REMIC 2025-07-15 4.144000 32214272.00 80541.03 Agency Collateralized Mortgage Obligation GOLD ADJUSTABLE RATE REMIC 2039-12-15 4.144000 31492640.00 213492.33 Agency Collateralized Mortgage Obligation GOLD ADJUSTABLE RATE REMIC 2039-06-15 3.544000 107534400.00 1825135.33 Agency Collateralized Mortgage Obligation GOLD REMIC 2041-09-15 5.500000 27272704.00 1503238.37 Agency Collateralized Mortgage Obligation GOLD ADJUSTABLE RATE REMIC 2041-09-15 3.494000 55696960.00 1655743.96 Agency Collateralized Mortgage Obligation GOLD ADJUSTABLE RATE REMIC 2041-11-15 4.044000 38130000.00 1674032.82 Agency Collateralized Mortgage Obligation GOLD ADJUSTABLE RATE REMIC 2039-11-15 4.094000 36666624.00 155871.40 Agency Collateralized Mortgage Obligation GOLD ADJUSTABLE RATE REMIC 2042-03-15 3.994000 14000000.00 655481.76 Agency Collateralized Mortgage Obligation GOLD REMIC 2042-04-15 4.000000 15126496.00 1135150.88 Agency Collateralized Mortgage Obligation GOLD REMIC 2042-05-15 4.500000 33346944.00 2437364.99 Agency Collateralized Mortgage Obligation GOLD ADJUSTABLE RATE REMIC 2042-05-15 4.044000 50000000.00 1852221.25 Agency Collateralized Mortgage Obligation FMAC STRUCTURED PASS THROUGH ADJ REMIC 2037-07-15 1.586000 84373504.00 982394.55 Agency Collateralized Mortgage Obligation GOLD REMIC 2039-09-15 4.000000 11140000.00 215034.85 Agency Collateralized Mortgage Obligation GOLD ADJUSTABLE RATE REMIC 2042-07-15 4.244000 49944768.00 2207991.33 Agency Collateralized Mortgage Obligation GOLD ADJUSTABLE RATE REMIC 2042-08-15 3.644000 26415000.00 1638707.50 Agency Collateralized Mortgage Obligation Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2019-02-01 2019-02-07 2019-02-07 Y JP MORGAN SECURITIES LLC 1.0000 7 N Fitch AA Moody's Aa3 Standard & Poor's A+ N N 0.0251 885000000.00 885000000.00 0.0099 N N Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 2.636 3130AFA23 2549001DPIFGXC1TOL40 US3130AFA238 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2019-04-20 2020-04-20 2020-04-20 N N N 0.0260 540393840.41 540393840.41 0.0061 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 2.592 3130AFB55 2549001DPIFGXC1TOL40 US3130AFB558 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2019-04-29 2019-10-29 2019-10-29 N N N 0.0256 312090776.40 312090776.40 0.0035 N N N N Societe Generale SA Societe Generale SA 2.410 O2RNE8IBXP4R0TD8PU41 DM2000000000 BRTKKC3Y9 U.S. Treasury 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270000.00 117.77 Agency Mortgage-Backed Securities GINNIE MAE I 2020-06-15 9.000000 275000.00 163.07 Agency Mortgage-Backed Securities GINNIE MAE I 2020-02-15 9.000000 288729.00 26.60 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2020-12-01 5.500000 304933.00 2612.22 Agency Mortgage-Backed Securities GINNIE MAE I 2020-03-15 9.000000 316253.00 34.17 Agency Mortgage-Backed Securities GINNIE MAE I 2020-04-15 9.000000 345000.00 210.06 Agency Mortgage-Backed Securities GINNIE MAE I 2020-09-15 9.000000 350000.00 1519.29 Agency Mortgage-Backed Securities GINNIE MAE I 2020-03-15 9.500000 380000.00 1042.25 Agency Mortgage-Backed Securities GINNIE MAE I 2019-11-15 9.000000 420000.00 140.11 Agency Mortgage-Backed Securities GINNIE MAE I 2020-02-15 9.000000 420000.00 146.73 Agency Mortgage-Backed Securities GINNIE MAE I 2020-11-15 9.500000 428000.00 82.23 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2044-12-01 3.500000 436000.00 212967.93 Agency Mortgage-Backed Securities GINNIE MAE I 2021-06-15 9.000000 445000.00 842.38 Agency Mortgage-Backed Securities GINNIE MAE I 2021-03-15 9.000000 465286.00 161.13 Agency Mortgage-Backed Securities GINNIE MAE I 2020-11-15 9.500000 490000.00 67.36 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-04-01 3.000000 490172.00 445136.81 Agency Mortgage-Backed Securities GINNIE MAE I 2020-02-15 9.000000 500000.00 170.49 Agency Mortgage-Backed Securities GINNIE MAE I 2020-02-15 9.000000 500000.00 842.47 Agency Mortgage-Backed Securities GINNIE MAE I 2058-01-15 3.770000 511579.00 519335.52 Agency Mortgage-Backed Securities GINNIE MAE I 2020-04-15 9.000000 515000.00 209.20 Agency Mortgage-Backed Securities GINNIE MAE I 2020-03-15 9.000000 516582.00 101.60 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2021-11-23 1.900000 529000.00 523915.31 Agency Debentures and Agency Strips FREDDIE MAC GOLD 2023-06-01 2.000000 537000.00 132560.44 Agency Mortgage-Backed Securities GINNIE MAE I 2020-03-15 9.000000 545000.00 35.69 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2048-08-15 0.000000 589800.00 236361.76 U.S. Treasuries (including strips) GINNIE MAE I 2019-11-15 9.000000 590000.00 173.87 Agency Mortgage-Backed Securities GINNIE MAE I 2020-03-15 9.000000 590000.00 190.95 Agency Mortgage-Backed Securities GINNIE MAE I 2019-11-15 9.000000 592693.00 262.93 Agency Mortgage-Backed Securities GINNIE MAE I 2059-07-15 3.500000 605641.00 603679.12 Agency Mortgage-Backed Securities GINNIE MAE I 2020-05-15 9.000000 624248.00 33.80 Agency Mortgage-Backed Securities GINNIE MAE I 2019-11-15 9.000000 640000.00 155.00 Agency Mortgage-Backed Securities GINNIE MAE I 2020-05-15 9.000000 640000.00 267.81 Agency Mortgage-Backed Securities GINNIE MAE I 2020-04-15 9.000000 655000.00 4321.87 Agency Mortgage-Backed Securities GINNIE MAE II 2045-04-20 3.500000 664997.00 295015.72 Agency Mortgage-Backed Securities GINNIE MAE I 2020-06-15 9.500000 715000.00 191.26 Agency Mortgage-Backed Securities GINNIE MAE I 2020-02-15 9.000000 716951.00 485.85 Agency Mortgage-Backed Securities HMBJ_69-27 2068-09-20 4.911000 719145.00 808296.43 Agency Mortgage-Backed Securities GINNIE MAE I 2020-04-15 9.000000 730164.00 468.15 Agency Mortgage-Backed Securities GINNIE MAE I 2053-10-15 3.975000 750337.00 772730.78 Agency Mortgage-Backed Securities GINNIE MAE I 2059-03-15 3.320000 820663.00 805514.93 Agency Mortgage-Backed Securities GINNIE MAE I 2047-01-15 3.000000 843425.00 715001.27 Agency Mortgage-Backed Securities HMBE_07-35 2067-11-20 5.443000 848779.00 943624.23 Agency Mortgage-Backed Securities GINNIE MAE I 2019-10-15 9.000000 849545.00 38.92 Agency Mortgage-Backed Securities GINNIE MAE I 2020-03-15 9.000000 850832.00 429.45 Agency Mortgage-Backed Securities HMBE_55-60 2068-07-20 4.412000 863400.00 970831.49 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-02-15 0.000000 863528.96 631282.85 U.S. Treasuries (including strips) GINNIE MAE I 2020-02-15 9.000000 864662.00 1795.86 Agency Mortgage-Backed Securities GINNIE MAE I 2053-08-15 3.650000 872618.00 874759.12 Agency Mortgage-Backed Securities GINNIE MAE I 2019-11-15 9.000000 873705.00 242.17 Agency Mortgage-Backed Securities GINNIE MAE I 2020-03-15 8.500000 905474.00 1563.92 Agency Mortgage-Backed Securities GINNIE MAE II 2063-06-01 4.478000 916157.00 625083.81 Agency Mortgage-Backed Securities GINNIE MAE I 2020-02-15 9.000000 922965.00 426.14 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2044-02-01 3.500000 923000.00 404703.94 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-12-01 2.500000 962620.00 811370.49 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2019-10-09 0.000000 974894.00 957289.36 Agency Debentures and Agency Strips GINNIE MAE II 2046-04-20 3.500000 978733.00 611255.00 Agency Mortgage-Backed Securities GINNIE MAE I 2020-01-15 9.000000 1007074.00 1777.57 Agency Mortgage-Backed Securities GINNIE MAE I 2020-02-15 9.000000 1015000.00 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1235898.63 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2026-09-01 4.500000 1230000.00 388199.29 Agency Mortgage-Backed Securities GINNIE MAE I 2020-01-15 9.000000 1244213.00 646.55 Agency Mortgage-Backed Securities GINNIE MAE II 2064-04-20 4.543000 1328003.00 854849.31 Agency Mortgage-Backed Securities GINNIE MAE I 2053-08-15 3.730000 1417100.00 1429211.92 Agency Mortgage-Backed Securities GINNIE MAE I 2020-02-15 9.000000 1441663.00 302.15 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2044-06-01 4.500000 1449851.00 156550.19 Agency Mortgage-Backed Securities GINNIE MAE I 2020-03-15 9.000000 1460000.00 1829.41 Agency Mortgage-Backed Securities HMBI_20-61 2068-06-20 4.761000 1473092.00 1679158.19 Agency Mortgage-Backed Securities GINNIE MAE I 2060-02-15 4.210000 1476801.00 1490915.28 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2033-05-15 0.000000 1494727.68 986415.64 U.S. Treasuries (including strips) HMBG_20-97 2068-08-20 3.940000 1508174.00 1636142.97 Agency Mortgage-Backed Securities HMBC_96-72 2068-01-20 4.283000 1538270.00 1671246.72 Agency Mortgage-Backed Securities GINNIE MAE II 2068-04-20 4.330000 1569509.00 1687758.51 Agency Mortgage-Backed Securities HMBJ_61-21 2068-10-20 4.706000 1597412.00 1788554.07 Agency Mortgage-Backed Securities GINNIE MAE I 2020-02-15 9.000000 1622349.00 1118.34 Agency Mortgage-Backed Securities GINNIE MAE I 2020-02-15 9.000000 1627683.00 803.30 Agency Mortgage-Backed Securities GINNIE MAE II 2048-12-20 4.500000 1634566.00 1699251.20 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2034-05-15 0.000000 1656837.12 1059133.13 U.S. Treasuries (including strips) GINNIE MAE I 2042-10-15 3.000000 1739464.00 768137.40 Agency Mortgage-Backed Securities GINNIE MAE I 2020-04-15 9.000000 1765000.00 536.15 Agency Mortgage-Backed Securities GINNIE MAE I 2047-08-15 3.000000 1772450.00 1653664.69 Agency Mortgage-Backed Securities GINNIE MAE I 2020-04-15 9.000000 1844284.00 860.50 Agency Mortgage-Backed Securities GINNIE MAE I 2046-11-15 3.000000 1910525.00 1751566.82 Agency Mortgage-Backed Securities GINNIE MAE I 2020-01-15 9.000000 1950000.00 87.59 Agency Mortgage-Backed Securities GINNIE MAE I 2020-06-15 9.000000 1983210.00 3400.85 Agency Mortgage-Backed Securities GINNIE MAE II 2062-08-20 4.558000 2000000.00 708816.51 Agency Mortgage-Backed Securities GINNIE MAE II 2062-02-20 4.476000 2000000.00 680172.16 Agency Mortgage-Backed Securities GINNIE MAE II 2063-04-20 4.301000 2000000.00 1674046.58 Agency Mortgage-Backed Securities GINNIE MAE I 2020-02-15 9.000000 2081908.00 287.88 Agency Mortgage-Backed Securities GINNIE MAE II 2063-03-20 4.460000 2110000.00 1660333.55 Agency Mortgage-Backed Securities GINNIE MAE I 2019-12-15 9.000000 2202867.00 1791.36 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2035-09-01 6.000000 2250000.00 166812.64 Agency Mortgage-Backed Securities GINNIE MAE I 2020-05-15 9.000000 2399483.00 889.55 Agency Mortgage-Backed Securities GINNIE MAE I 2047-12-15 4.000000 2497576.00 2532371.21 Agency Mortgage-Backed Securities GINNIE MAE I 2020-02-15 9.000000 2635000.00 1571.80 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-11-15 0.000000 2701542.40 1383427.44 U.S. Treasuries (including strips) GINNIE MAE II 2062-12-20 4.595000 2800000.00 1625660.63 Agency Mortgage-Backed Securities GINNIE MAE I 2020-03-15 9.000000 2820230.00 330.41 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2021-07-27 1.250000 2900000.00 2854654.88 Agency Debentures and Agency Strips GINNIE MAE I 2042-05-15 4.000000 2933280.00 1235662.02 Agency Mortgage-Backed Securities GINNIE MAE I 2020-03-15 9.000000 2973118.00 117.94 Agency Mortgage-Backed Securities GINNIE MAE I 2020-02-15 9.000000 2973626.00 558.05 Agency Mortgage-Backed Securities GINNIE MAE I 2020-04-15 9.000000 3011107.00 3128.26 Agency Mortgage-Backed Securities GINNIE MAE I 2021-03-15 9.000000 3016371.00 332.50 Agency Mortgage-Backed Securities GINNIE MAE I 2020-01-15 9.000000 3210386.00 232.28 Agency Mortgage-Backed Securities GINNIE MAE I 2020-05-15 9.500000 3616366.00 776.21 Agency Mortgage-Backed Securities GINNIE MAE II 2066-08-20 4.716000 3721951.00 1065510.68 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2032-12-01 2.500000 3814417.00 3258008.23 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2021-06-30 1.250000 3900000.00 3845406.50 Agency Debentures and Agency Strips HMBJ_61-3 2068-09-20 4.282000 4022829.00 4251302.02 Agency Mortgage-Backed Securities GINNIE MAE II 2048-04-20 3.500000 4062927.00 3911293.07 Agency Mortgage-Backed Securities GINNIE MAE I 2033-11-15 4.750000 4074170.00 507799.34 Agency Mortgage-Backed Securities GINNIE MAE II 2068-07-01 4.162000 4190305.00 4437879.10 Agency Mortgage-Backed Securities GINNIE MAE I 2020-04-15 9.000000 4386075.00 1715.65 Agency Mortgage-Backed Securities HMBI_54-97 2068-07-20 4.235000 4677836.00 4955599.76 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2037-07-01 5.800000 4747428.00 403260.86 Agency Mortgage-Backed Securities GINNIE MAE II 2062-04-20 4.381000 5000000.00 1723251.25 Agency Mortgage-Backed Securities HMBE_55-42 2068-06-20 4.186000 5019669.00 5181905.99 Agency Mortgage-Backed Securities GINNIE MAE II 2068-05-01 4.185000 5056539.00 5292851.54 Agency Mortgage-Backed Securities HMBI_20-53 2068-07-20 4.109000 5160549.00 5432078.28 Agency Mortgage-Backed Securities HMBG_21-7 2068-09-20 4.395000 5292624.00 5820903.02 Agency Mortgage-Backed Securities GINNIE MAE I 2020-02-15 9.000000 5769492.00 1092.39 Agency Mortgage-Backed Securities GINNIE MAE II 2065-02-01 4.564000 5830000.00 5637529.13 Agency Mortgage-Backed Securities GINNIE MAE II 2068-06-01 4.235000 6021202.00 6101263.44 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-10-01 2.500000 6111895.00 5074357.94 Agency Mortgage-Backed Securities GINNIE MAE II 2047-02-20 3.000000 6203941.00 5046122.42 Agency Mortgage-Backed Securities HMBK_94-30 2068-12-20 5.079000 6406767.00 7130324.84 Agency Mortgage-Backed Securities GINNIE MAE II 2068-06-01 4.142000 6769632.00 7186396.12 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-01-01 3.500000 7011794.00 6645718.12 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2027-03-01 5.500000 7233883.00 284633.59 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-10-31 2.000000 7451600.00 7388208.30 U.S. Treasuries (including strips) GINNIE MAE I 2054-01-15 3.840000 7520000.00 7689350.40 Agency Mortgage-Backed Securities HMBJ_54-69 2068-10-20 4.450000 7547874.00 8217335.71 Agency Mortgage-Backed Securities GINNIE MAE II 2048-03-20 3.500000 7691853.00 7340499.22 Agency Mortgage-Backed Securities HMBI_20-67 2068-07-20 4.279000 7841907.00 8258686.88 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-05-15 0.000000 7881451.52 6490454.14 U.S. Treasuries (including strips) HMBG_20-80 2068-07-20 4.333000 8167846.00 8715147.10 Agency Mortgage-Backed Securities GINNIE MAE II 2060-01-01 5.473000 8950000.00 660704.10 Agency Mortgage-Backed Securities GINNIE MAE II 2068-03-20 4.153000 9106932.00 9251723.93 Agency Mortgage-Backed Securities GINNIE MAE II 2062-11-20 4.583000 9500000.00 5068844.12 Agency Mortgage-Backed Securities GINNIE MAE II 2062-02-20 4.674000 9825000.00 1819854.41 Agency Mortgage-Backed Securities GINNIE MAE II 2063-06-20 4.340000 10011087.00 7095093.67 Agency Mortgage-Backed Securities GINNIE MAE II 2063-03-20 4.528000 10031108.00 6368309.26 Agency Mortgage-Backed Securities GINNIE MAE II 2063-03-20 4.332000 10295208.00 8287939.43 Agency Mortgage-Backed Securities GINNIE MAE II 2063-05-20 4.415000 10381000.00 7172924.57 Agency Mortgage-Backed Securities GINNIE MAE II 2063-05-20 4.473000 10469622.00 7555114.65 Agency Mortgage-Backed Securities GINNIE MAE II 2063-02-20 4.548000 10500000.00 5197116.11 Agency Mortgage-Backed Securities HMBK_47-48 2068-11-20 4.435000 11068454.00 12026715.49 Agency Mortgage-Backed Securities GINNIE MAE I 2020-03-15 9.000000 11330297.00 2945.49 Agency Mortgage-Backed Securities HMBJ_54-88 2068-11-20 4.979000 12001048.00 13528550.83 Agency Mortgage-Backed Securities GINNIE MAE I 2024-09-15 5.000000 12121100.00 1120863.06 Agency Mortgage-Backed Securities HMBI_83-29 2068-09-20 4.209000 12279323.00 13302753.29 Agency Mortgage-Backed Securities GINNIE MAE II 2062-10-20 4.461000 12370000.00 7509523.87 Agency Mortgage-Backed Securities HMBJ_54-84 2068-11-20 4.509000 12377266.00 13410160.71 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-02-01 3.000000 12509637.00 10657603.06 Agency Mortgage-Backed Securities GINNIE MAE II 2068-05-01 4.171000 12562777.00 13132481.41 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-03-31 2.500000 12790200.00 12897852.58 U.S. Treasuries (including strips) HMBK_81-55 2068-12-20 5.300000 13920210.00 15943340.84 Agency Mortgage-Backed Securities GINNIE MAE I 2020-03-15 9.000000 14724225.00 1870.03 Agency Mortgage-Backed Securities HMBK_81-43 2068-12-20 4.707000 15074820.00 16501101.48 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2037-02-01 5.500000 15984933.00 445246.07 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2022-02-01 5.500000 16312000.00 192168.48 Agency Mortgage-Backed Securities GINNIE MAE II 2062-11-20 4.546000 16500000.00 9137481.63 Agency Mortgage-Backed Securities GINNIE MAE II 2069-01-01 4.295000 16781840.00 17891508.40 Agency Mortgage-Backed Securities GINNIE MAE I 2020-04-15 9.000000 17121227.00 1932.23 Agency Mortgage-Backed Securities GINNIE MAE I 2020-05-15 9.000000 18064437.00 3429.84 Agency Mortgage-Backed Securities GINNIE MAE II 2063-02-20 4.470000 19490000.00 12490321.74 Agency Mortgage-Backed Securities GINNIE MAE I 2020-02-15 9.000000 20802834.00 1256.54 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2024-01-01 5.000000 20848439.00 468978.00 Agency Mortgage-Backed Securities GINNIE MAE II 2048-06-20 5.000000 22178976.00 22297194.02 Agency Mortgage-Backed Securities GINNIE MAE I 2020-03-15 9.000000 25958768.00 3088.24 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2024-01-01 7.500000 31004211.00 35771.30 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-11-15 2.875000 54220900.00 55080048.14 U.S. Treasuries (including strips) Y Fitch NR Moody's NR Standard & Poor's NR 2019-02-01 2019-02-01 2019-02-01 N N N 0.0241 500000000.00 500000000.00 0.0056 N Y Y N Goldman Sachs & Co. 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FAMILY LOAN POOL 15-30 YR 2049-01-20 4.500000 6378048.00 6639063.24 Agency Mortgage-Backed Securities GNMA I PROJECT NOTE 2054-01-15 4.030000 7735200.00 8025891.39 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 2049-01-20 5.000000 660592.00 692604.73 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 2048-12-20 5.500000 1209735.00 1276629.06 Agency Mortgage-Backed Securities GNMA I PROJECT NOTE 2053-12-15 3.650000 1542804.00 1552687.63 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 2048-12-20 4.500000 171169.00 181182.41 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 2048-12-20 5.500000 3046.00 3304.20 Agency Mortgage-Backed Securities GNMA I PROJECT NOTE 2053-12-15 3.990000 157034.00 162267.74 Agency Mortgage-Backed Securities GNMA I PROJECT NOTE 2053-11-15 3.900000 2593900.00 2658969.99 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 2048-12-20 5.500000 2372.00 2529.61 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 2049-01-20 4.500000 1804888.00 1888670.90 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 2049-01-20 4.500000 1412029.00 1491879.24 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 2048-12-20 4.500000 1544252.00 1640497.92 Agency Mortgage-Backed Securities HMBJ_79-53 2068-09-20 5.057000 2079497.00 2308555.23 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 2049-01-20 5.500000 1087912.00 1169500.32 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 2048-10-20 5.500000 1883328.00 2033857.81 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 2048-11-20 4.500000 13192828.00 13810949.18 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 2048-10-20 4.500000 2076294.00 2165210.07 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 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19359644.78 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 2048-11-20 4.500000 140661.00 137271.19 Agency Mortgage-Backed Securities HMBJ_11-48 2068-08-20 5.115000 6170832.00 6737505.99 Agency Mortgage-Backed Securities HMBJ_11-52 2068-08-20 3.988000 4392.00 4573.50 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 2048-11-20 4.500000 5891.00 6152.48 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 2048-11-20 5.500000 55679.00 60209.55 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 2048-10-20 4.500000 60983.00 63617.82 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 2049-01-20 5.500000 1722408.00 1851577.12 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 2049-01-20 5.500000 761296.00 824987.04 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 2049-01-20 5.500000 125623.00 134110.51 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 2049-01-20 5.500000 1140012.00 1225507.58 Agency Mortgage-Backed Securities HMBI_54-39 2068-06-20 3.826000 13355.00 12334.05 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 2048-11-20 5.000000 33955.00 35514.61 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 2049-01-20 4.500000 6505.00 6919.15 Agency Mortgage-Backed Securities GNMA I SINGLE FAMILY LOAN POOL 15-30 YR 2048-11-15 4.500000 89625.00 94669.99 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 2048-11-20 4.500000 1777.00 1885.06 Agency Mortgage-Backed Securities GNMA I PROJECT NOTE 2053-12-15 3.760000 494098.00 501587.28 Agency Mortgage-Backed Securities HMBH_43-11 2068-07-20 4.664000 1077687.00 1167925.42 Agency Mortgage-Backed Securities GNMA I PROJECT NOTE 2053-09-15 3.880000 1000000.00 1021312.74 Agency Mortgage-Backed Securities GNMA I PROJECT NOTE 2053-10-15 3.990000 675067.00 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Andrews Neal J. Andrews Chief Financial Officer