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2044-08-15 3.125000 0.00 2719800.00 2166919.07 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810RQ3 2046-02-15 2.500000 0.00 268600.00 187890.05 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810RU4 2046-11-15 2.875000 0.00 300.00 221.01 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810RV2 2047-02-15 3.000000 0.00 86700.00 65803.12 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SN9 2050-05-15 1.250000 0.00 200.00 95.87 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810ST6 2040-11-15 1.375000 0.00 100.00 63.58 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TD0 2052-02-15 2.250000 0.00 100.00 61.62 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TD0 2052-02-15 2.250000 0.00 100.00 61.62 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TH1 2042-05-15 3.250000 0.00 55719700.00 46142235.79 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TT5 2053-08-15 4.125000 0.00 36900.00 33385.47 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TT5 2053-08-15 4.125000 0.00 100.00 90.48 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TV0 2053-11-15 4.750000 0.00 5923000.00 5879551.83 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TX6 2054-02-15 4.250000 0.00 100.00 92.45 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 9128283R9 2028-01-15 0.500000 0.00 347900.00 444599.62 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 9128284V9 2028-08-15 2.875000 0.00 457700.00 451019.72 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912828N71 2026-01-15 0.625000 0.00 37046700.00 49849377.52 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912828Z37 2030-01-15 0.125000 0.00 2400.00 2821.42 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912828ZN3 2027-04-30 0.500000 0.00 1000.00 943.34 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CCF6 2026-05-31 0.750000 0.00 100.00 97.11 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125000 0.00 100.00 110.08 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CDW8 2029-01-31 1.750000 0.00 200.00 188.14 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CEM9 2029-04-30 2.875000 0.00 100.00 97.35 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CEN7 2027-04-30 2.750000 0.00 1297100.00 1279483.34 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CET4 2027-05-31 2.625000 0.00 2699400.00 2648385.76 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.500000 0.00 100.00 97.53 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJG7 2030-10-31 4.875000 0.00 38824000.00 41013783.94 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJH5 2028-10-15 2.375000 0.00 420900.00 458938.96 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJP7 2026-12-15 4.375000 0.00 442000.00 445969.62 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFWPRGM1V77 912797QB6 2025-07-22 0.00 0.00 300.00 299.28 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875000 0.00 26195100.00 25907791.28 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLU3 2031-10-31 4.125000 0.00 100.00 101.58 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625000 0.00 100.00 103.46 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMG3 2030-01-31 4.250000 0.00 200.00 207.26 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMH1 2027-01-31 4.125000 0.00 770000.00 786549.26 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMP3 2027-02-28 4.125000 0.00 200.00 203.73 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMY4 2027-04-30 3.750000 0.00 300.00 301.74 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNE7 2027-05-31 3.875000 0.00 100.00 100.52 U.S. Treasuries (including strips) Y 2025-07-02 2025-07-02 2025-07-02 N N N 0.0432 200000000.00 200000000.00 0.0082 N N Y N Canadian Imperial Bank Canadian Imperial Bank 4.400000% 136998002 549300H8L46OOZOFHU82 0000800030 136998002_4.40_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.500000 0.00 5100.00 5253.37 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.500000 0.00 27000.00 27811.99 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 9128283R9 2028-01-15 0.500000 0.00 24600.00 31437.63 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CBT7 2026-03-31 0.750000 0.00 100.00 97.72 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CCF6 2026-05-31 0.750000 0.00 100.00 97.11 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125000 0.00 16539700.00 18207026.05 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CCV1 2028-08-31 1.125000 0.00 1400.00 1296.75 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CEM9 2029-04-30 2.875000 0.00 100.00 97.35 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CEN7 2027-04-30 2.750000 0.00 100.00 98.64 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CFH9 2027-08-31 3.125000 0.00 578300.00 576880.88 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CFJ5 2029-08-31 3.125000 0.00 59978900.00 59093554.70 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.500000 0.00 200.00 195.06 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375000 0.00 7400.00 7072.74 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJH5 2028-10-15 2.375000 0.00 23082400.00 25168478.57 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 105100.00 108349.06 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJT9 2027-01-15 4.000000 0.00 15603500.00 15922896.48 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLG4 2027-08-15 3.750000 0.00 100.00 101.41 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.250000 0.00 8220000.00 8279488.84 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CML2 2035-01-15 2.125000 0.00 24492300.00 25523058.90 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMP3 2027-02-28 4.125000 0.00 64300.00 65498.31 U.S. Treasuries (including strips) Y 2025-07-01 2025-07-01 2025-07-01 N N N 0.0440 150000000.00 150000000.00 0.0062 N Y Y N Canadian Imperial Bank Canadian Imperial Bank 4.410000% 136998002 549300H8L46OOZOFHU82 0000800030 136998002_4.41_0701 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DPH92 2052-12-01 6.000000 0.00 1000.00 756.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DVBX2 2054-11-01 5.000000 0.00 4703.00 4530.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWDD2 2052-03-01 2.500000 0.00 1000.00 668.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133AEFH2 2051-01-01 2.000000 0.00 1729.00 996.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CRT60 2054-08-01 6.000000 0.00 5221251.00 5274568.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CRXN8 2054-08-01 6.000000 0.00 1302974.00 1256603.53 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140LJMV5 2030-12-01 4.590000 0.00 1006.00 994.52 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418CS47 2048-01-01 3.500000 0.00 1020.00 143.22 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3617FSN97 2072-10-20 7.284000 0.00 153236.00 141061.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617XPMV5 2046-10-20 3.500000 0.00 8000.00 3793.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617XPMY9 2042-07-20 4.000000 0.00 4000.00 1602.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617XSMF4 2041-06-20 5.000000 0.00 4000.00 2280.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617XSMR8 2046-06-20 4.000000 0.00 6000.00 3516.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617XSMW7 2046-02-20 4.500000 0.00 5000.00 3127.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617XSNP1 2046-07-20 4.000000 0.00 1391148.00 895697.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617XSNR7 2041-12-20 4.500000 0.00 6000.00 2953.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617XSNX4 2046-05-20 4.500000 0.00 8000.00 5294.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617XXHF9 2051-12-20 4.000000 0.00 4000.00 2391.53 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KSC83 2053-10-01 6.000000 0.00 4989.00 4345.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133WDM90 2054-05-01 6.000000 0.00 1365.00 1359.21 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3617MLHU4 2050-04-20 4.000000 0.00 4000.00 2358.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617MSCN0 2050-04-20 4.000000 0.00 3024.00 663.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617MT2Z2 2050-04-20 4.000000 0.00 7168.00 1618.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617Q7AC8 2050-11-20 2.500000 0.00 1022.00 422.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617QACD7 2050-09-20 3.000000 0.00 1007.00 82.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617UNSR6 2051-02-20 3.500000 0.00 1021475.00 529996.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617VDUG8 2051-09-20 4.000000 0.00 1000.00 808.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617VSA69 2051-07-20 3.500000 0.00 5000.00 3641.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617VSDM1 2051-08-20 3.500000 0.00 6000.00 5035.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617VSDQ2 2051-08-20 3.500000 0.00 3000.00 2246.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617VSFD9 2051-08-20 3.500000 0.00 4000.00 2557.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617W2RL4 2049-01-20 4.500000 0.00 7001.00 2068.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617X0CA7 2044-11-20 4.000000 0.00 1000.00 447.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617X4J38 2051-12-20 4.000000 0.00 4000.00 2289.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617X83Q5 2043-10-20 3.500000 0.00 5000.00 3546.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617X8T61 2045-10-20 4.500000 0.00 7000.00 1505.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617X8U44 2049-11-20 5.000000 0.00 5040.00 3457.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617XBVR5 2051-12-20 4.000000 0.00 5000.00 3806.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617XKWR4 2049-06-20 5.000000 0.00 849552.00 355872.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617XKXS1 2050-02-20 5.000000 0.00 5000.00 2753.62 Agency Collateralized Mortgage Obligation U.S. Treasury Bond N/A 912810SZ2 2051-08-15 2.000000 0.00 24171000.00 14044790.72 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 9128282L3 2027-07-15 0.375000 0.00 27500.00 35610.95 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 9128283R9 2028-01-15 0.500000 0.00 100.00 127.80 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CFW6 2025-11-15 4.500000 0.00 1000.00 1006.15 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.500000 0.00 200.00 195.06 U.S. Treasuries (including strips) Federal National Mortgage Association N/A 3138L95U2 2030-06-01 2.970000 0.00 3988801.00 3760811.11 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140AM6P1 2055-03-01 6.500000 0.00 922337.00 946203.74 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140AMVD0 2054-09-01 5.500000 0.00 824993.00 828971.15 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140ANGR4 2054-09-01 5.500000 0.00 1000.00 997.69 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140ANW70 2054-09-01 5.500000 0.00 1000.00 1004.63 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140APP32 2054-09-01 6.500000 0.00 1034494.00 1030295.99 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140B3GF3 2055-01-01 6.500000 0.00 1531064.00 1585676.46 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140B53Q8 2055-04-01 5.500000 0.00 5291136.00 5311116.52 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140B5J65 2055-03-01 6.500000 0.00 872325.00 827740.29 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140BFYX7 2055-07-01 7.000000 0.00 6419896.00 6812305.01 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140BFYZ2 2055-06-01 7.000000 0.00 2607805.00 2766051.53 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140MY3G5 2052-11-01 6.000000 0.00 1000.00 851.42 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140NK4M0 2053-06-01 5.000000 0.00 1000.00 748.38 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140NYBA8 2032-04-01 4.650000 0.00 1274034.00 1292935.36 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QMZV9 2052-01-01 2.500000 0.00 52989.00 36878.04 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QT4N6 2054-02-01 7.000000 0.00 1000.00 872.15 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QTHH5 2053-11-01 5.500000 0.00 1016.00 884.14 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140W2F71 2055-06-01 6.000000 0.00 1028.00 1066.07 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140W2F97 2055-04-01 6.000000 0.00 1024.00 1057.82 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140W2GA3 2054-10-01 6.000000 0.00 10831744.00 11176153.74 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140W2GC9 2055-04-01 6.500000 0.00 1040.00 1090.28 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140X6S77 2050-03-01 3.000000 0.00 38189266.00 12193105.76 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XGWN5 2051-11-01 2.500000 0.00 18900.00 12592.75 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XNWV2 2054-01-01 7.000000 0.00 374681.00 324983.65 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XQER4 2054-06-01 6.000000 0.00 1000.00 918.81 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XQF93 2053-07-01 5.500000 0.00 9064839.00 8332181.48 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140YWNW9 2054-01-01 7.000000 0.00 1820652.00 755922.67 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418FE37 2054-12-01 5.500000 0.00 5573948.00 5328187.53 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418FEP8 2044-10-01 6.000000 0.00 6477310.00 5227094.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31425URV9 2054-12-01 6.000000 0.00 1000.00 984.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31425UTW5 2054-12-01 4.500000 0.00 1000.00 954.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31425W2R1 2055-01-01 5.500000 0.00 8379636.00 8348363.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426FKG1 2055-03-01 6.500000 0.00 1090187.00 1152400.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426FQ75 2055-02-01 5.500000 0.00 1000.00 1011.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426FT49 2055-03-01 6.500000 0.00 750457.00 790883.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426FTR8 2055-03-01 7.000000 0.00 1145191.00 1226867.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426JJ42 2055-04-01 6.000000 0.00 2250352.00 2286414.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426LVM3 2055-05-01 5.500000 0.00 1989233.00 2000121.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427MTX9 2055-01-01 6.000000 0.00 17071692.00 17224697.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GRP38 2054-04-01 6.000000 0.00 1000.00 940.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GTVH6 2055-01-01 6.500000 0.00 4203176.00 4038900.97 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179VVX5 2050-10-20 2.000000 0.00 1150.00 544.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179XFH4 2052-09-20 4.500000 0.00 12660424.00 9865969.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618AGUZ0 2053-06-20 6.500000 0.00 1000.00 999.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618BPZ76 2053-06-20 6.000000 0.00 1000.00 1051.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618BTA26 2053-06-20 6.500000 0.00 1000.00 947.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618F22E4 2053-06-20 7.000000 0.00 3024.00 2419.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618F26D2 2053-09-20 7.000000 0.00 1000.00 903.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618F6MW3 2053-07-20 6.500000 0.00 1000.00 918.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618H2P72 2054-02-20 7.375000 0.00 1000.00 1078.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618K4GY5 2055-01-20 7.500000 0.00 4290624.00 4635761.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618KEZQ9 2055-01-20 6.000000 0.00 2059.00 2128.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618KMRA5 2075-04-20 6.793000 0.00 1436585.00 1521241.38 Agency Collateralized Mortgage Obligation U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875000 0.00 71200.00 73448.01 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CML2 2035-01-15 2.125000 0.00 8316500.00 8666500.06 U.S. Treasuries (including strips) Y 2025-07-01 2025-07-01 2025-07-01 N N N 0.0441 150000000.00 150000000.00 0.0062 N Y Y N Credit Agricole Corporate & Investment Bank Credit Agricole Corporate & Investment Bank 4.380000% 22599G006 N/A 0001330437 22599G006_4.38_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury Note 254900HROIFWPRGM1V77 91282CFM8 2027-09-30 4.125000 0.00 75085600.00 76500073.65 U.S. Treasuries (including strips) Y 2025-07-01 2025-07-01 2025-07-01 N N N 0.0438 75000000.00 75000000.00 0.0031 N Y Y N Federal Home Loan Bank Federal Home Loan Bank 4.550000% 3130AWP61 2549001DPIFGXC1TOL40 US3130AWP611 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-07-01 2025-07-25 2025-07-25 N N N 0.0441 100009859.00 100009859.00 0.0041 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.545000% 3130AWWV8 2549001DPIFGXC1TOL40 US3130AWWV87 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-07-01 2025-08-21 2025-08-21 N N N 0.0441 100021033.00 100021033.00 0.0041 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.550000% 3130AX4G0 2549001DPIFGXC1TOL40 US3130AX4G08 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-07-01 2025-09-02 2025-09-02 N N N 0.0444 100022329.00 100022329.00 0.0041 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.530000% 3130B3QB2 2549001DPIFGXC1TOL40 US3130B3QB27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-07-01 2026-11-19 2026-11-19 N N N 0.0448 100101253.00 100101253.00 0.0041 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.400000% 3130B4R60 2549001DPIFGXC1TOL40 US3130B4R605 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-07-01 2025-08-28 2025-08-28 N N N 0.0444 49997751.00 49997751.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.395000% 3130B4R78 2549001DPIFGXC1TOL40 US3130B4R787 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-07-01 2025-07-23 2025-07-23 N N N 0.0442 148998347.59 148998347.59 0.0061 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.395000% 3130B4SU6 2549001DPIFGXC1TOL40 US3130B4SU62 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-07-01 2025-08-07 2025-08-07 N N N 0.0442 348994360.16 348994360.16 0.0144 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.400000% 3130B4T27 2549001DPIFGXC1TOL40 US3130B4T270 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-07-01 2025-09-02 2025-09-02 N N N 0.0444 99495178.23 99495178.23 0.0041 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.400000% 3130B4UJ8 2549001DPIFGXC1TOL40 US3130B4UJ89 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-07-01 2025-09-05 2025-09-05 N N N 0.0442 349247101.23 349247101.23 0.0144 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.400000% 3130B4WB3 2549001DPIFGXC1TOL40 US3130B4WB36 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-07-01 2025-09-10 2025-09-10 N N N 0.0442 498996492.03 498996492.03 0.0206 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.385000% 3130B5M70 2549001DPIFGXC1TOL40 US3130B5M702 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-07-01 2025-10-22 2025-10-22 N N N 0.0441 499998.72 499998.72 0.0000 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.390000% 3130B5VL9 2549001DPIFGXC1TOL40 US3130B5VL91 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-07-01 2025-08-11 2025-08-11 N N N 0.0441 597993386.12 597993386.12 0.0246 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.405000% 3130B64B9 2549001DPIFGXC1TOL40 US3130B64B97 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-07-01 2025-09-29 2025-09-29 N N N 0.0441 98504494.56 98504494.56 0.0041 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.405000% 3130B64D5 2549001DPIFGXC1TOL40 US3130B64D53 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-07-01 2025-10-07 2025-10-07 N N N 0.0441 298514056.37 298514056.37 0.0123 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.410000% 3130B64V5 2549001DPIFGXC1TOL40 US3130B64V51 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-07-01 2025-11-06 2025-11-06 N N N 0.0441 150010656.00 150010656.00 0.0062 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.405000% 3130B66E1 2549001DPIFGXC1TOL40 US3130B66E19 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-07-01 2025-11-06 2025-11-06 N N N 0.0441 249513280.89 249513280.89 0.0103 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.400000% 3130B66Y7 2549001DPIFGXC1TOL40 US3130B66Y72 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-07-01 2025-10-06 2025-10-06 N N N 0.0442 215000868.60 215000868.60 0.0089 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.400000% 3130B67F7 2549001DPIFGXC1TOL40 US3130B67F74 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-07-01 2025-10-02 2025-10-02 N N N 0.0442 350002509.50 350002509.50 0.0144 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.405000% 3130B6AQ9 2549001DPIFGXC1TOL40 US3130B6AQ90 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-07-01 2025-11-05 2025-11-05 N N N 0.0443 199996638.00 199996638.00 0.0082 N N N N Federal Home Loan Bank Federal Home Loan Banks 4.390000% 3130B6QP4 2549001DPIFGXC1TOL40 US3130B6QP44 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-07-01 2025-12-16 2025-12-16 N N N 0.0441 247997991.20 247997991.20 0.0102 N N N N Federal Home Loan Bank Federal Home Loan Banks 4.390000% 3130B6RF5 2549001DPIFGXC1TOL40 US3130B6RF52 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-07-01 2025-12-16 2025-12-16 N N N 0.0441 99999600.00 99999600.00 0.0041 N N N N Federal Home Loan Bank Federal Home Loan Banks 4.390000% 3130B6RK4 2549001DPIFGXC1TOL40 US3130B6RK48 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-07-01 2025-12-18 2025-12-18 N N N 0.0441 398498158.93 398498158.93 0.0164 N N N N Federal Home Loan Bank Federal Home Loan Banks 4.390000% 3130B6RX6 2549001DPIFGXC1TOL40 US3130B6RX68 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-07-01 2025-12-16 2025-12-16 N N N 0.0441 498498006.00 498498006.00 0.0205 N N N N Federal Home Loan Bank Federal Home Loan Banks 4.395000% 3130B6RY4 2549001DPIFGXC1TOL40 US3130B6RY42 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-07-01 2026-01-15 2026-01-15 N N N 0.0442 548502018.48 548502018.48 0.0226 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385JG2 2549001DPIFGXC1TOL40 US313385JG21 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2025-07-18 2025-07-18 2025-07-18 N N N 0.0417 6596218.15 6596218.15 0.0003 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 4.550000% 3133EPQQ1 254900C5LP6DN9OP9V83 US3133EPQQ19 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-07-01 2025-07-21 2025-07-21 N N N 0.0441 30002435.70 30002435.70 0.0012 N N N N Federal Farm Credit Bank Federal Farm Credit Banks 4.875000% 3133EPRS6 254900C5LP6DN9OP9V83 US3133EPRS65 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-07-28 2025-07-28 2025-07-28 N N N 0.0431 4701686.50 4701686.50 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 4.530000% 3133ERYG0 254900C5LP6DN9OP9V83 US3133ERYG01 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-07-01 2026-10-23 2026-10-23 N N N 0.0448 39788200.15 39788200.15 0.0016 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 4.530000% 3133ERZJ3 254900C5LP6DN9OP9V83 US3133ERZJ31 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-07-01 2026-11-04 2026-11-04 N N N 0.0448 30029442.00 30029442.00 0.0012 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 4.490000% 3134HAEY5 S6XOOCT0IEG5ABCC6L87 US3134HAEY57 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-07-01 2026-02-09 2026-02-09 N N N 0.0446 50015557.50 50015557.50 0.0021 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 4.530000% 3134HAMW0 S6XOOCT0IEG5ABCC6L87 US3134HAMW00 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-07-01 2026-09-23 2026-09-23 N N N 0.0447 119873069.47 119873069.47 0.0049 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 4.530000% 3134HATA1 S6XOOCT0IEG5ABCC6L87 US3134HATA17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-07-01 2026-10-16 2026-10-16 N N N 0.0448 94089310.34 94089310.34 0.0039 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 4.530000% 3134HAWA7 S6XOOCT0IEG5ABCC6L87 US3134HAWA79 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-07-01 2026-10-29 2026-10-29 N N N 0.0448 79827431.67 79827431.67 0.0033 N N N N Federal National Mortgage Association Federal National Mortgage Association 0.500000% 3135G06G3 N/A US3135G06G36 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-11-07 2025-11-07 2025-11-07 N N N 0.0426 21026347.49 21026347.49 0.0009 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 4.490000% 3135G07G2 B1V7KEBTPIMZEU4LTD58 US3135G07G27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-07-01 2026-06-18 2026-06-18 N N N 0.0445 200120998.00 200120998.00 0.0082 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 4.510000% 3135G07H0 B1V7KEBTPIMZEU4LTD58 US3135G07H00 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-07-01 2026-07-29 2026-07-29 N N N 0.0447 37025216.61 37025216.61 0.0015 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 4.530000% 3135G07L1 B1V7KEBTPIMZEU4LTD58 US3135G07L12 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-07-01 2026-10-23 2026-10-23 N N N 0.0448 72067526.64 72067526.64 0.0030 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 4.530000% 3135G1AA9 B1V7KEBTPIMZEU4LTD58 US3135G1AA91 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-07-01 2026-11-20 2026-11-20 N N N 0.0448 72072158.40 72072158.40 0.0030 N N N N JP Morgan Securities LLC JP Morgan Securities LLC 4.380000% 46699D001 N/A 0001168163 46699D001_4.38_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N U.S. Treasury Note 254900HROIFWPRGM1V77 7214752 2026-07-31 0.620000 0.00 250030416.67 254999999.64 U.S. Treasuries (including strips) Y 2025-07-01 2025-07-01 2025-07-01 N N N 0.0438 250000000.00 250000000.00 0.0103 N Y Y N HSBC Securities USA, Inc. HSBC Securities USA, Inc. 4.440000% 643996002 549300LBOHZ4QSIWU288 0000083246 643996002_4.44_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N U.S. Treasury Note 254900HROIFWPRGM1V77 7214732 2029-10-31 4.120000 0.00 500061666.67 509999998.66 U.S. Treasuries (including strips) Y 2025-07-01 2025-07-01 2025-07-01 N N N 0.0444 500000000.00 500000000.00 0.0206 N Y Y N Fixed Income Clearing Corp. (FICC)/Mizuho Securities USA LLC Fixed Income Clearing Corp. (FICC)/Mizuho Securities USA LLC 4.370000% 65999Z009 N/A 0000812291 65999Z009_4.3700 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Fixed Income Clearing Corp Y U.S. Treasury Bond N/A 912810TZ1 2044-02-15 4.500000 0.00 24467100.00 23973641.85 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912828Z78 2027-01-31 1.500000 0.00 100.00 97.05 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875000 0.00 1000.00 883.81 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CEM9 2029-04-30 2.875000 0.00 55683000.00 54207268.25 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFWPRGM1V77 912797QZ3 2025-12-18 0.00 0.00 101863300.00 99880938.32 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKZ3 2027-07-15 4.375000 0.00 86500000.00 89274068.41 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMT5 2032-03-31 4.125000 0.00 77650700.00 79006570.37 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4.000000 0.00 92627100.00 93717014.28 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNL1 2027-06-30 3.750000 0.00 69923100.00 69939531.93 U.S. Treasuries (including strips) Y 2025-07-07 2025-07-07 2025-07-07 N N N 0.0437 500000000.00 500000000.00 0.0206 N N Y N Fixed Income Clearing Corp. (FICC)/Mizuho Securities USA LLC Fixed Income Clearing Corp. (FICC)/Mizuho Securities USA LLC 4.370000% 65999Z009 N/A 0000812291 65999Z009_4.3700_ U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Fixed Income Clearing Corp Y U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKN0 2031-04-30 4.625000 0.00 6000.00 6268.45 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375000 0.00 300.00 305.76 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131WXJS2 2032-06-01 6.500000 0.00 5130.00 0.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31283HAW5 2028-04-01 7.500000 0.00 255907.00 39.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31288LT50 2027-02-01 8.000000 0.00 211569.00 234.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128C6R35 2025-11-01 5.000000 0.00 68617.00 5.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128C6R50 2027-11-01 6.000000 0.00 500901.00 288.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128NJDZ9 2038-10-01 6.758000 0.00 53000.00 312.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128QPYJ5 2037-11-01 6.287000 0.00 49570.00 653.24 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31371FCW0 2025-09-01 8.500000 0.00 47676.00 0.59 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31371FDN9 2025-11-01 8.000000 0.00 1590.00 0.03 Agency Mortgage-Backed Securities U.S. Treasury Bond N/A 912810RK6 2045-02-15 2.500000 0.00 24396100.00 17326871.48 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SH2 2049-05-15 2.875000 0.00 900.00 646.47 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SK5 2049-11-15 2.375000 0.00 100.00 64.30 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SR0 2040-05-15 1.125000 0.00 126000000.00 78097603.50 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810ST6 2040-11-15 1.375000 0.00 12000000.00 7629405.00 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810TA6 2041-08-15 1.750000 0.00 200.00 133.46 U.S. 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National Mortgage Association N/A 3618L1EC0 2055-06-20 6.500000 0.00 2935120.00 3063505.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618N5ES4 2055-01-20 4.000000 0.00 8005616.00 7378983.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618NR6E6 2055-05-20 6.000000 0.00 974742.00 1001740.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36202FB62 2039-10-20 6.000000 0.00 1624032.00 37620.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3620C2U77 2040-09-15 4.000000 0.00 125000.00 5706.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36225BX86 2033-05-15 5.000000 0.00 3499700.00 30964.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3622A2Q70 2045-06-15 4.000000 0.00 125000.00 9581.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3622A2ST0 2045-11-15 4.000000 0.00 10878576.00 900893.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3622AAEM2 2034-05-20 3.000000 0.00 11636640.00 1377922.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36241KAP3 2034-10-15 5.000000 0.00 8000000.00 129873.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36290QKD6 2033-09-15 5.000000 0.00 1396988.00 18639.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36290YVN5 2033-11-15 6.000000 0.00 3219464.00 150425.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36295XZW8 2038-02-15 5.500000 0.00 3756612.00 42012.98 Agency Collateralized Mortgage Obligation Y 2025-07-01 2025-07-01 2025-07-01 N N N 0.0440 400000000.00 400000000.00 0.0165 N Y Y N Bank of America NA Bank of America NA 4.390000% 943GEK006 N/A 943GEK006_4.39_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury Floating Rate Note N/A 91282CMX6 2027-04-30 4.399961 0.00 6000.00 6043.38 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNL1 2027-06-30 3.750000 0.00 254944000.00 254993969.02 U.S. Treasuries (including strips) Y 2025-07-01 2025-07-01 2025-07-01 N N N 0.0439 250000000.00 250000000.00 0.0103 N Y Y N Bank of America NA Bank of America NA 4.400000% 943GEK006 B4TYDEB6GKMZO031MB27 0001102113 943GEK006_4.4000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLH2 2026-08-31 3.750000 0.00 101000900.00 102000007.47 U.S. Treasuries (including strips) Y 2025-07-01 2025-07-01 2025-07-01 N N N 0.0440 100000000.00 100000000.00 0.0041 N Y Y N Bank of America NA Bank of America NA 4.400000% 943GEK006 N/A 943GEK006_4.40_0701 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A9UM7 2032-12-01 2.000000 0.00 79600.00 17212.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DNFJ7 2049-06-01 3.500000 0.00 488000.00 332242.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DPA73 2052-08-01 5.500000 0.00 1500000.00 1153790.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DSEJ7 2054-01-01 7.000000 0.00 50000.00 40105.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DUNX1 2054-01-01 4.500000 0.00 1060000.00 975827.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWCH4 2051-10-01 2.000000 0.00 4480000.00 2828636.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133AULZ9 2051-10-01 1.500000 0.00 5360000.00 3376978.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CFHS1 2053-10-01 6.000000 0.00 211000.00 209138.58 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31374CNV4 2037-08-01 5.500000 0.00 28000.00 1007.82 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31416VB78 2035-02-01 5.000000 0.00 8995000.00 259329.23 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418BA97 2044-02-01 4.000000 0.00 29351616.00 4882586.40 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418BLU8 2035-01-01 3.500000 0.00 199910.00 20121.63 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179XHZ2 2052-10-20 5.000000 0.00 45888000.00 35798785.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617BTGM8 2048-01-15 4.000000 0.00 700997.00 322225.42 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133WJG37 2037-05-01 2.500000 0.00 1190000.00 752992.43 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138AW4W0 2026-11-01 3.000000 0.00 4674080.00 43779.86 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138EKCU7 2042-09-01 4.500000 0.00 3310000.00 308248.04 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138ENLQ0 2029-09-01 3.500000 0.00 201000.00 13074.02 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140B9GA1 2055-04-01 6.500000 0.00 4960000.00 5158115.31 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140GW4M2 2047-10-01 4.500000 0.00 227000.00 57968.52 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140LXGJ8 2052-08-01 4.000000 0.00 6374000.00 5378338.59 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QQQL2 2052-10-01 4.000000 0.00 37953.00 30934.09 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QRH55 2053-02-01 6.000000 0.00 1688072.00 1284048.49 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QSAN1 2053-05-01 5.000000 0.00 93004.00 80571.53 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QTNQ8 2053-12-01 5.500000 0.00 37109200.00 35032104.93 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XFBF7 2051-08-01 3.000000 0.00 400000.00 212806.34 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XGXA2 2041-11-01 2.500000 0.00 1000000.00 704125.72 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XGZN2 2052-01-01 2.500000 0.00 146000.00 98457.82 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418D6G2 2036-11-01 2.000000 0.00 3075810.00 1826239.67 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418E4P2 2054-04-01 6.500000 0.00 184000.00 136986.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31425VNS8 2054-12-01 5.000000 0.00 3019252.00 2941030.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426SMJ5 2055-07-01 6.000000 0.00 1319150.00 1346510.93 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3618KV5F8 2055-04-20 5.000000 0.00 1014870.00 991063.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618L3PJ9 2055-06-20 6.000000 0.00 2170052.00 2232133.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618L4HV9 2055-06-20 6.000000 0.00 10040192.00 10327435.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618N5C98 2054-07-20 7.000000 0.00 134032384.00 134260011.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618NRYU9 2055-04-20 5.500000 0.00 1531170.00 1548259.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36202C5T6 2028-10-20 6.500000 0.00 16637924.00 15545.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36202CS95 2026-12-20 8.000000 0.00 14221311.00 1229.79 Agency Collateralized Mortgage Obligation Y 2025-07-01 2025-07-01 2025-07-01 N N N 0.0440 250000000.00 250000000.00 0.0103 N Y Y N Federal Reserve Bank of New York Federal Reserve Bank of New York 4.250000% 98599G006 N/A 98599G006_4.25_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury Note 254900HROIFWPRGM1V77 912828YB0 2029-08-15 1.625000 0.00 232152300.00 214850008.35 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625000 0.00 2385238800.00 2035240310.02 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CFE6 2025-08-15 3.125000 0.00 173700.00 175388.71 U.S. Treasuries (including strips) Y 2025-07-01 2025-07-01 2025-07-01 N N N 0.0425 2250000000.00 2250000000.00 0.0927 N Y Y N Fixed Income Clearing Corp. (FICC)/State Street Bank & Trust Co. Fixed Income Clearing Corp. (FICC)/State Street Bank & Trust Co. 4.400000% 98599G006 N/A 98599G006_4.40_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp N U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNE7 2027-05-31 3.875000 0.00 461803500.00 464100201.20 U.S. Treasuries (including strips) Y 2025-07-01 2025-07-01 2025-07-01 N N N 0.0440 455000000.00 455000000.00 0.0187 N Y Y N BNP Paribas SA BNP Paribas SA 4.390000% 986PPK002 N/A 986PPK002_4.39_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJY8 2034-01-15 1.750000 0.00 18851500.00 19642229.45 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKL4 2029-04-15 2.125000 0.00 184451000.00 197071409.47 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810QT8 2041-11-15 3.125000 0.00 61000.00 50030.87 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810QU5 2042-02-15 3.125000 0.00 6500.00 5358.08 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810RE0 2044-02-15 3.625000 0.00 100.00 86.60 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810RN0 2045-08-15 2.875000 0.00 18900.00 14271.18 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810SS8 2050-11-15 1.625000 0.00 11856300.00 6237424.55 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912828ZE3 2027-03-31 0.625000 0.00 100.00 94.84 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CBF7 2031-01-15 0.125000 0.00 3633800.00 4145483.22 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CES6 2029-05-31 2.750000 0.00 100.00 96.57 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGW5 2028-04-15 1.250000 0.00 951300.00 1017007.23 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFWPRGM1V77 912797MG9 2025-08-07 0.00 0.00 19785700.00 19699117.78 U.S. Treasuries (including strips) U.S. Treasury Bond N/A 912810QA9 2039-02-15 3.500000 0.00 100.00 91.18 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLA7 2026-07-31 4.421961 0.00 800.00 806.76 U.S. Treasuries (including strips) U.S. Treasury Floating Rate Note N/A 91282CLT6 2026-10-31 4.444961 0.00 7100.00 7160.71 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CML2 2035-01-15 2.125000 0.00 6563000.00 6839203.98 U.S. Treasuries (including strips) U.S. Treasury Floating Rate Note N/A 91282CMX6 2027-04-30 4.399961 0.00 299100.00 301266.91 U.S. Treasuries (including strips) Y 2025-07-01 2025-07-01 2025-07-01 N N N 0.0439 250000000.00 250000000.00 0.0103 N Y Y N BNP Paribas SA BNP Paribas SA 4.400000% 986PPK002 N/A 986PPK002_4.40_0701 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.500000 0.00 140700.00 144931.34 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131WL6W3 2038-09-01 6.500000 0.00 3954.00 76.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131XLDC8 2042-12-01 3.000000 0.00 134219.00 17363.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131XP2P2 2044-04-01 4.500000 0.00 1600000.00 263797.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131XP2Q0 2044-04-01 4.500000 0.00 1700000.00 242543.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131XP4D7 2044-05-01 4.500000 0.00 1000.00 48.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131XRCA0 2045-02-01 3.500000 0.00 200000.00 22440.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131XXDP3 2047-07-01 4.500000 0.00 8350323.00 2301909.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31326NT84 2050-03-01 2.682000 0.00 923452.00 188907.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31329KXW9 2038-02-01 3.000000 0.00 92818.00 14666.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31287VDL1 2032-07-01 6.500000 0.00 7116.00 104.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31288RBH0 2038-07-01 6.817000 0.00 3826540.00 3356842.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31288REY0 2050-06-01 6.590000 0.00 2280662.00 2321085.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128KRV68 2036-10-01 5.500000 0.00 5065.00 186.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128M7X68 2032-12-01 7.500000 0.00 1119.00 48.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128QJLG9 2036-10-01 7.519000 0.00 1715841.00 7798.58 Agency Mortgage-Backed Securities Federal Home Loan Bank N/A 3130AECR9 2033-05-25 4.080000 0.00 17440000.00 16848568.91 Agency Mortgage-Backed Securities Federal Home Loan Bank N/A 3130AEPQ7 2033-08-08 3.940000 0.00 2000000.00 1936956.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31329MVA5 2043-04-01 3.000000 0.00 129910.00 24291.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31329NCM8 2045-10-01 3.500000 0.00 4500000.00 649852.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31329NK80 2047-02-01 4.500000 0.00 13210390.00 2800588.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132ACKR0 2041-05-01 5.500000 0.00 35000.00 6502.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132ADUD8 2045-11-01 3.500000 0.00 90070.00 26628.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132ADVP0 2047-08-01 4.500000 0.00 184000.00 49828.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132AEKC9 2034-06-01 3.000000 0.00 165278.00 16229.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132CWC93 2034-05-01 3.500000 0.00 40990.00 5777.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132D54W9 2035-03-01 3.500000 0.00 93000.00 20366.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DMR49 2045-09-01 4.000000 0.00 337094.00 153269.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DNB36 2052-04-01 3.500000 0.00 81793.00 55268.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DNRA3 2052-07-01 4.500000 0.00 72425.00 53901.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DPCT3 2052-11-01 5.000000 0.00 94396.00 74856.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DQ2G0 2053-08-01 5.500000 0.00 400000.00 352058.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DQCM6 2053-04-01 5.000000 0.00 1413521.00 1171054.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DSQ62 2053-11-01 5.000000 0.00 5985707.00 5383694.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DSQU9 2054-02-01 5.500000 0.00 785037.00 670197.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DSZB1 2054-04-01 5.500000 0.00 9988672.00 9199486.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DTZC7 2054-08-01 6.000000 0.00 800000.00 732147.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DUL70 2054-10-01 4.500000 0.00 1196240.00 1101021.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DV6A8 2050-05-01 4.500000 0.00 362054.00 86235.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DV6K6 2050-07-01 3.000000 0.00 88955.00 24698.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DV7A7 2050-07-01 2.500000 0.00 84770.00 30556.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DVBM6 2052-03-01 2.000000 0.00 178460.00 138272.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DVLC7 2050-08-01 2.500000 0.00 3786731.00 1815596.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DVLW3 2051-05-01 2.000000 0.00 786147.00 455848.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWA60 2051-02-01 2.500000 0.00 19998.00 9546.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWBH5 2051-04-01 2.000000 0.00 259000.00 150010.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWCU5 2051-12-01 2.500000 0.00 632598.00 406959.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWDD2 2052-03-01 2.500000 0.00 13000.00 8694.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWG80 2053-05-01 5.000000 0.00 25000.00 21376.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWHG1 2053-06-01 5.500000 0.00 7607824.00 6335958.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWHT3 2053-07-01 5.500000 0.00 6982752.00 5950868.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWJG9 2053-09-01 6.000000 0.00 506467.00 413013.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWJJ3 2053-10-01 4.500000 0.00 3000.00 2630.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWJS3 2053-11-01 6.000000 0.00 700642.00 570903.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWLT8 2054-06-01 5.500000 0.00 185000.00 165483.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWMY6 2054-11-01 5.500000 0.00 8387044.00 7876830.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132E02D3 2053-11-01 6.000000 0.00 14061169.00 13710940.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132E0PP1 2053-10-01 6.500000 0.00 1000.00 832.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132V8BG0 2029-10-01 5.011000 0.00 1029.00 1028.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132XDB28 2029-12-01 4.500000 0.00 968867.00 974971.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132XECP4 2040-03-01 2.770000 0.00 1008.00 773.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132XFLZ9 2032-11-01 1.220000 0.00 3037.00 2384.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132XFVZ8 2030-01-01 4.850000 0.00 970700.00 970330.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132XKSF5 2029-07-01 4.200000 0.00 66587.00 66312.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133ADX35 2050-12-01 2.000000 0.00 96000.00 50791.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BE2A0 2052-07-01 5.000000 0.00 1001601.00 820520.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BSDD1 2052-12-01 6.000000 0.00 293307.00 249356.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BT2S8 2053-01-01 5.000000 0.00 554881.00 448989.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BVNT8 2053-02-01 6.000000 0.00 1884319.00 1748321.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BXQE4 2053-03-01 6.500000 0.00 252126.00 196488.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133C0T36 2053-04-01 5.000000 0.00 1000.00 831.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133C7NG8 2053-06-01 5.500000 0.00 8564351.00 7360678.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CEK68 2053-09-01 6.000000 0.00 6311006.00 5264204.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CLRF5 2054-01-01 6.500000 0.00 38466.00 30987.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CSFP1 2054-07-01 6.000000 0.00 1513560.00 1333798.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CTKZ1 2054-09-01 6.500000 0.00 8949404.00 8728323.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CTLZ0 2054-09-01 5.500000 0.00 3974470.00 3608147.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CUY91 2054-08-01 6.000000 0.00 939102.00 959340.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CWGR7 2054-10-01 6.000000 0.00 8000.00 8147.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CYXE3 2054-11-01 6.500000 0.00 250964.00 260514.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133D0E64 2054-10-01 6.000000 0.00 389565.00 305235.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133D0ZL8 2054-11-01 6.000000 0.00 2988795.00 2839620.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133D1M71 2054-11-01 6.500000 0.00 19000.00 11165.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KGNJ3 2049-09-01 3.000000 0.00 23258.00 8224.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KHCN4 2049-11-01 5.000000 0.00 3223.00 736.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KJ4A7 2050-09-01 2.000000 0.00 425000.00 222030.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KK3X5 2051-01-01 2.500000 0.00 520848.00 279213.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KL6J1 2051-06-01 2.000000 0.00 5765555.00 3497360.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KMK38 2052-03-01 2.000000 0.00 563759.00 348514.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KN5B5 2052-04-01 2.000000 0.00 182302.00 111131.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KN6W8 2052-04-01 4.000000 0.00 100095.00 71604.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KNAH6 2051-11-01 2.000000 0.00 256621.00 159332.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KNWE9 2052-03-01 3.500000 0.00 96000.00 68657.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KNWP4 2052-03-01 3.000000 0.00 100000.00 69207.00 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3135GACR0 2036-01-25 1.900000 0.00 5244000.00 4030588.51 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 313637WE6 2030-09-01 3.730000 0.00 1319.00 1281.44 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31371JNN0 2030-07-01 7.500000 0.00 568243.00 197.59 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31371KDN8 2031-09-01 7.500000 0.00 1545.00 1.09 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31373KHS1 2032-10-01 4.607000 0.00 15217869.00 22404.83 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31374GSY4 2027-11-01 7.500000 0.00 1138200.00 165.36 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140JCSB1 2053-07-01 4.898000 0.00 11509988.00 11093325.89 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140JCSM7 2047-04-01 6.895000 0.00 2002000.00 1994677.45 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140JGLW3 2048-12-01 4.500000 0.00 1998990.00 162295.99 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140K06W3 2049-12-01 3.500000 0.00 586000.00 127973.94 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140K9UP2 2050-04-01 4.500000 0.00 100000.00 29018.18 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140KEN87 2050-09-01 2.000000 0.00 5000000.00 2712120.73 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140KLH47 2050-10-01 2.500000 0.00 100000.00 48545.63 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140KSJV0 2051-09-01 2.500000 0.00 1642000.00 970530.87 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140L73Z3 2051-05-01 2.500000 0.00 39809.00 27778.23 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140LCML2 2051-06-01 2.590000 0.00 11301032.00 7838582.48 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140LDWH8 2031-11-01 1.750000 0.00 9822231.00 8445730.99 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140LFJ54 2032-02-01 2.240000 0.00 8449923.00 7458100.14 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140LGH96 2037-06-01 3.870000 0.00 417000.00 382751.58 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140LGZM7 2032-07-01 3.880000 0.00 3600000.00 3346670.73 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31410KVS0 2048-09-01 4.895000 0.00 2601043.00 159456.27 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31411A5E1 2036-11-01 6.000000 0.00 5066777.00 22507.12 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31411A7K5 2036-11-01 5.903000 0.00 16065521.00 131447.61 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31412PG54 2039-04-01 4.500000 0.00 1662998.00 62477.61 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31414TEN7 2038-03-01 5.000000 0.00 1014136.00 17626.43 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31416HKG9 2039-04-01 6.000000 0.00 1001.00 26.20 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31416S3C3 2035-05-01 6.150000 0.00 5000000.00 96629.40 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31417HBY9 2043-07-01 3.500000 0.00 339845.00 62203.16 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418APY8 2033-02-01 3.000000 0.00 68000.00 7703.82 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418CXZ2 2028-06-01 3.500000 0.00 323925.00 22221.27 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179XHY5 2052-10-20 4.500000 0.00 1000.00 792.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179XNC6 2052-11-20 3.500000 0.00 92168.00 70570.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179XNG7 2052-12-20 5.500000 0.00 42465457.00 31227480.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179YPG3 2054-01-20 5.500000 0.00 39798449.00 33769872.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179YU69 2054-04-20 5.500000 0.00 952182.00 863974.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617BPLA6 2048-01-15 4.500000 0.00 225789.00 72950.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617FQK37 2058-03-15 4.740000 0.00 5009077.00 4873417.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617FTDV7 2058-05-15 4.550000 0.00 2450004.00 2359053.97 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KPNC8 2052-06-01 3.500000 0.00 8000.00 5755.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KPTD0 2052-08-01 3.000000 0.00 1063000.00 806155.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KQNS1 2053-07-01 6.500000 0.00 10209.00 6763.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KYVN6 2041-08-01 2.000000 0.00 110100.00 68635.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KYWS4 2042-05-01 2.500000 0.00 351000.00 247425.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133L8C37 2036-03-01 2.000000 0.00 500000.00 247787.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133N3VP6 2049-11-01 2.500000 0.00 266760.00 40635.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133W8D83 2054-03-01 5.500000 0.00 867604.00 746529.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133WAKH0 2054-03-01 5.500000 0.00 8000.00 6542.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133WBQM1 2054-05-01 6.000000 0.00 3144500.00 2966800.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133WCPP3 2054-05-01 6.000000 0.00 4870128.00 3339196.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133WCWL4 2054-05-01 5.500000 0.00 39215.00 35934.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133WEMM9 2054-06-01 6.000000 0.00 35238.00 30794.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133WEYC8 2054-06-01 6.500000 0.00 3999.00 3729.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133WHA94 2054-07-01 6.000000 0.00 27000.00 24518.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133WM6A5 2040-05-01 6.500000 0.00 4000000.00 3544262.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31346YZN6 2049-12-01 3.000000 0.00 50000.00 8509.70 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 3617K1Y72 2049-10-20 4.000000 0.00 486000.00 115361.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617K55Y6 2049-11-15 3.000000 0.00 804000.00 301942.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3617MUSY4 2050-05-20 5.000000 0.00 603934.00 116492.94 Agency Collateralized Mortgage Obligation U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJH5 2028-10-15 2.375000 0.00 3800300.00 4143753.21 U.S. Treasuries (including strips) Federal National Mortgage Association N/A 31377EG52 2027-04-01 6.625000 0.00 10504.00 11.96 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31381U7H4 2042-07-01 3.480000 0.00 655595.00 435480.60 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31384CCD4 2029-12-01 7.500000 0.00 26000.00 10.28 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31384V4S8 2030-10-01 8.000000 0.00 9739787.00 4886.19 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31384WNL0 2031-04-01 6.125000 0.00 1209.00 1.50 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31387W3E5 2032-02-01 6.000000 0.00 7897355.00 18723.29 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138AAZ38 2041-04-01 4.500000 0.00 3377938.00 483436.18 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138ARZU1 2041-09-01 4.500000 0.00 800000.00 96106.28 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138ELCK7 2043-05-01 6.385000 0.00 2858746.00 88284.86 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138ERST8 2042-09-01 6.924000 0.00 48621913.00 2279256.21 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138ERTC4 2046-11-01 3.500000 0.00 300000.00 45657.87 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138ERVZ0 2046-12-01 3.000000 0.00 100000.00 27872.21 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138L95U2 2030-06-01 2.970000 0.00 2040000.00 1923398.70 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138LCDZ5 2025-11-01 3.060000 0.00 111398.00 110877.10 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138LJ5B2 2037-09-01 3.460000 0.00 540006.00 482428.52 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138LKBM8 2029-08-01 3.260000 0.00 45000.00 41716.92 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138LUSZ9 2042-06-01 3.500000 0.00 1175000.00 100346.25 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138M8K28 2042-09-01 3.500000 0.00 1966366.00 146694.44 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138WBQU2 2044-04-01 4.500000 0.00 8167727.00 1230989.11 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138WGDN1 2046-01-01 3.500000 0.00 628097.00 69265.39 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138WGHT4 2046-01-01 3.500000 0.00 100000.00 21560.01 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138WGZD9 2046-04-01 4.500000 0.00 53399807.00 5284793.08 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138WHNF5 2046-07-01 3.500000 0.00 11905488.00 2712666.15 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138WJSM1 2047-01-01 3.000000 0.00 100001.00 28872.81 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138WJYW2 2047-02-01 4.000000 0.00 17581951.00 5476875.16 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138WJZA9 2047-02-01 4.500000 0.00 18215370.00 5779520.37 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138WUH30 2043-06-01 4.000000 0.00 1000.00 147.25 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3138XYBN3 2045-03-01 3.500000 0.00 868609.00 183896.72 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31402C4H2 2034-04-01 5.500000 0.00 52025000.00 350474.79 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31402VZY9 2033-08-01 6.279000 0.00 1081.00 10.30 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31403DEV7 2036-03-01 6.259000 0.00 1041.00 9.34 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31404XJS4 2034-12-01 6.123000 0.00 10300000.00 51059.35 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31404XJX3 2034-12-01 6.204000 0.00 5000000.00 78099.62 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31405QDV7 2034-07-01 6.252000 0.00 33132.00 449.34 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31407PHK7 2035-10-01 6.936000 0.00 39657903.00 128428.52 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31407XJR3 2035-09-01 6.300000 0.00 12382.00 100.68 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140A7EB6 2054-02-01 5.500000 0.00 1465341.00 1445329.36 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140A8FV9 2054-03-01 6.000000 0.00 653883.00 540897.40 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140A9QD5 2054-05-01 5.500000 0.00 28523.00 27976.85 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140ADJL6 2054-05-01 6.000000 0.00 20000.00 19956.37 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140AEYC7 2054-06-01 6.500000 0.00 3032928.00 2432675.97 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140AFWF9 2054-06-01 6.000000 0.00 2000.00 2023.31 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140AGHW7 2054-08-01 5.500000 0.00 2835189.00 2811703.49 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140AJBL1 2054-07-01 6.500000 0.00 352902.00 309354.06 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140AJCG1 2054-07-01 6.500000 0.00 3673592.00 3386830.84 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140AR3T5 2054-10-01 5.500000 0.00 144086.00 143871.28 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140ARES5 2054-09-01 5.500000 0.00 2556577.00 2498230.29 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140AVFP1 2054-12-01 6.000000 0.00 70772.00 70506.30 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140AWCQ0 2055-03-01 6.000000 0.00 1029874.00 1052920.11 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140AXVV6 2055-01-01 6.000000 0.00 3000.00 3069.45 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140AYCP8 2054-12-01 6.500000 0.00 1318745.00 1365146.43 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140B0JL3 2054-11-01 4.500000 0.00 1447656.00 1197664.31 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140B0PK8 2055-01-01 5.500000 0.00 6559937.00 6545399.92 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140B1R73 2055-02-01 6.000000 0.00 151518.00 155833.41 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140B2NE0 2055-04-01 6.000000 0.00 1037208.00 1056922.21 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140B2Z56 2055-02-01 6.000000 0.00 278285.00 285516.42 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140B4GE4 2055-03-01 6.500000 0.00 1293370.00 1343047.54 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140B67A7 2055-04-01 6.000000 0.00 3746119.00 3834005.04 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140B6HP3 2055-03-01 5.000000 0.00 1000.00 981.46 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140B6PG4 2055-04-01 6.000000 0.00 2725616.00 2783801.90 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140B6RL1 2055-03-01 6.000000 0.00 27000.00 27557.14 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140B7BJ1 2055-04-01 6.000000 0.00 1387308.00 1422180.97 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140B7QP1 2055-05-01 6.000000 0.00 6570019.00 6742606.90 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140BCTM4 2040-05-01 6.500000 0.00 2000000.00 1971882.62 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140BDPW4 2055-07-01 5.500000 0.00 212084.00 213937.73 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140E9KM7 2046-02-01 4.000000 0.00 408248.00 41165.69 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140F0GY4 2046-10-01 3.000000 0.00 175000.00 41331.36 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140F5CP6 2046-12-01 3.500000 0.00 400000.00 98867.66 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140F9JW6 2046-10-01 3.000000 0.00 501683.00 121351.96 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140FE4E1 2047-04-01 4.000000 0.00 14344430.00 2518234.43 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140FGB81 2046-12-01 3.500000 0.00 182386.00 75034.38 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140GSRR5 2047-10-01 4.000000 0.00 300000.00 40471.77 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140GSRX2 2047-10-01 3.500000 0.00 338262.00 51537.66 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140HBH35 2048-06-01 4.500000 0.00 144000.00 40522.87 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140HRMX8 2033-11-01 4.240000 0.00 612567.00 538255.62 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140HRSV6 2027-07-01 3.820000 0.00 499000.00 448971.60 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140HSAA9 2034-02-01 4.080000 0.00 1078680.00 1044875.97 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140HSM24 2029-01-01 3.790000 0.00 200000.00 197769.81 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140HVA38 2034-09-01 2.890000 0.00 1330670.00 1167021.62 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140HWKW1 2039-11-01 2.800000 0.00 3278.00 2587.70 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140HWQB1 2029-11-01 2.475000 0.00 2008200.00 1826186.13 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140HXW89 2030-05-01 2.170000 0.00 1000.00 912.55 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140J1VA3 2032-11-01 1.400000 0.00 899000.00 726510.47 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140J5RS0 2047-03-01 4.500000 0.00 1650970.00 318539.35 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140J5W39 2047-04-01 3.000000 0.00 100000.00 27832.37 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140J6D20 2046-07-01 4.500000 0.00 557500.00 134520.58 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140J9KL4 2041-07-01 5.500000 0.00 93739.00 25384.14 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140J9KP5 2047-08-01 3.500000 0.00 4101.00 1060.81 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140JADL9 2049-02-01 5.000000 0.00 8903000.00 2846755.53 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140JAEL8 2048-11-01 5.000000 0.00 1999996.00 433408.15 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140JAW46 2048-08-01 4.838000 0.00 1020077.00 123500.49 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140JBV52 2049-07-01 3.435000 0.00 156000.00 99216.32 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140JCER1 2052-09-01 1.975000 0.00 37532082.00 30376938.74 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140JCJ47 2054-01-01 4.184000 0.00 18236.00 16838.04 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140JCQM9 2050-12-01 2.964000 0.00 15761000.00 14357086.60 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140LJXW1 2033-03-01 4.470000 0.00 94008.00 93946.60 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140LL2G5 2036-01-01 5.630000 0.00 14190500.00 15074884.29 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140LLMG3 2028-12-01 4.870000 0.00 130000.00 133199.05 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140M54D4 2054-02-01 6.000000 0.00 450236.00 413556.18 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140M6KD4 2054-07-01 6.000000 0.00 101221.00 77639.93 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140M6Q97 2054-08-01 5.500000 0.00 2704173.00 2689785.37 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140M6SX2 2054-09-01 6.500000 0.00 19000.00 17816.17 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140M6XH1 2054-10-01 5.500000 0.00 3099587.00 2770201.46 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140M6ZB2 2054-11-01 6.000000 0.00 3000.00 3056.22 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140M7AH4 2055-01-01 5.000000 0.00 86165.00 84320.74 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140MHTD1 2052-03-01 3.000000 0.00 1425534.00 914949.82 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140MSRV9 2052-12-01 5.500000 0.00 2840640.00 2359473.86 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140NKDZ1 2053-05-01 6.000000 0.00 165297.00 158377.84 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140NKKJ9 2053-04-01 7.000000 0.00 1000.00 1081.83 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140NL4J5 2053-07-01 5.500000 0.00 1391000.00 1122159.44 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140NLJV2 2053-05-01 6.500000 0.00 2001.00 2091.27 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140NMG27 2053-06-01 7.000000 0.00 16004.00 17171.95 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140NNAG0 2053-07-01 5.500000 0.00 1384089.00 1228890.10 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140NPH86 2054-06-01 6.500000 0.00 1166476.00 1201487.09 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140NQLP1 2054-05-01 5.000000 0.00 106000.00 99965.92 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140NWDK8 2033-01-01 4.680000 0.00 5258581.00 5302689.98 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140NWJ55 2030-05-01 4.300000 0.00 1418876.00 1416271.86 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140NWMU6 2030-06-01 3.950000 0.00 1008.00 997.26 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140NX5Z2 2032-04-01 4.400000 0.00 2590390.00 2594623.85 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140NYBD2 2035-04-01 4.570000 0.00 14516000.00 14449754.62 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140NYHP9 2033-03-01 5.210000 0.00 1000.00 1035.12 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140Q7YR2 2047-11-01 4.500000 0.00 46578306.00 13275607.67 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QBSS8 2049-09-01 3.000000 0.00 1045877.00 185289.90 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QC4T0 2050-03-01 3.000000 0.00 2000.00 807.21 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QCSH0 2050-01-01 3.000000 0.00 173000.00 37899.64 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QDDN1 2050-04-01 3.000000 0.00 126765.00 30995.73 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QEDV1 2050-07-01 3.000000 0.00 21710.00 9419.99 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QFG60 2050-05-01 5.000000 0.00 1586189.00 265788.57 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QHLL7 2051-02-01 4.000000 0.00 609794.00 326642.40 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QKF86 2051-04-01 3.000000 0.00 632000.00 345662.53 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QLGK6 2051-07-01 2.000000 0.00 2000.00 1205.97 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QMVL5 2051-12-01 3.000000 0.00 162839.00 103163.10 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QNQ54 2052-03-01 3.500000 0.00 384911.00 262167.88 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QNTX0 2052-04-01 3.000000 0.00 1000.00 682.42 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QPKM8 2052-06-01 3.500000 0.00 93000.00 68629.96 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QPSU2 2052-07-01 4.500000 0.00 61226.00 49283.92 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QQBW4 2052-09-01 4.500000 0.00 3005.00 2291.41 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QQBZ7 2052-09-01 4.500000 0.00 128600.00 105245.13 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QQWP6 2052-11-01 6.500000 0.00 8000.00 6304.66 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QRYG2 2053-04-01 6.500000 0.00 100000.00 70177.24 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QSDJ7 2053-06-01 5.500000 0.00 1150.00 973.30 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QSFB2 2053-06-01 5.500000 0.00 1024.00 790.63 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QSG96 2053-06-01 5.500000 0.00 92315.00 77920.05 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QSHN4 2053-06-01 6.000000 0.00 5210532.00 4406479.46 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QSHS3 2053-06-01 6.000000 0.00 188132.00 159906.69 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QSQF1 2053-07-01 6.000000 0.00 2001.00 1688.68 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QTCG2 2053-10-01 6.000000 0.00 793993.00 705911.90 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QTEP0 2053-10-01 6.000000 0.00 2000.00 1643.92 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140QUEF9 2054-03-01 5.500000 0.00 474000.00 445519.56 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140W0DQ5 2048-11-01 3.500000 0.00 1018.00 900.67 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140W0GD1 2052-06-01 3.000000 0.00 2024.00 1680.99 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140W0WD3 2055-02-01 6.500000 0.00 8138016.00 8249876.17 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140W1CM3 2054-10-01 5.000000 0.00 22372.00 21625.53 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140W1CY7 2054-04-01 5.000000 0.00 8543952.00 8290987.28 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140W1PE7 2054-10-01 5.500000 0.00 11640170.00 11377351.95 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140X5SF1 2049-12-01 5.000000 0.00 1136356.00 422755.90 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140X6FL0 2050-03-01 3.000000 0.00 20002.00 7614.73 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140X6GS4 2049-10-01 5.000000 0.00 102000.00 31457.12 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140X6LX7 2049-08-01 5.500000 0.00 2262000.00 596622.03 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140X7KB4 2050-07-01 3.000000 0.00 129000.00 46370.84 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140X7M89 2050-05-01 3.500000 0.00 5265901.00 1165268.52 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140X8MY0 2050-11-01 2.500000 0.00 524977.00 272943.92 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140X9QX6 2051-02-01 3.500000 0.00 1425000.00 599587.45 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XAEW8 2051-03-01 2.000000 0.00 99999.00 59577.86 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XBKW9 2050-11-01 2.500000 0.00 130000.00 71964.83 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XCBF4 2035-09-01 3.500000 0.00 539000.00 151598.05 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XDA55 2051-10-01 2.500000 0.00 475000.00 296591.71 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XFSL6 2052-02-01 2.500000 0.00 2394000.00 1571438.12 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XGJQ3 2050-10-01 3.000000 0.00 117000.00 71548.26 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XHAW7 2051-08-01 3.000000 0.00 103000.00 67731.23 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XHQE0 2050-07-01 3.000000 0.00 26878.00 18396.94 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XJGY3 2052-09-01 4.500000 0.00 2000000.00 1557617.12 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XKCY4 2053-01-01 5.000000 0.00 1000.00 778.54 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XKKL3 2051-05-01 4.000000 0.00 21120.00 15850.51 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XMAZ9 2053-08-01 4.500000 0.00 19506440.00 16651173.54 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XNZ72 2053-03-01 3.000000 0.00 13000.00 10186.32 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XPBW8 2053-11-01 5.000000 0.00 14507400.00 12995090.45 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XQQK6 2052-05-01 4.000000 0.00 9119919.00 7935774.48 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140XRZT5 2048-03-01 3.500000 0.00 543219.00 475991.47 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 3140Y6KD1 2055-04-01 6.500000 0.00 2797334.00 2989244.87 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31410GRL9 2037-11-01 6.500000 0.00 2772852.00 12208.03 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31410GWV1 2038-01-01 6.000000 0.00 25461984.00 403390.49 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418D2K7 2051-07-01 1.500000 0.00 2048.00 1244.65 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418D2M3 2051-07-01 2.500000 0.00 529995.00 312210.86 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418D6L1 2041-11-01 2.000000 0.00 2016.00 1265.65 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418DLV2 2050-02-01 3.500000 0.00 141998.00 19993.42 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418DP97 2050-06-01 2.000000 0.00 1100000.00 476619.05 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418DYX4 2051-05-01 2.000000 0.00 1807451.00 1075097.50 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418DZV7 2051-06-01 2.000000 0.00 7979332.00 4820950.06 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418DZX3 2051-06-01 3.000000 0.00 221002.00 112981.98 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418E2D1 2054-02-01 5.500000 0.00 930305.00 817729.01 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418E4M9 2054-04-01 5.000000 0.00 154666.00 140025.68 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418E4N7 2054-04-01 6.000000 0.00 3500000.00 2904867.85 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418EAM2 2052-01-01 2.000000 0.00 1928746.00 1250955.33 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418EB82 2052-03-01 2.000000 0.00 2010000.00 1332895.36 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418ECR9 2052-04-01 3.000000 0.00 319658.00 224125.91 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418ECY4 2042-04-01 2.000000 0.00 600009.00 406695.44 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418ED49 2052-06-01 2.000000 0.00 1144821.00 783701.87 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418EKT6 2052-11-01 4.500000 0.00 157840.00 127498.48 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418ELY4 2052-12-01 5.500000 0.00 17002.00 13578.83 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418ET42 2053-07-01 4.500000 0.00 23000.00 19592.56 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418FJT5 2055-04-01 5.500000 0.00 207598.00 204517.64 Agency Mortgage-Backed Securities Federal National Mortgage Association N/A 31418SL80 2035-05-01 7.000000 0.00 282525.00 24018.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31425SAA8 2033-12-01 4.580000 0.00 483592.00 480764.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31425UEA9 2054-12-01 5.500000 0.00 30361.00 29981.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31425WRY9 2054-12-01 6.000000 0.00 3276208.00 3334292.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31425XRB7 2055-01-01 6.500000 0.00 14000.00 13882.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31425XXR5 2055-01-01 6.000000 0.00 1010.00 883.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31425YQB6 2054-12-01 4.500000 0.00 1218549.00 1163527.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426AA24 2055-01-01 6.500000 0.00 1000.00 1038.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426AVN5 2055-02-01 6.500000 0.00 1544330.00 1541739.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426AYL6 2055-01-01 4.500000 0.00 2002873.00 1918526.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426DA44 2055-02-01 6.500000 0.00 1280844.00 1327321.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426FR58 2055-03-01 5.500000 0.00 18720598.00 17401949.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426GQF5 2055-03-01 6.000000 0.00 5792199.00 5895399.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426JH85 2055-04-01 6.000000 0.00 8679760.00 8786224.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426KHL3 2055-04-01 5.500000 0.00 2856076.00 2877329.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426KL38 2055-04-01 6.500000 0.00 1305795.00 1332284.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426KLD6 2055-04-01 5.500000 0.00 817697.00 820388.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426MJ37 2055-05-01 5.500000 0.00 1497520.00 1500810.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426MM41 2055-05-01 6.000000 0.00 1686380.00 1594225.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426MQ54 2055-05-01 5.500000 0.00 3971365.00 3885376.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427MNU1 2055-03-01 6.500000 0.00 9172592.00 9006137.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427MVJ7 2055-03-01 6.000000 0.00 1501424.00 1502405.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427NZA0 2055-06-01 6.500000 0.00 321520.00 336959.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142BBD31 2055-05-01 5.455000 0.00 1114280.00 1122865.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GGN34 2033-05-01 4.730000 0.00 282502.00 277462.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GGPU2 2034-01-01 3.750000 0.00 36900.00 34536.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GR7B0 2054-06-01 6.500000 0.00 1026.00 974.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GTEZ5 2054-11-01 4.500000 0.00 14000.00 12849.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GTVN3 2055-01-01 4.500000 0.00 1013.00 957.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GTVQ6 2054-12-01 4.500000 0.00 178530.00 168685.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GTVR4 2055-01-01 4.500000 0.00 1024.00 973.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GUM83 2055-04-01 6.000000 0.00 28641117.00 29095884.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GUPQ0 2055-04-01 6.000000 0.00 18791670.00 19239674.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GUPR8 2055-04-01 6.000000 0.00 1088858.00 1108174.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GUPY3 2055-04-01 6.000000 0.00 7170.00 6938.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GUTT0 2055-05-01 6.000000 0.00 4423695.00 4496713.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GUUF8 2055-05-01 6.500000 0.00 4472413.00 4580862.98 Agency Mortgage-Backed Securities Government National Mortgage Association N/A 36179NJB5 2043-07-20 4.000000 0.00 114458.00 10362.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179RF87 2045-06-20 3.000000 0.00 1113000.00 111229.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179SJU2 2046-07-20 4.000000 0.00 1249.00 126.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179SWZ6 2047-02-20 4.500000 0.00 4996.00 489.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179T4E2 2048-06-20 4.500000 0.00 12259267.00 566437.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179TNU5 2047-11-20 5.000000 0.00 160000.00 18559.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179TUA1 2048-03-20 3.500000 0.00 190869522.00 23233438.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179TWA9 2048-04-20 6.000000 0.00 301794.00 29866.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179UEA6 2048-10-20 4.500000 0.00 938000.00 74078.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179UH47 2048-12-20 4.000000 0.00 65531.00 6130.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179UKY7 2049-01-20 4.500000 0.00 1124860.00 75145.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179UUJ9 2049-06-20 3.500000 0.00 122699790.00 12640558.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179VKS8 2038-10-20 6.000000 0.00 597963.00 151552.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179VMD9 2050-05-20 3.000000 0.00 208070.00 51557.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179VN30 2050-06-20 3.000000 0.00 23151056.00 5968422.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179VSF8 2050-08-20 2.000000 0.00 2000.00 883.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179VSH4 2050-08-20 3.000000 0.00 21421971.00 6404889.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179VV72 2050-10-20 6.000000 0.00 1137000.00 310019.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179W2V9 2052-04-20 3.000000 0.00 5605820.00 3833902.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179W5E4 2052-05-20 4.000000 0.00 3105495.00 2293412.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179WDQ8 2051-04-20 2.000000 0.00 503000.00 268469.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179WDW5 2048-01-20 5.000000 0.00 398269.00 135057.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179WG36 2051-06-20 2.500000 0.00 148238.00 83006.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179WNF1 2051-09-20 3.000000 0.00 3552118.00 2064237.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179WP44 2051-08-20 4.500000 0.00 1922906.00 1695384.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179WQB7 2051-10-20 3.000000 0.00 15859260.00 9518383.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179XAB2 2052-06-20 5.000000 0.00 600000.00 443159.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179XDE3 2052-08-20 4.500000 0.00 3340330.00 2578349.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36179XFG6 2052-09-20 4.000000 0.00 7108314.00 5468419.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618BHJ98 2053-06-15 7.000000 0.00 8323110.00 8636099.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618BHJA5 2053-07-15 7.000000 0.00 9114780.00 9459357.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618FFXV3 2053-09-20 6.000000 0.00 100000.00 88294.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618FSLJ5 2053-12-15 7.500000 0.00 1190289.00 1256010.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618JLJR1 2054-11-20 6.000000 0.00 1996726.00 2059526.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618JQTF5 2054-11-20 5.500000 0.00 380460.00 375031.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618JVCM7 2055-04-20 6.000000 0.00 1023486.00 1058761.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618K5WV0 2055-03-20 6.500000 0.00 176872.00 184613.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618KBCN7 2055-03-20 6.500000 0.00 490158.00 512742.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618KC7G6 2055-03-20 6.500000 0.00 457744.00 477405.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618KELM3 2055-03-20 6.500000 0.00 1099008.00 1148261.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618KFBY5 2055-03-20 6.500000 0.00 1665661.00 1736258.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618KFE22 2055-04-20 6.500000 0.00 1128418.00 1185636.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618KQAM8 2055-04-20 6.000000 0.00 2729952.00 2802731.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618KRJY1 2055-03-20 7.500000 0.00 310459.00 332819.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618KSTU6 2055-04-20 6.000000 0.00 736787.00 756074.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618KUX28 2055-05-20 6.000000 0.00 22720.00 23347.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618N5A41 2054-11-20 5.500000 0.00 1141910.00 1123632.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618N5GP8 2055-02-20 5.500000 0.00 3496213.00 3469440.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618N5KW8 2055-04-20 5.500000 0.00 783425.00 783293.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618N5KY4 2055-04-20 6.500000 0.00 2891458.00 2972450.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3618NHRP0 2055-02-20 6.000000 0.00 6051480.00 6173053.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36200MTY9 2033-08-15 5.500000 0.00 25036.00 681.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 36202EYM5 2038-12-20 6.000000 0.00 3333956.00 42839.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3620A9WJ6 2039-11-15 5.000000 0.00 1000.00 51.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 3622ABAT9 2051-06-20 2.500000 0.00 14334480.00 8257782.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association N/A 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