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(including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.250000 0.00 802000.00 814596.08 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLQ2 2027-10-15 3.875000 0.00 106111600.00 106280754.07 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJY8 2034-01-15 1.750000 0.00 100.00 107.06 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CEV9 2029-06-30 3.250000 0.00 100.00 99.07 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CHF1 2030-05-31 3.750000 0.00 17426400.00 17538544.44 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CHP9 2033-07-15 1.375000 0.00 105985000.00 112700655.27 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJM4 2030-11-30 4.375000 0.00 100.00 103.28 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJW2 2029-01-31 4.000000 0.00 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Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QVRC0 2054-11-01 5.500000 0.00 1008.00 902.89 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QWBP6 2055-02-01 4.500000 0.00 1000.00 894.49 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140U7GE6 2056-03-01 6.500000 0.00 1000.00 1056.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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S6XOOCT0IEG5ABCC6L87 3131XWPC1 2047-04-01 4.000000 0.00 1010.00 306.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DMW76 2051-09-01 3.000000 0.00 1000.00 573.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133AKY38 2051-05-01 2.000000 0.00 1000.00 620.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CDE83 2053-09-01 6.000000 0.00 1008.00 514.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CEL42 2053-09-01 6.500000 0.00 1024.00 570.01 Agency Mortgage-Backed Securities Federal Farm Credit Bank 254900C5LP6DN9OP9V83 3133EWFU9 2041-03-04 5.150000 0.00 25000000.00 24750277.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KHXH4 2050-07-01 2.500000 0.00 1023.00 365.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KJLA8 2050-07-01 2.500000 0.00 1024.00 382.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KKFE4 2050-10-01 2.500000 0.00 122662.00 51651.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KMBD6 2051-06-01 2.000000 0.00 1000.00 564.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KY6E4 2045-10-01 5.500000 0.00 1004.00 900.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133USJN2 2050-11-01 2.500000 0.00 2064.00 1369.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133WFJD0 2054-06-01 6.500000 0.00 24304.00 18138.73 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ENV63 2034-09-01 4.000000 0.00 1000.00 124.07 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140A1A80 2053-10-01 6.000000 0.00 1024.00 527.75 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140ADPK1 2054-05-01 6.500000 0.00 1000.00 655.32 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140BHA27 2055-08-01 7.500000 0.00 319612.00 314420.03 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140BVPW4 2055-11-01 6.500000 0.00 1000.00 1054.92 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140BYNB6 2056-02-01 7.000000 0.00 1000.00 1070.46 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140E9JN7 2031-01-01 3.000000 0.00 1100.00 71.21 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXZ88 2063-09-01 4.000000 0.00 1008.00 785.22 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J5GT0 2044-10-01 4.000000 0.00 1000.00 239.94 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140L07E1 2051-02-01 2.000000 0.00 715869.00 344033.75 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LKDW0 2033-04-01 4.490000 0.00 1000.00 997.26 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LLYV7 2028-10-01 5.230000 0.00 1000.00 1024.68 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140N7ZV5 2052-11-01 5.000000 0.00 1000.00 743.84 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q0TL6 2030-09-01 4.250000 0.00 1060.00 1061.10 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q1FC9 2032-11-01 4.270000 0.00 1010.00 1000.50 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W2RE3 2055-04-01 6.500000 0.00 1008.00 744.50 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W2SS1 2055-06-01 6.000000 0.00 1000.00 904.08 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W4YU5 2055-10-01 3.000000 0.00 7764.00 6742.99 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X4KM7 2048-11-01 3.000000 0.00 1008.00 168.18 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X4X35 2032-07-01 2.500000 0.00 1000.00 144.06 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X7E21 2050-03-01 3.500000 0.00 1024.00 222.50 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X9QN8 2036-01-01 2.000000 0.00 1000.00 423.52 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X9SS5 2051-02-01 2.500000 0.00 2000.00 1079.25 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y7EZ7 2055-09-01 6.500000 0.00 1003.00 1023.74 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y7KQ0 2055-10-01 5.000000 0.00 104832.00 102367.20 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DKQ4 2050-01-01 2.500000 0.00 1024.00 223.48 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DYB2 2051-04-01 2.000000 0.00 1024.00 571.85 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EVA5 2053-08-01 6.000000 0.00 1023.00 630.66 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FE29 2054-12-01 5.000000 0.00 1008.00 888.07 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FUW5 2056-03-01 4.500000 0.00 102690.00 98585.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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S6XOOCT0IEG5ABCC6L87 31427RS43 2056-02-01 5.000000 0.00 1024.00 1002.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427RWH9 2056-03-01 5.000000 0.00 1000.00 979.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JQFR5 2055-12-01 6.500000 0.00 1000.00 1045.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JTXK4 2056-02-01 6.500000 0.00 1000.00 1063.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JXBX1 2056-03-01 6.500000 0.00 1002.00 1048.54 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SYS0 2047-02-20 3.500000 0.00 2298.00 253.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179V7E4 2051-02-20 2.500000 0.00 2000.00 861.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VBF6 2049-12-20 3.000000 0.00 2080.00 339.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179W2V9 2052-04-20 3.000000 0.00 2000.00 1270.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179W2W7 2052-04-20 3.500000 0.00 1000.00 659.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XHW9 2052-10-20 3.500000 0.00 3024.00 2116.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XX68 2053-04-20 5.500000 0.00 3048.00 1991.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YU77 2054-02-20 6.000000 0.00 1024.00 543.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YYZ1 2054-05-20 7.000000 0.00 1024.00 323.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617QABS5 2050-08-20 3.000000 0.00 1000.00 333.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617WNSA1 2046-09-20 4.000000 0.00 1000.00 492.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36180AAD5 2053-05-20 4.500000 0.00 1024.00 921.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36180AB93 2054-10-20 5.000000 0.00 1024.00 896.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618BBLE7 2053-09-20 7.500000 0.00 2000.00 1647.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618BHLM6 2053-08-20 7.000000 0.00 1000.00 890.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618BTFL9 2053-06-20 6.500000 0.00 1000.00 619.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618BVVN2 2053-09-20 7.000000 0.00 2000.00 1519.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618F24Z5 2053-08-20 7.000000 0.00 1000.00 888.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618F25B7 2053-08-20 7.000000 0.00 1000.00 822.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618F25C5 2053-08-20 7.000000 0.00 2000.00 1075.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618F26X8 2053-09-20 7.000000 0.00 1000.00 856.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618F26Z3 2053-09-20 7.000000 0.00 2000.00 1657.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618F3AU7 2053-10-20 7.000000 0.00 2000.00 1869.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618F3WJ8 2053-06-20 6.500000 0.00 1000.00 381.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618F4HF1 2053-07-20 6.000000 0.00 2000.00 2066.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618FL2S1 2053-09-20 7.000000 0.00 1000.00 793.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618FSCC0 2053-10-20 6.500000 0.00 3000.00 2859.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618FSXX1 2053-11-20 7.500000 0.00 1000.00 745.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618FVMU2 2053-10-20 6.500000 0.00 3000.00 2045.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618FVT35 2053-10-20 6.500000 0.00 2000.00 1006.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618GL4S8 2054-01-20 8.000000 0.00 2000.00 968.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618J1LM3 2054-09-20 7.000000 0.00 2955382.00 2648180.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618KH5B8 2055-03-20 7.500000 0.00 1000.00 1066.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618KML52 2065-05-20 7.000000 0.00 2048.00 1776.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618M8G40 2055-09-20 7.000000 0.00 1000.00 1054.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MFPN2 2056-03-20 6.500000 0.00 1000.00 1068.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MPA71 2056-02-20 6.500000 0.00 1000.00 1073.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MPBR6 2056-03-20 6.500000 0.00 1000.00 1072.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MQTQ7 2056-04-20 6.500000 0.00 1000.00 1060.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MU4H5 2056-03-20 7.000000 0.00 1000.00 1055.01 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QKRS9 2051-05-01 2.000000 0.00 14270840.00 8220649.58 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QLNA0 2051-08-01 2.500000 0.00 1000.00 557.05 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QM4M3 2052-01-01 2.500000 0.00 1024.00 636.53 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202F3M6 2042-01-20 3.500000 0.00 1008.00 66.90 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DUNX1 2054-01-01 4.500000 0.00 1000.00 867.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DUNX1 2054-01-01 4.500000 0.00 1024.00 888.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWH30 2053-08-01 6.000000 0.00 1024.00 638.51 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138LMSA2 2028-03-01 3.290000 0.00 1024.00 1011.25 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J6GM3 2047-10-01 4.000000 0.00 1000.00 101.51 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XJXN8 2050-10-02 4.500000 0.00 10251.00 7242.20 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CFE9 2047-01-01 3.500000 0.00 1083.00 152.80 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CKH6 2047-05-01 4.000000 0.00 1000.00 93.47 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418E3E8 2054-03-01 5.500000 0.00 1024.00 742.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427MS85 2055-03-01 5.500000 0.00 103712.00 95954.69 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UD90 2048-10-20 4.000000 0.00 1181.00 102.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YAM6 2053-05-20 3.000000 0.00 49437000.00 32733271.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YU93 2054-04-20 7.000000 0.00 1000.00 326.72 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418BVG8 2045-10-01 3.500000 0.00 1000.00 89.18 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MVJE4 2056-02-20 6.500000 0.00 1008.00 1075.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N3XU3 2056-04-20 6.500000 0.00 1000.00 1069.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N3XV1 2056-04-20 6.500000 0.00 2000.00 2138.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N3XW9 2056-04-20 6.500000 0.00 1000.00 1069.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5A25 2054-11-20 4.500000 0.00 20626941.00 18393710.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5MQ9 2055-05-20 5.500000 0.00 1000.00 827.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5PJ2 2055-05-20 5.500000 0.00 2048.00 1756.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5PK9 2055-06-20 6.000000 0.00 1024.00 738.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5RB7 2055-07-20 3.500000 0.00 2304.00 2047.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5TN9 2055-06-20 5.500000 0.00 283833.00 273301.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5XR5 2055-10-20 6.000000 0.00 62864.00 62737.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5ZJ1 2055-11-20 4.500000 0.00 1000.00 958.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6DA2 2056-03-20 5.000000 0.00 1000.00 995.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618V9Z54 2056-04-20 7.000000 0.00 1000.00 1065.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241LTH9 2040-09-15 5.000000 0.00 2021841.00 105302.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241LUC8 2039-07-15 5.500000 0.00 3048.00 263.66 Agency Collateralized Mortgage Obligation U.S. Treasury Bond 254900HROIFWPRGM1V77 912810TC2 2041-11-15 2.000000 0.00 100.00 69.61 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 912810TP3 2053-02-15 1.500000 0.00 153400.00 129572.34 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 912810TS7 2043-05-15 3.875000 0.00 473300.00 424747.15 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375000 0.00 100.00 94.56 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 912810UM8 2055-08-15 4.750000 0.00 200.00 194.62 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 912810UR7 2056-02-15 4.750000 0.00 1510000.00 1470164.61 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125000 0.00 7600.00 9181.68 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGJ4 2030-01-31 3.500000 0.00 32287600.00 32038015.96 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGP0 2028-02-29 4.000000 0.00 35400.00 35699.61 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CHU8 2026-08-15 4.375000 0.00 2000.00 2021.39 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLM1 2031-09-30 3.625000 0.00 1000.00 981.20 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLZ2 2031-11-30 4.125000 0.00 300.00 305.57 U.S. Treasuries (including strips) U.S. Treasury Floating Rate Note 254900HROIFWPRGM1V77 91282CNQ0 2027-07-31 3.802246 0.00 36770800.00 36809924.13 U.S. Treasuries (including strips) Y 2026-05-01 2026-05-01 2026-05-01 N N N 0.0364 250000000.00 250000000.00 0.0101 N Y Y N Federal Home Loan Bank Federal Home Loan Bank 3.770000% 3130B3QB2 2549001DPIFGXC1TOL40 US3130B3QB27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-01 2026-11-19 2026-11-19 N N N 0.0368 100058495.00 100058495.00 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.640000% 3130B85P3 2549001DPIFGXC1TOL40 US3130B85P39 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-01 2026-06-15 2026-06-15 N N N 0.0366 499741724.14 499741724.14 0.0201 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.655000% 3130B8B68 2549001DPIFGXC1TOL40 US3130B8B683 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-01 2026-06-22 2026-06-22 N N N 0.0368 549490680.48 549490680.48 0.0221 N N N N Federal Home Loan Bank Federal Home Loan Banks 3.640000% 3130B9CC2 2549001DPIFGXC1TOL40 US3130B9CC26 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-01 2026-09-03 2026-09-03 N N N 0.0366 399494778.54 399494778.54 0.0161 N N N N Federal Home Loan Bank Federal Home Loan Banks 3.640000% 3130B9DJ6 2549001DPIFGXC1TOL40 US3130B9DJ69 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-01 2026-09-03 2026-09-03 N N N 0.0366 199997428.00 199997428.00 0.0080 N N N N Federal Home Loan Bank Federal Home Loan Banks 3.635000% 3130B9DT4 2549001DPIFGXC1TOL40 US3130B9DT42 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-01 2026-08-10 2026-08-10 N N N 0.0365 499498876.13 499498876.13 0.0201 N N N N Federal Home Loan Bank Federal Home Loan Banks 3.640000% 3130B9DU1 2549001DPIFGXC1TOL40 US3130B9DU15 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-01 2026-09-04 2026-09-04 N N N 0.0366 549493389.52 549493389.52 0.0221 N N N N Federal Home Loan Bank Federal Home Loan Banks 3.640000% 3130B9GA2 2549001DPIFGXC1TOL40 US3130B9GA24 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-01 2026-08-10 2026-08-10 N N N 0.0366 99499746.28 99499746.28 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Banks 3.640000% 3130B9H45 2549001DPIFGXC1TOL40 US3130B9H456 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-01 2026-08-18 2026-08-18 N N N 0.0366 399496640.21 399496640.21 0.0161 N N N N Federal Home Loan Bank Federal Home Loan Banks 3.645000% 3130B9H78 2549001DPIFGXC1TOL40 US3130B9H787 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-01 2026-09-18 2026-09-18 N N N 0.0366 499495414.59 499495414.59 0.0201 N N N N Federal Home Loan Bank Federal Home Loan Banks 3.650000% 3130B9KQ2 2549001DPIFGXC1TOL40 US3130B9KQ20 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-01 2026-09-18 2026-09-18 N N N 0.0367 598994465.24 598994465.24 0.0241 N N N N Federal Home Loan Bank Federal Home Loan Banks 3.650000% 3130BAD20 2549001DPIFGXC1TOL40 US3130BAD207 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-01 2026-11-09 2026-11-09 N N N 0.0367 499503301.70 499503301.70 0.0201 N N N N Federal Home Loan Bank Federal Home Loan Banks 3.675000% 3130BALH8 2549001DPIFGXC1TOL40 US3130BALH83 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-01 2027-01-07 2027-01-07 N N N 0.0368 400000000.00 400000000.00 0.0161 N N N N Federal Home Loan Bank Federal Home Loan Banks 3.675000% 3130BALM7 2549001DPIFGXC1TOL40 US3130BALM78 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-01 2027-01-04 2027-01-04 N N N 0.0368 199000000.00 199000000.00 0.0080 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385YU4 2549001DPIFGXC1TOL40 US313385YU40 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0360 45104003.76 45104003.76 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Banks 313385ZB5 2549001DPIFGXC1TOL40 US313385ZB59 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-07-08 2026-07-08 2026-07-08 N N N 0.0360 496306512.61 496306512.61 0.0200 N N N N Federal Home Loan Bank Federal Home Loan Banks 313385ZD1 2549001DPIFGXC1TOL40 US313385ZD16 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-07-10 2026-07-10 2026-07-10 N N N 0.0360 297376503.07 297376503.07 0.0120 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385ZG4 2549001DPIFGXC1TOL40 US313385ZG47 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-07-13 2026-07-13 2026-07-13 N N N 0.0360 644700376.86 644700376.86 0.0259 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385ZK5 2549001DPIFGXC1TOL40 US313385ZK58 313385ZK5 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y DBRS Ltd. R-1H Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-07-16 2026-07-16 2026-07-16 N N N 0.0360 297445129.33 297445129.33 0.0120 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385ZL3 2549001DPIFGXC1TOL40 US313385ZL32 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-07-17 2026-07-17 2026-07-17 N N N 0.0360 98724977.59 98724977.59 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385ZR0 2549001DPIFGXC1TOL40 US313385ZR02 313385ZR0 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y DBRS Ltd. R-1H Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-07-22 2026-07-22 2026-07-22 N N N 0.0360 461641717.22 461641717.22 0.0186 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385ZT6 2549001DPIFGXC1TOL40 US313385ZT67 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-07-24 2026-07-24 2026-07-24 N N N 0.0360 48584078.69 48584078.69 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385ZY5 2549001DPIFGXC1TOL40 US313385ZY52 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-07-29 2026-07-29 2026-07-29 N N N 0.0360 322574568.75 322574568.75 0.0130 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.770000% 3133ERYG0 254900C5LP6DN9OP9V83 US3133ERYG01 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-01 2026-10-23 2026-10-23 N N N 0.0372 39762727.16 39762727.16 0.0016 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.770000% 3133ERZJ3 254900C5LP6DN9OP9V83 US3133ERZJ31 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-01 2026-11-04 2026-11-04 N N N 0.0372 30010304.70 30010304.70 0.0012 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.770000% 3134HAMW0 S6XOOCT0IEG5ABCC6L87 US3134HAMW00 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-01 2026-09-23 2026-09-23 N N N 0.0367 119803218.10 119803218.10 0.0048 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.770000% 3134HATA1 S6XOOCT0IEG5ABCC6L87 US3134HATA17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-01 2026-10-16 2026-10-16 N N N 0.0372 94028428.42 94028428.42 0.0038 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.770000% 3134HAWA7 S6XOOCT0IEG5ABCC6L87 US3134HAWA79 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-01 2026-10-29 2026-10-29 N N N 0.0371 79780554.62 79780554.62 0.0032 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.725000% 3134HB3V1 S6XOOCT0IEG5ABCC6L87 US3134HB3V11 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-01 2027-05-05 2027-05-05 N N N 0.0369 29514322.84 29514322.84 0.0012 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.770000% 3134HBQ61 S6XOOCT0IEG5ABCC6L87 US3134HBQ610 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-01 2027-09-22 2027-09-22 N N N 0.0371 99606329.68 99606329.68 0.0040 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.770000% 3134HBU66 S6XOOCT0IEG5ABCC6L87 US3134HBU661 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-01 2027-10-06 2027-10-06 N N N 0.0372 399898157.68 399898157.68 0.0161 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.770000% 3134HBX55 S6XOOCT0IEG5ABCC6L87 US3134HBX558 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-01 2027-10-14 2027-10-14 N N N 0.0379 199483794.62 199483794.62 0.0080 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 3.730000% 3135G07G2 B1V7KEBTPIMZEU4LTD58 US3135G07G27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-01 2026-06-18 2026-06-18 N N N 0.0365 200022948.00 200022948.00 0.0080 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 3.750000% 3135G07H0 B1V7KEBTPIMZEU4LTD58 US3135G07H00 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-01 2026-07-29 2026-07-29 N N N 0.0370 37006094.64 37006094.64 0.0015 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 3.770000% 3135G07L1 B1V7KEBTPIMZEU4LTD58 US3135G07L12 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-01 2026-10-23 2026-10-23 N N N 0.0372 72022433.04 72022433.04 0.0029 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 3.770000% 3135G1AA9 B1V7KEBTPIMZEU4LTD58 US3135G1AA91 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-01 2026-11-20 2026-11-20 N N N 0.0369 72038204.64 72038204.64 0.0029 N N N N JP Morgan Securities LLC JP Morgan Securities LLC 3.650000% 46699D001 ZBUT11V806EZRVTWT807 0001168163 46699D001_3.65_0501 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 7465646 2031-05-31 1.620000 0.00 1850187569.44 1887000005.83 U.S. Treasuries (including strips) Y 2026-05-01 2026-05-01 2026-05-01 N N N 0.0365 1850000000.00 1850000000.00 0.0745 N Y Y N HSBC Securities USA, Inc. HSBC Securities USA, Inc. 3.660000% 643996002 549300LBOHZ4QSIWU288 0000083246 643996002_3.66_0501 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 7465770 2030-02-28 4.000000 0.00 1000101666.67 1019999996.86 U.S. Treasuries (including strips) Y 2026-05-01 2026-05-01 2026-05-01 N N N 0.0366 1000000000.00 1000000000.00 0.0402 N Y Y N Fixed Income Clearing Corp. (FICC)/Mizuho Securities USA LLC Fixed Income Clearing Corp. (FICC)/Mizuho Securities USA LLC 3.650000% 65999Z009 549300H47WTHXPU08X20 0000812291 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 Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q2S33 2031-04-01 4.130000 0.00 19435000.00 19285388.28 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QVVD3 2054-12-01 5.000000 0.00 30311168.00 28254448.81 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UBCL5 2056-05-01 5.500000 0.00 2210618.00 2249338.20 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UBCM3 2056-05-01 5.500000 0.00 1689637.00 1717307.43 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UBDD2 2056-05-01 5.000000 0.00 1842522.00 1822465.74 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UBDG5 2056-05-01 5.500000 0.00 5686800.00 5739553.92 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UDCP2 2056-05-01 5.500000 0.00 725840.00 740131.47 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UDCV9 2056-05-01 6.000000 0.00 1213700.00 1264462.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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15514572.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36195KK60 2046-10-20 3.000000 0.00 1000.00 271.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36196WC88 2047-01-20 3.500000 0.00 1000.00 375.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36177NVJ6 2042-02-15 3.500000 0.00 8414860.00 237759.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36178DRZ6 2042-11-15 3.500000 0.00 435729.00 31407.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36178VH38 2042-10-15 2.500000 0.00 10676.00 1127.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TG66 2047-09-20 4.500000 0.00 10998.00 947.62 Agency Collateralized Mortgage Obligation 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36179USJ2 2049-05-20 3.500000 0.00 104470.00 1757.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UW24 2034-08-20 3.500000 0.00 1000.00 108.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179V4X5 2051-01-20 3.500000 0.00 73238.00 25766.67 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179V6V7 2051-02-20 2.000000 0.00 1000.00 525.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VZT0 2050-12-20 3.500000 0.00 8305.00 2706.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UV82 2049-07-20 3.500000 0.00 4000.00 408.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179W5F1 2052-05-20 4.500000 0.00 4157.00 2893.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UQ88 2049-03-20 5.500000 0.00 7000.00 583.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WDG0 2051-04-20 2.000000 0.00 1000.00 539.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XDA1 2052-07-20 2.500000 0.00 21749984.00 12814812.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XFK7 2052-09-20 5.500000 0.00 6232960.00 3843123.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XK88 2052-11-20 5.500000 0.00 1000.00 520.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UKY7 2049-01-20 4.500000 0.00 11589408.00 717646.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UH62 2048-12-20 5.000000 0.00 7998.00 472.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UGB2 2048-11-20 3.500000 0.00 5000.00 573.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UFE7 2033-11-20 4.000000 0.00 2000.00 218.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UEA6 2048-10-20 4.500000 0.00 7000.00 511.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179X2M7 2053-05-20 6.000000 0.00 50000.00 25649.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179U4G4 2049-09-20 5.500000 0.00 20000.00 2413.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179U3T7 2049-10-20 3.500000 0.00 9036.00 535.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179U3A8 2034-10-20 4.000000 0.00 788615.00 148523.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TZ57 2048-06-20 4.000000 0.00 9039.00 763.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617FR7D8 2066-12-15 5.450000 0.00 3033.00 3132.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TQN8 2048-01-20 3.000000 0.00 4210.00 564.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TG58 2047-09-20 4.000000 0.00 2000.00 200.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617MEFF5 2050-02-20 3.000000 0.00 1000.00 193.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179T7L3 2048-08-20 4.500000 0.00 235000.00 17780.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36178EDG1 2043-05-15 3.000000 0.00 1000.00 136.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617QYJR7 2050-11-20 2.000000 0.00 3000.00 1327.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617Y7NF8 2052-01-20 2.000000 0.00 3000.00 1813.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36177J3B3 2042-07-15 3.500000 0.00 1125.00 153.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36180AAF0 2054-09-20 5.500000 0.00 2000.00 1456.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36182NRD7 2044-07-20 4.250000 0.00 2000.00 597.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36176W7E5 2042-01-15 3.500000 0.00 7527.00 583.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202EFP9 2035-10-20 5.500000 0.00 185001.00 2991.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202E7G8 2039-07-20 4.500000 0.00 28000.00 869.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36188MF46 2045-11-20 4.000000 0.00 1000.00 111.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202E7F0 2039-07-20 4.000000 0.00 6001.00 219.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618J5X33 2055-02-20 6.500000 0.00 2001.00 420.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618K26U8 2055-03-20 6.500000 0.00 1000.00 451.33 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618K96K5 2051-08-15 6.220000 0.00 1000.00 1063.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618KDFY6 2055-05-20 6.500000 0.00 1000.00 1050.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618M2K71 2055-10-20 6.500000 0.00 1000.00 1054.16 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618M7RD0 2055-12-20 5.500000 0.00 4000.00 4077.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618M9DS8 2056-02-20 6.500000 0.00 2004.00 2190.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618M9L26 2056-03-20 5.500000 0.00 3077036.00 3176394.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618M9MC3 2056-03-20 5.500000 0.00 2001.00 2036.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MCBZ7 2056-03-20 5.500000 0.00 1000.00 1047.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MHG57 2055-12-20 6.500000 0.00 1000.00 1055.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MHLZ5 2056-01-20 5.500000 0.00 1000.00 1035.69 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MHVF8 2056-02-20 6.500000 0.00 2000.00 2116.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202E5H8 2039-05-20 5.500000 0.00 4999.00 115.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MLX91 2056-03-20 5.000000 0.00 1008.00 1006.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MNZK0 2056-02-20 5.500000 0.00 1000.00 1021.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MQVK7 2056-03-20 5.500000 0.00 265999.00 267760.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MQWE0 2056-03-20 5.500000 0.00 1716840.00 1781638.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MUAX3 2056-03-20 5.500000 0.00 1108683.00 1134491.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MUV85 2056-03-20 5.000000 0.00 1999.00 2013.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MXPN3 2066-04-20 5.500000 0.00 2504792.00 2533170.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5DX4 2028-01-20 3.000000 0.00 3033.00 1942.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5KV0 2055-04-20 5.000000 0.00 686290.00 627463.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5PF0 2055-06-20 4.000000 0.00 1008.00 926.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202DU74 2032-11-20 5.500000 0.00 75003.00 323.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618NVEF5 2055-12-20 6.500000 0.00 1804346.00 1902266.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618NXB56 2055-11-20 5.500000 0.00 1000.00 1012.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618NXMW5 2055-11-20 6.500000 0.00 4002.00 4347.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618V1HY8 2065-12-20 7.000000 0.00 8605280.00 8977258.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618V2DP9 2055-11-20 6.500000 0.00 4004.00 4223.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618V2TR8 2055-12-20 6.500000 0.00 4000.00 4278.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618V4EE9 2055-12-20 6.500000 0.00 4003.00 4229.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618V9CN0 2056-03-20 5.500000 0.00 3001.00 3114.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618V9GT3 2056-04-20 5.500000 0.00 1001.00 1039.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618V9RE4 2056-04-20 5.500000 0.00 1000.00 1021.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VB6F9 2056-04-20 6.000000 0.00 1001.00 1049.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VBRK5 2056-04-20 5.500000 0.00 1000.00 1018.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VD4Z3 2056-04-20 4.500000 0.00 93116.00 91052.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36198S7M0 2044-06-20 4.500000 0.00 1000.00 106.05 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36197MRR1 2047-04-15 4.500000 0.00 317000.00 91620.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WV21 2052-01-20 5.500000 0.00 3003.00 1312.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WTY4 2051-12-20 2.500000 0.00 10000.00 5926.52 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WR42 2051-11-20 3.500000 0.00 1946522.00 1196810.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WQB7 2051-10-20 3.000000 0.00 111226.00 62075.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36204DX46 2041-07-15 5.000000 0.00 2000.00 245.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620A2QF6 2039-05-20 4.500000 0.00 2000.00 212.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WP85 2051-10-20 1.500000 0.00 9272.00 5163.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WLS5 2051-06-20 4.000000 0.00 5441.00 2470.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620AP7J8 2038-01-20 6.000000 0.00 5003.00 152.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WFJ2 2051-05-20 3.500000 0.00 4756.00 2103.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620ASAH2 2041-03-15 4.500000 0.00 2007.00 130.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36210AAN7 2031-02-15 8.000000 0.00 25002.00 386.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622A2MQ2 2044-12-20 4.250000 0.00 2000.00 593.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622A2NZ1 2030-05-20 3.000000 0.00 7722368.00 80728.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179W2U1 2052-03-20 2.500000 0.00 32496.00 19842.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VHV5 2049-07-20 4.500000 0.00 3518996.00 452376.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VBG4 2049-12-20 3.500000 0.00 1000.00 121.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AADT8 2044-01-15 3.000000 0.00 5000.00 2083.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179V7E4 2051-02-20 2.500000 0.00 1000.00 430.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WCU0 2036-04-20 2.000000 0.00 1000.00 395.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AAQW7 2050-04-20 3.000000 0.00 600000.00 173786.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AASH8 2049-02-20 4.000000 0.00 4301.00 822.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XQX7 2053-01-20 5.500000 0.00 5323.00 3252.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XQY5 2053-01-20 6.000000 0.00 97003.00 45925.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XTD8 2053-02-20 5.500000 0.00 41419000.00 25862319.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YDJ0 2053-07-20 5.000000 0.00 4935416.00 3966408.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YFK5 2053-08-20 5.000000 0.00 2000.00 1621.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YW59 2054-05-20 5.500000 0.00 54722.00 41367.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AAYY4 2049-10-20 3.500000 0.00 1000.00 357.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617ACHV5 2047-04-15 4.000000 0.00 1000.00 178.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622ABB43 2051-07-20 3.000000 0.00 1000.00 584.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622ABG55 2051-10-20 3.000000 0.00 1036.00 710.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617ALZA1 2047-06-15 4.000000 0.00 215934.00 27068.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622ACDP2 2052-02-20 3.000000 0.00 1000.00 684.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617F0WY3 2058-01-15 4.450000 0.00 1008.00 953.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617JYLP6 2050-02-20 3.500000 0.00 2000.00 447.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AD5Y0 2052-02-20 2.500000 0.00 16162.00 13177.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622ADVC9 2055-04-20 5.500000 0.00 726453.00 619547.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622ADZ76 2065-07-20 4.000000 0.00 1000.00 830.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AEGM2 2056-01-20 6.000000 0.00 4568064.00 4589056.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36295CKY6 2043-09-15 4.000000 0.00 1000.00 130.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617K1ZG1 2049-11-20 4.000000 0.00 198000.00 45586.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617MKK99 2050-04-20 4.000000 0.00 3000.00 620.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617QKHY4 2036-04-20 5.500000 0.00 2000.00 801.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36180AAD5 2053-05-20 4.500000 0.00 12000.00 10795.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36183S7K1 2045-07-15 3.000000 0.00 724248.00 84422.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36185B4U7 2045-07-15 4.000000 0.00 2000.00 105.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36188KDV2 2045-10-15 3.000000 0.00 5000.00 2405.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618A7L80 2058-01-15 5.380000 0.00 2000.00 1982.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MHVH4 2056-02-20 6.500000 0.00 23762.00 25192.93 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5XT1 2054-05-20 7.000000 0.00 4005.00 4026.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FEG7 2040-02-20 4.000000 0.00 4000.00 162.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FGW0 2040-06-20 4.500000 0.00 5001.00 169.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FLS3 2040-10-20 6.000000 0.00 9000.00 157.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FRM0 2038-10-20 6.500000 0.00 3000.00 116.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FUG9 2041-06-20 5.000000 0.00 2246608.00 75899.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FVR4 2039-01-20 6.000000 0.00 4001.00 146.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620A9S93 2039-09-15 4.000000 0.00 2001.00 118.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620AAFW3 2040-02-15 4.500000 0.00 1000.00 103.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620ARCG4 2040-05-15 4.500000 0.00 6000.00 235.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622A2XM9 2039-01-15 6.000000 0.00 4011.00 918.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AACC6 2049-02-20 4.500000 0.00 5000.00 815.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AAKF0 2048-02-20 3.500000 0.00 9000.00 2261.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AAN83 2049-10-20 3.500000 0.00 1096.00 200.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AASX3 2049-11-20 5.000000 0.00 1331.00 233.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AAUS1 2050-11-20 3.000000 0.00 150460.00 59906.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AAUU6 2050-11-20 3.500000 0.00 3083.00 1232.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AAVM3 2050-12-20 2.000000 0.00 4032.00 2039.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AAVT8 2050-12-20 3.000000 0.00 1064.00 474.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AAVU5 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S6XOOCT0IEG5ABCC6L87 31329NVH8 2047-11-01 3.500000 0.00 3021816.00 1294832.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132ACCW8 2047-06-01 4.500000 0.00 8503000.00 975882.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132D55H1 2035-06-01 2.000000 0.00 25500000.00 7759770.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DNRN5 2052-06-01 3.500000 0.00 27644032.00 20934882.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KGMP0 2048-09-01 3.000000 0.00 17641632.00 4423930.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KN3M3 2051-02-01 4.500000 0.00 35000.00 19876.38 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140M9C88 2052-02-01 3.500000 0.00 840418.00 376833.38 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFGA3 2052-01-01 2.500000 0.00 275000.00 169557.99 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XK2K5 2052-04-01 3.000000 0.00 10000.00 7284.21 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y7KF4 2055-10-01 5.000000 0.00 7762992.00 7275396.80 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y8TL0 2056-04-01 6.000000 0.00 17899136.00 18610140.83 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FAX5 2054-07-01 6.000000 0.00 4447000.00 2645430.81 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FWR4 2056-04-01 6.000000 0.00 70976512.00 72939249.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426PSS5 2055-06-01 6.000000 0.00 1722244.00 1480697.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427HVU3 2055-10-01 5.500000 0.00 17395680.00 16340218.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142K13M2 2056-04-01 5.000000 0.00 1008284.00 997360.03 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YAU8 2053-07-20 6.500000 0.00 11997.00 4587.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618M2SB4 2055-09-20 6.500000 0.00 2459864.00 2297268.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MGTS5 2056-04-20 5.500000 0.00 1058495.00 1082200.58 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618V0SZ5 2065-12-20 6.000000 0.00 1059428.00 1089708.62 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VAB57 2056-04-20 5.500000 0.00 5367816.00 5456511.41 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36213HRK7 2032-11-15 5.500000 0.00 563628.00 15435.18 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A8WP0 2032-09-01 3.500000 0.00 10999.00 1172.41 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EG2L7 2049-01-01 6.500000 0.00 60133.00 1336.95 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EGCB8 2041-04-01 4.500000 0.00 296315.00 13121.37 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138LMRA3 2038-04-01 3.510000 0.00 7144040.00 6454122.20 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140BUA93 2055-11-01 6.500000 0.00 1952226.00 1638613.71 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FCTC2 2047-02-01 3.500000 0.00 45000.00 6246.80 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LDZM4 2041-10-01 2.265000 0.00 18400000.00 13357196.33 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W14Q3 2055-05-01 6.000000 0.00 6953264.00 4877880.11 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X4TF3 2049-09-01 3.500000 0.00 1000.00 138.76 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EEX4 2052-05-01 4.500000 0.00 395000.00 263985.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31425YUW5 2055-01-01 6.500000 0.00 1711000.00 1062032.49 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36180MHH3 2043-06-15 3.000000 0.00 309116.00 47593.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36184FSP4 2045-08-15 3.000000 0.00 404685.00 48734.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5C23 2054-12-20 3.500000 0.00 445625.00 387941.29 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132AC2W9 2048-10-01 4.000000 0.00 26710900.00 2924014.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KPYZ5 2052-09-01 4.500000 0.00 1159548.00 877657.35 Agency Mortgage-Backed Securities Y 2026-05-01 2026-05-01 2026-05-01 N N N 0.0365 250000000.00 250000000.00 0.0101 N Y Y N Fixed Income Clearing Corp. (FICC)/State Street Bank & Trust Co. Fixed Income Clearing Corp. (FICC)/State Street Bank & Trust Co. 3.640000% 98599G006 549300H47WTHXPU08X20 98599G006_3.64_0501 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 91282CMY4 2027-04-30 3.750000 0.00 120952700.00 120869553.49 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912828X88 2027-05-15 2.375000 0.00 183521300.00 182822175.61 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CET4 2027-05-31 2.625000 0.00 238880900.00 238430860.33 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKR1 2027-05-15 4.500000 0.00 455189900.00 467677547.85 U.S. Treasuries (including strips) Y 2026-05-01 2026-05-01 2026-05-01 N N N 0.0364 990000000.00 990000000.00 0.0398 N Y Y N BNP Paribas SA BNP Paribas SA 3.640000% 986PPK002 R0MUWSFPU8MPRO8K5P83 986PPK002_3.64_0501 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 91282CPH8 2030-10-15 1.125000 0.00 541100.00 544974.64 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 912810UQ9 2045-11-15 4.625000 0.00 300.00 293.33 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CCP4 2026-07-31 0.625000 0.00 1200.00 1192.66 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125000 0.00 2000.00 2030.94 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGK1 2033-01-15 1.125000 0.00 900.00 960.98 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4.000000 0.00 4687900.00 4643471.81 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKC4 2031-02-28 4.250000 0.00 200.00 203.28 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLA7 2026-07-31 3.825246 0.00 100.00 100.04 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875000 0.00 800.00 782.43 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 56928000.00 56705345.00 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875000 0.00 600.00 604.95 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 912810QB7 2039-05-15 4.250000 0.00 100.00 98.32 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 912810RT7 2046-08-15 2.250000 0.00 400.00 260.36 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CBB6 2027-12-31 0.625000 0.00 400.00 379.93 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CBP5 2028-02-29 1.125000 0.00 500.00 476.70 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625000 0.00 142908300.00 153012919.89 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CHJ3 2030-06-30 3.750000 0.00 100.00 100.30 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CML2 2035-01-15 2.125000 0.00 37632000.00 40111589.70 U.S. Treasuries (including strips) Y 2026-05-01 2026-05-01 2026-05-01 N N N 0.0364 250000000.00 250000000.00 0.0101 N Y Y N BNP Paribas SA BNP Paribas SA 3.650000% 986PPK002 R0MUWSFPU8MPRO8K5P83 986PPK002_3.65_0501 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QHHE8 2051-02-01 2.500000 0.00 9050165.00 4345483.78 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QLBA3 2036-07-01 2.000000 0.00 2954180.00 1436856.41 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QRWP4 2053-04-01 5.000000 0.00 7353592.00 5053861.44 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QSGY1 2053-06-01 5.000000 0.00 50000000.00 37362156.61 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QSHN4 2053-06-01 6.000000 0.00 68148427.00 50879607.77 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UAMK8 2056-04-01 5.500000 0.00 5414.00 5506.86 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UAPW9 2056-04-01 5.500000 0.00 79803.00 81109.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427SRB6 2055-12-01 5.000000 0.00 6057.00 6028.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GU2G7 2055-06-01 5.500000 0.00 1000.00 919.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GWP52 2056-01-01 5.500000 0.00 1000.00 976.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142J6DG5 2056-03-01 5.000000 0.00 1008.00 988.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142J6DY6 2056-04-01 5.000000 0.00 5927304.00 5862327.58 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WVT2 2052-01-20 2.000000 0.00 924355.00 546807.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179X2K1 2053-05-20 5.000000 0.00 2000.00 1552.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179X5H5 2053-06-20 5.500000 0.00 3000.00 2076.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618KRJ62 2055-04-20 7.500000 0.00 1578924.00 1651002.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618KRJQ8 2055-04-20 7.000000 0.00 1000.00 941.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618KRJX3 2055-04-20 7.000000 0.00 34380.00 34450.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618LGU96 2065-10-20 5.500000 0.00 1000.00 953.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618LXQG8 2065-10-20 6.500000 0.00 151680.00 101102.42 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131XKE62 2042-09-01 3.500000 0.00 2108.00 197.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131Y0S86 2048-03-01 4.000000 0.00 1652.00 370.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131Y15Z9 2048-07-01 5.000000 0.00 2964.00 601.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DNKS1 2052-07-01 3.000000 0.00 2011.00 1280.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DNMY6 2052-07-01 4.500000 0.00 1135.00 771.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DPN46 2053-01-01 5.500000 0.00 1024.00 784.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DQQ66 2053-06-01 6.000000 0.00 1000.00 710.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DQU53 2051-02-01 1.500000 0.00 15887700.00 10049729.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DTRC6 2054-06-01 6.500000 0.00 24772245.00 17991056.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DUXG7 2054-11-01 5.500000 0.00 37400000.00 33592861.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DV7M1 2050-10-01 3.000000 0.00 2115.00 652.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132E0KQ4 2053-09-01 6.500000 0.00 3000.00 2105.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132XFZH4 2035-06-01 4.350000 0.00 1000.00 976.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132YBXQ4 2035-09-01 3.790000 0.00 1000.00 942.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31334WV81 2049-06-01 4.000000 0.00 1478.00 170.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CEST0 2053-10-01 5.500000 0.00 1000.00 908.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CQER2 2054-07-01 6.500000 0.00 1000.00 475.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133D0XG1 2054-11-01 6.500000 0.00 1236739.00 1271017.14 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138XGZQ9 2044-02-01 4.500000 0.00 1376.00 83.33 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140A7EB6 2054-02-01 5.500000 0.00 1017.00 1003.90 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140A9RW2 2054-07-01 6.000000 0.00 1101.00 1122.60 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140AEME6 2054-12-01 6.000000 0.00 30158.00 30601.17 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140AR2G4 2054-10-01 5.500000 0.00 1034.00 1000.21 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140B4WB2 2055-03-01 5.500000 0.00 1000.00 739.15 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140BQGP0 2055-09-01 6.000000 0.00 1008.00 1027.48 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140BVF21 2055-11-01 5.000000 0.00 10208352.00 10132579.22 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LCHD6 2033-06-01 2.070000 0.00 1000.00 834.29 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LRAH1 2051-07-01 2.500000 0.00 41893.00 20654.68 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LU2M2 2051-07-01 2.500000 0.00 1000.00 597.47 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140M6ET6 2054-06-01 6.000000 0.00 6579368.00 5794291.82 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140NAYF4 2053-01-01 6.000000 0.00 1900716.00 1222347.35 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140NTBE1 2053-12-01 7.000000 0.00 1000.00 1059.53 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q1BW9 2030-11-01 3.980000 0.00 1000.00 988.01 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q2NY0 2036-04-01 4.460000 0.00 4059923.00 3989551.45 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W0D77 2041-10-01 2.000000 0.00 1010.00 778.86 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W1KD4 2052-08-01 3.500000 0.00 272556.00 221457.02 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W4KY2 2052-03-01 2.000000 0.00 7052200.00 5621983.98 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W4WZ6 2056-01-01 6.000000 0.00 24085.00 24048.37 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W56W9 2056-04-01 5.000000 0.00 196933.00 197241.55 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W57J7 2052-01-01 2.000000 0.00 1000.00 807.40 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XKE30 2044-05-01 5.500000 0.00 370792.00 238778.96 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XKNL0 2053-02-01 6.000000 0.00 1000.00 660.96 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XLYV4 2053-07-01 5.000000 0.00 393041.00 309724.16 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XRPY5 2054-09-01 5.500000 0.00 1041.00 845.32 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y6PZ7 2055-05-01 6.000000 0.00 1000.00 868.02 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y8PS9 2056-03-01 5.500000 0.00 12272017.00 12371920.45 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y8PX8 2056-03-01 5.500000 0.00 11264.00 11409.82 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QMTW4 2051-12-01 2.000000 0.00 1065424.00 685767.83 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QNE57 2052-02-01 2.500000 0.00 2194632.00 1346636.03 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QNVF6 2052-04-01 4.000000 0.00 42000.00 27844.69 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DRS3 2050-08-01 2.500000 0.00 1024.00 366.86 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EE63 2052-07-01 4.500000 0.00 5265705.00 3798834.99 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QRWS8 2053-04-01 5.000000 0.00 4113.00 3066.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128KRV68 2036-10-01 5.500000 0.00 1032.00 32.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128M9B92 2038-11-01 5.500000 0.00 3869.00 218.80 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FSK4 2045-12-01 5.500000 0.00 42015400.00 38634970.99 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFGXC1TOL40 3130AEFL9 2043-06-12 3.740000 0.00 21945000.00 18738038.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426JUK3 2055-04-01 6.500000 0.00 200040.00 172847.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426PN35 2055-06-01 6.500000 0.00 1000.00 779.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426YJQ0 2055-09-01 6.500000 0.00 44617.00 45187.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426YNA0 2055-09-01 5.500000 0.00 1000.00 864.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427AUC9 2055-09-01 5.500000 0.00 1000.00 1005.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427JT81 2055-11-01 5.500000 0.00 1000.00 879.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427KFW0 2055-11-01 5.000000 0.00 1000.00 971.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427MA92 2054-05-01 5.500000 0.00 27049000.00 23585139.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427QE32 2053-11-01 6.500000 0.00 1000.00 886.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427QMP4 2055-10-01 5.500000 0.00 1024.00 983.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427QQQ8 2055-09-01 6.000000 0.00 1000.00 853.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427QXH0 2054-10-01 5.500000 0.00 30424605.00 29584466.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DMKC8 2050-03-01 5.000000 0.00 1008.00 136.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427SBP2 2052-03-01 2.000000 0.00 1024.00 826.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DPTQ1 2053-02-01 5.500000 0.00 2007.00 1402.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JSDP7 2056-01-01 5.500000 0.00 43689.00 44741.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JUD72 2056-01-01 4.500000 0.00 12000.00 11521.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DST28 2054-03-01 5.500000 0.00 3688938.00 2995632.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DVL94 2052-01-01 2.500000 0.00 1001.00 606.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWBB8 2051-03-01 2.000000 0.00 1070.00 580.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KQQE9 2053-02-01 6.000000 0.00 1023.00 742.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KRB37 2053-05-01 5.500000 0.00 2000.00 1545.75 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179R4K2 2038-11-20 6.000000 0.00 1001.00 108.38 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KRTW4 2053-08-01 5.500000 0.00 7911872.00 6281899.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3134GV6J2 2040-07-13 2.150000 0.00 11000.00 7872.65 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RZY8 2038-12-20 6.000000 0.00 11000.00 1314.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179S5R4 2037-10-20 6.000000 0.00 1000.00 112.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SCC9 2046-05-20 5.500000 0.00 1001.00 83.88 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31385JJF6 2032-07-01 6.500000 0.00 4403264.00 4793.55 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ELCT8 2040-10-01 6.000000 0.00 1046.00 47.44 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SGR2 2036-04-20 6.000000 0.00 1000.00 96.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SQ34 2039-03-20 6.000000 0.00 1000.00 120.14 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140EVVB0 2046-08-01 3.000000 0.00 3175.00 722.41 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179T4R3 2048-07-20 5.000000 0.00 1007.00 65.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179T4T9 2048-07-20 6.000000 0.00 1000.00 124.93 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140N8ZZ4 2053-04-01 7.000000 0.00 1000.00 845.05 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TG90 2047-09-20 6.000000 0.00 1000.00 111.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TJX4 2047-10-20 3.500000 0.00 2001.00 227.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TNR2 2047-12-20 3.500000 0.00 1000.00 117.18 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TQN8 2048-01-20 3.000000 0.00 2000.00 268.00 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W2RT0 2055-04-01 6.500000 0.00 1000.00 811.03 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X8SQ1 2050-12-01 2.000000 0.00 1692614.00 889424.61 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XBTH3 2051-05-01 2.000000 0.00 429598.00 268919.48 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UAB8 2036-04-20 6.000000 0.00 1000.00 129.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UCF7 2039-02-20 6.000000 0.00 1000.00 162.76 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XL3S5 2053-03-01 6.500000 0.00 3000.00 2007.62 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XQ4N4 2054-09-01 6.000000 0.00 10046848.00 8050150.48 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UMQ2 2049-02-20 6.000000 0.00 1000.00 68.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UQ96 2049-04-20 6.000000 0.00 1000.00 117.66 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XQYW1 2052-06-01 3.000000 0.00 205005.00 159663.05 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UZY1 2049-09-20 6.000000 0.00 2605.00 309.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VFV7 2050-02-20 6.000000 0.00 79997.00 8094.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VN30 2050-06-20 3.000000 0.00 40386816.00 9631716.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179W2W7 2052-04-20 3.500000 0.00 5839990.00 3853521.87 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179W5D6 2052-05-20 3.500000 0.00 57712.00 38122.30 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410KJY1 2038-05-01 6.000000 0.00 10080.00 58.43 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WB64 2051-03-20 5.500000 0.00 10000.00 2535.11 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WDW5 2048-01-20 5.000000 0.00 1000.00 319.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XDD5 2052-08-20 4.000000 0.00 2048.00 1441.12 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31413VS73 2037-12-01 6.500000 0.00 9997.00 30.50 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XFG6 2052-09-20 4.000000 0.00 14223942.00 10160558.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XFH4 2052-09-20 4.500000 0.00 1000.00 715.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XG67 2037-09-20 5.500000 0.00 1001.00 486.74 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418D6C1 2051-11-01 2.500000 0.00 1000.00 603.18 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FHW0 2055-03-01 4.500000 0.00 1000.00 904.08 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FUX3 2056-03-01 5.000000 0.00 7000.00 6863.26 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XNF9 2052-12-20 5.000000 0.00 28297104.00 20525073.52 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427RY61 2055-09-01 6.500000 0.00 11000.00 10951.00 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XQY5 2053-01-20 6.000000 0.00 1119.00 529.78 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JRTX5 2056-01-01 5.500000 0.00 1001.00 1006.87 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XX68 2053-04-20 5.500000 0.00 1000.00 653.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YAS3 2053-07-20 5.500000 0.00 2064.00 1439.60 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWEP4 2052-09-01 3.000000 0.00 1000.00 699.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWH22 2053-08-01 5.500000 0.00 1000.00 735.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133C76M4 2053-07-01 3.000000 0.00 1000.00 754.94 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617FGNS1 2052-07-15 6.500000 0.00 1197810.00 1233524.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617JWBT3 2049-07-20 4.500000 0.00 1001.00 254.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617M7Y93 2050-02-20 4.000000 0.00 1000.00 300.24 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CEXK3 2053-10-01 5.500000 0.00 1008.00 823.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KKVG1 2050-12-01 2.000000 0.00 1000.00 535.70 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618A5X40 2053-07-20 7.500000 0.00 1000.00 593.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618AJGP2 2053-02-15 7.000000 0.00 1000.00 982.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618AJHD8 2053-02-15 7.500000 0.00 1000.00 913.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618AQY68 2054-02-20 7.500000 0.00 1000.00 801.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618AS7B3 2053-05-20 7.500000 0.00 1014800.00 260996.90 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KPMG0 2052-06-01 4.000000 0.00 5673624.00 3779342.61 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618BHJG2 2053-08-15 7.000000 0.00 1000.00 1028.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179QYU9 2045-01-20 4.500000 0.00 2001.00 113.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618BRVJ0 2053-11-20 8.000000 0.00 1000.00 880.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618FSK80 2054-02-20 8.000000 0.00 1000.00 1072.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618FSKP2 2053-12-15 8.000000 0.00 2195932.00 2264382.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618FSKR8 2054-01-15 8.000000 0.00 1000.00 1034.43 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618GRCE7 2054-03-20 5.500000 0.00 1001.00 787.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179R7J2 2046-04-20 3.500000 0.00 4011.00 398.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RXE4 2046-01-20 4.000000 0.00 3145.00 253.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618JWMN2 2055-04-20 6.500000 0.00 1000.00 1016.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618KN5T6 2055-08-20 6.500000 0.00 6844.00 7210.76 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618M4FK4 2056-01-20 7.500000 0.00 1003.00 1038.80 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MAED7 2055-11-20 6.500000 0.00 1000.00 901.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MEJN2 2056-01-20 7.500000 0.00 1000.00 1080.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MFPF9 2056-03-20 6.500000 0.00 1119.00 1194.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MFPH5 2056-02-20 6.500000 0.00 1000.00 1068.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MHVD3 2056-02-20 6.500000 0.00 1000.00 1058.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MHVX9 2056-03-20 6.500000 0.00 2000.00 2120.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MHVY7 2056-03-20 6.500000 0.00 1000.00 1058.73 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MU4M4 2056-03-20 7.500000 0.00 1000.00 1081.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MVJF1 2056-02-20 6.500000 0.00 1000.00 1067.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N0WW6 2056-03-20 6.500000 0.00 1000.00 1059.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N0WX4 2056-03-20 6.500000 0.00 1000.00 1059.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SEG8 2046-06-20 3.000000 0.00 4000.00 433.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5A41 2054-11-20 5.500000 0.00 1000.00 807.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5EG0 2055-01-20 5.500000 0.00 2009.00 1397.79 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5GN3 2055-02-20 5.000000 0.00 527329.00 472466.37 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SGM3 2046-07-20 4.000000 0.00 688020.00 61837.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5KW8 2055-04-20 5.500000 0.00 1000.00 784.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SYX9 2038-11-20 6.000000 0.00 2000.00 291.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TAL9 2047-06-20 4.000000 0.00 1000.00 92.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TUA1 2048-03-20 3.500000 0.00 1024.00 115.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5TM1 2055-08-20 5.000000 0.00 1000.00 975.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5TN9 2055-06-20 5.500000 0.00 11178231.00 10763484.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5XP9 2055-09-20 5.000000 0.00 1000.00 983.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6BD8 2056-02-20 4.500000 0.00 1000.00 963.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TV44 2048-04-20 3.000000 0.00 1000.00 146.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618NXWG9 2056-02-20 6.500000 0.00 1000.00 1058.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TXU4 2048-05-20 3.500000 0.00 2018.00 228.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UGC0 2048-11-20 4.000000 0.00 274582555.00 23964611.86 Agency Collateralized Mortgage Obligation U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 5442000.00 5420715.42 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UGF3 2048-09-20 5.500000 0.00 1002.00 86.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UXT4 2049-08-20 3.500000 0.00 7132600.00 805713.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179W7M4 2052-06-20 4.000000 0.00 5181440.00 3552245.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XDF0 2052-08-20 5.000000 0.00 2000.00 1405.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XHX7 2052-10-20 4.000000 0.00 1000.00 715.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XLG9 2052-11-20 4.500000 0.00 368000.00 269650.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XLK0 2052-11-20 6.000000 0.00 75246208.00 35977492.05 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FPF8 2055-09-01 5.000000 0.00 1000.00 943.57 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FPH4 2055-09-01 6.000000 0.00 1000.00 814.44 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XVT0 2053-03-20 5.500000 0.00 1024.00 650.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36176WYD7 2041-11-15 3.500000 0.00 1037.00 53.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179MHA1 2038-03-20 6.000000 0.00 1981.00 67.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179N2L1 2044-02-20 4.500000 0.00 1000.00 64.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179NJB5 2043-07-20 4.000000 0.00 11000.00 910.68 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31335AEK0 2045-08-01 3.500000 0.00 2457996.00 473673.73 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617V15G2 2041-09-20 4.500000 0.00 4047450.00 1823333.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179NLE6 2043-08-20 4.000000 0.00 1629.00 91.04 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179NQ50 2043-10-20 4.000000 0.00 1000.00 52.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618GWAV0 2054-03-20 7.500000 0.00 1000.00 844.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618GXR57 2054-03-20 5.000000 0.00 1000.00 943.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N56G9 2055-12-20 4.500000 0.00 1939650.00 1864240.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5GP8 2055-02-20 5.500000 0.00 6861987.00 5188345.27 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5MP1 2055-05-20 5.000000 0.00 1024.00 946.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5MQ9 2055-05-20 5.500000 0.00 1024.00 847.56 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5RF8 2055-07-20 5.500000 0.00 1049056.00 919716.42 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618NKP91 2055-07-20 6.500000 0.00 616659.00 656566.10 Agency Collateralized Mortgage Obligation U.S. Treasury Bond 254900HROIFWPRGM1V77 912810UM8 2055-08-15 4.750000 0.00 1000.00 973.10 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.500000 0.00 1000.00 965.96 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.250000 0.00 800.00 809.50 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XNG7 2052-12-20 5.500000 0.00 1000.00 621.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YMK7 2053-12-20 5.500000 0.00 1000.00 753.75 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YU44 2054-04-20 4.500000 0.00 1555355.00 1403852.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YU77 2054-02-20 6.000000 0.00 17183.00 9121.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 36180ACA9 2054-10-20 5.500000 0.00 31078888.00 23497107.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618BHH90 2053-07-15 6.500000 0.00 1000.00 1014.26 Agency Collateralized Mortgage Obligation Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618BHJW7 2053-09-15 7.000000 0.00 1000.00 986.08 Agency Collateralized Mortgage Obligation Y 2026-05-01 2026-05-01 2026-05-01 N N N 0.0365 500000000.00 500000000.00 0.0201 N Y Y N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp. 3.640000% 989GWF002 549300MS3WYYVQ4HXM15 989GWF002_3.64_0501 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 91282CPN5 2030-11-30 3.500000 0.00 354400.00 351968.19 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1.000000 0.00 282800.00 265948.39 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CHB0 2026-05-15 3.625000 0.00 462900.00 470508.65 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CHE4 2028-05-31 3.625000 0.00 122200.00 123370.04 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CJN2 2028-11-30 4.375000 0.00 7700.00 7925.75 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLJ8 2031-08-31 3.750000 0.00 181600.00 179935.46 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 85422600.00 85088497.82 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CLN9 2029-09-30 3.500000 0.00 170004300.00 168062315.80 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMG3 2030-01-31 4.250000 0.00 60200.00 61400.56 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625000 0.00 232700.00 239796.28 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.250000 0.00 37300.00 37295.78 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CCE9 2028-05-31 1.250000 0.00 101300.00 96496.20 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875000 0.00 40000.00 40329.89 U.S. Treasuries (including strips) Y 2026-05-01 2026-05-01 2026-05-01 N N N 0.0364 250000000.00 250000000.00 0.0101 N Y Y N AllianceBernstein Fixed Income Shares 2026-05-06 \\s\\Rodrigo Gallegos Rodrigo Gallegos Assistant Controller