0001004726-26-003006.txt : 20260424
0001004726-26-003006.hdr.sgml : 20260424
20260424125051
ACCESSION NUMBER: 0001004726-26-003006
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20260228
FILED AS OF DATE: 20260424
DATE AS OF CHANGE: 20260424
PERIOD START: 20260228
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: VICTORY PORTFOLIOS III
CENTRAL INDEX KEY: 0000908695
ORGANIZATION NAME:
EIN: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 0331
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-07852
FILM NUMBER: 26891898
BUSINESS ADDRESS:
STREET 1: 15935 LA CANTERA PARKWAY
STREET 2: BUILDING TWO
CITY: SAN ANTONIO
STATE: TX
ZIP: 78256
BUSINESS PHONE: 210-697-3625
MAIL ADDRESS:
STREET 1: 15935 LA CANTERA PARKWAY
STREET 2: BUILDING TWO
CITY: SAN ANTONIO
STATE: TX
ZIP: 78256
FORMER COMPANY:
FORMER CONFORMED NAME: USAA MUTUAL FUNDS TRUST
DATE OF NAME CHANGE: 20060420
FORMER COMPANY:
FORMER CONFORMED NAME: USAA STATE TAX FREE TRUST
DATE OF NAME CHANGE: 19940325
FORMER COMPANY:
FORMER CONFORMED NAME: USAA STATE TAX EXEMPT TRUST
DATE OF NAME CHANGE: 19930707
0000908695
S000012929
Victory Government Securities Fund (Formerly USAA Government Securities Fund)
C000034899
Victory Government Securities Fund Shares
USGNX
C000159210
Victory Government Securities Fund Institutional Shares
UIGSX
C000175754
Victory Government Securities Fund Class R6
URGSX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000908695
XXXXXXXX
S000012929
C000034899
C000175754
C000159210
Victory Portfolios III
811-07852
0000908695
549300WIDR2J6W1Y9S11
15935 La Cantera Pkwy Building Two
San Antonio
78256
800-235-8396
Victory Government Securities Fund
S000012929
549300M4WZNU0BPCZE64
2026-02-28
2026-02-28
N
1218524527.12
10653304.75
1207871222.37
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
EUR
USD
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36210HKQ4
3710.13000000
PA
USD
3710.83000000
0.000307220664
Long
ABS-MBS
USGA
US
N
2
2029-02-15
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36202DZZ7
78486.09000000
PA
USD
82430.14000000
0.006824414595
Long
ABS-MBS
USGA
US
N
2
2033-10-20
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
3622ACJJ0
2697855.05000000
PA
USD
2766658.81000000
0.229052465094
Long
ABS-MBS
USGA
US
N
2
2053-04-20
Fixed
5.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE REMICS
3136A86J4
73660.90000000
PA
USD
72632.26000000
0.006013245340
Long
ABS-MBS
USGSE
US
N
2
2027-10-25
Fixed
1.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132CXBY7
1081578.46000000
PA
USD
1110319.87000000
0.091923695956
Long
ABS-MBS
USGSE
US
N
2
2038-08-01
Fixed
5.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138EHRC8
71880.34000000
PA
USD
71395.55000000
0.005910857770
Long
ABS-MBS
USGSE
US
N
2
2027-02-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36202D4Q1
235281.76000000
PA
USD
248800.19000000
0.020598238073
Long
ABS-MBS
USGA
US
N
2
2034-03-20
Fixed
6.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140W1MZ3
1871248.07000000
PA
USD
1907021.64000000
0.157882860745
Long
ABS-MBS
USGSE
US
N
2
2055-04-01
Fixed
5.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3136BNX43
10671233.00000000
PA
USD
9903478.98000000
0.819911824752
Long
ABS-MBS
USGSE
US
N
2
2032-06-25
Variable
2.58600000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140XHH42
2586960.17000000
PA
USD
2553569.99000000
0.211410781439
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3128MJ4J6
2194594.67000000
PA
USD
2156895.42000000
0.178569981638
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
4.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418ED80
9530807.22000000
PA
USD
9286929.40000000
0.768867510708
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
38385HDA2
1960233.66000000
PA
USD
1953439.73000000
0.161725827540
Long
ABS-MBS
USGA
US
N
2
2055-10-20
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36202D4P3
240027.02000000
PA
USD
251023.48000000
0.020782304880
Long
ABS-MBS
USGA
US
N
2
2034-03-20
Fixed
5.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140XMMK9
1597924.69000000
PA
USD
1519880.90000000
0.125831369425
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418CUH5
766094.65000000
PA
USD
749606.31000000
0.062060118340
Long
ABS-MBS
USGSE
US
N
2
2033-02-01
Fixed
3.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
9128286B1
12000000.00000000
PA
USD
11741250.00000000
0.972061407089
Long
DBT
UST
US
N
2
2029-02-15
Fixed
2.62500000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
3618A8ZT7
4270785.32000000
PA
USD
4294984.41000000
0.355582973619
Long
ABS-MBS
USGA
US
N
2
2052-11-20
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
3622ACEL0
1906201.93000000
PA
USD
1804229.68000000
0.149372685314
Long
ABS-MBS
USGA
US
N
2
2052-06-20
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
31427NE88
2884805.41000000
PA
USD
2908224.40000000
0.240772720314
Long
ABS-MBS
USGSE
US
N
2
2055-05-01
Fixed
5.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138E4X71
124664.22000000
PA
USD
123812.24000000
0.010250450354
Long
ABS-MBS
USGSE
US
N
2
2027-02-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36179YFK5
826951.66000000
PA
USD
833604.23000000
0.069014329885
Long
ABS-MBS
USGA
US
N
2
2053-09-20
Fixed
5.00000000
N
N
N
N
N
N
LOUISIANA LOC GOVT ENVIRONMENTAL FACS & CMNTY DEV AUTH SYS RESTORATION
N/A
LOUISIANA LOCAL GOVERNMENT ENVIRONMENTAL FACILITIE
54627RAM2
3150000.00000000
PA
USD
3173271.89000000
0.262716076948
Long
DBT
MUN
US
N
2
2033-02-01
Fixed
4.14500000
N
N
N
N
N
N
SLM STUDENT LOAN TRUST
N/A
SLM STUDENT LOAN TRUST 2013 6
78448CAG4
1448903.40000000
PA
USD
1439306.89000000
0.119160624356
Long
ABS-MBS
CORP
US
N
2
2055-06-25
Floating
4.46176000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36207UTD0
5437.57000000
PA
USD
5440.28000000
0.000450402319
Long
ABS-MBS
USGA
US
N
2
2027-05-15
Fixed
8.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418DC67
2385687.38000000
PA
USD
2269168.69000000
0.187865117404
Long
ABS-MBS
USGSE
US
N
2
2049-07-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36179XNB8
1945844.78000000
PA
USD
1785510.33000000
0.147822905035
Long
ABS-MBS
USGA
US
N
2
2052-12-20
Fixed
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE ACES
3136AW7J0
5413374.04000000
PA
USD
5366046.97000000
0.444256545782
Long
ABS-MBS
USGSE
US
N
2
2027-05-25
Variable
3.06100000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3132XEAH4
348006.74000000
PA
USD
334291.99000000
0.027676128366
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
3.42000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132DQPY6
3227115.07000000
PA
USD
3048677.27000000
0.252400853132
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3142GQ5H1
1644522.56000000
PA
USD
1701288.07000000
0.140850120318
Long
ABS-MBS
USGSE
US
N
2
2054-02-01
Fixed
6.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140XPYX1
2314519.00000000
PA
USD
2371718.96000000
0.196355283251
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
5.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
912828YD6
7000000.00000000
PA
USD
6921796.88000000
0.573057520686
Long
DBT
UST
US
N
2
2026-08-31
Fixed
1.37500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418CU77
1706838.14000000
PA
USD
1625566.62000000
0.134581120064
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418D6B3
11559505.97000000
PA
USD
9630265.34000000
0.797292390252
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36179XBQ8
2224032.75000000
PA
USD
1963154.62000000
0.162530126030
Long
ABS-MBS
USGA
US
N
2
2052-07-20
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3128MJ4Q0
799001.85000000
PA
USD
761811.47000000
0.063070586987
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3136BTM26
2253886.12000000
PA
USD
2272538.52000000
0.188144106582
Long
ABS-MBS
USGSE
US
N
2
2054-12-25
Floating
4.86721000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY BOND
912810FG8
5000000.00000000
PA
USD
5259765.63000000
0.435457483594
Long
DBT
UST
US
N
2
2029-02-15
Fixed
5.25000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36179YRH9
2146124.48000000
PA
USD
2189444.15000000
0.181264700197
Long
ABS-MBS
USGA
US
N
2
2054-02-20
Fixed
5.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE REMICS
3136A8PM6
43471.38000000
PA
USD
42835.14000000
0.003546333351
Long
ABS-MBS
USGSE
US
N
2
2027-09-25
Fixed
1.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CDF5
8200000.00000000
PA
USD
7782953.13000000
0.644352890097
Long
DBT
UST
US
N
2
2028-10-31
Fixed
1.37500000
N
N
N
N
N
N
CENTERPOINT ENERGY RESTORATION BOND COMPANY LLC
N/A
CENTERPOINT ENERGY RESTORATION BOND CO III LLC
15202GAB4
4000000.00000000
PA
USD
4032420.99000000
0.333845273843
Long
DBT
CORP
US
N
2
2036-06-15
Fixed
4.48000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36209K2L1
1194.02000000
PA
USD
1194.54000000
0.000098896304
Long
ABS-MBS
USGA
US
N
2
2028-05-15
Fixed
6.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH
3137BRQJ7
6383962.34000000
PA
USD
6347515.34000000
0.525512589624
Long
ABS-MBS
USGSE
US
N
2
2026-07-25
Fixed
2.57000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3136BVW61
2716519.45000000
PA
USD
2741108.22000000
0.226937124524
Long
ABS-MBS
USGSE
US
N
2
2054-05-25
Fixed
5.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE ACES
3136B1XJ8
1723701.03000000
PA
USD
1705154.28000000
0.141170204937
Long
ABS-MBS
USGSE
US
N
2
2028-03-25
Variable
3.06700000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140XKR85
1990145.38000000
PA
USD
1737858.43000000
0.143877790762
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3136BP3K5
4000000.00000000
PA
USD
3955434.84000000
0.327471568718
Long
ABS-MBS
USGSE
US
N
2
2032-08-25
Variable
3.76700000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH
3137FHPJ6
5000000.00000000
PA
USD
5023869.99000000
0.415927616864
Long
ABS-MBS
USGSE
US
N
2
2028-07-25
Variable
3.92600000
N
N
N
N
N
N
EVERGY MISSOURI WEST STORM FUNDING I, LLC
N/A
EVERGY MISSOURI WEST STORM FUNDING I LLC
30037HAA4
3206917.30000000
PA
USD
3337638.01000000
0.276323994494
Long
DBT
CORP
US
N
2
2040-12-01
Fixed
5.10400000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3137H73P6
3000000.00000000
PA
USD
2759524.26000000
0.228461793682
Long
ABS-MBS
USGSE
US
N
2
2032-03-25
Variable
2.40000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CEM9
16000000.00000000
PA
USD
15746250.08000000
1.303636496041
Long
DBT
UST
US
N
2
2029-04-30
Fixed
2.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3128MJX88
4421476.57000000
PA
USD
4243603.36000000
0.351329121963
Long
ABS-MBS
USGSE
US
N
2
2046-04-01
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140XPRK7
2208807.55000000
PA
USD
2249489.10000000
0.186235838584
Long
ABS-MBS
USGSE
US
N
2
2054-04-01
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132DWE74
3786260.46000000
PA
USD
3827781.13000000
0.316903081976
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36202EL98
121032.96000000
PA
USD
124474.06000000
0.010305242619
Long
ABS-MBS
USGA
US
N
2
2037-02-20
Fixed
5.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CGM7
15000000.00000000
PA
USD
14793750.00000000
1.224778745119
Long
DBT
UST
US
N
2
2033-02-15
Fixed
3.50000000
N
N
N
N
N
N
HAWAII ST
N/A
STATE OF HAWAII
419792Q74
2000000.00000000
PA
USD
2070061.49000000
0.171380976023
Long
DBT
MUN
US
N
2
2037-10-01
Fixed
4.93600000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140AUEX7
643418.54000000
PA
USD
664914.77000000
0.055048481798
Long
ABS-MBS
USGSE
US
N
2
2054-11-01
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
3622ACS92
1954925.40000000
PA
USD
2029052.60000000
0.167985838425
Long
ABS-MBS
USGA
US
N
2
2053-09-20
Fixed
6.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CGJ4
10000000.00000000
PA
USD
10015625.00000000
0.829196425455
Long
DBT
UST
US
N
2
2030-01-31
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3137HAD52
5000000.00000000
PA
USD
5216084.02000000
0.431841070753
Long
ABS-MBS
USGSE
US
N
2
2033-06-25
Fixed
4.82500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418EM80
794081.05000000
PA
USD
808450.88000000
0.066931876927
Long
ABS-MBS
USGSE
US
N
2
2037-12-01
Fixed
5.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CES6
13750000.00000000
PA
USD
13471777.34000000
1.115332254838
Long
DBT
UST
US
N
2
2029-05-31
Fixed
2.75000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY BOND
912810RD2
6000000.00000000
PA
USD
5423437.50000000
0.449007923987
Long
DBT
UST
US
N
2
2043-11-15
Fixed
3.75000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36179XZL3
545111.11000000
PA
USD
553860.25000000
0.045854246689
Long
ABS-MBS
USGA
US
N
2
2038-08-20
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
3620ARDN8
288014.34000000
PA
USD
285664.33000000
0.023650230646
Long
ABS-MBS
USGA
US
N
2
2040-08-15
Fixed
4.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3136BG3C3
3000000.00000000
PA
USD
2676119.28000000
0.221556671807
Long
ABS-MBS
USGSE
US
N
2
2031-01-25
Variable
1.24500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3137H7M91
5182673.00000000
PA
USD
4771174.83000000
0.395006913124
Long
ABS-MBS
USGSE
US
N
2
2032-04-25
Variable
2.45000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
31427PDH4
3774208.20000000
PA
USD
3804847.41000000
0.315004392813
Long
ABS-MBS
USGSE
US
N
2
2055-06-01
Fixed
5.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418ECS7
1449861.17000000
PA
USD
1369806.04000000
0.113406629335
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE REMICS
3136A8ZH6
50774.17000000
PA
USD
49922.52000000
0.004133099545
Long
ABS-MBS
USGSE
US
N
2
2027-09-25
Fixed
1.50000000
N
N
N
N
N
N
GOLDMAN SACHS FINANCIAL SQUARE GOVERNMENT FUND
N/A
GLDMN SCHS FIN SQ GV-FST
38141W273
110512.50000000
NS
USD
110512.50000000
0.009149361120
Long
STIV
RF
US
N
1
N
N
LOUISIANA LOC GOVT ENVIRONMENTAL FACS & CMNTY DEV AUTH SYS RESTORATION
N/A
LOUISIANA LOCAL GOVERNMENT ENVIRONMENTAL FACILITIE
54627RAN0
2000000.00000000
PA
USD
2009721.00000000
0.166385369796
Long
DBT
MUN
US
N
2
2036-02-01
Fixed
4.27500000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
254900C5LP6DN9OP9V83
FEDERAL FARM CREDIT BANK
3133EM4H2
2000000.00000000
PA
USD
1619260.00000000
0.134058993211
Long
DBT
USGSE
US
N
2
2036-09-02
Fixed
2.20000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36202ELV9
167712.81000000
PA
USD
175485.92000000
0.014528528931
Long
ABS-MBS
USGA
US
N
2
2037-01-20
Fixed
5.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418CV27
1340882.00000000
PA
USD
1277035.57000000
0.105726135895
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC REMICS
31396J4X0
220536.32000000
PA
USD
219454.51000000
0.018168700929
Long
ABS-MBS
USGSE
US
N
2
2036-03-15
Floating
4.07267000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36225AYM6
1353.93000000
PA
USD
1358.94000000
0.000112507026
Long
ABS-MBS
USGA
US
N
2
2028-02-15
Fixed
7.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179WQB7
8252771.92000000
PA
USD
7574674.38000000
0.627109433498
Long
ABS-MBS
USGA
US
N
2
2051-10-20
Fixed
3.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CLF6
8000000.00000000
PA
USD
8011250.00000000
0.663253652511
Long
DBT
UST
US
N
2
2034-08-15
Fixed
3.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3137H7ZB2
3000000.00000000
PA
USD
2831328.03000000
0.234406448101
Long
ABS-MBS
USGSE
US
N
2
2032-06-25
Variable
2.92000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
38381QTA9
1450678.87000000
PA
USD
1429215.47000000
0.118325152841
Long
ABS-MBS
USGA
US
N
2
2051-07-20
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3137H74A8
5000000.00000000
PA
USD
4583199.73000000
0.379444401449
Long
ABS-MBS
USGSE
US
N
2
2032-03-25
Variable
2.35000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140XJ3J0
3076013.79000000
PA
USD
2915395.36000000
0.241366406120
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
3.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
9128286T2
11300000.00000000
PA
USD
10948640.63000000
0.906441053253
Long
DBT
UST
US
N
2
2029-05-15
Fixed
2.37500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132XKXE2
4000000.00000000
PA
USD
4027704.04000000
0.333454756219
Long
ABS-MBS
USGSE
US
N
2
2029-10-01
Fixed
4.05000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140W0UE3
1831866.31000000
PA
USD
1878390.00000000
0.155512439174
Long
ABS-MBS
USGSE
US
N
2
2055-02-01
Fixed
5.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418DLU4
687003.29000000
PA
USD
673550.03000000
0.055763397415
Long
ABS-MBS
USGSE
US
N
2
2050-02-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
38383XZX5
2553968.98000000
PA
USD
2574631.83000000
0.213154497128
Long
ABS-MBS
USGA
US
N
2
2049-06-20
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36295KW33
71883.01000000
PA
USD
76464.06000000
0.006330481145
Long
ABS-MBS
USGA
US
N
2
2038-09-15
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3128MMYC1
461599.63000000
PA
USD
451375.87000000
0.037369535894
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3136BMM62
5488162.06000000
PA
USD
5396941.23000000
0.446814290302
Long
ABS-MBS
USGSE
US
N
2
2028-12-25
Variable
3.02000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140Y7Q50
1989362.25000000
PA
USD
1998690.03000000
0.165472112670
Long
ABS-MBS
USGSE
US
N
2
2055-11-01
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36201APG7
23029.30000000
PA
USD
23554.27000000
0.001950064672
Long
ABS-MBS
USGA
US
N
2
2032-01-15
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36201FBJ5
70139.83000000
PA
USD
72768.94000000
0.006024561116
Long
ABS-MBS
USGA
US
N
2
2033-07-15
Fixed
6.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31412QHM4
510188.13000000
PA
USD
507647.33000000
0.042028265977
Long
ABS-MBS
USGSE
US
N
2
2039-08-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36202D7L9
213764.48000000
PA
USD
229448.33000000
0.018996092112
Long
ABS-MBS
USGA
US
N
2
2034-08-20
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36202EH51
168222.57000000
PA
USD
179318.55000000
0.014845833453
Long
ABS-MBS
USGA
US
N
2
2036-05-20
Fixed
6.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140LDZS1
2575055.68000000
PA
USD
1799380.41000000
0.148971212880
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.43500000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36296YEC2
765838.54000000
PA
USD
776871.74000000
0.064317430998
Long
ABS-MBS
USGA
US
N
2
2040-03-15
Fixed
4.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CPR6
5000000.00000000
PA
USD
5023828.15000000
0.415924152919
Long
DBT
UST
US
N
2
2030-12-31
Fixed
3.62500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132DSZU9
2597544.74300000
PA
USD
2643047.38000000
0.218818639855
Long
ABS-MBS
USGSE
US
N
2
2054-04-01
Fixed
5.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31371NMF9
103346.17000000
PA
USD
108041.81000000
0.008944811996
Long
ABS-MBS
USGSE
US
N
2
2037-11-01
Fixed
5.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140XRSX4
1724696.50000000
PA
USD
1766832.87000000
0.146276592841
Long
ABS-MBS
USGSE
US
N
2
2054-10-01
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
31427MTP6
2184986.06000000
PA
USD
2241961.83000000
0.185612653772
Long
ABS-MBS
USGSE
US
N
2
2055-01-01
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3133BV5S0
1766271.78000000
PA
USD
1843170.77000000
0.152596629165
Long
ABS-MBS
USGSE
US
N
2
2053-02-01
Fixed
6.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140XKP95
3054546.19000000
PA
USD
2965525.81000000
0.245516720249
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
3.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CFM8
10000000.00000000
PA
USD
10106250.00000000
0.836699294827
Long
DBT
UST
US
N
2
2027-09-30
Fixed
4.12500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138LNR60
2366000.00000000
PA
USD
2324464.42000000
0.192443066524
Long
ABS-MBS
USGSE
US
N
2
2039-10-01
Fixed
4.29000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3137H4SH4
5000000.00000000
PA
USD
4556085.95000000
0.377199643937
Long
ABS-MBS
USGSE
US
N
2
2031-11-25
Variable
2.12700000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC REMICS
3137AMFD4
144681.68000000
PA
USD
144925.35000000
0.011998410701
Long
ABS-MBS
USGSE
US
N
2
2041-10-15
Floating
4.32267000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3136BPNA5
830589.01000000
PA
USD
838201.52000000
0.069394940824
Long
ABS-MBS
USGSE
US
N
2
2047-07-25
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36211RXF1
3979.17000000
PA
USD
4093.71000000
0.000338919408
Long
ABS-MBS
USGA
US
N
2
2030-09-15
Fixed
8.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3133KLPT8
3522851.58000000
PA
USD
3187481.06000000
0.263892458150
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36225A2B5
18264.59000000
PA
USD
18544.42000000
0.001535297774
Long
ABS-MBS
USGA
US
N
2
2028-04-15
Fixed
6.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140XKKU3
1968338.15000000
PA
USD
1961917.18000000
0.162427678022
Long
ABS-MBS
USGSE
US
N
2
2053-01-01
Fixed
4.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418DLT7
379457.28000000
PA
USD
346939.25000000
0.028723198597
Long
ABS-MBS
USGSE
US
N
2
2050-02-01
Fixed
3.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CJG7
16000000.00000000
PA
USD
16932500.00000000
1.401846462305
Long
DBT
UST
US
N
2
2030-10-31
Fixed
4.87500000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36201JFG9
51553.58000000
PA
USD
52894.25000000
0.004379129912
Long
ABS-MBS
USGA
US
N
2
2032-05-15
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132XFVN5
3355000.00000000
PA
USD
3413927.36000000
0.282640011350
Long
ABS-MBS
USGSE
US
N
2
2029-11-01
Fixed
4.40000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION G2
36202DJB8
36857.05000000
PA
USD
39072.65000000
0.003234835740
Long
ABS-MBS
USGA
US
N
2
2030-08-20
Fixed
8.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36292GHZ1
253828.40000000
PA
USD
264999.67000000
0.021939397602
Long
ABS-MBS
USGA
US
N
2
2035-10-15
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3133BMG66
2276118.39000000
PA
USD
2296707.08000000
0.190145028498
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36202DM57
18013.52000000
PA
USD
18892.28000000
0.001564097202
Long
ABS-MBS
USGA
US
N
2
2031-05-20
Fixed
6.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140W2FM8
1933284.39000000
PA
USD
1954467.52000000
0.161810918565
Long
ABS-MBS
USGSE
US
N
2
2055-05-01
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132CX3M2
2933716.61000000
PA
USD
2946795.64000000
0.243966044179
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36213UBF6
5574.19000000
PA
USD
5648.04000000
0.000467602828
Long
ABS-MBS
USGA
US
N
2
2031-10-15
Fixed
7.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140M7LP4
5057935.63000000
PA
USD
5170644.64000000
0.428079131635
Long
ABS-MBS
USGSE
US
N
2
2055-03-01
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36207KJJ0
1568.33000000
PA
USD
1591.65000000
0.000131773153
Long
ABS-MBS
USGA
US
N
2
2029-01-15
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36179YFJ8
1760868.60000000
PA
USD
1748641.83000000
0.144770551497
Long
ABS-MBS
USGA
US
N
2
2053-09-20
Fixed
4.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418EGU8
2353592.90000000
PA
USD
2407268.87000000
0.199298470351
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
38384BM40
3011880.86000000
PA
USD
3053864.12000000
0.252830273910
Long
ABS-MBS
USGA
US
N
2
2046-01-20
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
3622ADW46
2339541.54000000
PA
USD
2092585.20000000
0.173245720342
Long
ABS-MBS
USGA
US
N
2
2053-12-20
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3128MMYF4
930227.85000000
PA
USD
908688.18000000
0.075230551334
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
3.00000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
254900C5LP6DN9OP9V83
FEDERAL FARM CREDIT BANK
3133ENJA9
3000000.00000000
PA
USD
2618760.00000000
0.216807880798
Long
DBT
USGSE
US
N
2
2034-12-21
Fixed
2.55000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36179VFN5
5692598.08000000
PA
USD
5031358.89000000
0.416547625013
Long
ABS-MBS
USGA
US
N
2
2050-02-20
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36202EAL3
153318.91000000
PA
USD
162128.05000000
0.013422627097
Long
ABS-MBS
USGA
US
N
2
2034-09-20
Fixed
6.00000000
N
N
N
N
N
N
HAWAII ST DEPT BUSINESS ECONOMIC DEV & TOURISM GREEN ENERGY MKT SECURITIZATION
N/A
STATE OF HAWAII DEPARTMENT OF BUSINESS ECONOMIC DE
41980UAB7
138653.19000000
PA
USD
137244.97000000
0.011362549869
Long
DBT
MUN
US
N
2
2031-01-01
Fixed
3.24200000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418CPE8
4301076.08000000
PA
USD
4106097.72000000
0.339944991150
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36225BDE5
1659.65000000
PA
USD
1697.47000000
0.000140534021
Long
ABS-MBS
USGA
US
N
2
2029-03-15
Fixed
7.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
38382KLT8
2443124.97000000
PA
USD
1961065.54000000
0.162357170506
Long
ABS-MBS
USGA
US
N
2
2050-10-20
Fixed
1.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
31427NPL7
1876707.23000000
PA
USD
1868365.58000000
0.154682514608
Long
ABS-MBS
USGSE
US
N
2
2055-05-01
Fixed
4.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CFV8
10000000.00000000
PA
USD
10250000.00000000
0.848600397970
Long
DBT
UST
US
N
2
2032-11-15
Fixed
4.12500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3133C5HN4
1790818.33000000
PA
USD
1822909.56000000
0.150919197861
Long
ABS-MBS
USGSE
US
N
2
2053-06-01
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3133BYCX5
1944556.68000000
PA
USD
1962958.47000000
0.162513886716
Long
ABS-MBS
USGSE
US
N
2
2053-03-01
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36211FHF5
24385.67000000
PA
USD
24778.92000000
0.002051453792
Long
ABS-MBS
USGA
US
N
2
2030-07-15
Fixed
8.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CEC1
10250000.00000000
PA
USD
10084238.33000000
0.834876942445
Long
DBT
UST
US
N
2
2027-02-28
Fixed
1.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3128MJ4R8
370234.38000000
PA
USD
363874.41000000
0.030125265281
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
3618J6EW8
402086.86000000
PA
USD
410124.79000000
0.033954347318
Long
ABS-MBS
USGA
US
N
2
2054-10-20
Fixed
7.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140XMMF0
1398196.50000000
PA
USD
1453833.81000000
0.120363312170
Long
ABS-MBS
USGSE
US
N
2
2053-09-01
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132CXR79
2247727.82000000
PA
USD
2282427.10000000
0.188962784916
Long
ABS-MBS
USGSE
US
N
2
2040-02-01
Fixed
5.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3136BLW22
4000000.00000000
PA
USD
3558986.56000000
0.294649503530
Long
ABS-MBS
USGSE
US
N
2
2031-11-25
Variable
1.70700000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132DNAS2
3216524.08000000
PA
USD
3033182.34000000
0.251118023496
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36208ESD6
103175.79000000
PA
USD
108360.53000000
0.008971198915
Long
ABS-MBS
USGA
US
N
2
2033-12-20
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
38383PH87
3499179.49000000
PA
USD
3492428.93000000
0.289139178524
Long
ABS-MBS
USGA
US
N
2
2050-05-20
Variable
3.82321000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36179WTY4
14014699.13000000
PA
USD
12370625.43000000
1.024167576881
Long
ABS-MBS
USGA
US
N
2
2051-12-20
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36179XBR6
1978732.01000000
PA
USD
1814971.97000000
0.150262042541
Long
ABS-MBS
USGA
US
N
2
2052-07-20
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3137BSK69
873594.35000000
PA
USD
823712.30000000
0.068195374204
Long
ABS-MBS
USGSE
US
N
2
2044-11-15
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132DVJJ5
1349130.86000000
PA
USD
1376916.19000000
0.113995280663
Long
ABS-MBS
USGSE
US
N
2
2055-01-01
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
3620ARHC8
627574.87000000
PA
USD
622522.75000000
0.051538834477
Long
ABS-MBS
USGA
US
N
2
2040-09-15
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36202DMT5
14125.09000000
PA
USD
14993.88000000
0.001241347564
Long
ABS-MBS
USGA
US
N
2
2031-04-20
Fixed
7.50000000
N
N
N
N
N
N
LOUISIANA LOC GOVT ENVIRONMENTAL FACS & CMNTY DEV AUTH SYS RESTORATION
N/A
LOUISIANA LOCAL GOVERNMENT ENVIRONMENTAL FACILITIE
54627RAR1
538119.99000000
PA
USD
549770.34000000
0.045515641884
Long
DBT
MUN
US
N
2
2031-06-01
Fixed
5.08100000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140AT6Z4
2593683.54000000
PA
USD
2636680.87000000
0.218291554692
Long
ABS-MBS
USGSE
US
N
2
2054-11-01
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179YCF9
1444945.59000000
PA
USD
1467942.01000000
0.121531334037
Long
ABS-MBS
USGA
US
N
2
2038-08-20
Fixed
5.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140W34J5
1472472.15000000
PA
USD
1499984.82000000
0.124184167336
Long
ABS-MBS
USGSE
US
N
2
2055-11-01
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36210BU45
39359.02000000
PA
USD
40249.11000000
0.003332235196
Long
ABS-MBS
USGA
US
N
2
2029-05-15
Fixed
7.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36295K3J0
103364.27000000
PA
USD
110421.43000000
0.009141821409
Long
ABS-MBS
USGA
US
N
2
2038-10-15
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36290UTQ9
105255.06000000
PA
USD
106763.43000000
0.008838974554
Long
ABS-MBS
USGA
US
N
2
2040-06-15
Fixed
4.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140W1MD2
2806839.71000000
PA
USD
2549087.28000000
0.211039656611
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3137H93C1
3000000.00000000
PA
USD
2926046.30000000
0.242248200454
Long
ABS-MBS
USGSE
US
N
2
2032-08-25
Variable
3.53000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
3618H9GQ5
2433846.88000000
PA
USD
2449290.54000000
0.202777456291
Long
ABS-MBS
USGA
US
N
2
2054-11-20
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36290SP47
130120.79000000
PA
USD
135030.61000000
0.011179222378
Long
ABS-MBS
USGA
US
N
2
2033-12-15
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36210FGM2
25643.63000000
PA
USD
25889.52000000
0.002143400680
Long
ABS-MBS
USGA
US
N
2
2028-11-15
Fixed
6.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418DEU2
534710.46000000
PA
USD
524239.48000000
0.043401934766
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3137HLW65
2885605.75000000
PA
USD
2936172.07000000
0.243086515815
Long
ABS-MBS
USGSE
US
N
2
2039-04-25
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
31307VLU8
1080973.13000000
PA
USD
1058338.13000000
0.087620113005
Long
ABS-MBS
USGSE
US
N
2
2033-02-01
Fixed
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140W4HV2
1984662.37000000
PA
USD
1874769.91000000
0.155212730900
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
3.50000000
N
N
N
N
N
N
Small Business Administration
N/A
SMALL BUSINESS ADMINISTRATION POOLS
83164MWA3
828166.69000000
PA
USD
839908.05000000
0.069536224925
Long
ABS-MBS
CORP
US
N
2
2034-10-25
Variable
5.00000000
N
N
N
N
N
N
Money Market Obligations Trust: Federated Treasury Obligations Fund; Institutional Shares
N/A
FEDERATED HERMES TREASURY OBLIGATIONS
60934N500
1510583.16000000
NS
USD
1510583.16000000
0.125061606901
Long
STIV
RF
US
N
1
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36297AZY2
143586.36000000
PA
USD
154281.80000000
0.012773033841
Long
ABS-MBS
USGA
US
N
2
2038-12-15
Fixed
6.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418FFC6
2478102.63000000
PA
USD
2505354.00000000
0.207418965995
Long
ABS-MBS
USGSE
US
N
2
2044-11-01
Fixed
5.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140W4DA2
3883066.63000000
PA
USD
3901273.67000000
0.322987550141
Long
ABS-MBS
USGSE
US
N
2
2055-11-01
Fixed
5.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CFY2
14000000.00000000
PA
USD
14206718.75000000
1.176178261961
Long
DBT
UST
US
N
2
2029-11-30
Fixed
3.87500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CAV3
18000000.00000000
PA
USD
15958125.00000000
1.321177680571
Long
DBT
UST
US
N
2
2030-11-15
Fixed
0.87500000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
38384EYV1
1528189.34000000
PA
USD
1541623.48000000
0.127631443770
Long
ABS-MBS
USGA
US
N
2
2048-06-20
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3133BNAD5
2386085.84000000
PA
USD
2413759.59000000
0.199835838895
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
5.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140LER82
3994142.12000000
PA
USD
3519724.39000000
0.291398977375
Long
ABS-MBS
USGSE
US
N
2
2034-01-01
Fixed
2.13000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418CUA0
1874230.29000000
PA
USD
1789266.82000000
0.148133905905
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31408BQ27
173816.07000000
PA
USD
178774.23000000
0.014800769046
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
38381PVE0
1773298.81000000
PA
USD
1775662.97000000
0.147007639317
Long
ABS-MBS
USGA
US
N
2
2051-08-20
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
38381NQK7
2044773.86000000
PA
USD
2054987.74000000
0.170133015998
Long
ABS-MBS
USGA
US
N
2
2065-06-20
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36179YHT4
564796.33000000
PA
USD
580109.08000000
0.048027394746
Long
ABS-MBS
USGA
US
N
2
2053-10-20
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36179YAS3
2860609.46000000
PA
USD
2920496.13000000
0.241788700311
Long
ABS-MBS
USGA
US
N
2
2053-07-20
Fixed
5.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140QFP60
6791327.53000000
PA
USD
5968050.00000000
0.494096546839
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3133D0PM7
4652621.11000000
PA
USD
4760237.95000000
0.394101445736
Long
ABS-MBS
USGSE
US
N
2
2054-11-01
Fixed
5.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140W3M63
982731.73000000
PA
USD
988415.79000000
0.081831222707
Long
ABS-MBS
USGSE
US
N
2
2055-10-01
Fixed
5.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418CS39
863337.29000000
PA
USD
797945.31000000
0.066062117817
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36202FMA1
486583.80000000
PA
USD
481944.94000000
0.039900357842
Long
ABS-MBS
USGA
US
N
2
2040-11-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
3618J6EU2
476052.39000000
PA
USD
485235.92000000
0.040172819006
Long
ABS-MBS
USGA
US
N
2
2054-10-20
Fixed
7.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
38384DJU2
599579.33000000
PA
USD
601772.92000000
0.049820950185
Long
ABS-MBS
USGA
US
N
2
2047-09-20
Fixed
5.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3136BYY48
3500000.00000000
PA
USD
3147408.64000000
0.260574851168
Long
ABS-MBS
USGSE
US
N
2
2051-10-25
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36202EDF3
779713.78000000
PA
USD
815757.15000000
0.067536765086
Long
ABS-MBS
USGA
US
N
2
2035-04-20
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3137H9DC0
2633113.18000000
PA
USD
2670705.40000000
0.221108455151
Long
ABS-MBS
USGSE
US
N
2
2049-01-25
Fixed
5.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CGB1
8000000.00000000
PA
USD
8120000.00000000
0.672257095757
Long
DBT
UST
US
N
2
2029-12-31
Fixed
3.87500000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36208YLG2
14042.93000000
PA
USD
14167.18000000
0.001172904837
Long
ABS-MBS
USGA
US
N
2
2028-09-15
Fixed
6.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132DUJN8
1751410.21000000
PA
USD
1797644.51000000
0.148827497228
Long
ABS-MBS
USGSE
US
N
2
2054-10-01
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3133CUCX2
1618128.02000000
PA
USD
1675732.93000000
0.138734403052
Long
ABS-MBS
USGSE
US
N
2
2054-09-01
Fixed
6.00000000
N
N
N
N
N
N
TEXAS ST
N/A
STATE OF TEXAS
8827243Z8
500000.00000000
PA
USD
524948.12000000
0.043460603272
Long
DBT
MUN
US
N
2
2035-10-01
Fixed
4.85700000
N
N
N
N
N
N
Small Business Administration
N/A
SMALL BUSINESS ADMINISTRATION POOLS
8316A0CY4
2113200.20000000
PA
USD
2105374.45000000
0.174304545965
Long
ABS-MBS
CORP
US
N
2
2031-09-25
Variable
3.90000000
N
N
N
N
N
N
SLM STUDENT LOAN TRUST
N/A
SLM STUDENT LOAN TRUST 2006 4
78442GSL1
1778836.70000000
PA
USD
1735103.21000000
0.143649685319
Long
ABS-MBS
CORP
US
N
2
2070-01-25
Floating
4.34862000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36213EMV5
7403.69000000
PA
USD
7585.09000000
0.000627971745
Long
ABS-MBS
USGA
US
N
2
2031-11-15
Fixed
7.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE REMICS
31396XJL9
258408.46000000
PA
USD
257573.32000000
0.021324567986
Long
ABS-MBS
USGSE
US
N
2
2037-08-25
Floating
4.08169000
N
N
N
N
N
N
NELNET STUDENT LOAN CORPORATION
N/A
NELNET STUDENT LOAN TRUST 2006 3
64031AAJ5
1213755.04000000
PA
USD
1144642.02000000
0.094765236459
Long
ABS-MBS
CORP
US
N
2
2041-06-25
Floating
4.56287000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
3617F8RF3
1711479.18000000
PA
USD
1695049.40000000
0.140333619065
Long
ABS-MBS
USGA
US
N
2
2052-08-20
Fixed
4.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CET4
10500000.00000000
PA
USD
10389667.97000000
0.860163548694
Long
DBT
UST
US
N
2
2027-05-31
Fixed
2.62500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140W37J2
2953157.32000000
PA
USD
2924884.94000000
0.242152051131
Long
ABS-MBS
USGSE
US
N
2
2055-11-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3128K23Z0
83059.80000000
PA
USD
86654.37000000
0.007174139791
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36296CM56
237315.07000000
PA
USD
250113.93000000
0.020707002979
Long
ABS-MBS
USGA
US
N
2
2038-04-15
Fixed
5.50000000
N
N
N
N
N
N
FIXED INCOME CLEARING CO
N/A
FIXED INCOME CLEARING CO
N/A
12000000.00000000
PA
USD
12000000.00000000
0.993483392745
Long
RA
CORP
US
N
2
Repurchase
N
3.64000000
2026-03-02
11785500.00000000
USD
12240093.13000000
USD
UST
N
N
N
NELNET STUDENT LOAN CORPORATION
N/A
NELNET STUDENT LOAN TRUST
64033TAC7
594341.98000000
PA
USD
593078.82000000
0.049101163188
Long
ABS-MBS
CORP
US
Y
2
2051-02-27
Floating
4.38169000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3132DNXE8
2640990.97000000
PA
USD
2578130.60000000
0.213444161285
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
4.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE REMICS
3136A8RZ5
80104.06000000
PA
USD
78720.55000000
0.006517296591
Long
ABS-MBS
USGSE
US
N
2
2027-09-25
Fixed
1.37500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3133KYWS4
2240819.82000000
PA
USD
2058307.77000000
0.170407882221
Long
ABS-MBS
USGSE
US
N
2
2042-05-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3137H8BK6
3000000.00000000
PA
USD
2842959.77000000
0.235369443144
Long
ABS-MBS
USGSE
US
N
2
2032-06-25
Variable
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3133C15G1
1826650.73000000
PA
USD
1859291.47000000
0.153931266476
Long
ABS-MBS
USGSE
US
N
2
2053-04-01
Fixed
5.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418AFB9
1213642.51000000
PA
USD
1173969.52000000
0.097193268475
Long
ABS-MBS
USGSE
US
N
2
2042-05-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3128M9ED0
1119360.24000000
PA
USD
1054471.82000000
0.087300020107
Long
ABS-MBS
USGSE
US
N
2
2042-06-01
Fixed
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140W0RB3
1857218.34000000
PA
USD
1872352.89000000
0.155012625131
Long
ABS-MBS
USGSE
US
N
2
2054-09-01
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36225BUT3
28019.77000000
PA
USD
29386.68000000
0.002432931545
Long
ABS-MBS
USGA
US
N
2
2031-08-20
Fixed
6.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132DURA7
902430.26000000
PA
USD
924756.08000000
0.076560817318
Long
ABS-MBS
USGSE
US
N
2
2054-10-01
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
31307TEP2
833559.40000000
PA
USD
819178.75000000
0.067820040317
Long
ABS-MBS
USGSE
US
N
2
2032-03-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36296TAS2
112473.21000000
PA
USD
115755.81000000
0.009583456237
Long
ABS-MBS
USGA
US
N
2
2039-02-15
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132D95B6
3000000.00000000
PA
USD
2998280.85000000
0.248228519271
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
3622ADLA4
2707220.65000000
PA
USD
2460342.16000000
0.203692423035
Long
ABS-MBS
USGA
US
N
2
2052-03-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36179YFM1
605528.86000000
PA
USD
621945.95000000
0.051491081042
Long
ABS-MBS
USGA
US
N
2
2053-09-20
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36202DXC0
67283.39000000
PA
USD
70360.79000000
0.005825189697
Long
ABS-MBS
USGA
US
N
2
2033-04-20
Fixed
5.50000000
N
N
N
N
N
N
NELNET STUDENT LOAN CORPORATION
N/A
NELNET STUDENT LOAN TRUST
64034EAA3
3165302.06000000
PA
USD
2932061.50000000
0.242746200563
Long
ABS-MBS
CORP
US
Y
2
2067-10-25
Fixed
2.53000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE REMICS
31394DFZ8
360946.07000000
PA
USD
359497.27000000
0.029762880623
Long
ABS-MBS
USGSE
US
N
2
2035-04-25
Floating
4.08169000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140LDGB9
1250000.00000000
PA
USD
1110984.46000000
0.091978717550
Long
ABS-MBS
USGSE
US
N
2
2031-09-01
Fixed
1.64000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION G1
36225BPM4
11755.19000000
PA
USD
12333.42000000
0.001021087328
Long
ABS-MBS
USGA
US
N
2
2031-09-15
Fixed
7.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
38383HHS1
2345356.40000000
PA
USD
2137560.98000000
0.176969277884
Long
ABS-MBS
USGA
US
N
2
2052-01-20
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3137HFNP6
2287515.57000000
PA
USD
2288721.80000000
0.189483924909
Long
ABS-MBS
USGSE
US
N
2
2051-06-25
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36179V4L1
3099952.36500000
PA
USD
2696489.49000000
0.223243127252
Long
ABS-MBS
USGA
US
N
2
2051-01-20
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36209Y5K0
3107.04000000
PA
USD
3166.50000000
0.000262155430
Long
ABS-MBS
USGA
US
N
2
2031-01-15
Fixed
7.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3133KYS91
1863602.44000000
PA
USD
1776623.47000000
0.147087159383
Long
ABS-MBS
USGSE
US
N
2
2040-04-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36202D6D8
178702.88000000
PA
USD
183549.56000000
0.015196119967
Long
ABS-MBS
USGA
US
N
2
2034-06-20
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36176DGQ0
1381339.12000000
PA
USD
1401980.20000000
0.116070337138
Long
ABS-MBS
USGA
US
N
2
2041-03-20
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
3620AQYU1
2746516.11000000
PA
USD
2786084.32000000
0.230660708559
Long
ABS-MBS
USGA
US
N
2
2040-02-15
Fixed
4.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3136AR5S3
1572173.77000000
PA
USD
1566488.05000000
0.129689988550
Long
ABS-MBS
USGSE
US
N
2
2026-04-25
Fixed
2.46900000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36213FMS9
80815.74000000
PA
USD
84745.71000000
0.007016121290
Long
ABS-MBS
USGA
US
N
2
2033-02-15
Fixed
6.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418EF21
18168362.67000000
PA
USD
18045455.51000000
1.493988363642
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
4.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CEE7
14100000.00000000
PA
USD
13679203.13000000
1.132505094637
Long
DBT
UST
US
N
2
2029-03-31
Fixed
2.37500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140W4C70
3932320.65000000
PA
USD
4018187.16000000
0.332666851033
Long
ABS-MBS
USGSE
US
N
2
2055-12-01
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3128MMYG2
1884275.27000000
PA
USD
1865541.46000000
0.154448704915
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
38381QG96
2390098.93000000
PA
USD
2408937.87000000
0.199436647333
Long
ABS-MBS
USGA
US
N
2
2065-03-20
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36179WLQ9
6133277.60000000
PA
USD
5630280.52000000
0.466132516093
Long
ABS-MBS
USGA
US
N
2
2051-08-20
Fixed
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418DFR8
712303.18000000
PA
USD
677513.78000000
0.056091557398
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
3.50000000
N
N
N
N
N
N
DUKE ENERGY CAROLINAS NC STORM FUNDING LLC
N/A
DUKE ENERGY CAROLINAS SC STORM FUNDING LLC
26443YAA3
541000.00000000
PA
USD
551037.38000000
0.045620540484
Long
DBT
CORP
US
N
2
2046-03-01
Fixed
4.89800000
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3137HDJW1
2996061.48000000
PA
USD
2999824.08000000
0.248356283719
Long
ABS-MBS
USGSE
US
N
2
2029-05-25
Floating
4.22924000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
312942NF8
304340.41000000
PA
USD
303132.25000000
0.025096404681
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
4.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE ACES
3136B2HA3
7504680.46000000
PA
USD
7462185.43000000
0.617796441524
Long
ABS-MBS
USGSE
US
N
2
2028-07-25
Variable
3.36500000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
3622ACPA2
756598.29000000
PA
USD
773568.91000000
0.064043988769
Long
ABS-MBS
USGA
US
N
2
2053-07-20
Fixed
5.50000000
N
N
N
N
N
N
INVESCO GOVERNMENT & AGENCY PORTFOLIO
N/A
INVESCO GVT & AGNCY-INST
825252885
110512.50000000
NS
USD
110512.50000000
0.009149361120
Long
STIV
RF
US
N
1
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
38384PYV6
1125808.52000000
PA
USD
1134838.64000000
0.093953611857
Long
ABS-MBS
USGA
US
N
2
2064-01-20
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3137F3PB4
2022588.60000000
PA
USD
2034670.75000000
0.168450966652
Long
ABS-MBS
USGSE
US
N
2
2047-12-15
Fixed
4.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140W2TL5
2896475.25000000
PA
USD
2967866.18000000
0.245710480143
Long
ABS-MBS
USGSE
US
N
2
2055-07-01
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132XFWT1
3300000.00000000
PA
USD
3420397.20000000
0.283175651232
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Fixed
4.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3133KUKX4
1962705.62000000
PA
USD
1961580.89000000
0.162399836478
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
4.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CCB5
15000000.00000000
PA
USD
13632421.88000000
1.128632061723
Long
DBT
UST
US
N
2
2031-05-15
Fixed
1.62500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418FTM9
1977061.79000000
PA
USD
1998885.84000000
0.165488323836
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36200K2A4
176590.67000000
PA
USD
184359.30000000
0.015263158570
Long
ABS-MBS
USGA
US
N
2
2033-01-15
Fixed
6.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140X5CM3
1819827.14000000
PA
USD
1786592.18000000
0.147912471703
Long
ABS-MBS
USGSE
US
N
2
2049-01-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3133C4BY9
2534913.71000000
PA
USD
2550428.75000000
0.211150717292
Long
ABS-MBS
USGSE
US
N
2
2053-06-01
Fixed
5.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418DNB4
405080.37000000
PA
USD
394778.27000000
0.032683804588
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Fixed
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418CZV9
774655.34000000
PA
USD
710676.04000000
0.058837070280
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
3622ABU83
1134288.70000000
PA
USD
1035279.32000000
0.085711067606
Long
ABS-MBS
USGA
US
N
2
2052-03-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
38381QG21
1922692.27000000
PA
USD
1913755.19000000
0.158440333253
Long
ABS-MBS
USGA
US
N
2
2065-03-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36213TDC4
3769.42000000
PA
USD
3857.95000000
0.000319400771
Long
ABS-MBS
USGA
US
N
2
2032-06-15
Fixed
7.00000000
N
N
N
N
N
N
HSBC US GOVERNMENT MONEY MARKET FUND
N/A
HSBC US GOVT MMKT-I
40428X107
140437.50000000
NS
USD
140437.50000000
0.011626860330
Long
STIV
RF
US
N
1
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3133WKK88
2048759.76000000
PA
USD
2080922.23000000
0.172280139758
Long
ABS-MBS
USGSE
US
N
2
2038-03-01
Fixed
5.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418EMM9
2333414.18000000
PA
USD
2356004.24000000
0.195054257139
Long
ABS-MBS
USGSE
US
N
2
2038-01-01
Fixed
4.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140XDUA2
6369190.85000000
PA
USD
5341976.28000000
0.442263726551
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
3622AB4W9
1855855.48000000
PA
USD
1836558.81000000
0.152049223127
Long
ABS-MBS
USGA
US
N
2
2052-09-20
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36213FAG8
16144.47000000
PA
USD
16340.60000000
0.001352842893
Long
ABS-MBS
USGA
US
N
2
2032-08-15
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36202D4A6
262495.46000000
PA
USD
275686.26000000
0.022824143409
Long
ABS-MBS
USGA
US
N
2
2034-02-20
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3133KY6P9
4918508.98000000
PA
USD
4969926.86000000
0.411461649880
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
5.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3136BSEM3
1699553.80000000
PA
USD
1714078.10000000
0.141909010518
Long
ABS-MBS
USGSE
US
N
2
2048-03-25
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36292DV33
29309.54000000
PA
USD
30096.27000000
0.002491678702
Long
ABS-MBS
USGA
US
N
2
2037-09-15
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132DVJF3
3681169.47000000
PA
USD
3731984.38000000
0.308972041959
Long
ABS-MBS
USGSE
US
N
2
2055-01-01
Fixed
5.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CCV1
5000000.00000000
PA
USD
4732031.25000000
0.391766205069
Long
DBT
UST
US
N
2
2028-08-31
Fixed
1.12500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140HWQB1
862879.03000000
PA
USD
825733.26000000
0.068362690053
Long
ABS-MBS
USGSE
US
N
2
2029-11-01
Fixed
2.47500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CCY5
8500000.00000000
PA
USD
8053750.00000000
0.666772239527
Long
DBT
UST
US
N
2
2028-09-30
Fixed
1.25000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418EJ84
1317199.97000000
PA
USD
1344319.41000000
0.111296584031
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
5.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140W2FB2
2386195.88000000
PA
USD
2183976.71000000
0.180812049294
Long
ABS-MBS
USGSE
US
N
2
2037-03-01
Fixed
1.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36202DT68
69874.41000000
PA
USD
72761.37000000
0.006023934394
Long
ABS-MBS
USGA
US
N
2
2032-08-20
Fixed
6.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418EF47
7918803.67000000
PA
USD
7995264.31000000
0.661930192716
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
5.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140NYAG6
4972824.24000000
PA
USD
5063676.50000000
0.419223209082
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Fixed
4.45500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3137HNMY1
7000000.00000000
PA
USD
7193964.91000000
0.595590388840
Long
ABS-MBS
USGSE
US
N
2
2035-08-25
Variable
4.58100000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY BOND
912810UL0
5000000.00000000
PA
USD
5285937.50000000
0.437624260111
Long
DBT
UST
US
N
2
2045-05-15
Fixed
5.00000000
N
N
N
N
N
N
Small Business Administration
N/A
SBA
8316A0A34
865760.82000000
PA
USD
906308.26000000
0.075033517084
Long
ABS-MBS
CORP
US
N
2
2032-02-25
Variable
7.62500000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
3622ACPD6
3539853.57000000
PA
USD
3576532.31000000
0.296102121133
Long
ABS-MBS
USGA
US
N
2
2053-07-20
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36179X2J4
2054627.01000000
PA
USD
2041794.10000000
0.169040710813
Long
ABS-MBS
USGA
US
N
2
2053-05-20
Fixed
4.50000000
N
N
N
N
N
N
MSILF Government Portfolio
N/A
MSILF GOVERNMENT-INST
61747C707
80587.50000000
NS
USD
80587.50000000
0.006671861909
Long
STIV
RF
US
N
1
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140XDX43
4789266.56000000
PA
USD
4026949.09000000
0.333392253695
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36210QY55
1468.48000000
PA
USD
1469.38000000
0.000121650385
Long
ABS-MBS
USGA
US
N
2
2029-04-15
Fixed
7.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36225AT34
2663.14000000
PA
USD
2685.83000000
0.000222360625
Long
ABS-MBS
USGA
US
N
2
2027-05-15
Fixed
7.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY BOND
912810TC2
5000000.00000000
PA
USD
3608593.75000000
0.298756496815
Long
DBT
UST
US
N
2
2041-11-15
Fixed
2.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CHC8
18000000.00000000
PA
USD
17580937.50000000
1.455530786262
Long
DBT
UST
US
N
2
2033-05-15
Fixed
3.37500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138ENWL9
1235290.01000000
PA
USD
1233284.95000000
0.102104009695
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
4.24200000
N
N
N
N
N
N
TENNESSEE VALLEY AUTHORITY
549300HE1ISW43LNKM54
TENNESSEE VALLEY AUTHORITY
880591EP3
5000000.00000000
PA
USD
4314350.00000000
0.357186256291
Long
DBT
USGA
US
N
2
2042-12-15
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418FFD4
2295895.85000000
PA
USD
2343482.08000000
0.194017543973
Long
ABS-MBS
USGSE
US
N
2
2044-11-01
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
38384CNA3
1068858.80000000
PA
USD
1078206.81000000
0.089265046640
Long
ABS-MBS
USGA
US
N
2
2047-06-20
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3133BBSV2
2979409.55000000
PA
USD
2722715.49000000
0.225414385207
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3133KULU9
1961922.26000000
PA
USD
1960797.98000000
0.162335019138
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36202DNY3
13304.77000000
PA
USD
13953.82000000
0.001155240702
Long
ABS-MBS
USGA
US
N
2
2031-07-20
Fixed
6.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3137HHSN2
1877393.68000000
PA
USD
1895842.96000000
0.156957374667
Long
ABS-MBS
USGSE
US
N
2
2051-03-25
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3132D6FA3
795590.19000000
PA
USD
816731.87000000
0.067617462430
Long
ABS-MBS
USGSE
US
N
2
2038-10-01
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3137FXYV4
2860000.00000000
PA
USD
2647985.02000000
0.219227428467
Long
ABS-MBS
USGSE
US
N
2
2031-01-25
Fixed
2.07400000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132D9L93
3843068.04000000
PA
USD
3820717.97000000
0.316318320963
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3137HKMB7
2216996.44000000
PA
USD
2230314.81000000
0.184648393694
Long
ABS-MBS
USGSE
US
N
2
2055-03-25
Floating
4.71721000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
31288QTW0
5725228.46000000
PA
USD
5736678.67000000
0.474941249013
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Floating
3.95500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3133BVLC7
4848497.43000000
PA
USD
4889455.41000000
0.404799395783
Long
ABS-MBS
USGSE
US
N
2
2053-02-01
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3132H7GE8
6145215.96000000
PA
USD
6149819.47000000
0.509145292652
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36202EA25
480694.69000000
PA
USD
508313.64000000
0.042083429970
Long
ABS-MBS
USGA
US
N
2
2034-10-20
Fixed
6.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140N4P35
2564125.16000000
PA
USD
2608081.14000000
0.215923774960
Long
ABS-MBS
USGSE
US
N
2
2037-12-01
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36202DYK1
272910.60000000
PA
USD
279712.36000000
0.023157465367
Long
ABS-MBS
USGA
US
N
2
2033-07-20
Fixed
5.00000000
N
N
N
N
N
N
Small Business Administration
N/A
SMALL BUSINESS ADMINISTRATION
8316A0GG9
1815603.49000000
PA
USD
1817766.35000000
0.150493390051
Long
ABS-MBS
CORP
US
N
2
2032-09-25
Variable
4.25000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION G1
36211EEE4
21216.20000000
PA
USD
21940.90000000
0.001816493314
Long
ABS-MBS
USGA
US
N
2
2029-10-15
Fixed
7.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31414U4E5
114079.79000000
PA
USD
121411.21000000
0.010051668402
Long
ABS-MBS
USGSE
US
N
2
2038-05-01
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3133CV3P7
665730.63200000
PA
USD
683210.42000000
0.056563183835
Long
ABS-MBS
USGSE
US
N
2
2054-10-01
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132DWET6
1494598.62000000
PA
USD
1510869.07000000
0.125085277471
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
5.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140MHVV8
1782340.32000000
PA
USD
1639102.27000000
0.135701740354
Long
ABS-MBS
USGSE
US
N
2
2042-03-01
Fixed
2.50000000
N
N
N
N
N
N
Small Business Administration
N/A
SMALL BUSINESS ADMINISTRATION POOLS
8316A0CP3
1880557.90000000
PA
USD
1939144.40000000
0.160542313127
Long
ABS-MBS
CORP
US
N
2
2032-02-25
Variable
6.37500000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36208YMB2
2258.81000000
PA
USD
2259.49000000
0.000187063815
Long
ABS-MBS
USGA
US
N
2
2028-09-15
Fixed
7.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
3620A9YX3
903290.87000000
PA
USD
916158.90000000
0.075849054355
Long
ABS-MBS
USGA
US
N
2
2039-12-15
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36208V5B7
4635.25000000
PA
USD
4720.90000000
0.000390844645
Long
ABS-MBS
USGA
US
N
2
2028-07-15
Fixed
6.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132WW4Q2
996528.86000000
PA
USD
1057715.54000000
0.087568568603
Long
ABS-MBS
USGSE
US
N
2
2040-07-01
Fixed
5.10000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36202DUJ8
71581.89000000
PA
USD
74539.40000000
0.006171138000
Long
ABS-MBS
USGA
US
N
2
2032-09-20
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36179XX43
2030569.80000000
PA
USD
2018359.42000000
0.167100547030
Long
ABS-MBS
USGA
US
N
2
2053-04-20
Fixed
4.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CBP5
15000000.00000000
PA
USD
14350195.31000000
1.188056726928
Long
DBT
UST
US
N
2
2028-02-29
Fixed
1.12500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132DPQQ4
3518164.53000000
PA
USD
3425909.76000000
0.283632037633
Long
ABS-MBS
USGSE
US
N
2
2052-12-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36296DYV4
55540.80000000
PA
USD
58224.53000000
0.004820425300
Long
ABS-MBS
USGA
US
N
2
2038-05-15
Fixed
6.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CPJ4
7000000.00000000
PA
USD
7025156.25000000
0.581614672151
Long
DBT
UST
US
N
2
2035-11-15
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36202DXS5
206594.90000000
PA
USD
211743.87000000
0.017530334863
Long
ABS-MBS
USGA
US
N
2
2033-05-20
Fixed
5.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE REMICS
3136A65K6
126879.77000000
PA
USD
124957.35000000
0.010345254335
Long
ABS-MBS
USGSE
US
N
2
2027-07-25
Fixed
1.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418DKV3
3852763.32000000
PA
USD
3777316.47000000
0.312725098507
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3137HJZS9
3000000.00000000
PA
USD
3133915.04000000
0.259457712209
Long
ABS-MBS
USGSE
US
N
2
2032-01-25
Variable
4.80000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CDJ7
6000000.00000000
PA
USD
5311875.00000000
0.439771633070
Long
DBT
UST
US
N
2
2031-11-15
Fixed
1.37500000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
3622ACSK7
2873654.03000000
PA
USD
2945504.96000000
0.243859188417
Long
ABS-MBS
USGA
US
N
2
2053-09-20
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
3622ACJK7
1319710.45000000
PA
USD
1353112.17000000
0.112024539118
Long
ABS-MBS
USGA
US
N
2
2053-04-20
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3133KYXY0
2035804.66000000
PA
USD
2055005.43000000
0.170134480558
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
4.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140W0GU3
3667653.59000000
PA
USD
3707840.33000000
0.306973149233
Long
ABS-MBS
USGSE
US
N
2
2054-12-01
Fixed
5.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418FRF6
2881623.74000000
PA
USD
2894470.54000000
0.239634034356
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
4.50000000
N
N
N
N
N
N
Small Business Administration
N/A
SMALL BUSINESS ADMINISTRATION POOLS
8316A0CK4
1177422.73000000
PA
USD
1223396.80000000
0.101285366961
Long
ABS-MBS
CORP
US
N
2
2032-06-25
Variable
6.87500000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
38384JC51
1140101.72000000
PA
USD
1147078.30000000
0.094966936769
Long
ABS-MBS
USGA
US
N
2
2054-02-20
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36290RXP3
156933.36000000
PA
USD
162970.87000000
0.013492404403
Long
ABS-MBS
USGA
US
N
2
2034-07-15
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36179X5B8
6846129.86000000
PA
USD
6043005.80000000
0.500302158713
Long
ABS-MBS
USGA
US
N
2
2053-06-20
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
31425UWD3
910288.46000000
PA
USD
927690.10000000
0.076803725663
Long
ABS-MBS
USGSE
US
N
2
2054-12-01
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36210AMQ7
3781.44000000
PA
USD
3878.56000000
0.000321107078
Long
ABS-MBS
USGA
US
N
2
2028-08-15
Fixed
7.00000000
N
N
N
N
N
N
CONSUMERS SECURITIZATION FUNDING LLC
N/A
CONSUMERS 2014 SECURITIZATION FUNDING LLC
210717AC8
2440724.41000000
PA
USD
2434399.69000000
0.201544638610
Long
ABS-MBS
CORP
US
N
2
2029-05-01
Fixed
3.52800000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140XJSB0
3863017.24000000
PA
USD
3649118.65000000
0.302111564744
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3128MJRM4
1186963.26000000
PA
USD
1149457.12000000
0.095163879949
Long
ABS-MBS
USGSE
US
N
2
2042-05-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36225BVH8
179720.48000000
PA
USD
188902.84000000
0.015639319531
Long
ABS-MBS
USGA
US
N
2
2032-09-15
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36200MYJ6
459423.22000000
PA
USD
476973.21000000
0.039488746909
Long
ABS-MBS
USGA
US
N
2
2033-10-15
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3133KYYE3
2000272.71000000
PA
USD
2044986.22000000
0.169304987330
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36202DTF8
62585.89000000
PA
USD
66117.04000000
0.005473848434
Long
ABS-MBS
USGA
US
N
2
2032-06-20
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36225BSQ2
52478.19000000
PA
USD
55439.05000000
0.004589814623
Long
ABS-MBS
USGA
US
N
2
2032-04-20
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179YAL8
2950538.40000000
PA
USD
2604408.77000000
0.215619738409
Long
ABS-MBS
USGA
US
N
2
2053-07-20
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132DPW20
1580812.85000000
PA
USD
1570033.04000000
0.129983479275
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
4.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140MWG91
5211111.55300000
PA
USD
5195418.24000000
0.430130144983
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
38384YNM9
2124830.09000000
PA
USD
2120637.90000000
0.175568211306
Long
ABS-MBS
USGA
US
N
2
2062-09-20
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
31427MSS1
2283341.52000000
PA
USD
2347886.12000000
0.194382155689
Long
ABS-MBS
USGSE
US
N
2
2055-03-01
Fixed
6.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY BOND
912810TA6
7000000.00000000
PA
USD
4887968.75000000
0.404676314782
Long
DBT
UST
US
N
2
2041-08-15
Fixed
1.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3133BBGJ2
5174673.78000000
PA
USD
4888549.06000000
0.404724358811
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36290SH87
75188.69000000
PA
USD
78038.05000000
0.006460792223
Long
ABS-MBS
USGA
US
N
2
2033-09-15
Fixed
6.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140HHTS4
568855.49000000
PA
USD
558466.65000000
0.046235611848
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
4.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CCS8
16000000.00000000
PA
USD
14162500.00000000
1.172517379146
Long
DBT
UST
US
N
2
2031-08-15
Fixed
1.25000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36202EEH8
348638.13000000
PA
USD
364754.42000000
0.030198121558
Long
ABS-MBS
USGA
US
N
2
2035-07-20
Fixed
5.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140W2DU2
3653395.83000000
PA
USD
3746236.84000000
0.310152007152
Long
ABS-MBS
USGSE
US
N
2
2055-06-01
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132DQW85
3252301.31000000
PA
USD
3320521.41000000
0.274906906340
Long
ABS-MBS
USGSE
US
N
2
2053-05-01
Fixed
5.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418EHF0
2334149.10000000
PA
USD
2318460.28000000
0.191945982076
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
4.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140JBEN2
2298756.49000000
PA
USD
2063863.58000000
0.170867849301
Long
ABS-MBS
USGSE
US
N
2
2032-10-01
Fixed
1.20500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3136BK6X5
5000000.00000000
PA
USD
4642202.00000000
0.384329216064
Long
ABS-MBS
USGSE
US
N
2
2031-11-25
Fixed
2.39900000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
38384KED9
455168.36000000
PA
USD
461698.43000000
0.038224143555
Long
ABS-MBS
USGA
US
N
2
2053-06-20
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36297F2P6
569929.52000000
PA
USD
578061.36000000
0.047857863428
Long
ABS-MBS
USGA
US
N
2
2039-11-15
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3128MMYH0
1198590.56000000
PA
USD
1202135.54000000
0.099525141234
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
4.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140NDSP3
1970318.82000000
PA
USD
1983617.43000000
0.164224247855
Long
ABS-MBS
USGSE
US
N
2
2053-04-01
Fixed
5.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418FSJ7
2921169.47000000
PA
USD
2953415.18000000
0.244514077767
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3133GGY31
2587726.46000000
PA
USD
2358094.99000000
0.195227350923
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Fixed
1.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE ACES
3136AX7E9
3129327.88000000
PA
USD
3101527.28000000
0.256776320402
Long
ABS-MBS
USGSE
US
N
2
2027-06-25
Variable
3.06300000
N
N
N
N
N
N
CENTERPOINT ENERGY RESTORATION BOND COMPANY LLC
N/A
CENTERPOINT ENERGY RESTORATION BOND CO II LLC
15201GAA7
4000000.00000000
PA
USD
4033982.36000000
0.333974540107
Long
DBT
CORP
US
N
2
2034-12-15
Fixed
4.25500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CEP2
13000000.00000000
PA
USD
12434296.88000000
1.029438954229
Long
DBT
UST
US
N
2
2032-05-15
Fixed
2.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
31427QXP2
2987879.83000000
PA
USD
3010454.36000000
0.249236367606
Long
ABS-MBS
USGSE
US
N
2
2055-12-01
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36202EE88
396441.12000000
PA
USD
407582.51000000
0.033743871238
Long
ABS-MBS
USGA
US
N
2
2035-09-20
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3133BURH2
3183349.71000000
PA
USD
3212124.87000000
0.265932726147
Long
ABS-MBS
USGSE
US
N
2
2053-02-01
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36202DJQ5
61226.41000000
PA
USD
63920.57000000
0.005292002062
Long
ABS-MBS
USGA
US
N
2
2030-09-20
Fixed
7.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
3620ARYR6
455164.57000000
PA
USD
461721.99000000
0.038226094094
Long
ABS-MBS
USGA
US
N
2
2041-01-15
Fixed
4.50000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
254900C5LP6DN9OP9V83
FEDERAL FARM CREDIT BANK
3133ETP92
3000000.00000000
PA
USD
2994630.00000000
0.247926264368
Long
DBT
USGSE
US
N
2
2029-02-05
Fixed
3.98000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140QSN72
1434175.96000000
PA
USD
1396285.00000000
0.115598829919
Long
ABS-MBS
USGSE
US
N
2
2053-07-01
Fixed
4.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140W22H3
1966482.12000000
PA
USD
1950470.87000000
0.161480034781
Long
ABS-MBS
USGSE
US
N
2
2055-02-01
Fixed
4.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140Q8V51
1321350.68000000
PA
USD
1261450.60000000
0.104435851822
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140W0HF5
1869400.46000000
PA
USD
1820719.27000000
0.150737863133
Long
ABS-MBS
USGSE
US
N
2
2054-12-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3133B3ES2
3045502.03000000
PA
USD
2769320.39000000
0.229272818054
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
3620A0AV2
734523.89000000
PA
USD
775488.81000000
0.064202937832
Long
ABS-MBS
USGA
US
N
2
2039-06-15
Fixed
5.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418EHJ2
1584955.41000000
PA
USD
1544214.67000000
0.127845969123
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36202ECP2
885346.50000000
PA
USD
925907.27000000
0.076656124663
Long
ABS-MBS
USGA
US
N
2
2035-02-20
Fixed
5.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418EHK9
2303345.44000000
PA
USD
2287120.58000000
0.189351359453
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
4.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140LBD91
2959410.50000000
PA
USD
2652153.82000000
0.219572564598
Long
ABS-MBS
USGSE
US
N
2
2031-02-01
Fixed
1.74000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138LFPR3
1711114.97000000
PA
USD
1691059.20000000
0.140003269279
Long
ABS-MBS
USGSE
US
N
2
2026-11-01
Fixed
2.25000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140XNYN8
1964133.22000000
PA
USD
2003137.25000000
0.165840299272
Long
ABS-MBS
USGSE
US
N
2
2053-08-01
Fixed
5.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140X8F28
4483481.98000000
PA
USD
3891049.96000000
0.322141126300
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138E42Q3
830455.40000000
PA
USD
807694.95000000
0.066869293269
Long
ABS-MBS
USGSE
US
N
2
2042-01-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
31427PTH7
4784852.34000000
PA
USD
4823844.30000000
0.399367433436
Long
ABS-MBS
USGSE
US
N
2
2055-07-01
Fixed
5.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CCE9
5000000.00000000
PA
USD
4770703.13000000
0.394967860947
Long
DBT
UST
US
N
2
2028-05-31
Fixed
1.25000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CFH9
13000000.00000000
PA
USD
12940585.94000000
1.071354768649
Long
DBT
UST
US
N
2
2027-08-31
Fixed
3.12500000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
254900C5LP6DN9OP9V83
FEDERAL FARM CREDIT BANK
3133ERMZ1
4000000.00000000
PA
USD
4004360.00000000
0.331522096547
Long
DBT
USGSE
US
N
2
2039-08-05
Fixed
5.60000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3137H7QH9
3423000.00000000
PA
USD
3170230.78000000
0.262464302591
Long
ABS-MBS
USGSE
US
N
2
2032-05-25
Variable
2.58000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132DWE66
3117445.83000000
PA
USD
3095196.33000000
0.256252179261
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3133C9JX2
1517552.01000000
PA
USD
1562015.88000000
0.129319736332
Long
ABS-MBS
USGSE
US
N
2
2053-08-01
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
3622AB3J9
1219101.86000000
PA
USD
1136555.45000000
0.094095747042
Long
ABS-MBS
USGA
US
N
2
2052-04-20
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31381U7H4
501211.07000000
PA
USD
474213.18000000
0.039260243245
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
3.48000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3137HJZZ3
2748514.96000000
PA
USD
2750043.79000000
0.227676902890
Long
ABS-MBS
USGSE
US
N
2
2029-11-25
Floating
4.17924000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY BOND
912810TK4
5000000.00000000
PA
USD
4357031.25000000
0.360719849045
Long
DBT
UST
US
N
2
2042-08-15
Fixed
3.37500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418FNS2
1709299.44000000
PA
USD
1735632.36000000
0.143693493797
Long
ABS-MBS
USGSE
US
N
2
2040-08-01
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
38383RE52
5396194.00000000
PA
USD
5383811.85000000
0.445727305220
Long
ABS-MBS
USGA
US
N
2
2049-11-20
Fixed
4.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CEN7
10000000.00000000
PA
USD
9916015.60000000
0.820949735067
Long
DBT
UST
US
N
2
2027-04-30
Fixed
2.75000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418DZ88
3126914.81000000
PA
USD
2882477.22000000
0.238641104003
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3137H6ZM0
2000000.00000000
PA
USD
1827936.29000000
0.151335362259
Long
ABS-MBS
USGSE
US
N
2
2032-02-25
Fixed
2.25000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36225BHZ4
16315.91000000
PA
USD
16661.41000000
0.001379402844
Long
ABS-MBS
USGA
US
N
2
2029-07-15
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36202DL90
24071.65000000
PA
USD
24827.59000000
0.002055483195
Long
ABS-MBS
USGA
US
N
2
2031-03-20
Fixed
6.00000000
N
N
N
N
N
N
WEPCO ENVIRONMENTAL TRUST FINANCE I, LLC
N/A
WEPCO ENVIRONMENTAL TRUST FINANCE I LLC
950739AA0
2985813.65000000
PA
USD
2722876.51000000
0.225427716098
Long
ABS-MBS
CORP
US
N
2
2035-12-15
Fixed
1.57800000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3133BE6T5
1140048.04000000
PA
USD
1132123.57000000
0.093728830444
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3137HKQD9
1492526.55000000
PA
USD
1503344.22000000
0.124462293012
Long
ABS-MBS
USGSE
US
N
2
2055-04-25
Floating
4.86721000
N
N
N
N
N
N
Small Business Administration
N/A
SMALL BUSINESS ADMINISTRATION POOLS
8316A8BB8
1615945.15000000
PA
USD
1711642.11000000
0.141707334217
Long
ABS-MBS
CORP
US
N
2
2032-02-25
Variable
8.35100000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36179WUX4
972389.90000000
PA
USD
932797.68000000
0.077226583655
Long
ABS-MBS
USGA
US
N
2
2037-01-20
Fixed
2.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CCF6
4000000.00000000
PA
USD
3970937.52000000
0.328755039979
Long
DBT
UST
US
N
2
2026-05-31
Fixed
0.75000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36209YWV6
79561.36000000
PA
USD
82712.18000000
0.006847764767
Long
ABS-MBS
USGA
US
N
2
2031-10-15
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36297FWB4
783900.23000000
PA
USD
795102.38000000
0.065826750838
Long
ABS-MBS
USGA
US
N
2
2039-09-15
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36210BVE2
36105.07000000
PA
USD
36804.99000000
0.003047095527
Long
ABS-MBS
USGA
US
N
2
2029-06-15
Fixed
7.00000000
N
N
N
N
N
N
SWEPCO STORM RECOVERY FUNDING LLC
N/A
SWEPCO STORM RECOVERY FUNDING LLC
870696AA9
2160054.94000000
PA
USD
2204848.54000000
0.182540034000
Long
DBT
CORP
US
N
2
2041-09-01
Fixed
8.48000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132D6HY9
1743228.26000000
PA
USD
1730990.32000000
0.143309177993
Long
ABS-MBS
USGSE
US
N
2
2040-01-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
3618J6EV0
681679.64000000
PA
USD
694253.38000000
0.057477433615
Long
ABS-MBS
USGA
US
N
2
2054-10-20
Fixed
7.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
3620AMFV9
129404.51000000
PA
USD
128345.68000000
0.010625775134
Long
ABS-MBS
USGA
US
N
2
2040-07-15
Fixed
4.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140W4HN0
1916168.82000000
PA
USD
1897824.17000000
0.157121399603
Long
ABS-MBS
USGSE
US
N
2
2056-01-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
3622ACN63
735534.15000000
PA
USD
754200.73000000
0.062440491670
Long
ABS-MBS
USGA
US
N
2
2053-07-20
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36294SVJ3
87659.00000000
PA
USD
92852.83000000
0.007687312047
Long
ABS-MBS
USGA
US
N
2
2037-03-15
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36213TDS9
39448.66000000
PA
USD
41513.48000000
0.003436912746
Long
ABS-MBS
USGA
US
N
2
2032-07-15
Fixed
7.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418EES5
8741689.19000000
PA
USD
8505290.66000000
0.704155418432
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36209Y6A1
30908.25000000
PA
USD
31479.12000000
0.002606165244
Long
ABS-MBS
USGA
US
N
2
2031-03-15
Fixed
6.50000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
254900C5LP6DN9OP9V83
FEDERAL FARM CREDIT BANK
3133ETBK2
1500000.00000000
PA
USD
1501155.00000000
0.124281046869
Long
DBT
USGSE
US
N
2
2029-04-02
Fixed
4.58000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140QNBY7
5810840.48000000
PA
USD
5322455.09000000
0.440647561712
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
3620C02F4
425886.42000000
PA
USD
432022.03000000
0.035767226008
Long
ABS-MBS
USGA
US
N
2
2040-07-15
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36295NC88
137213.93000000
PA
USD
144383.85000000
0.011953579762
Long
ABS-MBS
USGA
US
N
2
2038-03-15
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3128MJ4X5
657945.31000000
PA
USD
660413.92000000
0.054675855154
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132DUQT7
3657950.95000000
PA
USD
3742818.18000000
0.309868975324
Long
ABS-MBS
USGSE
US
N
2
2054-11-01
Fixed
5.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418ERQ5
1533543.72000000
PA
USD
1526187.26000000
0.126353474752
Long
ABS-MBS
USGSE
US
N
2
2038-04-01
Fixed
4.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3136BWGJ9
1287548.50000000
PA
USD
1293452.57000000
0.107085303966
Long
ABS-MBS
USGSE
US
N
2
2050-10-25
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
38384GUU2
3028498.60000000
PA
USD
2932047.56000000
0.242745046466
Long
ABS-MBS
USGA
US
N
2
2048-09-20
Fixed
3.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CHB0
5200000.00000000
PA
USD
5199187.50000000
0.430442203085
Long
DBT
UST
US
N
2
2026-05-15
Fixed
3.62500000
N
N
N
N
N
N
PSNH FUNDING LLC
N/A
PSNH FUNDING LLC 3
69363PAC4
4450000.00000000
PA
USD
4432132.31000000
0.366937487036
Long
ABS-MBS
CORP
US
N
2
2035-02-01
Fixed
3.81400000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36208PQN1
11849.26000000
PA
USD
11913.38000000
0.000986312098
Long
ABS-MBS
USGA
US
N
2
2028-05-15
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36200N5B3
23594.34000000
PA
USD
24949.98000000
0.002065615898
Long
ABS-MBS
USGA
US
N
2
2034-11-20
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132DPSX7
2026858.22000000
PA
USD
2041118.46000000
0.168984774386
Long
ABS-MBS
USGSE
US
N
2
2053-02-01
Fixed
5.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418DLV2
436391.87000000
PA
USD
415078.18000000
0.034364439876
Long
ABS-MBS
USGSE
US
N
2
2050-02-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3128MJ3S7
1324904.51000000
PA
USD
1263235.44000000
0.104583619230
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140W2YU9
3911994.72000000
PA
USD
3964668.56000000
0.328236031008
Long
ABS-MBS
USGSE
US
N
2
2055-08-01
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36296DYX0
183720.88000000
PA
USD
193878.74000000
0.016051275699
Long
ABS-MBS
USGA
US
N
2
2038-05-15
Fixed
6.00000000
N
N
N
N
N
N
2026-03-30
Victory Portfolios III
Carol Trevino
Carol Trevino
Treasurer