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HSBC Securities USA, Inc. 4.87000000 N/A CYYGQCGNHMHPSMRL3R97 BYDAGSFR5 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133D0ME8 2054-11-01 6 N/A 2947272.00 2998746.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133D0R78 2054-10-01 6.5 N/A 2334736.00 2415302.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133D0R29 2054-11-01 6 N/A 4165560.00 4230313.63 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SF6 2049-02-15 3 N/A 58301200.00 44706244.83 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A9UX3 2033-05-01 3.5 N/A 7431320.00 852688.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132D9UM4 2042-08-01 2 N/A 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2025-10-30 2025-10-30 2025-10-30 N N N 0.0426 410099647.38 410099647.38 0.0023 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 4.85000000 N/A ZBUT11V806EZRVTWT807 BYDAGSG37 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJT9 2027-01-15 4 N/A 93046400.00 93839632.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128284Z0 2025-08-31 2.75 N/A 400.00 396.47 U.S. Treasuries (including strips) Y Standard & Poor's A-1 Moody's P-1 Fitch F1+ 2024-11-01 2024-11-01 2024-11-01 N N N 0.0485 92000000.00 92000000.00 0.0005 N Y Y N Fixed Income Clearing Corporation - BNY Fixed Income Clearing Corporation - BNY 4.86000000 N/A 549300H47WTHXPU08X20 BYDAGSGK9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y 3 5/8 NOTE AC 29 N/A 91282CLK5 2029-08-31 3.625 N/A 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2028-01-31 0.75 N/A 100000.00 89911.40 U.S. Treasuries (including strips) 4 1/4 NOTE AL 27 N/A 91282CKE0 2027-03-15 4.25 N/A 100.00 100.79 U.S. Treasuries (including strips) 4 1/2 NOTE AQ 26 N/A 91282CHM6 2026-07-15 4.5 N/A 1000.00 1018.03 U.S. Treasuries (including strips) BILL 09/04/25 N/A 912797MH7 2025-09-04 0 N/A 6500.00 6271.15 U.S. Treasuries (including strips) 3 1/8 BOND 48 N/A 912810SC3 2048-05-15 3.125 N/A 1000.00 795.98 U.S. Treasuries (including strips) 4 5/8 BOND 44 N/A 912810UB2 2044-05-15 4.625 N/A 600.00 613.79 U.S. Treasuries (including strips) 3 3/4 NOTE P 31 N/A 91282CLJ8 2031-08-31 3.75 N/A 5449800.00 5328967.37 U.S. Treasuries (including strips) 3 BOND 48 N/A 912810SD1 2048-08-15 3 N/A 231322000.00 177799912.50 U.S. Treasuries (including strips) 3 1/2 NOTE B 33 N/A 91282CGM7 2033-02-15 3.5 N/A 1100.00 1049.28 U.S. Treasuries (including strips) 4 1/8 NOTE F 32 N/A 91282CFV8 2032-11-15 4.125 N/A 3811900.00 3852316.10 U.S. Treasuries (including strips) 0 3/8 NOTE U 26 N/A 91282CBH3 2026-01-31 0.375 N/A 22022500.00 21007449.94 U.S. Treasuries (including strips) 3 5/8 BOND 53 N/A 912810TR9 2053-05-15 3.625 N/A 100.00 87.34 U.S. Treasuries (including strips) 4 5/8 NOTE AY 26 N/A 91282CKB6 2026-02-28 4.625 N/A 11200000.00 11337496.89 U.S. Treasuries (including strips) TRFR BF 07/31/26 N/A 91282CLA7 2026-07-31 4.74400816 N/A 600.00 607.26 U.S. Treasuries (including strips) 0 1/2 NOTE R 27 N/A 91282CAU5 2027-10-31 0.5 N/A 250000000.00 224460250.00 U.S. Treasuries (including strips) 2 5/8 NOTE B 29 N/A 9128286B1 2029-02-15 2.625 N/A 100.00 94.51 U.S. Treasuries (including strips) 3 3/4 NOTE T 30 N/A 91282CJQ5 2030-12-31 3.75 N/A 177001100.00 174756720.21 U.S. Treasuries (including strips) 2 5/8 NOTE T 25 N/A 9128285T3 2025-12-31 2.625 N/A 917000.00 907710.59 U.S. Treasuries (including strips) 4 NOTE R 29 N/A 91282CFT3 2029-10-31 4 N/A 48500000.00 48103318.50 U.S. Treasuries (including strips) 2 7/8 BOND 45 N/A 912810RN0 2045-08-15 2.875 N/A 8300.00 6388.33 U.S. Treasuries (including strips) 6 3/4 BOND 26 N/A 912810EX2 2026-08-15 6.75 N/A 54000.00 57257.53 U.S. Treasuries (including strips) 3 5/8 BOND 44 N/A 912810RE0 2044-02-15 3.625 N/A 100.00 87.82 U.S. Treasuries (including strips) 2 3/4 NOTE L 29 N/A 91282CES6 2029-05-31 2.75 N/A 238088500.00 226747607.15 U.S. Treasuries (including strips) 4 3/8 NOTE AQ 27 N/A 91282CKZ3 2027-07-15 4.375 N/A 1000.00 1018.69 U.S. Treasuries (including strips) 6 1/2 BOND 26 N/A 912810EY0 2026-11-15 6.5 N/A 800.00 864.53 U.S. Treasuries (including strips) 2 BOND 51 N/A 912810SZ2 2051-08-15 2 N/A 1188300.00 722079.74 U.S. Treasuries (including strips) 2 3/8 BOND 49 N/A 912810SK5 2049-11-15 2.375 N/A 200.00 135.56 U.S. Treasuries (including strips) BILL 02/13/25 N/A 912797MK0 2025-02-13 0 N/A 1808600.00 1785415.56 U.S. Treasuries (including strips) 3 7/8 BOND 43 N/A 912810TQ1 2043-02-15 3.875 N/A 100.00 91.91 U.S. Treasuries (including strips) 2 1/2 NOTE H 26 N/A 9128286F2 2026-02-28 2.5 N/A 200.00 196.35 U.S. Treasuries (including strips) 1 1/4 NOTE J 28 N/A 91282CBS9 2028-03-31 1.25 N/A 300000.00 272722.67 U.S. Treasuries (including strips) 1 1/8 NOTE B 31 N/A 91282CBL4 2031-02-15 1.125 N/A 1200.00 1001.99 U.S. Treasuries (including strips) 5 1/4 BOND 28 N/A 912810FF0 2028-11-15 5.25 N/A 21775500.00 23182895.29 U.S. Treasuries (including strips) 4 NOTE N 30 N/A 91282CHR5 2030-07-31 4 N/A 135800.00 135781.53 U.S. Treasuries (including strips) 1 3/4 BOND 41 N/A 912810TA6 2041-08-15 1.75 N/A 13853100.00 9302989.53 U.S. Treasuries (including strips) 4 1/4 BOND 54 N/A 912810TX6 2054-02-15 4.25 N/A 1100.00 1064.71 U.S. Treasuries (including strips) 4 3/8 NOTE AG 28 N/A 91282CJN2 2028-11-30 4.375 N/A 1000.00 1025.79 U.S. Treasuries (including strips) 4 1/8 BOND 53 N/A 912810TT5 2053-08-15 4.125 N/A 900.00 851.24 U.S. Treasuries (including strips) 4 5/8 NOTE AL 26 N/A 91282CGR6 2026-03-15 4.625 N/A 54900.00 55487.60 U.S. Treasuries (including strips) 3 3/8 BOND 44 N/A 912810RG5 2044-05-15 3.375 N/A 500.00 426.50 U.S. Treasuries (including strips) 1 7/8 BOND 41 N/A 912810SW9 2041-02-15 1.875 N/A 94236400.00 65519763.88 U.S. Treasuries (including strips) 4 1/4 BOND 39 N/A 912810QB7 2039-05-15 4.25 N/A 2700.00 2697.74 U.S. Treasuries (including strips) BILL 02/11/25 N/A 912797NG8 2025-02-11 0 N/A 100.00 98.74 U.S. Treasuries (including strips) BILL 01/21/25 N/A 912797MY0 2025-01-21 0 N/A 2315200.00 2292013.27 U.S. Treasuries (including strips) 3 BOND 49 N/A 912810SF6 2049-02-15 3 N/A 81000.00 62112.03 U.S. Treasuries (including strips) 4 1/2 NOTE AN 27 N/A 91282CKR1 2027-05-15 4.5 N/A 1000.00 1028.96 U.S. Treasuries (including strips) 1 1/8 NOTE P 28 N/A 91282CCV1 2028-08-31 1.125 N/A 1000000.00 894859.72 U.S. Treasuries (including strips) 2 3/8 BOND 51 N/A 912810SX7 2051-05-15 2.375 N/A 100.00 67.33 U.S. Treasuries (including strips) 1 1/8 NOTE AF 26 N/A 91282CDG3 2026-10-31 1.125 N/A 116000000.00 109283368.00 U.S. Treasuries (including strips) 3 BOND 45 N/A 912810RP5 2045-11-15 3 N/A 19502800.00 15462583.84 U.S. Treasuries (including strips) 6 3/8 BOND 27 N/A 912810FA1 2027-08-15 6.375 N/A 120000.00 128745.00 U.S. Treasuries (including strips) 2 1/4 NOTE F 27 N/A 9128283F5 2027-11-15 2.25 N/A 2841000.00 2716867.85 U.S. Treasuries (including strips) 4 3/4 NOTE BE 25 N/A 91282CHN4 2025-07-31 4.75 N/A 100.00 101.43 U.S. Treasuries (including strips) 3 1/2 NOTE G 30 N/A 91282CGJ4 2030-01-31 3.5 N/A 100.00 97.66 U.S. Treasuries (including strips) 4 1/8 BOND 44 N/A 912810UD8 2044-08-15 4.125 N/A 33542800.00 31684599.79 U.S. Treasuries (including strips) 4 5/8 BOND 40 N/A 912810QE1 2040-02-15 4.625 N/A 600.00 616.03 U.S. Treasuries (including strips) 2 1/4 NOTE E 27 N/A 9128282R0 2027-08-15 2.25 N/A 46000.00 43927.42 U.S. Treasuries (including strips) 4 3/4 BOND 37 N/A 912810PT9 2037-02-15 4.75 N/A 17236000.00 18114395.84 U.S. Treasuries (including strips) 4 1/4 NOTE H 31 N/A 91282CKC4 2031-02-28 4.25 N/A 183607300.00 185193777.60 U.S. Treasuries (including strips) 3 7/8 NOTE AG 27 N/A 91282CFZ9 2027-11-30 3.875 N/A 100.00 100.84 U.S. Treasuries (including strips) 1 3/8 NOTE F 31 N/A 91282CDJ7 2031-11-15 1.375 N/A 1000.00 833.15 U.S. Treasuries (including strips) 2 NOTE E 25 N/A 912828K74 2025-08-15 2 N/A 2000.00 1971.21 U.S. Treasuries (including strips) 0 5/8 NOTE S 27 N/A 91282CAY7 2027-11-30 0.625 N/A 135740000.00 122343915.10 U.S. Treasuries (including strips) 4 3/8 NOTE S 30 N/A 91282CJM4 2030-11-30 4.375 N/A 49981900.00 51317013.21 U.S. Treasuries (including strips) 3 1/2 NOTE K 30 N/A 91282CGZ8 2030-04-30 3.5 N/A 16826000.00 16260225.75 U.S. Treasuries (including strips) 2 7/8 NOTE K 29 N/A 91282CEM9 2029-04-30 2.875 N/A 1000.00 947.05 U.S. Treasuries (including strips) TRFR BK 10/31/26 N/A 91282CLT6 2026-10-31 4.76700816 N/A 1000.00 999.64 U.S. Treasuries (including strips) 3 NOTE AQ 25 N/A 91282CEY3 2025-07-15 3 N/A 100.00 99.97 U.S. Treasuries (including strips) 2 3/8 NOTE C 29 N/A 9128286T2 2029-05-15 2.375 N/A 100.00 93.74 U.S. Treasuries (including strips) 5 1/4 BOND 29 N/A 912810FG8 2029-02-15 5.25 N/A 200.00 211.39 U.S. Treasuries (including strips) 4 5/8 NOTE AP 27 N/A 91282CKV2 2027-06-15 4.625 N/A 1000.00 1029.47 U.S. Treasuries (including strips) 4 3/4 BOND 53 N/A 912810TV0 2053-11-15 4.75 N/A 510645000.00 542421855.70 U.S. Treasuries (including strips) 2 3/4 BOND 42 N/A 912810QX9 2042-08-15 2.75 N/A 100.00 78.06 U.S. Treasuries (including strips) 2 NOTE F 26 N/A 912828U24 2026-11-15 2 N/A 387000.00 374391.84 U.S. Treasuries (including strips) 2 3/4 NOTE AB 27 N/A 91282CFB2 2027-07-31 2.75 N/A 1000.00 970.85 U.S. Treasuries (including strips) Y Moody's P-1 Fitch NR Standard & Poor's A-1+ 2024-11-01 2024-11-01 2024-11-01 N N N 0.0482 4000000000.00 4000000000.00 0.0226 N Y Y N Bank of America Securities, Inc. Bank of America Securities, Inc. 4.85000000 N/A 549300HN4UKV1E2R3U73 BYDAGSEP0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.75 N/A 500.00 493.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828V49 2027-01-15 0.375 N/A 8068800.00 10177185.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912833LV0 2025-05-15 0 N/A 22851.98 22320.99 U.S. Treasuries (including strips) Y Standard & Poor's A-1 Moody's NR Fitch F1+ 2024-11-01 2024-11-01 2024-11-01 N N N 0.0485 10000000.00 10000000.00 0.0001 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797NB9 254900HROIFWPRGM1V77 US912797NB96 U.S. Treasury Debt Y Fitch F1+ Moody's Govt Standard & Poor's A-1+ 2025-04-10 2025-04-10 2025-04-10 N N N 0.0445 251702921.41 251702921.41 0.0014 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797JR9 254900HROIFWPRGM1V77 US912797JR94 U.S. Treasury Debt Y Fitch F1+ Moody's Govt Standard & Poor's A-1+ 2025-01-23 2025-01-23 2025-01-23 N N N 0.0449 2414375235.01 2414375235.01 0.0136 N Y Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 4.81500000 3130B25E1 2549001DPIFGXC1TOL40 US3130B25E19 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Agency Standard & Poor's AA+ 2024-11-01 2025-02-25 2025-02-25 N N N 0.0494 212194035.06 212194035.06 0.0012 N N N N Barclays Capital, Inc. Barclays Capital, Inc. 4.98000000 N/A AC28XWWI3WIBK2824319 BRYAC9P76 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FHLMC_4016 N/A 3137ANAR6 2042-03-15 1.37571 N/A 120553652.00 845226.63 Agency Collateralized Mortgage Obligation FNMA_19-64 N/A 3136B7FB2 2049-11-25 4 N/A 12000000.00 663160.79 Agency Collateralized Mortgage Obligation GNMA_15-165 N/A 38379FF79 2044-08-20 1.32637 N/A 47506714.00 861048.79 Agency Collateralized Mortgage Obligation FHLMC_4885A N/A 3137FMBE1 2049-06-15 0.92571 N/A 44489213.00 1619402.58 Agency Collateralized Mortgage Obligation FNMA_12-113 N/A 3136A82V1 2042-10-25 1.1287 N/A 36714285.00 227646.77 Agency Collateralized Mortgage Obligation GNMA_20-47J N/A 38382EBX4 2050-01-20 3.5 N/A 14462032.00 252525.92 Agency Collateralized Mortgage Obligation FHLMC_4827E N/A 3137FHP56 2048-09-15 1.07571 N/A 14855948.00 690998.38 Agency Collateralized Mortgage Obligation FHMS_KF97 N/A 3137F8ZR7 2030-12-25 5.41334 N/A 2815000.00 808210.45 Agency Collateralized Mortgage Obligation GNMA_22-209C N/A 38383LQL7 2052-12-20 1.95972 N/A 9000000.00 486168.35 Agency Collateralized Mortgage Obligation FNMA_24-42C N/A 3136BSHP3 2054-07-25 5.5 N/A 1823078.00 1807500.96 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_22-90A N/A 3136BPRL7 2041-12-25 4.5 N/A 940000.00 896224.20 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_4364 N/A 3137BCCY2 2044-07-15 3 N/A 4034700.00 4755955.65 Agency Collateralized Mortgage Obligation FNMA_21-34L N/A 3136BHWJ4 2051-06-25 4 N/A 4438508.00 455145.63 Agency Collateralized Mortgage Obligation FNMA_18-28D N/A 3136B1P57 2048-05-25 1.2287 N/A 30363779.00 297364.08 Agency Collateralized Mortgage Obligation GNMA_15-46 N/A 38379KKG2 2045-04-20 4.5 N/A 26500000.00 520006.71 Agency Collateralized Mortgage Obligation FNMA_19-68H N/A 3136B6N90 2049-11-25 1.0287 N/A 32999250.00 1363772.58 Agency Collateralized Mortgage Obligation FHLMC_3864 N/A 3137ABE23 2039-03-15 0.87571 N/A 135757553.00 267782.37 Agency Collateralized Mortgage Obligation GNMA_11-51 N/A 38377VCE4 2041-04-20 1.72637 N/A 19416000.00 121253.86 Agency Collateralized Mortgage Obligation GNMA_24-174G N/A 38384VSN8 2051-04-20 3.5 N/A 5310794.00 887473.21 Agency Collateralized Mortgage Obligation FHLMC_5437A N/A 3137HF6J9 2054-08-25 0.19318 N/A 51662435.00 1487627.92 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_4494 N/A 3137BKUG3 2042-05-15 3.75 N/A 3500000.00 84711.98 Agency Collateralized Mortgage Obligation GNMA_19-52M N/A 38381VCT5 2049-04-20 1.22637 N/A 7640000.00 188491.17 Agency Collateralized Mortgage Obligation FHLMC_4908A N/A 3137FNDY3 2049-08-25 1.0787 N/A 28287714.00 866163.13 Agency Collateralized Mortgage Obligation FHLMC_3762 N/A 3137A3QW2 2040-11-15 1.47571 N/A 21863608.00 274565.36 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_16-43 N/A 3136ASXB7 2046-07-25 3 N/A 4814000.00 4522217.62 Agency Collateralized Mortgage Obligation FNMA_15-26 N/A 3136ANQZ3 2045-05-25 1.1287 N/A 116303764.00 1875890.77 Agency Collateralized Mortgage Obligation GNMA_13-29 N/A 38378KAB5 2045-10-16 1.767 N/A 400000.00 60175.10 Agency Collateralized Mortgage Obligation FNMA_13-21 N/A 3136ACQP9 2033-03-25 3.5 N/A 19285714.00 130673.64 Agency Collateralized Mortgage Obligation GNMA_24-174H N/A 38384VSQ1 2042-12-20 3.5 N/A 377477.00 58432.85 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-146 N/A 38381AHY5 2048-10-20 3.5 N/A 5209000.00 5831470.29 Agency Collateralized Mortgage Obligation FREMF_K-J43FL N/A 3137H9MP1 2032-01-25 6.17287 N/A 1000000.00 908017.35 Agency Collateralized Mortgage Obligation GNMA_21-98M N/A 38382TH80 2051-06-20 1.42637 N/A 16492111.00 823437.62 Agency Collateralized Mortgage Obligation FNMA_18-65 N/A 3136B2N73 2048-01-25 4 N/A 9500000.00 289133.68 Agency Collateralized Mortgage Obligation FNMA_18-60C N/A 3136B2D82 2048-08-25 0.7287 N/A 23967000.00 512904.82 Agency Collateralized Mortgage Obligation GNMA_22-175B N/A 38383U6T2 2052-10-20 0.70972 N/A 16500000.00 667249.41 Agency Collateralized Mortgage Obligation GNMA_23-155A N/A 38384DTJ6 2053-10-20 0.60972 N/A 50000000.00 709962.22 Agency Collateralized Mortgage Obligation GNMA_17-11 N/A 38380CLL5 2047-01-20 1.22637 N/A 25259773.00 858207.31 Agency Collateralized Mortgage Obligation GNMA_19-115C N/A 38381YUE2 2049-09-20 1.22637 N/A 7598875.00 168004.14 Agency Collateralized Mortgage Obligation GNMA_20-7J N/A 38382DCA5 2049-07-20 2.5 N/A 1500000.00 511393.42 Agency Collateralized Mortgage Obligation FHLMC_4698E N/A 3137F1XP8 2047-07-15 6 N/A 6841485.00 257560.84 Agency Collateralized Mortgage Obligation FNMA_24-10A N/A 3136BQ5P0 2054-03-25 0.84318 N/A 6000000.00 254244.67 Agency Collateralized Mortgage Obligation GNMA_19-23A N/A 38381RNT2 2049-02-20 1.17637 N/A 33304063.00 744663.52 Agency Collateralized Mortgage Obligation FHMS_K102 N/A 3137FQKF9 2046-12-25 1.890816 N/A 11000000.00 891194.48 Agency Collateralized Mortgage Obligation FHLMC_5011C N/A 3137FVT28 2050-09-25 1.2787 N/A 11360856.00 693624.46 Agency Collateralized Mortgage Obligation FHLMC_4289A N/A 3137B73D9 2044-01-15 3 N/A 6236494.00 7158521.14 Agency Collateralized Mortgage Obligation GNMA_10-89 N/A 38377GU64 2040-07-20 1.05637 N/A 34433750.00 170868.32 Agency Collateralized Mortgage Obligation FNMA_14-49 N/A 3136AKWA7 2054-08-25 6 N/A 51114527.00 2119574.88 Agency Collateralized Mortgage Obligation FNMA_22-56A N/A 3136BNY34 2052-04-25 3.5 N/A 47482389.00 4502546.89 Agency Collateralized Mortgage Obligation FHLMC_39-33 N/A 3137AFU83 2041-10-15 0.92571 N/A 62969777.00 100526.28 Agency Collateralized Mortgage Obligation FNMA_13-72 N/A 3136AFCQ5 2043-07-25 1.1787 N/A 79425000.00 1639976.18 Agency Collateralized Mortgage Obligation FHLMC_4897B N/A 3137FMNX6 2049-07-15 0.97571 N/A 65434452.00 2239391.60 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-124 N/A 38380YW92 2048-09-20 3.5 N/A 4105000.00 4277190.46 Agency Collateralized Mortgage Obligation GNMA_24-174K N/A 38384VSS7 2050-01-20 1.17637 N/A 93915748.00 10545935.15 Agency Collateralized Mortgage Obligation FHLMC_5459B N/A 3137HFZ81 2054-10-25 5 N/A 1195289.00 1026205.91 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K154 N/A 3137H9UD9 2033-01-25 4.35 N/A 19015574.00 18677058.76 Agency Collateralized Mortgage Obligation GNMA_19-128L N/A 38382AFW0 2045-02-20 1.07637 N/A 52761313.00 782570.68 Agency Collateralized Mortgage Obligation FHLMC_38-1 N/A 3137A6KN1 2031-02-15 0 N/A 6000000.00 1478853.71 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38379UY67 2058-08-16 0.76636 N/A 22610000.00 293410.12 Agency Collateralized Mortgage Obligation GNMA_24-174C N/A 38384VSH1 2051-05-20 2.5 N/A 154067626.00 23163964.81 Agency Collateralized Mortgage Obligation FREMF_K153 N/A 3137BXHC9 2031-10-25 3.117 N/A 1000000.00 912349.50 Agency Collateralized Mortgage Obligation GNMA_23-175 N/A 38381JB30 2065-05-16 4 N/A 872325.00 728820.85 Agency Collateralized Mortgage Obligation GNMA_18-154K N/A 38381AWV4 2048-11-20 1.32637 N/A 38751442.00 738361.50 Agency Collateralized Mortgage Obligation FNMA_10-136 N/A 31398STD5 2040-12-25 1.0287 N/A 50000000.00 327264.59 Agency Collateralized Mortgage Obligation FHLMC_5112A N/A 3137H0R34 2041-06-25 3.5 N/A 28182144.00 1500511.30 Agency Collateralized Mortgage Obligation GNMA_13-150 N/A 38378UFY8 2043-10-16 2.75 N/A 934098.00 727846.50 Agency Collateralized Mortgage Obligation FREMF MORTGAGE TRUST FREMF_K-164 N/A 3137HDUV0 2034-05-25 5 N/A 28570000.00 29324924.17 Agency Collateralized Mortgage Obligation FHLMC_4898A N/A 3137FMPL0 2049-07-15 0.97571 N/A 56459014.00 1364034.93 Agency Collateralized Mortgage Obligation FNMA_17-1C N/A 3136AVAV1 2047-02-25 1.0787 N/A 52372278.00 1234232.16 Agency Collateralized Mortgage Obligation FNMA_17-99D N/A 3136AY3M3 2047-12-25 1.2287 N/A 20000000.00 346432.29 Agency Collateralized Mortgage Obligation FHLMC_45-41 N/A 3137BMCT1 2045-12-15 3.5 N/A 3242000.00 3576597.07 Agency Collateralized Mortgage Obligation GNMA_18-27B N/A 38380VFY2 2048-02-20 4.5 N/A 17217275.00 862779.29 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_06-76 N/A 31396KBZ4 2036-08-25 5.3713 N/A 244000.00 6186.20 Agency Collateralized Mortgage Obligation FHLMC_4975D N/A 3137FT2T3 2050-05-25 1.0287 N/A 16666666.00 944263.64 Agency Collateralized Mortgage Obligation FHLMC_5119H N/A 3137H0YY8 2051-06-25 4 N/A 120663705.00 13137733.16 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PAS N/A 3137H9M89 2032-11-25 3.78 N/A 300000.00 283442.40 Agency Collateralized Mortgage Obligation GNMA_24-59C N/A 38384ME60 2054-04-20 5.5 N/A 1000000.00 977303.25 Agency Collateralized Mortgage Obligation FHLMC_4886B N/A 3137FM3U4 2042-03-15 0.87571 N/A 49937809.00 1462353.30 Agency Collateralized Mortgage Obligation FHLMC_4923K N/A 3137FPZS7 2049-11-25 1.0287 N/A 24148291.00 1340222.46 Agency Collateralized Mortgage Obligation GNMA_20-181F N/A 38382LWE7 2050-12-20 1.42637 N/A 3481000.00 299404.82 Agency Collateralized Mortgage Obligation GNMA_21-156Q N/A 38383ARS5 2051-09-20 2.5 N/A 14841590.00 1260338.47 Agency Collateralized Mortgage Obligation FNMA_13-44 N/A 3136ADA90 2043-05-25 1.7787 N/A 69433333.00 985519.40 Agency Collateralized Mortgage Obligation FNMA_11-126 N/A 3136A2WU3 2041-12-25 0.9787 N/A 107252046.00 554732.05 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_4548 N/A 3137BMTN6 2046-01-15 3.5 N/A 5200000.00 4427557.26 Agency Collateralized Mortgage Obligation FHLMC_5000AA N/A 3137FVN65 2050-08-25 2 N/A 20000000.00 1532137.05 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_11-131 N/A 3136A2P64 2041-12-25 4.5 N/A 19500000.00 2237604.71 Agency Collateralized Mortgage Obligation FHLMC_5459A N/A 3137HFZA6 2054-10-25 1.158304 N/A 250888040.00 16554266.42 Agency Collateralized Mortgage Obligation GNMA_20-61 N/A 38382ET80 2046-01-20 0.12325 N/A 63634638.00 102961.82 Agency Collateralized Mortgage Obligation FNMA_20-89 N/A 3136BCD80 2050-12-25 2.5 N/A 100976528.00 10718041.56 Agency Collateralized Mortgage Obligation GNMA_19-92E N/A 38381WS33 2049-07-20 3.5 N/A 650000.00 183036.28 Agency Collateralized Mortgage Obligation GNMA_18-11E N/A 38380UXH1 2046-07-20 3.5 N/A 50860570.00 621749.86 Agency Collateralized Mortgage Obligation FHLMC_4961A N/A 3137FRK75 2042-12-15 2.5 N/A 1753720.00 669132.96 Agency Collateralized Mortgage Obligation FHLMC_4912C N/A 3137FNP61 2045-06-25 4 N/A 17880356.00 919330.63 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-147 N/A 38381AGL4 2048-10-20 3.5 N/A 10660000.00 10480945.19 Agency Collateralized Mortgage Obligation GNMA_16-002 N/A 38379UCK0 2057-04-16 0.4899 N/A 60000000.00 326610.31 Agency Collateralized Mortgage Obligation FNMA_16-40 N/A 3136ASF76 2046-07-25 0.8787 N/A 39453154.00 953805.41 Agency Collateralized Mortgage Obligation FNMA_22-12F N/A 3136BMCM8 2049-05-25 1.0787 N/A 30588407.00 2104983.38 Agency Collateralized Mortgage Obligation GNMA_12-68 N/A 38378ETA1 2042-05-20 0.62637 N/A 19775642.00 286541.14 Agency Collateralized Mortgage Obligation FHLMC_5211 N/A 3137H6M93 2052-04-25 3.5 N/A 29142857.00 3368929.85 Agency Collateralized Mortgage Obligation FNMA_19-49L N/A 3136B55D3 2049-09-25 1.0787 N/A 34088624.00 1185673.92 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-153 N/A 38382BUQ4 2049-12-20 4 N/A 5810000.00 465795.45 Agency Collateralized Mortgage Obligation FNMA_16-82C N/A 3136AUAK7 2046-11-25 1.1287 N/A 67082366.00 627716.37 Agency Collateralized Mortgage Obligation FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K746 N/A 3137H4BY5 2028-09-25 2.031 N/A 9500000.00 8675300.25 Agency Collateralized Mortgage Obligation FNMA_24-11B N/A 3136BRAJ6 2054-03-25 1.49318 N/A 4000000.00 222562.00 Agency Collateralized Mortgage Obligation FNMA_21-12D N/A 3136BFKM4 2051-03-25 2.5 N/A 22431052.00 2592737.49 Agency Collateralized Mortgage Obligation GNMA_19-88 N/A 38380NGK9 2060-10-16 0.66004 N/A 70000000.00 1053970.33 Agency Collateralized Mortgage Obligation GNMA_24-130C N/A 38384VLE5 2054-08-20 0.50972 N/A 20000000.00 618532.17 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K162 N/A 3137HBP73 2033-12-25 5.15 N/A 900000.00 932995.50 Agency Collateralized Mortgage Obligation FHLMC_5115N N/A 3137H0X45 2050-12-25 4.5 N/A 8869000.00 1284393.30 Agency Collateralized Mortgage Obligation FNMA_15-27C N/A 3136ANWP8 2045-05-25 0.6287 N/A 85000000.00 1257819.46 Agency Collateralized Mortgage Obligation FHLMC_4906C N/A 3137FNWF3 2049-08-25 1.0787 N/A 75806978.00 3030055.50 Agency Collateralized Mortgage Obligation GNMA_21-78J N/A 38382QK25 2051-05-20 3.5 N/A 3418652.00 296339.12 Agency Collateralized Mortgage Obligation GNMA_19-121E N/A 38382ABZ7 2049-08-20 1.22637 N/A 6500000.00 133712.13 Agency Collateralized Mortgage Obligation FNMA_13-107 N/A 3136AGXB3 2043-02-25 0.9787 N/A 123256386.00 2496155.68 Agency Collateralized Mortgage Obligation FNMA_21-56D N/A 3136BGJ36 2051-09-25 4.5 N/A 3279000.00 525157.60 Agency Collateralized Mortgage Obligation FHLMC_4999L N/A 3137FV4F6 2049-03-25 1.0787 N/A 84300662.00 3053747.11 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-75 N/A 38376UK81 2047-03-20 3 N/A 1269000.00 985019.37 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_06-82 N/A 31396KYS5 2036-09-25 5.5413 N/A 18691166.00 28866.73 Agency Collateralized Mortgage Obligation FNMA_14-52 N/A 3136AKJ95 2034-09-25 4 N/A 22635675.00 460909.69 Agency Collateralized Mortgage Obligation GNMA_20-178 N/A 38380RFZ8 2060-10-16 1.42239 N/A 43115005.00 3546115.12 Agency Collateralized Mortgage Obligation FHLMC_5206 N/A 3137H6QY4 2051-08-25 3.5 N/A 29109570.00 2707040.98 Agency Collateralized Mortgage Obligation FNMA_22-49A N/A 3136BNA48 2052-02-25 3 N/A 13141938.00 10867638.47 Agency Collateralized Mortgage Obligation GNMA_18-122H N/A 38380YS97 2048-09-20 1.32637 N/A 47757526.00 874483.93 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_15-35B N/A 3136ANM46 2045-06-25 0.27265 N/A 53140421.00 614666.81 Agency Collateralized Mortgage Obligation GNMA_04-72D N/A 38374HL24 2034-07-20 5.27363 N/A 17850000.00 289898.52 Agency Collateralized Mortgage Obligation FNMA_19-18D N/A 3136B4PS1 2049-05-25 3.5 N/A 1375929.00 1374867.10 Agency Collateralized Mortgage Obligation GNMA_24-174E N/A 38384VSK4 2051-05-20 3 N/A 38487398.00 5996606.03 Agency Collateralized Mortgage Obligation GNMA_19-18 N/A 38381BX25 2049-02-20 4.5 N/A 17410888.00 77755.59 Agency Collateralized Mortgage Obligation GNMA_19-108A N/A 38381XXE1 2049-07-20 4.5 N/A 5630608.00 314838.04 Agency Collateralized Mortgage Obligation GNMA_22-220 N/A 38381HN49 2064-10-16 3 N/A 200000.00 141812.60 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORGAGE ASSOCIATION GNR_19-151 N/A 38382BDB6 2049-10-20 3.5 N/A 9371000.00 383374.26 Agency Collateralized Mortgage Obligation GNMA_24-31 N/A 38381J7L5 2066-02-16 4 N/A 1166809.00 903903.98 Agency Collateralized Mortgage Obligation FNMA_12-15 N/A 3136A4JZ3 2042-03-25 0.9787 N/A 85000000.00 812628.88 Agency Collateralized Mortgage Obligation GNMA_18-115A N/A 38380XR25 2048-08-20 5.17363 N/A 100000.00 23164.61 Agency Collateralized Mortgage Obligation FHLMC_5050A N/A 3137F7Q24 2050-10-25 3.5 N/A 76637000.00 8997823.84 Agency Collateralized Mortgage Obligation FNMA_19-65 N/A 3136B7AV3 2049-11-25 4 N/A 8574000.00 118835.62 Agency Collateralized Mortgage Obligation GNMA_16-052 N/A 38379UNY8 2058-03-16 0.75933 N/A 27000000.00 216796.79 Agency Collateralized Mortgage Obligation GNMA_21-146E N/A 38382WZH3 2051-08-20 4.5 N/A 2234261.00 247277.21 Agency Collateralized Mortgage Obligation FHLMC_4933E N/A 3137FQJT1 2049-12-25 1.0287 N/A 40777284.00 1441821.97 Agency Collateralized Mortgage Obligation GNMA_22-205K N/A 38383HBT5 2052-12-20 1.30972 N/A 12000000.00 287776.63 Agency Collateralized Mortgage Obligation GNMA_20-7D N/A 38382DBD0 2050-01-20 1.17637 N/A 16686252.00 517175.68 Agency Collateralized Mortgage Obligation GNMA_16-75 N/A 38379YFD5 2045-08-20 3.5 N/A 25312449.00 191406.29 Agency Collateralized Mortgage Obligation FHLMC_5086K N/A 3137FFHE0 2051-03-25 2.5 N/A 15000000.00 1789445.41 Agency Collateralized Mortgage Obligation GNMA_18-21E N/A 38380K3B9 2048-02-16 1.3496 N/A 11651606.00 363721.77 Agency Collateralized Mortgage Obligation FNMA_12-20D N/A 3136A4GQ6 2042-03-25 1.4787 N/A 91164018.00 757824.61 Agency Collateralized Mortgage Obligation FHLMC_4701A N/A 3137F1N46 2047-07-15 0 N/A 100864805.00 886603.85 Agency Collateralized Mortgage Obligation FNMA_21-45B N/A 3136BHV71 2041-07-25 3 N/A 54828428.00 2906346.02 Agency Collateralized Mortgage Obligation GNMA_22-213N N/A 38383LA91 2052-12-20 1.95972 N/A 11000000.00 591220.30 Agency Collateralized Mortgage Obligation FNMA_20-10B N/A 3136B9BW6 2060-03-25 4 N/A 15293881.00 1103697.31 Agency Collateralized Mortgage Obligation FNMA_16-88C N/A 3136AUTB7 2046-12-25 1.0287 N/A 52449471.00 1258929.83 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_4734 N/A 3137FBXR2 2047-12-15 4 N/A 2048914.00 104943.16 Agency Collateralized Mortgage Obligation GNMA_24-174H N/A 38384VSP3 2050-12-20 1.47637 N/A 54503825.00 7452368.65 Agency Collateralized Mortgage Obligation FHLMC_4668C N/A 3137BWD84 2047-03-15 3.5 N/A 6700000.00 673311.78 Agency Collateralized Mortgage Obligation FNMA_19-31 N/A 3136B5MY8 2049-07-25 1.0787 N/A 20000000.00 463000.66 Agency Collateralized Mortgage Obligation FNMA_21-25C N/A 3136BHEL9 2051-05-25 3.5 N/A 33200000.00 2887837.04 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_13-33 N/A 38378B7E3 2046-05-16 1.744 N/A 500000.00 102656.13 Agency Collateralized Mortgage Obligation FHLMC_5092 N/A 3137FYEX0 2041-01-15 1 N/A 1699889.00 765065.76 Agency Collateralized Mortgage Obligation GNMA_23-88 N/A 38381JLC9 2065-10-16 0.92102 N/A 8840000.00 627936.45 Agency Collateralized Mortgage Obligation FNMA_24-42B N/A 3136BSHG3 2051-12-25 5.5 N/A 10295210.00 6684554.53 Agency Collateralized Mortgage Obligation FHLMC_4972A N/A 3137FRZM6 2050-05-25 6 N/A 42289376.00 3760649.80 Agency Collateralized Mortgage Obligation GNMA_18-49 N/A 38380WSD2 2048-04-20 4 N/A 8400000.00 369585.80 Agency Collateralized Mortgage Obligation FHLMC_5113B N/A 3137H0HX9 2041-06-25 3.5 N/A 27497232.00 1707223.74 Agency Collateralized Mortgage Obligation GNMA_24-174J N/A 38384VSR9 2051-04-20 1.80137 N/A 21566888.00 3297952.82 Agency Collateralized Mortgage Obligation FNMA_18-1A N/A 3136B0XB7 2048-02-25 1.1787 N/A 50000000.00 869342.92 Agency Collateralized Mortgage Obligation FNMA_19-74A N/A 3136B7WD9 2049-12-25 1.0287 N/A 76321911.00 2076280.45 Agency Collateralized Mortgage Obligation FREMF MORTGAGE TRUST FREMF_16-K5 N/A 30288LAN3 2049-03-25 4.02382 N/A 200000.00 197567.84 Agency Collateralized Mortgage Obligation FHLMC_4385 N/A 3137BDSS6 2044-09-15 4.5 N/A 54151458.00 996233.84 Agency Collateralized Mortgage Obligation FNMA_24-42A N/A 3136BSGW9 2036-02-25 6 N/A 1000000.00 1005832.17 Agency Collateralized Mortgage Obligation FNMA_10-141F N/A 31398SYK3 2040-12-25 4.5 N/A 16600000.00 2551223.41 Agency Collateralized Mortgage Obligation FHLMC_3842 N/A 3137A9QW9 2041-04-15 1.47571 N/A 74504333.00 236891.12 Agency Collateralized Mortgage Obligation FHLMC_5470C N/A 3137HHCX7 2054-11-25 1.1 N/A 80031008.00 4809250.01 Agency Collateralized Mortgage Obligation GNMA_16-126E N/A 38380BAZ8 2046-09-20 1.22637 N/A 20257571.00 627130.00 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3780 N/A 3137A4T98 2040-12-15 1.37571 N/A 46000000.00 274593.22 Agency Collateralized Mortgage Obligation GNMA_24-174G N/A 38384VSM0 2051-04-20 1.17637 N/A 173153683.00 21123268.17 Agency Collateralized Mortgage Obligation FNMA_19-42J N/A 3136B5WL5 2049-08-25 1.0787 N/A 46541818.00 1489735.03 Agency Collateralized Mortgage Obligation FNMA_19-72E N/A 3136B7JL6 2049-12-25 4 N/A 16662375.00 307595.83 Agency Collateralized Mortgage Obligation FHLMC_4312B N/A 3137B7Q36 2043-08-15 3.5 N/A 3300000.00 3249277.37 Agency Collateralized Mortgage Obligation FNMA_21-51A N/A 3136BGUD1 2051-08-25 3 N/A 25750500.00 2716096.68 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_19-25 N/A 3136B4ZB7 2049-06-25 1.0787 N/A 118240000.00 4481300.65 Agency Collateralized Mortgage Obligation GNMA_20-83B N/A 38382GDK5 2039-06-20 5.27363 N/A 10000.00 4211.69 Agency Collateralized Mortgage Obligation FHLMC_4400S N/A 3137BEJS4 2041-02-15 0.97571 N/A 131500000.00 1074475.99 Agency Collateralized Mortgage Obligation FHLMC_44-25B N/A 3137BG4U0 2045-01-15 0.92571 N/A 52600000.00 1013088.15 Agency Collateralized Mortgage Obligation FNMA_15-37 N/A 3136ANZT7 2045-06-25 0.6487 N/A 59885082.00 887228.16 Agency Collateralized Mortgage Obligation GNMA_19-65M N/A 38381VKZ2 2049-05-20 1.22637 N/A 8141610.00 252171.59 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_4825 N/A 3137FH7M9 2048-09-15 3.5 N/A 4735000.00 5147298.46 Agency Collateralized Mortgage Obligation FHLK_12 N/A 3137F72S3 2030-10-25 2.740479 N/A 4357000.00 575763.31 Agency Collateralized Mortgage Obligation FNMA_13-7 N/A 3136ABUG6 2043-02-25 1.1287 N/A 25798149.00 566890.00 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38379WHL9 2046-04-20 3.5 N/A 2846000.00 2427810.97 Agency Collateralized Mortgage Obligation FHLMC_4601B N/A 3137BQUE5 2045-12-15 4 N/A 11966000.00 235896.66 Agency Collateralized Mortgage Obligation GNMA_23-120C N/A 38384CTD1 2053-08-20 0.99972 N/A 30000000.00 730972.73 Agency Collateralized Mortgage Obligation FNMA_16-24 N/A 3136ASHK5 2046-05-25 1.1787 N/A 124428476.00 1906145.95 Agency Collateralized Mortgage Obligation FNMA_13-130 N/A 3136AHZU7 2044-01-25 1.6287 N/A 43960572.00 407666.68 Agency Collateralized Mortgage Obligation FNMA_21-15D N/A 3136BFWT6 2051-04-25 4.5 N/A 2794000.00 382123.23 Agency Collateralized Mortgage Obligation FNMA_18-38B N/A 3136B1R63 2048-06-25 1.2287 N/A 80378666.00 1626743.36 Agency Collateralized Mortgage Obligation GNMA_24-178 N/A 38381LYP1 2066-07-16 0 N/A 100941232.00 7200322.70 Agency Collateralized Mortgage Obligation FHLMC_5459A N/A 3137HH3N9 2054-10-25 4.5 N/A 818738.00 734275.35 Agency Collateralized Mortgage Obligation GNMA_19-15E N/A 38381RKY4 2049-02-20 1.17637 N/A 3356000.00 86484.09 Agency Collateralized Mortgage Obligation GNMA_09-94D N/A 38376K2H3 2039-10-16 5.6004 N/A 11543539.00 303355.25 Agency Collateralized Mortgage Obligation GNMA_21-98M N/A 38382TH98 2051-06-20 1.42637 N/A 15458459.00 855691.17 Agency Collateralized Mortgage Obligation FNMA_17-34A N/A 3136AWUD7 2047-05-25 1.1287 N/A 141990914.00 3227589.03 Agency Collateralized Mortgage Obligation FNMA_21-82D N/A 3136BKFQ0 2051-11-25 3 N/A 21374999.00 2190072.49 Agency Collateralized Mortgage Obligation GNMA_23-113 N/A 38384CUA5 2053-08-20 6.24028 N/A 150000.00 128382.95 Agency Collateralized Mortgage Obligation FNMA_19-13E N/A 3136B4HD3 2049-04-25 1.1287 N/A 7185388.00 199213.55 Agency Collateralized Mortgage Obligation GNMA_21-214Q N/A 38383FHC0 2051-12-20 3.5 N/A 6405000.00 711573.37 Agency Collateralized Mortgage Obligation GNMA_20-11B N/A 38382B6A6 2050-01-20 1.22637 N/A 2254000.00 67616.30 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-137 N/A 38381AQP4 2048-10-20 3.5 N/A 8290000.00 8731358.78 Agency Collateralized Mortgage Obligation GNMA_16-133 N/A 38379UR65 2057-12-16 0.71728 N/A 22500000.00 203127.76 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_15-30A N/A 3136ANRY5 2045-05-25 0.6287 N/A 41575000.00 461227.21 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_4830 N/A 3137FHT60 2048-07-15 4 N/A 2905000.00 3304199.93 Agency Collateralized Mortgage Obligation FNMA_13-10 N/A 3136ACEQ0 2043-02-25 1.1787 N/A 26615896.00 310934.74 Agency Collateralized Mortgage Obligation GNMA_16-149C N/A 38380BUY9 2046-11-16 5.5 N/A 20049826.00 784632.99 Agency Collateralized Mortgage Obligation GNMA_15-186C N/A 38379TKW8 2045-12-20 4 N/A 20431000.00 519220.21 Agency Collateralized Mortgage Obligation FHLMC_4903F N/A 3137FN5S5 2049-08-25 1.0787 N/A 44070264.00 1779532.48 Agency Collateralized Mortgage Obligation FHR 5058 N/A 3137F8D67 2050-12-25 3.5 N/A 39693714.00 3645108.83 Agency Collateralized Mortgage Obligation FHLMC_4999G N/A 3137FV3L4 2048-10-15 0.92571 N/A 14317301.00 651269.42 Agency Collateralized Mortgage Obligation FHLMC_4834 N/A 3137FHR21 2048-10-15 1.02571 N/A 54226997.00 1033396.79 Agency Collateralized Mortgage Obligation FNMA_16-88D N/A 3136AUTH4 2046-12-25 1.0787 N/A 83467352.00 1498126.40 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-72 N/A 38380WF87 2048-05-20 3.5 N/A 5009000.00 5319900.58 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_4835 N/A 3137FHRM7 2048-10-15 3.5 N/A 5140000.00 5352903.10 Agency Collateralized Mortgage Obligation GNMA_23-155A N/A 38384DTL1 2053-10-20 0.40972 N/A 50000000.00 692441.55 Agency Collateralized Mortgage Obligation FHMS_X3FX N/A 3137F5LM9 2025-03-25 3 N/A 800000.00 165520.90 Agency Collateralized Mortgage Obligation GNMA_18-12D N/A 38380UQ89 2048-01-20 1.32637 N/A 24520731.00 705979.23 Agency Collateralized Mortgage Obligation FNMA_20-52G N/A 3136BBFJ6 2050-08-25 4.5 N/A 14950008.00 1369284.99 Agency Collateralized Mortgage Obligation FNMA_20-65 N/A 3136BBTV4 2050-09-25 4 N/A 72732422.00 5472706.68 Agency Collateralized Mortgage Obligation GNMA_19-65 N/A 38381VKL3 2046-05-20 3.5 N/A 30926454.00 817958.20 Agency Collateralized Mortgage Obligation FNMA_22-76C N/A 3136BPKR1 2043-12-25 5 N/A 750000.00 568372.50 Agency Collateralized Mortgage Obligation GNMA_24-174L N/A 38384VSU2 2050-01-20 1.17637 N/A 44500075.00 4996977.76 Agency Collateralized Mortgage Obligation FNMA_17-90C N/A 3136AYQL0 2047-11-25 6.5 N/A 22956744.00 1279651.58 Agency Collateralized Mortgage Obligation GNMA_24-174F N/A 38384VSL2 2051-07-20 1.42637 N/A 45451507.00 6045497.49 Agency Collateralized Mortgage Obligation FHLMC_4998F N/A 3137FVDC3 2050-08-25 1.29318 N/A 25942664.00 1704281.60 Agency Collateralized Mortgage Obligation FHLMC WI-K165 N/A 3137HFP58 2034-12-25 4.489 N/A 25000000.00 24626795.83 Agency Collateralized Mortgage Obligation FNMA_21-28D N/A 3136BHGN3 2051-05-25 0 N/A 25000000.00 782409.87 Agency Collateralized Mortgage Obligation FNMA_14-90 N/A 3136AMCR8 2045-01-25 1.1787 N/A 188839821.00 2898495.33 Agency Collateralized Mortgage Obligation FNMA_13-72 N/A 3136AFBZ6 2043-07-25 1.1787 N/A 40697000.00 672013.42 Agency Collateralized Mortgage Obligation FHLMC_5105 N/A 3137H0B56 2037-02-25 3 N/A 41666666.00 2175029.75 Agency Collateralized Mortgage Obligation FNMA_17-12D N/A 3136AVUB3 2047-03-25 1.1287 N/A 76362933.00 1356708.74 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PAS N/A 3137BP4J5 2026-03-25 2.446 N/A 4155000.00 705105.21 Agency Collateralized Mortgage Obligation GNMA_24-174A N/A 38384VRX7 2054-10-20 0 N/A 170000000.00 4133720.00 Agency Collateralized Mortgage Obligation FNMA_20-12B N/A 3136B8H51 2050-03-25 1.0787 N/A 110398000.00 5117006.97 Agency Collateralized Mortgage Obligation GNMA_21-86L N/A 38382QPD6 2051-05-20 4.5 N/A 12569647.00 854105.74 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_4821 N/A 3137FHHM8 2048-05-15 4 N/A 7000000.00 3499644.52 Agency Collateralized Mortgage Obligation FNMA_19-57E N/A 3136B6QK2 2049-10-25 1.0787 N/A 55888578.00 1306268.42 Agency Collateralized Mortgage Obligation FNMA_12-114 N/A 3136A9LP1 2042-10-25 1.0787 N/A 21000000.00 254875.53 Agency Collateralized Mortgage Obligation FNMA_11-63 N/A 31397UTU3 2041-07-25 1.5787 N/A 330000000.00 985655.09 Agency Collateralized Mortgage Obligation GNMA_21-98 N/A 38382TG81 2051-06-20 3 N/A 3915939.00 298798.57 Agency Collateralized Mortgage Obligation FHLMC_4481B N/A 3137BJSF1 2045-06-15 3 N/A 800000.00 864969.57 Agency Collateralized Mortgage Obligation GNMA_15-96C N/A 38379MCJ1 2045-07-20 3.5 N/A 77028571.00 553630.60 Agency Collateralized Mortgage Obligation FHLMC_4945A N/A 3137FQLN1 2050-01-15 0.87571 N/A 91750028.00 2411591.03 Agency Collateralized Mortgage Obligation FHLMC_4057 N/A 3137ARJP2 2042-06-15 1.42571 N/A 88571428.00 810980.69 Agency Collateralized Mortgage Obligation FHMS_K135 N/A 3137H4R51 2031-10-25 0.18912 N/A 120328000.00 1263220.96 Agency Collateralized Mortgage Obligation FHLMC_4077 N/A 3137ASB37 2042-07-15 0.97571 N/A 110603899.00 597538.75 Agency Collateralized Mortgage Obligation GNMA_16-8A N/A 38379TMH9 2046-01-20 1.27637 N/A 17510080.00 468456.56 Agency Collateralized Mortgage Obligation GNMA_24-174K N/A 38384VST5 2050-01-20 4.5 N/A 2281764.00 471270.98 Agency Collateralized Mortgage Obligation GNMA_13-38 N/A 38378JKM3 2040-12-16 4.5 N/A 30913676.00 214335.59 Agency Collateralized Mortgage Obligation FHLMC_4194A N/A 3137B1JS2 2043-04-15 4 N/A 53867746.00 1129949.39 Agency Collateralized Mortgage Obligation FHLMC_4103D N/A 3137AUBD0 2042-07-15 3.5 N/A 700000.00 818304.65 Agency Collateralized Mortgage Obligation GNMA_24-174A N/A 38384VSA6 2054-10-20 0.05369 N/A 170000000.00 65008.85 Agency Collateralized Mortgage Obligation FREDDIE MAC REMICS FHR_4901 N/A 3137FMKD3 2049-07-25 1.1287 N/A 45949463.00 1387245.93 Agency Collateralized Mortgage Obligation FHLMC_4616A N/A 3137BS3L5 2046-09-15 0.87571 N/A 51499650.00 1276683.26 Agency Collateralized Mortgage Obligation FHLMC_5132 N/A 3137H1RR9 2051-08-25 3 N/A 21525173.00 2285730.39 Agency Collateralized Mortgage Obligation GNMA_24-174B N/A 38384VSG3 2054-10-20 5.5 N/A 3757389.00 3748015.57 Agency Collateralized Mortgage Obligation GNMA_19-78B N/A 38381WSR0 2049-06-20 1.22637 N/A 19160664.00 552901.73 Agency Collateralized 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19310978.00 2170826.75 Agency Collateralized Mortgage Obligation FHLMC_5142L N/A 3137H2EQ3 2051-09-25 0.99318 N/A 17311159.00 1399878.78 Agency Collateralized Mortgage Obligation FHLMC_41-20 N/A 3137AVGW1 2042-10-15 1.02571 N/A 44708220.00 523952.24 Agency Collateralized Mortgage Obligation FNMA_13-130 N/A 3136AHB41 2044-01-25 1.0787 N/A 51882666.00 505247.03 Agency Collateralized Mortgage Obligation FHLMC_41-50 N/A 3137AYAQ4 2043-01-15 1.02571 N/A 73493365.00 1151624.99 Agency Collateralized Mortgage Obligation GNMA_21-107 N/A 38382UEZ0 2051-06-20 3 N/A 3100000.00 368557.47 Agency Collateralized Mortgage Obligation FNMA_19-59H N/A 3136B6NN9 2049-10-25 1.0787 N/A 36516371.00 1119832.31 Agency Collateralized Mortgage Obligation FHLMC_4956B N/A 3137FRKM2 2040-03-25 3.5 N/A 29399211.00 942162.43 Agency Collateralized Mortgage Obligation FHLMC_4941P N/A 3137FQSF1 2049-02-25 2.5 N/A 1750000.00 662625.88 Agency Collateralized Mortgage Obligation FHLMC_40-30 N/A 3137APKN9 2042-04-15 1.32571 N/A 62000000.00 290748.98 Agency Collateralized Mortgage Obligation FHLMC_4958A N/A 3137FRPP0 2050-03-25 3.5 N/A 24192432.00 971030.85 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILYSTRUCTURED PASS THROUGH FHMS_K080 N/A 3137FHPJ6 2028-07-25 3.926 N/A 10000000.00 9824436.66 Agency Collateralized Mortgage Obligation FHLMC_5121C N/A 3137H0LW6 2051-06-25 4 N/A 3873000.00 461170.01 Agency Collateralized Mortgage Obligation GNMA_23-175 N/A 38381JC88 2065-05-16 4 N/A 1165197.00 925813.49 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-122 N/A 38380YR80 2048-09-20 3.5 N/A 5600000.00 5847735.55 Agency Collateralized Mortgage Obligation FHLMC_4281 N/A 3137B6N23 2043-12-15 0.87571 N/A 14600000.00 105940.81 Agency Collateralized Mortgage Obligation GNMA_24-107 N/A 38384PH45 2054-06-20 6.5 N/A 7624517.00 848479.87 Agency Collateralized Mortgage Obligation GNMA_16-136 N/A 38380BTD7 2046-08-20 1.17637 N/A 74114624.00 741133.94 Agency 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3000000.00 201458.97 Agency Collateralized Mortgage Obligation GNMA_14-19 N/A 38379AGE4 2044-02-16 1.1996 N/A 38181818.00 308983.55 Agency Collateralized Mortgage Obligation FNMA_15-18C N/A 3136AM3K3 2045-04-25 3 N/A 8316322.00 9327035.30 Agency Collateralized Mortgage Obligation FHLMC_5042F N/A 3137F6AG2 2050-11-25 3.5 N/A 27747726.00 2354714.26 Agency Collateralized Mortgage Obligation FHLMC_4048F N/A 3137AQTV0 2042-05-15 1.42571 N/A 35333333.00 378678.51 Agency Collateralized Mortgage Obligation GNMA_24-143B N/A 38384W6J9 2054-09-20 6.04028 N/A 40000.00 39963.64 Agency Collateralized Mortgage Obligation GNMA_24-31 N/A 38381J7R2 2065-03-16 0.5 N/A 3000000.00 75917.72 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PAS N/A 3137BUX94 2045-01-25 2.078668 N/A 16773620.00 713111.54 Agency Collateralized Mortgage Obligation GNMA_24-6B N/A 38384GX96 2054-01-20 6 N/A 889159.00 904453.43 Agency Collateralized Mortgage Obligation FHLMC_4427 N/A 3137BGBD0 2045-01-15 0.47571 N/A 82000000.00 740589.01 Agency Collateralized Mortgage Obligation FHLMC_4906C N/A 3137FNV80 2049-08-25 2 N/A 2500000.00 797685.84 Agency Collateralized Mortgage Obligation GNMA_23-47A N/A 38383WP67 2053-03-20 1.45972 N/A 12500000.00 552464.85 Agency Collateralized Mortgage Obligation FNMA_12-80 N/A 3136A7TZ5 2042-08-25 5.4713 N/A 150000.00 17506.19 Agency Collateralized Mortgage Obligation FHLMC_4617 N/A 3137BRXR1 2046-05-15 3.5 N/A 33920285.00 387545.50 Agency Collateralized Mortgage Obligation FHLMC_4491 N/A 3137BKT67 2040-03-15 6 N/A 12467233.00 130365.68 Agency Collateralized Mortgage Obligation GNMA_20-146E N/A 38382KVY6 2050-10-20 1.42637 N/A 10000000.00 806044.74 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-125 N/A 38380Y5T8 2048-09-20 3.5 N/A 11906000.00 12204854.91 Agency Collateralized Mortgage Obligation FNMA_19-71D N/A 3136B6B69 2049-11-25 1.0787 N/A 33282680.00 1207173.63 Agency Collateralized Mortgage Obligation 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3130B1PH4 2549001DPIFGXC1TOL40 US3130B1PH40 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's AA+ Moody's Agency Fitch AA+ 2024-11-01 2024-11-07 2024-11-07 N N N 0.0490 214000199.02 214000199.02 0.0012 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.00000000 313385BK1 2549001DPIFGXC1TOL40 US313385BK15 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch F1+ Moody's Agency Standard & Poor's A-1+ 2025-02-03 2025-02-03 2025-02-03 N N N 0.0448 49424062.50 49424062.50 0.0003 N N N N Morgan Stanley & Co. LLC Morgan Stanley & Co. LLC 4.86000000 N/A 9R7GPTSO7KV3UQJZQ078 BYDAGSG45 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 3130AR6D8 2029-03-09 2.67 N/A 50000.00 46842.33 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202DZX2 2033-10-20 5 N/A 110304.00 1707.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179SD87 2046-06-20 4 N/A 3328028.00 155823.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202EWU9 2038-10-20 5.5 N/A 40000.00 53.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618HJR32 2054-07-20 6.5 N/A 88800.00 92369.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179SQV2 2046-11-20 3 N/A 27405000.00 3954001.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622ADH35 2054-09-20 5.5 N/A 86981649.00 86858486.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WJ6S2 2047-03-01 4.5 N/A 93708.00 15525.69 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128205B9 2028-05-15 0 N/A 595000.00 514178.18 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179Y4K7 2039-07-20 6.5 N/A 274212.00 284667.18 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828X88 2027-05-15 2.375 N/A 10064600.00 9748943.24 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179TE35 2047-08-20 4.5 N/A 8784600.00 851364.54 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625 N/A 1000.00 1019.96 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179TG58 2047-09-20 4 N/A 23225726.00 2703863.48 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFW6 2025-11-15 4.5 N/A 5641800.00 5768033.93 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202EF46 2035-11-20 6 N/A 445000.00 9722.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3620AJNB1 2040-01-15 4.5 N/A 50000.00 4871.53 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 312944NM9 2040-12-01 4 N/A 12435329.00 741276.77 Agency Mortgage-Backed Securities GNMA 30YR N/A 36202TB96 2034-03-15 5.5 N/A 25000.00 1315.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618BWW25 2053-06-20 6.5 N/A 3184959.00 3120802.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DVLQ6 2051-02-01 2.5 N/A 410000.00 239595.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XPU4 2038-01-20 3.5 N/A 136966.00 81777.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36225BX37 2033-05-15 5 N/A 92000.00 1147.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617VQFQ4 2051-08-20 3 N/A 25419696.00 17979262.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179TSF3 2048-02-20 3 N/A 10097921.00 1531018.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618BLWT0 2053-07-20 6.5 N/A 1010938.00 926830.07 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANKS FUNDING CORP 254900C5LP6DN9OP9V83 3133ERVW8 2039-10-03 5.19 N/A 398000.00 394561.54 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36213UE22 2031-12-15 6 N/A 30000.00 135.60 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TB4 2051-11-15 1.875 N/A 524100.00 311294.83 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179MAZ3 2042-04-20 4.5 N/A 3265000.00 163511.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179MK82 2042-08-20 4 N/A 1349705.00 94023.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617ANBZ8 2047-08-15 4.5 N/A 473912.00 116637.65 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803FQ1 2040-05-15 0 N/A 357000.00 178047.32 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36200MQY2 2033-07-15 5.5 N/A 25175.00 180.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3620ARYG0 2041-01-15 3.5 N/A 10000.00 484.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202DZF1 2033-09-20 5 N/A 79279.00 1268.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XTH9 2053-02-20 7.5 N/A 472000.00 250814.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617XBMT1 2051-10-20 3 N/A 2227862.00 662704.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618JR5Z5 2054-10-20 5 N/A 1377851.00 1354133.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YRF3 2054-02-20 4.5 N/A 561468.00 529325.68 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANKS FUNDING CORP 254900C5LP6DN9OP9V83 3133ERXM8 2044-10-17 5.45 N/A 150000.00 149168.32 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3620A9ZL8 2039-12-15 4.5 N/A 219349.00 5756.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202EDP1 2035-05-20 5 N/A 35210.00 580.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36225BAH1 2028-11-15 7.5 N/A 235000.00 300.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31359YCU9 2026-07-15 0 N/A 25000.00 23233.93 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YDJ0 2053-08-20 5 N/A 499467.00 464147.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DQAZ9 2053-04-01 5 N/A 1909000.00 1744114.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179SGL5 2046-07-20 3.5 N/A 9162177.00 1091507.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YR89 2039-03-20 5.5 N/A 107537.00 101314.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179S5L7 2047-05-20 3.5 N/A 8894402.00 1122905.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179TNQ4 2047-12-20 3 N/A 3084305.00 471953.38 Agency Mortgage-Backed Securities Y Moody's NR Standard & Poor's A-1 Fitch NR 2024-11-01 2024-11-01 2024-11-01 N N N 0.0486 142000000.00 142000000.00 0.0008 N Y Y N Societe Generale SA Societe Generale SA 4.87000000 N/A 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Mortgage-Backed Securities GNII SF DB1661 C N/A 3618H3Z20 2054-04-20 7 N/A 5404368.00 5622975.29 Agency Mortgage-Backed Securities GNII SF MA9171 M N/A 36179YFL3 2053-09-20 5.5 N/A 28872188.00 26217877.70 Agency Mortgage-Backed Securities GNII SF MA2075 M N/A 36179QJU6 2044-07-20 4.5 N/A 163517165.00 12174635.32 Agency Mortgage-Backed Securities GNII SF MA2522 M N/A 36179QYT2 2045-01-20 4 N/A 373385807.00 31751023.65 Agency Mortgage-Backed Securities GNII SF MA1839 M N/A 36179QBG5 2044-04-20 4 N/A 499993856.00 33197096.40 Agency Mortgage-Backed Securities GNII SF MA2603 M N/A 36179Q3L3 2045-02-20 4.5 N/A 365910780.00 25527347.12 Agency Mortgage-Backed Securities GNII SF MA7474 M N/A 36179WJT6 2051-07-20 3.5 N/A 41632214.00 23854962.82 Agency Mortgage-Backed Securities GNII SF MA1920 M N/A 36179QDZ1 2044-05-20 4 N/A 278234878.00 17672649.06 Agency Mortgage-Backed Securities GNII SF MA4719 M N/A 36179TG41 2047-09-20 3.5 N/A 168913693.00 21587169.06 Agency Mortgage-Backed Securities GNII SF MA4452 M N/A 36179S5M5 2047-05-20 4 N/A 51358008.00 5161668.49 Agency Mortgage-Backed Securities GNII SF MA7368 M N/A 36179WFH6 2051-05-20 3 N/A 13308171.00 7041317.97 Agency Mortgage-Backed Securities GNII SP 785640 C N/A 3622ABEM0 2051-09-20 2.5 N/A 8011664.00 5197069.68 Agency Mortgage-Backed Securities GNII SF DC8993 C N/A 3618HP7E6 2054-10-20 5.5 N/A 1242582.00 1245224.14 Agency Mortgage-Backed Securities GNII SF MA9306 M N/A 36179YKT0 2053-10-20 6 N/A 24484840.00 21301382.83 Agency Mortgage-Backed Securities GNII SP 785417 C N/A 3622AA4A9 2051-04-20 2.5 N/A 12440448.00 6968634.82 Agency Mortgage-Backed Securities GNII SF MA1840 M N/A 36179QBH3 2044-04-20 4.5 N/A 293637266.00 22985948.33 Agency Mortgage-Backed Securities GNII SF MA8491 M N/A 36179XNG7 2052-12-20 5.5 N/A 23541376.00 19625653.45 Agency Mortgage-Backed Securities GNII SF MA8801 M N/A 36179XX68 2053-04-20 5.5 N/A 31188480.00 27121463.87 Agency Mortgage-Backed Securities GNII SF MA9108 M N/A 36179YDM3 2053-08-20 6.5 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GNMA_21-179J N/A 38383CZN3 2051-10-20 0 N/A 100001000.00 704760.15 Agency Collateralized Mortgage Obligation GNMA_23-166B N/A 38384GAE0 2053-11-20 1.10972 N/A 150000000.00 2889267.65 Agency Collateralized Mortgage Obligation GNMA_13-33 N/A 38378B7K9 2054-04-16 0.20224 N/A 116000000.00 109683.05 Agency Collateralized Mortgage Obligation FHMS_KSG1 N/A 3137FXLZ9 2030-09-25 2.93361 N/A 23715480.00 3185455.57 Agency Collateralized Mortgage Obligation FNMA_13-70 N/A 3136AE2H9 2043-01-25 3.5 N/A 28251856.00 137404.08 Agency Collateralized Mortgage Obligation FNMA_21-94D N/A 3136BKV25 2052-01-25 3 N/A 47919538.00 6202042.41 Agency Collateralized Mortgage Obligation GNMA_23-183B N/A 38384HBE7 2053-12-20 0.95972 N/A 50000000.00 1685639.44 Agency Collateralized Mortgage Obligation GNMA_24-130B N/A 38384VLA3 2054-08-20 1.05972 N/A 100000000.00 5225418.22 Agency Collateralized Mortgage Obligation FHLMC_4977 N/A 3137FRZF1 2050-05-25 4.5 N/A 53072318.00 4003848.87 Agency Collateralized Mortgage Obligation GNMA_19-152B N/A 38382BXF5 2049-12-20 1.12637 N/A 33948102.00 1094266.48 Agency Collateralized Mortgage Obligation FHMS_K146 N/A 3137H7ZE6 2032-07-25 3.564564 N/A 43648464.00 9238741.70 Agency Collateralized Mortgage Obligation GNMA_16-92 N/A 38379UWY8 2058-04-16 0.63514 N/A 77251864.00 221139.81 Agency Collateralized Mortgage Obligation GNMA_20-185C N/A 38382LU33 2050-12-20 2.5 N/A 51918800.00 4025477.29 Agency Collateralized Mortgage Obligation GNMA_21-59B N/A 38382RQH4 2051-04-20 1.42637 N/A 48010223.00 2843346.21 Agency Collateralized Mortgage Obligation GNMA_23-195A N/A 38384HPE2 2053-12-20 1.25972 N/A 50000000.00 2067318.13 Agency Collateralized Mortgage Obligation GNMA_17-167 N/A 38380H2Y7 2047-11-20 4.5 N/A 90954488.00 4650716.60 Agency Collateralized Mortgage Obligation FHMS_K083 N/A 3137FJXY0 2028-10-25 2.291581 N/A 28128058.00 2309416.25 Agency Collateralized Mortgage Obligation GNMA_20-98A N/A 38382GRP9 2050-07-20 1.32637 N/A 49592185.00 3144584.66 Agency Collateralized Mortgage Obligation FRESB_21-SB86 N/A 30320MAA9 2041-03-25 2.7855 N/A 34583170.00 26187406.22 Agency Collateralized Mortgage Obligation FHLMC_5349D N/A 3137HASA5 2053-10-25 2.19318 N/A 50000000.00 2995363.70 Agency Collateralized Mortgage Obligation GNMA_23-118 N/A 38381JMZ7 2065-05-16 0.90141 N/A 20254243.00 1393312.75 Agency Collateralized Mortgage Obligation GNMA_18-42E N/A 38380VQM6 2046-11-20 1.22637 N/A 100224619.00 3246613.92 Agency Collateralized Mortgage Obligation FNMA_23-58F N/A 3136BQXW4 2053-12-25 2.14318 N/A 48409043.00 2540902.86 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILYSTRUCTURED PASS THROUGH FHMS_K081 N/A 3137FJEL9 2046-09-25 2.234955 N/A 8731524.00 677954.49 Agency Collateralized Mortgage Obligation GNMA_18-104L N/A 38380X5F0 2048-08-20 1.32637 N/A 64759000.00 1437888.05 Agency Collateralized Mortgage Obligation FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K134 N/A 3137H4CG3 2049-10-25 2.660198 N/A 9413138.00 1373563.52 Agency Collateralized Mortgage Obligation GNMA_23-141B N/A 38384ED69 2046-10-20 1.14637 N/A 50308129.00 4796866.14 Agency Collateralized Mortgage Obligation GNMA_21-8F N/A 38382MTL3 2048-01-20 4 N/A 55729944.00 4707961.12 Agency Collateralized Mortgage Obligation FHMS_K124 N/A 3137F9Z20 2049-02-25 2.62012 N/A 4242352.00 556957.33 Agency Collateralized Mortgage Obligation GNMA_23-48L N/A 38383WUM6 2053-03-20 0.70972 N/A 100000000.00 1973296.33 Agency Collateralized Mortgage Obligation GNMA_22-138B N/A 38383YBZ4 2052-08-20 1.15972 N/A 30018231.00 2016657.78 Agency Collateralized Mortgage Obligation FHMS_K1054 N/A 3137FDEV0 2032-12-25 3.01774 N/A 13926000.00 2587907.34 Agency Collateralized Mortgage Obligation GNMA_23-135D N/A 38384EHZ1 2053-09-20 0.70972 N/A 134019143.00 1865280.53 Agency Collateralized Mortgage Obligation FREMF_22-K140 N/A 30326KAN9 2054-03-25 0.1 N/A 1017100000.00 5554045.75 Agency Collateralized Mortgage Obligation FREMF_16-SB13 N/A 302614BB7 2036-01-25 5.30634 N/A 40089331.00 9794491.70 Agency Collateralized Mortgage Obligation FHLMC_4892D N/A 3137FMT69 2047-02-25 1.0287 N/A 114813627.00 4099191.63 Agency Collateralized Mortgage Obligation FHLMC_5145C N/A 3137H27K4 2051-09-25 3 N/A 22104161.00 2824728.43 Agency Collateralized Mortgage Obligation FNMA_20-73E N/A 3136BCFW5 2050-10-25 3 N/A 5674000.00 607711.11 Agency Collateralized Mortgage Obligation GNMA_23-183A N/A 38384HAT5 2053-12-20 1.45972 N/A 100000000.00 4541865.21 Agency Collateralized Mortgage Obligation FREMF_22-K140 N/A 30326KAQ2 2054-04-25 0.1 N/A 250314856.00 1426878.04 Agency Collateralized Mortgage Obligation GNMA_23-54B N/A 38383XLM4 2053-04-20 1.25972 N/A 101071341.00 3710558.68 Agency Collateralized Mortgage Obligation FHMS_K1506 N/A 3137FH2C6 2036-07-25 3.051781 N/A 8591000.00 1698167.09 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-199 N/A 38383DNJ3 2051-11-20 3.5 N/A 32013000.00 3837849.36 Agency Collateralized Mortgage Obligation FHLMC_5083F N/A 3137FFQA8 2050-10-25 3.5 N/A 41375933.00 3505437.39 Agency Collateralized Mortgage Obligation FRESB 2020-SB72 N/A 30296SAH1 2040-01-25 0 N/A 55000000.00 1275199.33 Agency Collateralized Mortgage Obligation FREMF_20-K1518 N/A 30318AAC5 2035-10-25 0.1 N/A 62265384.00 491045.55 Agency Collateralized Mortgage Obligation FREMF_21-K130 N/A 30321VAQ3 2031-07-25 0.1 N/A 230951341.00 1245828.44 Agency Collateralized Mortgage Obligation GNMA_23-116J N/A 38384EEX9 2053-08-20 6.5 N/A 3461538.00 486903.03 Agency Collateralized Mortgage Obligation FHLMC_5363C N/A 3137HB5G5 2053-12-25 1.99318 N/A 75000000.00 4300667.25 Agency Collateralized Mortgage Obligation GNMA_23-173M N/A 38384GDV9 2053-11-20 1.48972 N/A 80000000.00 4524331.52 Agency Collateralized Mortgage Obligation GNMA_20-181 N/A 38382LWF4 2050-12-20 1.42637 N/A 17121830.00 1820716.86 Agency Collateralized Mortgage Obligation FHLMC_5070A N/A 3137F9Y54 2050-08-25 3 N/A 39440000.00 4704292.80 Agency Collateralized Mortgage Obligation FHLMC_5149E N/A 3137H2RT3 2051-07-25 3 N/A 39818336.00 4044134.69 Agency Collateralized Mortgage Obligation GNMA_22-188A N/A 38383LHM5 2052-11-20 1.70346 N/A 4545455.00 3453028.79 Agency Collateralized Mortgage Obligation GNMA_21-124 N/A 38381DUJ7 2062-10-16 1.0247 N/A 33300000.00 1937270.37 Agency Collateralized Mortgage Obligation GNMA_23-175 N/A 38381JD46 2065-05-16 1.29045 N/A 37994480.00 3567750.19 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K154 N/A 3137H9UG2 2056-02-25 5.103696 N/A 25767627.00 8151075.51 Agency Collateralized Mortgage Obligation GNMA_19-151 N/A 38382BBL6 2049-12-20 4 N/A 110207694.00 5982269.92 Agency Collateralized Mortgage Obligation FNMA_24-46C N/A 3136BSJR7 2054-07-25 0.99318 N/A 75870163.00 4993437.42 Agency Collateralized Mortgage Obligation GNMA_20-122L N/A 38382HRV4 2050-08-20 3 N/A 27698155.00 2113556.48 Agency Collateralized Mortgage Obligation GNMA_21-160S N/A 38383AWD2 2051-09-20 1.42637 N/A 26227344.00 3033242.48 Agency Collateralized Mortgage Obligation FRESB_20-SB81 N/A 30317QAA5 2040-10-25 2.96537 N/A 32249902.00 24274101.71 Agency Collateralized Mortgage Obligation FHLMC_5400C N/A 3137HC3Q3 2054-04-25 1.04318 N/A 73405076.00 3409938.99 Agency Collateralized Mortgage Obligation GNMA_22-6E N/A 38383GJW2 2052-01-20 0 N/A 54600000.00 809853.33 Agency Collateralized Mortgage Obligation GNMA_22-207D N/A 38383HFW4 2048-04-20 1.32637 N/A 53766308.00 5422860.40 Agency Collateralized Mortgage Obligation FHLMC_5366 N/A 3137HB4A9 2053-12-25 1.34318 N/A 141356296.00 6450711.55 Agency Collateralized Mortgage Obligation GNMA_19-125B N/A 38382ANW1 2049-10-20 1.17637 N/A 61643345.00 2366154.59 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_Q014 N/A 3137F72J3 2055-10-25 2.780185 N/A 18345001.00 2587039.34 Agency Collateralized Mortgage Obligation GNMA_21-63 N/A 38380R2L3 2061-04-16 0.81537 N/A 78800000.00 4169322.10 Agency Collateralized Mortgage Obligation GNMA_21-138A N/A 38382XYN9 2051-08-20 0 N/A 188559851.00 1350683.94 Agency Collateralized Mortgage Obligation GNMA_24-65H N/A 38384NKV6 2051-04-20 2.20972 N/A 23993616.00 4130919.15 Agency Collateralized Mortgage Obligation FNMA_18-72 N/A 3136B27E6 2058-10-25 1.1787 N/A 47781022.00 2409921.90 Agency Collateralized Mortgage Obligation FHMS_K737 N/A 3137FQXM0 2048-01-25 1.7722 N/A 38392044.00 1372547.56 Agency Collateralized Mortgage Obligation FHMS_K085 N/A 3137FKJF4 2045-12-25 2.314167 N/A 28530506.00 2289443.92 Agency Collateralized Mortgage Obligation FREMF_18-KC02 N/A 30297FAF2 2025-08-25 0.1 N/A 483883935.00 167532.02 Agency Collateralized Mortgage Obligation GNMA_24-171B N/A 38384XQG1 2054-10-20 0 N/A 100000000.00 2404300.00 Agency Collateralized Mortgage Obligation FHLMC_5178H N/A 3137H53S4 2052-01-25 3 N/A 24780470.00 3399712.00 Agency Collateralized Mortgage Obligation FHLMC_5398C N/A 3137HCE65 2054-04-25 1.69318 N/A 100000000.00 3976329.75 Agency Collateralized Mortgage Obligation FHR_5040 N/A 3137F6MR5 2050-11-25 2 N/A 42000000.00 4483774.20 Agency Collateralized Mortgage Obligation FHMS_K071 N/A 3137FCLG7 2028-02-25 0 N/A 75137000.00 4271385.92 Agency Collateralized Mortgage Obligation FHMS_KG04 N/A 3137F84U4 2030-11-25 2.626301 N/A 4652256.00 568908.49 Agency Collateralized Mortgage Obligation GNMA_21-5 N/A 38380RSG6 2061-01-16 1.11229 N/A 43800000.00 2785766.07 Agency Mortgage-Backed Securities FHLMC_5364B N/A 3137HBBW3 2053-12-25 2.14318 N/A 50000000.00 2545983.41 Agency Collateralized Mortgage Obligation FHLMC_42-48 N/A 3137B4UN4 2041-05-15 0 N/A 15000000.00 1850077.96 Agency Collateralized Mortgage Obligation GNMA_22-34B N/A 38383MBY3 2051-03-20 3.5 N/A 16923459.00 2312791.84 Agency Collateralized Mortgage Obligation FRESB_19-SB65 N/A 30298LAF8 2039-06-25 0.97478 N/A 10944000.00 154678.79 Agency Collateralized Mortgage Obligation GNMA_19-20 N/A 38381YJG0 2049-08-20 1.22637 N/A 67457884.00 1807666.11 Agency Collateralized Mortgage Obligation GNMA_21-146 N/A 38382WYP6 2045-12-20 4 N/A 10083352.00 1087206.59 Agency Collateralized Mortgage Obligation GNR_23-53 N/A 38383XXN9 2053-04-20 1.25972 N/A 96975891.00 4863577.63 Agency Collateralized Mortgage Obligation GNMA_15-60A N/A 38379LRC2 2045-04-20 4 N/A 35165143.00 1024941.76 Agency Collateralized Mortgage Obligation FREMF_20-K1518 N/A 30318AAA9 2035-10-25 0.1 N/A 767927000.00 5459121.39 Agency Collateralized Mortgage Obligation GNMA_20-122C N/A 38382HNF3 2050-07-20 2.5 N/A 112792428.00 3884403.51 Agency Collateralized Mortgage Obligation FHLMC_5123 N/A 3137H15U6 2051-07-25 3.5 N/A 32253882.00 3406031.01 Agency Collateralized Mortgage Obligation GNMA_23-152L N/A 38384DWJ2 2051-04-20 1.95972 N/A 27543477.00 4240945.05 Agency Collateralized Mortgage Obligation FRESB_22-SB94 N/A 30324QAL2 2041-11-25 0.57413 N/A 133557760.00 1263558.86 Agency Collateralized Mortgage Obligation FRESB_16-SB23 N/A 30295LAK0 2036-10-25 5.40046 N/A 34175491.00 7490924.49 Agency Collateralized Mortgage Obligation FHLMC_5150K N/A 3137H3EH1 2051-10-15 4.5 N/A 17578724.00 2030815.58 Agency Collateralized Mortgage Obligation FRESB MULTIFAMILY MORTGAGE PASS- N/A 302613AE4 2036-11-25 13.0796 N/A 23273489.00 10356277.26 Agency Collateralized Mortgage Obligation GNMA_21-97C N/A 38382VGA1 2049-12-20 3 N/A 25587625.00 2355477.49 Agency Collateralized Mortgage Obligation FREMF_18-K158 N/A 30308PAQ3 2033-11-25 0.1 N/A 703865000.00 3717452.70 Agency Collateralized Mortgage Obligation GNMA_20-166A N/A 38382LPZ8 2050-11-20 0 N/A 75000000.00 610548.31 Agency Collateralized Mortgage Obligation GNMA_22-120F N/A 38383TB77 2052-07-20 1.15972 N/A 40000000.00 2839134.99 Agency Collateralized Mortgage Obligation GNMA_24-24G N/A 38384JX74 2046-05-20 4 N/A 23484380.00 3750184.67 Agency Collateralized Mortgage Obligation GNMA_20-55C N/A 38382EPG6 2050-03-20 4.5 N/A 60644299.00 4330239.87 Agency Collateralized Mortgage Obligation GNMA_23-164H N/A 38384D3G0 2053-11-20 0.50972 N/A 85000000.00 2691623.36 Agency Collateralized Mortgage Obligation GNMA_21-139L N/A 38382XKM6 2051-08-20 3 N/A 18522432.00 2500410.20 Agency Collateralized Mortgage Obligation FHMS_K057 N/A 3137BRQM0 2044-08-25 2.064365 N/A 61024401.00 2139886.21 Agency Collateralized Mortgage Obligation GNMA_24-65J N/A 38384NKX2 2051-04-20 2.20972 N/A 12475179.00 2151479.36 Agency Collateralized Mortgage Obligation GNMA_20-164G N/A 38382LGL9 2050-11-20 2.5 N/A 40726237.00 4792370.10 Agency Collateralized Mortgage Obligation FHLMC_5041A N/A 3137F6VP9 2050-11-25 2 N/A 56250089.00 4376730.00 Agency Collateralized Mortgage Obligation GNMA_20-122D N/A 38382HNJ5 2050-08-20 3 N/A 78768405.00 3414053.31 Agency Collateralized Mortgage Obligation GNMA_19-129 N/A 38381Y7M0 2049-10-20 4 N/A 99902625.00 5857499.23 Agency Collateralized Mortgage Obligation GNMA_21-154K N/A 38383AHH0 2051-09-20 3 N/A 44710131.00 4185840.82 Agency Collateralized Mortgage Obligation GNMA_23-70L N/A 38384AFS7 2053-05-20 1.37916 N/A 4166667.00 2887633.64 Agency Collateralized Mortgage Obligation FREMF_K-082 N/A 3137FJKH1 2028-10-25 2.214132 N/A 13923482.00 1120020.35 Agency Collateralized Mortgage Obligation GNMA_20-173C N/A 38382LNZ0 2050-11-20 2.5 N/A 44954644.00 4507858.15 Agency Collateralized Mortgage Obligation GNMA_21-46A N/A 38382P3E0 2051-03-20 0 N/A 30000000.00 190901.19 Agency Collateralized Mortgage Obligation FHLKC_05 N/A 3137FPJQ9 2027-06-25 1.222118 N/A 34741836.00 706871.25 Agency Collateralized Mortgage Obligation FREMF_22_K747 N/A 35562DAQ0 2028-12-25 0.1 N/A 212159495.00 743053.41 Agency Collateralized Mortgage Obligation GNMA_24-110M N/A 38384QVZ8 2054-07-20 1.75972 N/A 21555943.00 1180080.52 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5142 N/A 3137H2EA8 2051-09-25 3 N/A 45523781.00 5766629.05 Agency Collateralized Mortgage Obligation GNMA_20-148J N/A 38382KZW6 2050-10-20 1.42637 N/A 21538000.00 1887547.22 Agency Collateralized Mortgage Obligation FHLMC_5004B N/A 3137FVBK7 2050-08-25 1.1787 N/A 25000000.00 1794382.09 Agency Collateralized Mortgage Obligation FHMS_KS07 N/A 3137BS6G3 2025-09-25 0.599747 N/A 8175773.00 42130.22 Agency Collateralized Mortgage Obligation FHMS_K063 N/A 3137BVZB5 2027-02-25 0 N/A 25736894.00 1163192.67 Agency Collateralized Mortgage Obligation GNMA_12-84 N/A 38375GHE4 2042-07-16 2.5 N/A 18402207.00 3616536.65 Agency Collateralized Mortgage Obligation FHLMC_5416A N/A 3137HD6K1 2054-06-25 2.19318 N/A 80601636.00 5201323.17 Agency Collateralized Mortgage Obligation GNMA_15-162A N/A 38379FRN1 2045-11-20 1.32637 N/A 54871344.00 1719057.77 Agency Collateralized Mortgage Obligation GNMA_21-147 N/A 38381DF96 2061-06-16 0.98551 N/A 53425000.00 3555625.36 Agency Collateralized Mortgage Obligation FHMS_K162 N/A 3137HBPA6 2056-02-25 5.892972 N/A 17380976.00 7149191.89 Agency Collateralized Mortgage Obligation GNMA_24-61P N/A 38384MGB7 2053-10-20 0.30972 N/A 71381618.00 1258622.27 Agency Collateralized Mortgage Obligation FHLMC_5153A N/A 3137H34D1 2051-10-25 3 N/A 65994666.00 5803568.02 Agency Collateralized Mortgage Obligation FREMF_16-SB20 N/A 30289VAA8 2036-07-25 13.0796 N/A 29308711.00 13939879.58 Agency Collateralized Mortgage Obligation GNMA_23-188A N/A 38384HRA8 2053-12-20 2.15972 N/A 50000000.00 1208394.50 Agency Collateralized Mortgage Obligation FHMS_K740 N/A 3137F72E4 2047-11-25 2.477049 N/A 12091660.00 759382.94 Agency Collateralized Mortgage Obligation FHLMC_5072H N/A 3137F9A27 2051-01-25 3.5 N/A 53698571.00 5694308.43 Agency Collateralized Mortgage Obligation FHSTR_404 N/A 3142G5UT3 2053-04-25 4.966482 N/A 401343.00 70183.69 Agency Collateralized Mortgage Obligation GNMA_20-129G N/A 38382JYC4 2050-09-20 2.5 N/A 54105631.00 4552815.49 Agency Collateralized Mortgage Obligation GNMA_23-173J N/A 38384GHA1 2053-11-20 0.60972 N/A 100000000.00 3113464.89 Agency Collateralized Mortgage Obligation GNMA_22-215F N/A 38383LSK7 2047-08-20 1.22637 N/A 16980859.00 1578862.78 Agency Collateralized Mortgage Obligation FHMS_K727 N/A 3137FARH3 2044-10-25 3.39331 N/A 21600565.00 19141.33 Agency Mortgage-Backed Securities GNMA_20-74B N/A 38382E4X2 2050-05-20 3.5 N/A 29290500.00 2523302.11 Agency Collateralized Mortgage Obligation GNMA_20-101B N/A 38382F5Q3 2050-07-20 1.32637 N/A 75209809.00 4643013.30 Agency Collateralized Mortgage Obligation FREMF MORTGAGE TRUST FREMF_17-KW02 N/A 3137BWFY5 2027-01-25 2.818122 N/A 10784595.00 625500.42 Agency Collateralized Mortgage Obligation FREMF_18-K158 N/A 30308PAS9 2033-11-25 0.1 N/A 78207261.00 554202.77 Agency Collateralized Mortgage Obligation FHMS_K084 N/A 3137FJZC6 2028-11-25 2.242419 N/A 30930260.00 2528384.30 Agency Collateralized Mortgage Obligation GNMA_21-27G N/A 38382NFX0 2051-02-20 3 N/A 40010996.00 2426931.74 Agency Collateralized Mortgage Obligation FRESB_16-SB14 N/A 30288KAE5 2036-03-25 13.0796 N/A 30978622.00 9332183.36 Agency Collateralized Mortgage Obligation GNMA_20-142K N/A 38382JQR0 2050-09-20 3.5 N/A 24566517.00 2095492.89 Agency Collateralized Mortgage Obligation FHLMC_5181A N/A 3137H4U32 2046-12-15 3 N/A 22368673.00 2622561.05 Agency Collateralized Mortgage Obligation GNMA_18-154Q N/A 38381AXN1 2048-11-20 1.32637 N/A 52186722.00 1529000.70 Agency Collateralized Mortgage Obligation GNMA_23-69B N/A 38384AB77 2053-05-20 2.79658 N/A 6540434.00 5253243.94 Agency Collateralized Mortgage Obligation GNMA_23-57F N/A 38383XKW3 2053-04-20 1.27972 N/A 58536982.00 4569453.56 Agency Collateralized Mortgage Obligation GNMA_18-13B N/A 38380UUY7 2048-01-20 1.37637 N/A 63902853.00 1396698.22 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-146 N/A 38382KVX8 2050-10-20 2.5 N/A 15643609.00 1305304.87 Agency Collateralized Mortgage Obligation GNMA_20-134S N/A 38382JME3 2050-09-20 3 N/A 32166905.00 3344224.26 Agency Collateralized Mortgage Obligation GNMA_24-117E N/A 38384Q3B2 2054-07-20 0.35972 N/A 300000000.00 6440216.39 Agency Collateralized Mortgage Obligation GNMA_24-60C N/A 38384NHY4 2054-04-20 0.42972 N/A 30000000.00 1246812.31 Agency Collateralized Mortgage Obligation GNMA_24-162H N/A 38384YQ38 2054-10-20 1.12659 N/A 132025496.00 6357058.77 Agency Collateralized Mortgage Obligation FREMF_K-164 N/A 3137HDUY4 2062-05-25 5.673793 N/A 27950000.00 11600763.80 Agency Collateralized Mortgage Obligation GNMA_19-88 N/A 38380NGK9 2060-10-16 0.66004 N/A 55356934.00 833493.80 Agency Collateralized Mortgage Obligation FRESB_22-S100 N/A 30327XAL4 2032-05-25 7.5 N/A 36429000.00 32982048.72 Agency Collateralized Mortgage Obligation GNMA_23-105 N/A 38381JMD6 2065-07-16 0.97336 N/A 33296039.00 2457090.32 Agency Collateralized Mortgage Obligation GNMA_23-70M N/A 38384AEV1 2048-10-20 0.72637 N/A 20573726.00 1627240.75 Agency Collateralized Mortgage Obligation GNMA_19-20A N/A 38381RCK3 2049-02-20 5.5 N/A 63392483.00 1806692.87 Agency Collateralized Mortgage Obligation FREMF_K-142 N/A 3137H73S0 2032-03-25 3.096593 N/A 18504000.00 3269647.44 Agency Collateralized Mortgage Obligation 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Obligation FHLMC_5443A N/A 3137HDXN5 2054-08-25 0.94318 N/A 100000000.00 3588847.50 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_15-160 N/A 38379K4K1 2056-01-16 0.29135 N/A 186465000.00 433610.83 Agency Collateralized Mortgage Obligation GNMA_24-21E N/A 38384JCC6 2054-02-20 0.35972 N/A 50000000.00 927315.94 Agency Collateralized Mortgage Obligation FHLMC_5191B N/A 3137H5N52 2052-02-25 3 N/A 61709582.00 5713565.92 Agency Collateralized Mortgage Obligation GNMA_21-58A N/A 38382REJ3 2051-02-20 3 N/A 66333333.00 5675612.05 Agency Collateralized Mortgage Obligation FREMF_21-K132 N/A 30322WAE7 2031-12-25 0 N/A 26991666.00 18824365.75 Agency Collateralized Mortgage Obligation GNMA_24-24D N/A 38384JV84 2054-02-20 1.05972 N/A 50000000.00 2215348.76 Agency Collateralized Mortgage Obligation FHMS_K754 N/A 3137HBCB8 2055-12-25 5.36798 N/A 8555000.00 2256546.51 Agency Collateralized Mortgage Obligation GNMA_19-59A N/A 38381VG20 2048-02-20 1.22637 N/A 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Obligation GNMA_23-70H N/A 38384AFR9 2053-05-20 2.45944 N/A 8333334.00 5747818.62 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K133 N/A 3137H4BS8 2049-09-25 2.791796 N/A 9816207.00 1494895.41 Agency Collateralized Mortgage Obligation GNMA_24-51K N/A 38384KUR0 2051-01-20 2.5 N/A 35397733.00 4770690.72 Agency Collateralized Mortgage Obligation FRESB _20-SB76 N/A 30315EAF3 2030-05-25 3.07281 N/A 42587285.00 34513781.90 Agency Collateralized Mortgage Obligation FHLMC_5196C N/A 3137H5WJ2 2052-02-25 3.5 N/A 23202878.00 3763063.51 Agency Collateralized Mortgage Obligation FNMA_22-18C N/A 3136BMGW2 2046-07-25 3.5 N/A 67785714.00 5660569.45 Agency Collateralized Mortgage Obligation FHLMC_4096 N/A 3137ATB76 2042-08-15 0 N/A 4224830.00 1770557.33 Agency Collateralized Mortgage Obligation FHLMC_5146H N/A 3137H2FG4 2049-02-25 4 N/A 5849928.00 728737.05 Agency Collateralized Mortgage Obligation GNMA_22-10K N/A 38383GBR1 2052-01-20 0 N/A 200000000.00 131632.08 Agency Collateralized Mortgage Obligation FRESB_21-SB84 N/A 30320WAA7 2041-01-25 7.5 N/A 40261842.00 28506881.34 Agency Collateralized Mortgage Obligation GNMA_22-161F N/A 38383YTJ1 2052-09-20 1.08972 N/A 30000000.00 1714577.89 Agency Collateralized Mortgage Obligation FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K138 N/A 3137H5XX0 2032-01-25 2.979982 N/A 5775000.00 965466.34 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K130 N/A 3137H1YY6 2048-08-25 3.096603 N/A 3123590.00 517083.78 Agency Collateralized Mortgage Obligation FHMS_KW10 N/A 3137FQ3J0 2029-10-25 2.722872 N/A 7359088.00 786650.15 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4995A N/A 3137FUW83 2050-06-25 4.5 N/A 53714422.00 3855930.01 Agency Collateralized Mortgage Obligation GNMA_24-23L N/A 38384J4A9 2050-10-20 3 N/A 27300757.00 3553796.29 Agency Collateralized Mortgage Obligation GNMA_22-172F N/A 38383YT77 2052-10-20 2.77944 N/A 3726693.00 3088391.00 Agency Collateralized Mortgage Obligation FNMA_24-77E N/A 3136BTQZ9 2054-11-25 0.28746 N/A 150000000.00 5426236.50 Agency Collateralized Mortgage Obligation GNMA_21-226C N/A 38383FAE3 2051-12-20 0 N/A 111124000.00 563553.27 Agency Collateralized Mortgage Obligation GNMA_20-126B N/A 38382HVK3 2050-08-20 3 N/A 68833333.00 6392302.10 Agency Collateralized Mortgage Obligation FREMF_18-K80 N/A 30307RAC1 2050-08-25 0.1 N/A 132838590.00 400552.59 Agency Collateralized Mortgage Obligation FNR_22-52 N/A 3136BNZK5 2045-12-25 4 N/A 37889063.00 4823858.04 Agency Collateralized Mortgage Obligation FREMF_17-SB36 N/A 35802YAA9 2037-08-25 4.16629 N/A 35038309.00 12370194.76 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PAS N/A 3137BUX94 2045-01-25 2.078668 N/A 3357000.00 142719.07 Agency Collateralized Mortgage Obligation FHMS_K163 N/A 3137HCXN7 2034-03-25 5.687161 N/A 21582195.00 8331165.41 Agency Collateralized Mortgage Obligation GNMA_23-189E N/A 38384GMN7 2053-12-20 1.10972 N/A 42880594.00 2652423.73 Agency Collateralized Mortgage Obligation FNMA_20-56A N/A 3136BBMH2 2050-08-25 3.5 N/A 17423714.00 957473.12 Agency Collateralized Mortgage Obligation GNMA_20-84K N/A 38382FT95 2050-06-20 1.27637 N/A 37458332.00 2442392.82 Agency Collateralized Mortgage Obligation GNMA_23-114E N/A 38384EAS4 2053-08-20 1.10972 N/A 150000000.00 2236676.71 Agency Collateralized Mortgage Obligation GNMA_21-98G N/A 38382TQ80 2051-06-20 3 N/A 41950213.00 3409137.01 Agency Collateralized Mortgage Obligation GNMA_23-1 N/A 38383VAM0 2047-11-20 4 N/A 30811165.00 3812249.72 Agency Collateralized Mortgage Obligation GNMA_21-223C N/A 38383FHQ9 2051-12-20 3 N/A 32876786.00 4557809.39 Agency Collateralized Mortgage Obligation FHLMC_5156C N/A 3137H2V92 2050-02-25 3 N/A 38941887.00 5080408.84 Agency Collateralized Mortgage Obligation GNMA_22-24A N/A 38383FW58 2052-02-20 0 N/A 250000000.00 1129175.69 Agency Collateralized Mortgage Obligation FNMA_24-50A N/A 3136BSPQ2 2054-08-25 2.24318 N/A 75000000.00 4416099.50 Agency Collateralized Mortgage Obligation FREMF_21-K132 N/A 30322WAA5 2031-08-25 0.1 N/A 939216000.00 4957935.33 Agency Collateralized Mortgage Obligation GNMA_20-112 N/A 38382HLM0 2050-08-20 1.42637 N/A 53398000.00 4099098.48 Agency Collateralized Mortgage Obligation FREMF_K-161 N/A 3137HB3A0 2033-11-25 5.476476 N/A 20738000.00 7440311.82 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-152 N/A 38380JCE6 2059-11-16 0.61236 N/A 48000000.00 322763.90 Agency Collateralized Mortgage Obligation FRESB MULTIFAMILY MORTGAGE PASS-THROUGH FRESB_20-SB78 N/A 30316KAE1 2040-06-25 1.64944 N/A 61500000.00 1752534.91 Agency Collateralized Mortgage Obligation FREMF_18-KW06 N/A 3137FGZK4 2031-06-25 3.191017 N/A 13076482.00 1304721.43 Agency Collateralized Mortgage Obligation GNMA_21-97G N/A 38382VET2 2051-06-20 0 N/A 293394414.00 1124789.31 Agency Collateralized Mortgage Obligation GNMA_21-57C N/A 38382QAM2 2051-03-20 1.42637 N/A 81131426.00 3795205.44 Agency Collateralized Mortgage Obligation FNMA_20-95A N/A 3136BDNB0 2047-12-25 4 N/A 40026590.00 4294382.07 Agency Collateralized Mortgage Obligation FREMF_18-KW04 N/A 30296MAJ0 2028-09-25 0.1 N/A 301231035.00 573823.87 Agency Collateralized Mortgage Obligation GNMA_22-136 N/A 38383UQL7 2050-10-20 3 N/A 39920014.00 5171020.31 Agency Collateralized Mortgage Obligation FHMS-K144 N/A 3137H7MC4 2032-05-25 3.214024 N/A 21396000.00 4019759.66 Agency Collateralized Mortgage Obligation FREMF_KW07 N/A 3137FJYK9 2031-10-25 3.062956 N/A 13417851.00 1394255.11 Agency Collateralized Mortgage Obligation FHLMC_5124B N/A 3137H1GP5 2051-07-25 3 N/A 50883763.00 5204697.14 Agency Collateralized Mortgage Obligation GNMA_20-184 N/A 38380RKU3 2060-11-16 0.91224 N/A 45596000.00 2712560.65 Agency Collateralized Mortgage Obligation FHMS_K053 N/A 3137BN6J8 2044-03-25 1.642373 N/A 7000673.00 138729.85 Agency Collateralized Mortgage Obligation GNMA_24-130A N/A 38384VKX4 2054-08-20 1.75972 N/A 59747227.00 3783716.18 Agency Collateralized Mortgage Obligation FHLMC_5432 N/A 3137HDNA4 2054-07-25 2.22318 N/A 51679498.00 4452312.47 Agency Collateralized Mortgage Obligation GNMA_23-85C N/A 38384BLG4 2053-06-20 2.78333 N/A 7158736.00 6168003.04 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-78A N/A 38382TBX1 2051-05-20 3 N/A 40803000.00 3514539.35 Agency Collateralized Mortgage Obligation GNMA_16-57A N/A 38379WRN4 2046-04-20 1.17637 N/A 42805266.00 1213994.88 Agency Collateralized Mortgage Obligation GNMA_21-1R N/A 38382MS75 2045-10-20 3.5 N/A 56913681.00 4106462.21 Agency Collateralized Mortgage Obligation FRESB_15-SB10 N/A 30293YAC2 2035-12-25 13.0796 N/A 14819890.00 4443101.24 Agency Collateralized Mortgage Obligation GNMA_20-7J N/A 38382DGP8 2050-01-20 1.17637 N/A 96961925.00 4719525.82 Agency Collateralized Mortgage Obligation GNMA_23-185C N/A 38384GTW0 2051-01-20 2.5 N/A 35549830.00 4296704.09 Agency Collateralized Mortgage Obligation GNMA_19-119A N/A 38381YYQ1 2049-09-20 1.17637 N/A 74202080.00 3246156.64 Agency Collateralized Mortgage Obligation FHLMC_4312B N/A 3137B7Q36 2043-08-15 3.5 N/A 6605652.00 6504119.88 Agency Collateralized Mortgage Obligation GNMA_24-107 N/A 38384PE63 2054-06-20 0.80972 N/A 30000000.00 696509.62 Agency Collateralized Mortgage Obligation FHSTR_404 N/A 3142G5UU0 2053-04-25 5.133082 N/A 588865.00 99511.27 Agency Collateralized Mortgage Obligation GNMA_21-228E N/A 38383D4A3 2051-12-20 0 N/A 75000000.00 236860.01 Agency Collateralized Mortgage Obligation GNMA_21-114F N/A 38382URT0 2051-06-20 3 N/A 75000000.00 6510004.98 Agency Collateralized Mortgage Obligation GNMA_24-26C N/A 38384J5U4 2054-02-20 0.30972 N/A 100000000.00 1791464.40 Agency Collateralized Mortgage Obligation GNMA_24-24A N/A 38384JU28 2054-02-20 2.10972 N/A 57420708.00 4226657.67 Agency Collateralized Mortgage Obligation FREMF_20-K121 N/A 30318JAC6 2053-11-25 0.1 N/A 262295816.00 1342779.63 Agency Collateralized Mortgage Obligation GNMA_20-191 N/A 38382MHB8 2050-12-20 0 N/A 72135472.00 541865.58 Agency Collateralized Mortgage Obligation GNMA_18-122J N/A 38380YU45 2048-08-20 1.22637 N/A 24689850.00 1036816.89 Agency Collateralized Mortgage Obligation FNR_24-7 N/A 3136BQY78 2053-09-25 0.94318 N/A 79000000.00 4320405.73 Agency Collateralized Mortgage Obligation FHLMC_5010D N/A 3137FVRM6 2050-09-25 4 N/A 21791340.00 1753440.60 Agency Collateralized Mortgage Obligation GNMA_24-147B N/A 38384WX42 2054-09-20 1.00972 N/A 100000000.00 5793322.53 Agency Collateralized Mortgage Obligation GNMA_23-192F N/A 38384GD72 2053-12-20 7 N/A 10665013.00 1512428.85 Agency Collateralized Mortgage Obligation FHSTR_406 N/A 3142G5WZ7 2053-10-25 1.19318 N/A 75000000.00 3312735.48 Agency Collateralized Mortgage Obligation FHLMC_5007K N/A 3137FVL59 2050-08-25 2.5 N/A 43213487.00 3496734.54 Agency Collateralized Mortgage Obligation FHSTR_404 N/A 3142G5US5 2038-04-25 4.509849 N/A 702965.00 72366.59 Agency Collateralized Mortgage Obligation FHSTR_413 N/A 3142G9J76 2054-05-25 0.94318 N/A 135500000.00 4662244.45 Agency Collateralized Mortgage Obligation FHMS_KF70 N/A 3137FQ2Q5 2029-09-25 5.98098 N/A 14225000.00 3008020.03 Agency Collateralized Mortgage Obligation GNMA_20-78A N/A 38382FU69 2050-06-20 4.5 N/A 66278947.00 4952417.34 Agency Collateralized Mortgage Obligation GNMA_20-185L N/A 38382LS85 2050-07-20 3.5 N/A 37247719.00 3169806.38 Agency Collateralized Mortgage Obligation GNMA_23-137B N/A 38384EVF9 2051-06-20 1.35972 N/A 33162715.00 4208592.94 Agency Collateralized Mortgage Obligation GNMA_24-65F N/A 38384NKQ7 2051-06-20 2.20972 N/A 26962927.00 4597683.82 Agency Collateralized Mortgage Obligation GNMA_20-191M N/A 38382MKD0 2050-12-20 5.5 N/A 5032727.00 297710.00 Agency Collateralized Mortgage Obligation FNMA_24-26F N/A 3136BRWN3 2054-05-25 1.59318 N/A 109913370.00 4734961.50 Agency Collateralized Mortgage Obligation FHMS_K086 N/A 3137FKSL1 2046-11-25 2.300408 N/A 31623689.00 2614615.20 Agency Collateralized Mortgage Obligation GNMA_19-18P N/A 38381B3N2 2049-02-20 1.17637 N/A 56361960.00 1289319.69 Agency Collateralized Mortgage Obligation GNMA_23-123F N/A 38384CSP5 2049-07-20 1.17637 N/A 33283888.00 3279797.61 Agency Collateralized Mortgage Obligation FNMA_19-45B N/A 3136B5PP4 2049-08-25 1.0787 N/A 104126044.00 4289128.23 Agency Collateralized Mortgage Obligation FNMA_21-68C N/A 3136BJFC4 2051-10-25 0 N/A 141714000.00 870788.95 Agency Collateralized Mortgage Obligation GNMA_24-65G N/A 38384NKS3 2050-09-20 2.20972 N/A 12935418.00 2212903.69 Agency Collateralized Mortgage Obligation GNMA_24-23C N/A 38384J2G8 2054-02-20 1.65972 N/A 100000000.00 2178504.42 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-134 N/A 38382JFH4 2050-09-20 2.5 N/A 27715031.00 1774982.49 Agency Collateralized Mortgage Obligation FNMA_24-9D N/A 3136BRGY7 2049-10-25 3.5 N/A 40807750.00 5368477.31 Agency 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5.61484 N/A 8442400.00 2562581.05 Agency Collateralized Mortgage Obligation GNMA_24-117A N/A 38384Q2H0 2054-07-20 1.55139 N/A 120000000.00 4502713.32 Agency Collateralized Mortgage Obligation GNMA_22-76B N/A 38383RQK6 2052-04-20 4 N/A 2000000.00 1580981.51 Agency Collateralized Mortgage Obligation FHLMC_5392C N/A 3137HBWS9 2051-05-25 3.5 N/A 26716189.00 4811998.89 Agency Collateralized Mortgage Obligation GNMA_21-97 N/A 38382VGL7 2050-07-20 3 N/A 53247092.00 4689264.02 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K123 N/A 3137F8ZY2 2049-02-25 2.627247 N/A 655000.00 84723.84 Agency Collateralized Mortgage Obligation GNMA_22-22D N/A 38383MSA7 2052-02-20 0 N/A 50000000.00 124518.77 Agency Collateralized Mortgage Obligation GNMA_20-142A N/A 38382JPQ3 2050-09-20 1.42637 N/A 64225682.00 4804030.81 Agency Collateralized Mortgage Obligation GNMA_22-189B N/A 38383LDN7 2052-09-20 2.71944 N/A 2387140.00 1816401.12 Agency Collateralized Mortgage 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2226411.05 Agency Collateralized Mortgage Obligation GNMA_21-175C N/A 38383CK66 2051-10-20 0 N/A 30595930.00 430550.25 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-H24 N/A 38375U2S8 2067-11-20 0.81213 N/A 17713539.00 397510.60 Agency Collateralized Mortgage Obligation GNMA_23-64C N/A 38383X6D1 2053-05-20 0.58972 N/A 50000000.00 943339.66 Agency Collateralized Mortgage Obligation GNMA_23-133C N/A 38384EMH5 2053-09-20 0.1 N/A 50000000.00 47698.49 Agency Collateralized Mortgage Obligation GNMA_19-6J N/A 38381BW42 2049-01-20 1.17637 N/A 14442000.00 233061.03 Agency Collateralized Mortgage Obligation GNMA_17-H16J N/A 38375UF54 2067-07-20 1.32415 N/A 43404196.00 498491.76 Agency Collateralized Mortgage Obligation GNMA_06-5 N/A 38373MTB6 2046-01-16 0.39793 N/A 35000000.00 3711.94 Agency Collateralized Mortgage Obligation GNMA_17-56A N/A 38376UJY6 2047-04-20 1.27637 N/A 17515097.00 763824.87 Agency Collateralized Mortgage Obligation FHLMC_5071M N/A 3137F9T92 2048-04-25 4 N/A 13821186.00 1221675.23 Agency Collateralized Mortgage Obligation GNMA_15-H15B N/A 38376RCY0 2065-06-20 1.85694 N/A 106036704.00 1152359.70 Agency Collateralized Mortgage Obligation GNMA_19-8 N/A 38380ME80 2060-11-16 0.2 N/A 164134453.00 87850.38 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_16-H18 N/A 38376RXX9 2066-08-20 2.32177 N/A 77880000.00 1300577.24 Agency Collateralized Mortgage Obligation GNMA_21-188C N/A 38383CSA9 2051-10-20 0 N/A 63959920.00 374798.20 Agency Collateralized Mortgage Obligation GNMA_20-154E N/A 38382KTK9 2050-10-20 1.42637 N/A 14674949.00 1105456.32 Agency Collateralized Mortgage Obligation GNMA_20-H05A N/A 38380L4S9 2070-02-20 0.02757 N/A 52840000.00 1664759.48 Agency Collateralized Mortgage Obligation GNMA_21-29 N/A 38382NT31 2051-02-20 2.5 N/A 5100000.00 775408.31 Agency Collateralized Mortgage Obligation GNMA_18-H15D N/A 38380LJQ7 2068-08-20 2.03681 N/A 50000000.00 1353460.96 Agency 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N/A 11000000.00 343380.95 Agency Collateralized Mortgage Obligation FHLMC_5180A N/A 3137H4VE7 2051-07-25 3 N/A 1500000.00 250980.54 Agency Collateralized Mortgage Obligation GNMA_18-H11D N/A 38380LFR9 2068-07-20 1.37514 N/A 79853362.00 1112577.34 Agency Collateralized Mortgage Obligation GNMA_15-H26B N/A 38376RJS6 2065-10-20 1.01759 N/A 35385683.00 382656.98 Agency Collateralized Mortgage Obligation GNMA_16-H06E N/A 38376RSH0 2066-02-20 0.4283 N/A 111212000.00 761832.29 Agency Collateralized Mortgage Obligation GNMA_17-H03D N/A 38376RR57 2067-01-20 1.57717 N/A 95993262.00 804609.34 Agency Collateralized Mortgage Obligation GNMA_21-136U N/A 38382W2F3 2051-08-20 0 N/A 50000000.00 222561.06 Agency Collateralized Mortgage Obligation GNMA_16-120B N/A 38380ARX7 2046-09-20 4 N/A 1753968.00 479338.99 Agency Collateralized Mortgage Obligation GNMA_13-79 N/A 38378TJB7 2043-05-20 3.5 N/A 36057142.00 784078.93 Agency Collateralized Mortgage Obligation GNMA_23-54H N/A 38383XLY8 2053-04-20 0.70972 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357142.00 891.63 Agency Collateralized Mortgage Obligation GNMA_22-19C N/A 38383GMP3 2052-01-20 0 N/A 150000000.00 144162.53 Agency Collateralized Mortgage Obligation GNMA_15-179D N/A 38379TBA6 2045-02-20 5.5 N/A 2896118.00 41320.89 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-116 N/A 38377LKV9 2040-09-16 1.6996 N/A 33333333.00 519015.69 Agency Collateralized Mortgage Obligation GNMA_24-128C N/A 38384UMW6 2054-08-20 6.5 N/A 10010.00 10704.61 Agency Collateralized Mortgage Obligation GNMA_09-66 N/A 38376FRG9 2039-08-16 1.0996 N/A 153333333.00 197633.46 Agency Collateralized Mortgage Obligation GNMA_21-98M N/A 38382TH98 2051-06-20 1.42637 N/A 26552780.00 1469808.83 Agency Collateralized Mortgage Obligation GNMA_20-122A N/A 38382HMY3 2050-08-20 0 N/A 39514522.00 814699.58 Agency Collateralized Mortgage Obligation GNMA_23-194 N/A 38381JM87 2065-10-16 0.86282 N/A 22633806.00 1657095.70 Agency Collateralized Mortgage Obligation GNMA_16-17M N/A 38379T5S4 2046-02-20 1.22637 N/A 39655507.00 1453409.88 Agency Collateralized Mortgage Obligation GNMA_21-97C N/A 38382VCJ6 2051-06-20 3 N/A 1500000.00 135934.96 Agency Collateralized Mortgage Obligation GNMA_18-148C N/A 38381AHQ2 2046-02-16 1.1996 N/A 43273587.00 1262479.80 Agency Collateralized Mortgage Obligation GNMA_14-048 N/A 38378NQ22 2049-03-16 0.04307 N/A 219029999.00 38091.08 Agency Collateralized Mortgage Obligation GNMA_19-157 N/A 38380NZX0 2062-01-16 0.79248 N/A 87000000.00 730535.43 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38376RA63 2066-10-20 1.90553 N/A 58292000.00 952809.66 Agency Collateralized Mortgage Obligation GNMA_17-H18F N/A 38376R7E0 2067-09-20 2.57499 N/A 46445192.00 1439698.19 Agency Collateralized Mortgage Obligation GNMA_17-H06 N/A 38376RW85 2067-02-20 1.0077 N/A 34997525.00 634968.72 Agency Collateralized Mortgage Obligation GNMA_14-H13A N/A 38375UKY5 2064-07-20 1.47102 N/A 22500000.00 262765.65 Agency Collateralized Mortgage Obligation GNMA_15-H11 N/A 38376RAY2 2065-05-20 1.60284 N/A 43358045.00 420823.97 Agency Collateralized Mortgage Obligation GNMA_21-87L N/A 38382TMH4 2051-03-20 3 N/A 2500000.00 244697.72 Agency Collateralized Mortgage Obligation GNMA_24-173B N/A 38384VQY6 2054-10-20 6 N/A 833333.00 95833.30 Agency Collateralized Mortgage Obligation GNMA_20-123 N/A 38382HS35 2050-08-20 2.5 N/A 100000.00 8440.83 Agency Collateralized Mortgage Obligation GNMA_19-74B N/A 38381VW89 2049-06-20 0 N/A 207606838.00 824269.01 Agency Collateralized Mortgage Obligation GNMA_21-86P N/A 38382QPN4 2051-05-20 0 N/A 35546109.00 152593.53 Agency Collateralized Mortgage Obligation GNMA_23-146E N/A 38384DAN7 2053-10-20 0.2 N/A 50000000.00 94636.54 Agency Collateralized Mortgage Obligation GNMA_21-98M N/A 38382TH80 2051-06-20 1.42637 N/A 27896790.00 1392863.92 Agency Collateralized Mortgage Obligation GNMA_17-H10C N/A 38375UA42 2067-04-20 1.35119 N/A 84305309.00 1122172.08 Agency Collateralized Mortgage Obligation GNH_17-H2 N/A 38375UYG9 2067-01-20 1.05453 N/A 26829000.00 197269.45 Agency Collateralized Mortgage Obligation GNMA_14-H17A N/A 38375UNU0 2064-08-20 1.67612 N/A 120096553.00 949992.96 Agency Collateralized Mortgage Obligation GNMA_14-H18A N/A 38375UNW6 2064-09-20 1.61352 N/A 68339200.00 719597.31 Agency Collateralized Mortgage Obligation GNMA_22-215A N/A 38383LRS1 2052-12-20 1.95972 N/A 27500000.00 1482895.92 Agency Collateralized Mortgage Obligation GNMA_13-015 N/A 38378B5P0 2051-08-16 0.58478 N/A 50000000.00 222922.61 Agency Collateralized Mortgage Obligation FHLMC_5389D N/A 3137HBW34 2051-10-25 2.5 N/A 800000.00 101573.06 Agency Collateralized Mortgage Obligation GNMA_21-H09D N/A 38380Q4P4 2071-06-20 0.04628 N/A 68902380.00 742237.93 Agency Collateralized Mortgage Obligation GNMA_23-137F N/A 38384EVT9 2053-09-20 0.1 N/A 468518.00 467.70 Agency Collateralized Mortgage Obligation GNMA_23-7A N/A 38383VHG6 2051-01-20 6 N/A 2813676.00 209743.39 Agency Collateralized Mortgage Obligation GNMA_19-H04G N/A 38380LRX3 2069-03-20 1.52811 N/A 78654050.00 84736.57 Agency Collateralized Mortgage Obligation GNMA_19-115 N/A 38381YUA0 2049-09-20 1.22637 N/A 48050000.00 1238332.41 Agency Collateralized Mortgage Obligation GNMA_21-H05A N/A 38380QJ37 2071-03-20 0.09136 N/A 10732944.00 144788.88 Agency Collateralized Mortgage Obligation GNMA_13-H19A N/A 38375B5Y4 2063-08-20 1.65696 N/A 76308109.00 145213.77 Agency Collateralized Mortgage Obligation GNMA_20-5C N/A 38382CFT3 2047-06-16 4.5 N/A 2927296.00 134111.14 Agency Collateralized Mortgage Obligation GNMA_05-45B N/A 38374LGS4 2035-06-20 15.91644 N/A 3333334.00 79237.52 Agency Collateralized Mortgage Obligation GNMA_23-136C N/A 38384E3A1 2053-09-20 0.70972 N/A 100000000.00 1479654.75 Agency Collateralized Mortgage Obligation GNMA_23-84N N/A 38384AN41 2053-06-20 0.60972 N/A 60000000.00 1132163.72 Agency Collateralized Mortgage Obligation GNMA_20-133C N/A 38382JB21 2049-10-20 0 N/A 48426531.00 59962.27 Agency Collateralized Mortgage Obligation GNMA_15-H19C N/A 38376RFX9 2065-07-20 0 N/A 20075033.00 1.45 Agency Collateralized Mortgage Obligation GNMA_24-23A N/A 38384J3K8 2051-05-20 8 N/A 243842.00 91610.14 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-104 N/A 38380X4K0 2044-06-20 1.22637 N/A 35985862.00 1331426.75 Agency Collateralized Mortgage Obligation FHLMC_5357E N/A 3137HAY34 2053-11-25 1.09318 N/A 300000000.00 12152346.97 Agency Collateralized Mortgage Obligation GNMA_18-H06K N/A 38380LBX0 2068-04-20 1.50779 N/A 60523175.00 1004921.47 Agency Collateralized Mortgage Obligation GNMA_22-30F N/A 38383F4F7 2052-02-20 0 N/A 41130613.00 536364.08 Agency Collateralized Mortgage Obligation FHLMC_5063F N/A 3137F8UQ4 2051-01-25 2 N/A 1900000.00 195587.59 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-26 N/A 38382NCT2 2051-02-20 2 N/A 1300000.00 113846.85 Agency Collateralized Mortgage Obligation GNMA_16-H16D N/A 38376RWP7 2066-06-20 2.14257 N/A 86468985.00 1025784.94 Agency Collateralized Mortgage Obligation GNMA_24-23A N/A 38384J3Y8 2051-05-20 8 N/A 3336560.00 1307082.40 Agency Collateralized Mortgage Obligation GNMA_21-162D N/A 38383AB86 2051-09-20 0 N/A 71121037.00 493419.12 Agency Collateralized Mortgage Obligation FHLMC_5007D N/A 3137FVL91 2050-08-25 1.85 N/A 6614696.00 203718.99 Agency Collateralized Mortgage Obligation GNMA_24-25B N/A 38384JL44 2054-02-20 6 N/A 1250000.00 91533.93 Agency Collateralized Mortgage Obligation FHLMC_5085D N/A 3137FFZS9 2051-03-25 2 N/A 60657442.00 5903879.38 Agency Collateralized Mortgage Obligation GNMA_24-109C N/A 38384QS66 2050-09-20 6.5 N/A 6923078.00 881951.61 Agency Collateralized Mortgage Obligation GNMA_20-181G N/A 38382LXR7 2050-12-20 2 N/A 500000.00 39343.99 Agency Collateralized Mortgage Obligation GNMA_16-142 N/A 38379RJC8 2058-09-16 0.99086 N/A 100000000.00 730141.85 Agency Collateralized Mortgage Obligation GNMA_18-H08C N/A 38380LDH3 2068-05-20 1.47758 N/A 22339168.00 475857.75 Agency Collateralized Mortgage Obligation GNMA_21-105M N/A 38382TYU2 2051-06-20 2.5 N/A 15000000.00 1341342.66 Agency Collateralized Mortgage Obligation FHLMC_5377D N/A 3137HBDW1 2051-12-25 2.5 N/A 21800000.00 2628260.89 Agency Collateralized Mortgage Obligation GNMA_23-183D N/A 38384HBZ0 2053-12-20 6.5 N/A 769230.00 118172.60 Agency Collateralized Mortgage Obligation GNMA_21-175B N/A 38383CN48 2051-10-20 3 N/A 2291666.00 248407.98 Agency Collateralized Mortgage Obligation FHLMC_5365C N/A 3137HB4N1 2051-07-25 2.5 N/A 156146031.00 21827902.82 Agency Collateralized Mortgage Obligation GNMA_23-H08C N/A 38382Y2Y8 2071-07-20 0 N/A 74657124.00 141118.32 Agency Collateralized Mortgage Obligation FHLMC_5010 N/A 3137FVQ54 2050-09-25 2.5 N/A 2200000.00 207358.38 Agency Collateralized Mortgage Obligation GNMA_21-96E N/A 38382UUU3 2051-06-20 1.42637 N/A 5706756.00 333104.19 Agency Collateralized Mortgage Obligation GNMA_24-144C N/A 38384WTS4 2054-09-20 0 N/A 50000000.00 1542363.69 Agency Collateralized Mortgage Obligation GNMA_23-87 N/A 38384BQH7 2053-06-20 1.15972 N/A 42307692.00 1046739.55 Agency Collateralized Mortgage Obligation GNMA_15-030 N/A 38379KAJ7 2056-07-16 0.69053 N/A 125239007.00 1071122.99 Agency Collateralized Mortgage Obligation GNMA_19-11A N/A 38381BRX4 2049-01-20 1.22637 N/A 30250352.00 888748.02 Agency Collateralized Mortgage Obligation GNMA_19-11A N/A 38381BSA3 2049-01-20 1.22637 N/A 22067475.00 614604.09 Agency Collateralized Mortgage Obligation GNMA_20-142E N/A 38382JSD9 2049-08-20 1.22637 N/A 20102791.00 888556.07 Agency Collateralized Mortgage Obligation GNMA_19-H16C N/A 38380LF73 2069-10-20 0.63066 N/A 27600000.00 812893.43 Agency Collateralized Mortgage Obligation GNMA_21-78C N/A 38382TDE1 2051-05-20 4.5 N/A 13687243.00 1460226.89 Agency Collateralized Mortgage Obligation GNMA_20-5E N/A 38382CNW7 2049-12-20 3.5 N/A 2715715.00 29332.43 Agency Collateralized Mortgage Obligation GNMA_18-H08 N/A 38380LDM2 2068-05-20 1.40874 N/A 38203934.00 526354.83 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38375KMS8 2037-06-16 5.76043 N/A 10165768.00 392736.57 Agency Collateralized Mortgage Obligation GNMA_10-H22 N/A 38375BHD7 2060-09-20 2.12017 N/A 15924910.00 44064.95 Agency Collateralized Mortgage Obligation GNMA_23-106D N/A 38384BH95 2053-07-20 1.10972 N/A 45000000.00 1382603.33 Agency Collateralized Mortgage Obligation GNMA_23-184E N/A 38384GWG1 2053-12-20 0.90972 N/A 50000000.00 1517407.56 Agency Collateralized Mortgage Obligation FHLMC_5158H N/A 3137H3Y89 2049-06-25 3.5 N/A 29259285.00 3537656.90 Agency Collateralized Mortgage Obligation GNMA_19-25 N/A 38380ML74 2060-02-16 0.74808 N/A 60771193.00 933300.94 Agency Collateralized Mortgage Obligation GNMA_24-128A N/A 38384UMN6 2054-08-20 0 N/A 504407.00 350448.96 Agency Collateralized Mortgage Obligation GNMA_17-37A N/A 38376MJW8 2047-03-20 6 N/A 9923513.00 284028.56 Agency Collateralized Mortgage Obligation GNMA_20-071 N/A 38380PHG2 2062-01-16 1.10159 N/A 488000.00 20194.79 Agency Collateralized Mortgage Obligation GNMA_19-H09E N/A 38380LTV5 2069-03-20 1.3581 N/A 48209126.00 846643.88 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_16-H17 N/A 38376RXK7 2066-08-20 2.12630008672361 N/A 59781032.00 60.15 Agency Collateralized Mortgage Obligation GNMA_23-39B N/A 38383XGU2 2053-03-20 1.35972 N/A 9000000.00 397428.82 Agency Collateralized Mortgage Obligation GNMA_24-25E N/A 38384JM84 2049-02-20 0 N/A 8530883.00 8159.27 Agency Collateralized Mortgage Obligation GNMA_20-37 N/A 38380PBC7 2062-03-16 0.25 N/A 175000000.00 390452.16 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38380ABR7 2045-10-20 4 N/A 63265500.00 1353138.47 Agency Collateralized Mortgage Obligation GNMA_22-69C N/A 38383PV57 2052-04-20 0 N/A 58619846.00 1018214.77 Agency Collateralized Mortgage Obligation GNMA_24-30R N/A 38384JNJ9 2054-02-20 0.30972 N/A 100000000.00 1570237.69 Agency Collateralized Mortgage Obligation FHLMC_5347A N/A 3137HANK8 2053-10-25 0 N/A 6546256.00 4258329.57 Agency Collateralized Mortgage Obligation GNMA_19-H15B N/A 38380LZW6 2069-08-20 1.02885 N/A 33241101.00 662280.11 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR_14-47 N/A 38378NK51 2048-02-16 0.15696 N/A 97070000.00 18363.66 Agency Collateralized Mortgage Obligation GNMA_20-H16A N/A 38380QJK9 2070-09-20 1.6166 N/A 25000000.00 1274246.70 Agency Collateralized Mortgage Obligation FHLMC_5038J N/A 3137FXMY1 2050-10-25 2.5 N/A 215000.00 25048.79 Agency Collateralized Mortgage Obligation GNMA_18-H04D N/A 38380VPF2 2068-03-20 1.48173 N/A 73688000.00 1283282.10 Agency Collateralized Mortgage Obligation GNMA_12-76C N/A 38375C5E6 2042-06-16 1.7996 N/A 27991368.00 167072.22 Agency Collateralized Mortgage Obligation GNMA_21-196E N/A 38383DAS7 2051-11-20 0 N/A 30654000.00 156362.61 Agency Collateralized Mortgage Obligation FHLMC_5161D N/A 3137H4AC4 2051-03-25 2 N/A 28100000.00 3290718.16 Agency Collateralized Mortgage Obligation GNMA_19-H20E N/A 38380LQ71 2069-12-20 1.33909 N/A 32221830.00 679834.60 Agency Collateralized Mortgage Obligation GNMA_13-065 N/A 38378KMT3 2045-11-16 0.37927 N/A 65000000.00 82998.88 Agency Collateralized Mortgage Obligation GNMA_19-H16J N/A 38380LH30 2069-10-20 1.31113 N/A 57500000.00 1101610.08 Agency Collateralized Mortgage Obligation GNMA_19-152 N/A 38382BYX5 2049-12-20 4.5 N/A 11249982.00 68041.02 Agency Collateralized Mortgage Obligation GNMA_17-H25B N/A 38375UZ37 2067-12-20 0.61612 N/A 45000000.00 1310147.03 Agency Collateralized Mortgage Obligation GNMA_20-H04F N/A 38380L2J1 2070-01-20 0.06545 N/A 30698430.00 941137.91 Agency Collateralized Mortgage Obligation GNMA_23-146H N/A 38384DBA4 2053-10-20 0.75972 N/A 100000000.00 1465117.21 Agency Collateralized Mortgage Obligation GNMA_10-20 N/A 38376VBW6 2040-02-20 0.80637 N/A 150000000.00 480261.58 Agency Collateralized Mortgage Obligation GNMA_19-23K N/A 38381RRE1 2041-11-20 1.22637 N/A 15277666.00 609239.04 Agency Collateralized Mortgage Obligation GNMA_14-16 N/A 38378NPT4 2055-06-16 0.40759 N/A 50000000.00 150792.14 Agency Collateralized Mortgage Obligation FHLMC_5158A N/A 3137H3YD8 2049-01-25 4.5 N/A 44628807.00 6243227.79 Agency Collateralized Mortgage Obligation GNMA_23-19A N/A 38383V3W6 2053-02-20 1.30972 N/A 24000000.00 1016412.53 Agency Collateralized Mortgage Obligation GNMA_18-H08H N/A 38380LDW0 2068-06-20 1.25762 N/A 2628000.00 70505.67 Agency Collateralized Mortgage Obligation GNMA_16-H24C N/A 38376RE69 2066-11-20 0.74361 N/A 30000000.00 609223.69 Agency Collateralized Mortgage Obligation GNMA_14-175 N/A 38378XJ85 2056-04-16 0.4634 N/A 3000000.00 8321.43 Agency Collateralized Mortgage Obligation GNMA_18-161 N/A 38380MXA4 2060-08-16 1.17644 N/A 101553292.00 563635.64 Agency Collateralized Mortgage Obligation GNMA_24-39G N/A 38384KLG4 2064-03-20 0.1 N/A 9000000.00 29540.72 Agency Collateralized Mortgage Obligation GNMA_19-H04C N/A 38380LQV8 2069-02-20 1.39071 N/A 36796905.00 584629.69 Agency Collateralized Mortgage Obligation GNMA_22-128B N/A 38383T6N8 2052-07-20 0 N/A 100000000.00 1600896.63 Agency Collateralized Mortgage Obligation GNMA_20-5A N/A 38382CFG1 2047-10-20 5.5 N/A 3700239.00 187693.94 Agency Collateralized Mortgage Obligation GNMA_18-H02F N/A 38375U6C9 2067-12-20 1.14172 N/A 66186619.00 1532554.20 Agency Collateralized Mortgage Obligation GNMA_21-146H N/A 38382WH26 2051-08-20 3.5 N/A 1390000.00 183025.76 Agency Collateralized Mortgage Obligation FHLMC_5031B N/A 3137FXFB9 2050-10-25 2.5 N/A 320000.00 31682.51 Agency Collateralized Mortgage Obligation GNMA_19-112G N/A 38381YR71 2049-09-20 4 N/A 5995252.00 95107.27 Agency Collateralized Mortgage Obligation GNMA_18-124N N/A 38381ABC9 2037-03-20 1.32637 N/A 18790181.00 357991.71 Agency Collateralized Mortgage Obligation GNMA_23-83Q N/A 38384BTJ0 2053-06-20 0.1 N/A 25000000.00 39155.48 Agency Collateralized Mortgage Obligation GNMA_11-126 N/A 38376G4P2 2053-04-16 0 N/A 78550000.00 10.07 Agency Collateralized Mortgage Obligation GNMA_18-77D N/A 38380XLP0 2048-06-20 1.32637 N/A 34291573.00 1197960.34 Agency Collateralized Mortgage Obligation GNMA_17-11 N/A 38380CLL5 2047-01-20 1.22637 N/A 30288000.00 1029042.63 Agency Collateralized Mortgage Obligation GNMA_22-66A N/A 38383RFT9 2052-04-20 0 N/A 30000000.00 172565.18 Agency Collateralized Mortgage Obligation GNMA_21-136R N/A 38382WZ75 2051-08-20 3 N/A 20000000.00 1514503.28 Agency Collateralized Mortgage Obligation GNMA_24-162F N/A 38384YP62 2054-10-20 4 N/A 1565370.00 1350639.33 Agency Collateralized Mortgage Obligation GNMA_22-207E N/A 38383HFY0 2051-08-20 3 N/A 825000.00 108324.23 Agency Collateralized Mortgage Obligation GNMA_18-138E N/A 38381ACY0 2048-10-20 1.32637 N/A 46351320.00 1381249.58 Agency Collateralized Mortgage Obligation GNMA_20-42 N/A 38380PBP8 2062-03-16 0.93785 N/A 1092000.00 41657.43 Agency Collateralized Mortgage Obligation GNMA_23-131K N/A 38384EZC2 2053-09-20 0.2 N/A 84660210.00 394920.68 Agency Collateralized Mortgage Obligation GNMA_15-H26C N/A 38376RJU1 2065-08-20 0.00166 N/A 123033665.00 18332.61 Agency Collateralized Mortgage Obligation FHLMC_5010D N/A 3137FVRM6 2050-09-25 4 N/A 39000000.00 3138135.76 Agency Collateralized Mortgage Obligation GNMA_22-143 N/A 38381HQN4 2050-09-16 0.5 N/A 21918996.00 244788.67 Agency Collateralized Mortgage Obligation GNMA_16-H24D N/A 38376RE85 2066-11-20 0.73527 N/A 52734805.00 818666.03 Agency Collateralized Mortgage Obligation GNMA_23-103B N/A 38384CDM8 2053-07-20 0 N/A 40000000.00 928469.40 Agency Collateralized Mortgage Obligation GNMA_21-213A N/A 38383FKL6 2051-12-20 0 N/A 407300000.00 193082.31 Agency Collateralized Mortgage Obligation GNMA_22-81L N/A 38383RXB8 2050-09-20 3 N/A 2700000.00 318829.94 Agency Collateralized Mortgage Obligation GNMA_14-155 N/A 38378XWH0 2055-08-16 0.65731 N/A 155038000.00 123664.22 Agency Collateralized Mortgage Obligation GNMA_14-H11 N/A 38375UKX7 2064-06-20 1.64704 N/A 85546863.00 725833.48 Agency Collateralized Mortgage Obligation GNMA_16-H16 N/A 38376RWK8 2066-06-20 1.96781 N/A 50224650.00 638445.63 Agency Collateralized Mortgage Obligation GNMA_13-9 N/A 38378FEC0 2043-01-20 1.87637 N/A 13778000.00 98532.54 Agency Collateralized Mortgage Obligation GNMA_13-H22A N/A 38375B7V8 2063-07-20 2.09936 N/A 19015723.00 82336.44 Agency Collateralized Mortgage Obligation GNMA_13-184A N/A 38378PJE9 2043-12-20 1.27637 N/A 101033250.00 1076589.67 Agency Collateralized Mortgage Obligation FHLMC_5034G N/A 3137F6KC0 2050-11-25 2.5 N/A 500000.00 46179.04 Agency Collateralized Mortgage Obligation GNMA_22-185 N/A 38381HVM0 2064-05-16 2.5 N/A 326043.00 89736.28 Agency Collateralized Mortgage Obligation FHLMC_5059 N/A 3137F86B4 2051-01-25 2.5 N/A 4101000.00 526029.98 Agency Collateralized Mortgage Obligation GNMA_24-H08A N/A 38383KYS5 2074-05-20 0.68806 N/A 41184309.00 1176565.93 Agency Collateralized Mortgage Obligation GNMA_16-H23A N/A 38376RA48 2066-10-20 1.95763 N/A 62741000.00 558056.25 Agency Collateralized Mortgage Obligation GNMA_17-H03 N/A 38376RQ82 2067-01-20 1.07917 N/A 30750871.00 778528.33 Agency Collateralized Mortgage Obligation GNMA_23-171F N/A 38384FDZ2 2051-09-20 0.80972 N/A 30000000.00 1482532.50 Agency Collateralized Mortgage Obligation GNMA_14-10 N/A 38378PZQ4 2044-01-16 1.1496 N/A 29437575.00 329845.67 Agency Collateralized Mortgage Obligation GNMA_18-32B N/A 38380KH32 2048-02-20 0.82637 N/A 31638377.00 1231055.32 Agency Collateralized Mortgage Obligation FHLMC_5149P N/A 3137H2T79 2051-10-25 2.5 N/A 1070000.00 105555.43 Agency Collateralized Mortgage Obligation GNMA_19-23L N/A 38381RRQ4 2049-02-20 1.27637 N/A 3051000.00 78186.82 Agency Collateralized Mortgage Obligation GNMA_23-42G N/A 38383W5X0 2053-03-20 5.5 N/A 5851562.00 1059949.78 Agency Collateralized Mortgage Obligation GNMA_11-72 N/A 38377WGK4 2041-05-20 0.50637 N/A 154000000.00 450358.93 Agency Collateralized Mortgage Obligation FHLMC_5274J N/A 3137H9F46 2051-01-25 2.5 N/A 1400000.00 205505.47 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-H26 N/A 38375BGT3 2058-08-20 0.57253 N/A 10949335.00 2819.93 Agency Collateralized Mortgage Obligation GNMA_19-H03C N/A 38381RCV9 2068-11-20 1.47095 N/A 75297944.00 1523087.46 Agency Collateralized Mortgage Obligation GNMA_13-69 N/A 38378TPA2 2043-05-20 3.5 N/A 1400000.00 37063.80 Agency Collateralized Mortgage Obligation GNMA_20-46C N/A 38382C3Y5 2050-04-20 4 N/A 19842652.00 1574321.54 Agency Collateralized Mortgage Obligation FHLMC_5085B N/A 3137FFYX9 2051-03-25 1.5 N/A 3333333.00 201177.60 Agency Collateralized Mortgage Obligation GNMA_15-82E N/A 38379NMR0 2045-06-20 5.37599 N/A 528007.00 2913.88 Agency Collateralized Mortgage Obligation GNMA_20-H03D N/A 38380L4P5 2069-03-20 1.65444 N/A 77287081.00 498749.83 Agency Collateralized Mortgage Obligation GNMA_15-H05B N/A 38375UUS7 2065-02-20 0.48114 N/A 36235679.00 420439.16 Agency Collateralized Mortgage Obligation GNMA_18-H13H N/A 38380LHX4 2068-07-20 1.73654 N/A 30294068.00 507810.65 Agency Collateralized Mortgage Obligation GNMA_24-25K N/A 38384JP40 2054-02-20 6.5 N/A 9230769.00 921511.22 Agency Collateralized Mortgage Obligation GNMA_15-89 N/A 38379P4V6 2044-12-20 5 N/A 6012000.00 146134.55 Agency Collateralized Mortgage Obligation GNMA_08-25 N/A 38373W7Q5 2038-03-20 2.02637 N/A 92412000.00 37384.81 Agency Collateralized Mortgage Obligation GNMA_17-H14H N/A 38376R5M4 2067-06-20 1.65721 N/A 45839205.00 497105.31 Agency Collateralized Mortgage Obligation FHLMC_5085D N/A 3137FXSR0 2041-03-25 2 N/A 16545067.00 1007638.65 Agency Collateralized Mortgage Obligation GNMA_23-63J N/A 38384ACC5 2053-05-20 1.30972 N/A 50000000.00 921072.80 Agency Collateralized Mortgage Obligation GNMA_08-13 N/A 38375PPA3 2038-02-20 0 N/A 30000.00 0.00 Agency Collateralized Mortgage Obligation GNMA_21-176L N/A 38383CED8 2051-10-20 2.5 N/A 600000.00 70099.53 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_16-H04 N/A 38376RQY5 2065-07-20 2.29749 N/A 92398554.00 272003.85 Agency Collateralized Mortgage Obligation FHLMC_5152K N/A 3137H3BL5 2051-10-25 3.5 N/A 30391074.00 3376389.13 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-H16 N/A 38375UG46 2067-08-20 1.95595 N/A 4501000.00 105303.71 Agency Collateralized Mortgage Obligation GNMA_23-18E N/A 38383VS33 2053-02-20 5.5 N/A 4587565.00 793795.47 Agency Collateralized Mortgage Obligation FHLMC_5101A N/A 3137FY5G7 2051-03-25 2.5 N/A 2500000.00 293295.29 Agency Collateralized Mortgage Obligation FHLMC_5293B N/A 3137H9QH5 2051-02-25 2 N/A 6000000.00 721832.12 Agency Collateralized Mortgage Obligation GNMA_21-97G N/A 38382VET2 2051-06-20 0 N/A 2670000.00 10236.01 Agency Collateralized Mortgage Obligation GNMA_21-175C N/A 38383CN63 2051-10-20 0 N/A 13613510.00 158586.81 Agency Collateralized Mortgage Obligation FHLMC_5100D N/A 3137FYVD5 2051-05-25 2.5 N/A 10000000.00 1076971.20 Agency Collateralized Mortgage Obligation GNMA_24-25M N/A 38384JP99 2058-11-20 6 N/A 11464668.00 1370811.36 Agency Collateralized Mortgage Obligation GNMA_20-5A N/A 38382CFF3 2048-02-20 5 N/A 7600007.00 386894.28 Agency Collateralized Mortgage Obligation GNMA_11-156 N/A 38378A3Y5 2040-04-20 1.72637 N/A 2722000.00 63243.75 Agency Collateralized Mortgage Obligation GNMA_19-H15M N/A 38380LC76 2069-09-20 0.91906 N/A 34124831.00 1077647.66 Agency Collateralized Mortgage Obligation GNMA_14-68 N/A 38379CAM8 2041-10-20 0 N/A 53418228.00 112347.55 Agency Collateralized Mortgage Obligation GNMA_21-176K N/A 38383CDJ6 2051-10-20 0 N/A 150000000.00 824517.11 Agency Collateralized Mortgage Obligation GNMA_08-27 N/A 38374DTE9 2038-03-20 0 N/A 200000.00 0.00 Agency Collateralized Mortgage Obligation GNMA_20-95E N/A 38382GW99 2050-04-20 0 N/A 9244444.00 104769.42 Agency Collateralized Mortgage Obligation GNMA_16-176 N/A 38379U3D6 2058-08-16 0.84355 N/A 100000000.00 981300.50 Agency Collateralized Mortgage Obligation GNMA_21-89 N/A 38382QYE4 2051-05-20 4 N/A 9500000.00 938531.68 Agency Collateralized Mortgage Obligation GNMA_20-185B N/A 38382LQ53 2050-12-20 2 N/A 800000.00 67656.83 Agency Collateralized Mortgage Obligation GNMA_20-H05G N/A 38380L7C1 2070-03-20 0.1616 N/A 32018609.00 600162.71 Agency Collateralized Mortgage Obligation GNMA_20-47J N/A 38382EBX4 2050-01-20 3.5 N/A 85717542.00 1496739.94 Agency Collateralized Mortgage Obligation GNMA_19-128G N/A 38382AFJ9 2049-10-20 0 N/A 30000000.00 300472.05 Agency Collateralized Mortgage Obligation GNMA_13-H01 N/A 38375BF49 2063-01-20 1.75412 N/A 35250518.00 99901.83 Agency Collateralized Mortgage Obligation GNMA_23-146E N/A 38384DAM9 2053-10-20 0.45 N/A 50000000.00 184348.92 Agency Collateralized Mortgage Obligation GNMA_18-93D N/A 38380XQV2 2048-07-20 1.32637 N/A 50000000.00 1194959.56 Agency Collateralized Mortgage Obligation GNMA_23-1D N/A 38383VBV9 2053-01-20 0.00972 N/A 22426123.00 833490.02 Agency Collateralized Mortgage Obligation GNMA_18-67 N/A 38380W5T2 2048-05-20 1.32637 N/A 9517000.00 185150.22 Agency Collateralized Mortgage Obligation GNMA_22-128G N/A 38383T7R8 2052-07-20 0 N/A 50915713.00 901577.68 Agency Collateralized Mortgage Obligation GNMA_20-187F N/A 38382LB42 2050-12-20 3 N/A 1000000.00 122396.10 Agency Collateralized Mortgage Obligation GNMA_13-182K N/A 38378PFQ6 2043-12-20 1.82637 N/A 17056000.00 178123.66 Agency Collateralized Mortgage Obligation GNMA_14-H15 N/A 38378U8C4 2064-07-20 1.69116 N/A 72744349.00 543802.30 Agency Collateralized Mortgage Obligation GNMA_22-45F N/A 38383ME79 2052-03-20 0 N/A 30000000.00 282094.01 Agency Collateralized Mortgage Obligation GNMA_18-H19E N/A 38380LMF7 2068-10-20 1.32392 N/A 33296185.00 679865.42 Agency Collateralized Mortgage Obligation FHLMC_5162A N/A 3137H45A4 2050-11-25 3 N/A 72355128.00 8670640.41 Agency Collateralized Mortgage Obligation FHLMC_5163H N/A 3137H47K0 2051-11-25 4.5 N/A 14510602.00 1793650.50 Agency Collateralized Mortgage Obligation GNMA_17-H11H N/A 38376R4J2 2067-05-20 1.90354 N/A 56469109.00 744511.53 Agency Collateralized Mortgage Obligation GNMA_17-188C N/A 38380H6Q0 2043-09-20 0 N/A 51268769.00 290575.95 Agency Collateralized Mortgage Obligation FHLMC_5008D N/A 3137FVYR7 2050-09-25 3 N/A 1079309.00 92605.98 Agency Collateralized Mortgage Obligation GNMA_22-172G N/A 38383YU26 2052-10-20 0.69972 N/A 52749312.00 1345935.20 Agency Collateralized Mortgage Obligation GNMA_23-123D N/A 38384CSL4 2053-08-20 0.82972 N/A 70000000.00 1567778.70 Agency Collateralized Mortgage Obligation GNMA_23-133C N/A 38384EMJ1 2053-09-20 0.2 N/A 50000000.00 95397.01 Agency Collateralized Mortgage Obligation GNMA_19-52B N/A 38381VAQ3 2049-04-20 4.5 N/A 23498296.00 119089.29 Agency Collateralized Mortgage Obligation GNMA_22-213N N/A 38383LA91 2052-12-20 1.95972 N/A 4500000.00 241862.85 Agency Collateralized Mortgage Obligation GNMA_20-32E N/A 38382DRR2 2050-03-20 3 N/A 4567890.00 50400.50 Agency Collateralized Mortgage Obligation GNMA_23-184D N/A 38384GWE6 2053-12-20 0.85972 N/A 30000000.00 1343190.48 Agency Collateralized Mortgage Obligation GNMA_21-H09H N/A 38380Q4Z2 2071-04-20 0.0135 N/A 30000000.00 534528.47 Agency Collateralized Mortgage Obligation FHLMC_4986C N/A 3137FTWP8 2050-06-25 5 N/A 80851779.00 5150227.00 Agency Collateralized Mortgage Obligation GNMA_18-H06D N/A 38380LBH5 2068-04-20 1.15301 N/A 52421984.00 1505108.05 Agency Collateralized Mortgage Obligation GNMA_08-4 N/A 38375PEU1 2038-01-20 0 N/A 250000.00 0.00 Agency Collateralized Mortgage Obligation GNMA_23-H26A N/A 38383KJH6 2071-08-20 0.61324 N/A 12096881.00 442280.60 Agency Collateralized Mortgage Obligation GNMA_13-H02 N/A 38375BH54 2062-11-20 0.15843 N/A 10123194.00 68.57 Agency Collateralized Mortgage Obligation GNMA_23-118 N/A 38381JNE3 2065-05-16 0.54009 N/A 20397728.00 1014178.65 Agency Collateralized Mortgage Obligation GNMA_15-H29E N/A 38376RMC7 2065-11-20 0.42632 N/A 61741854.00 783294.11 Agency Collateralized Mortgage Obligation GNMA_19-35A N/A 38381RF87 2049-03-20 1.12637 N/A 173295441.00 1638850.63 Agency Collateralized Mortgage Obligation GNMA_23-151E N/A 38384DKM8 2051-08-20 2 N/A 8663299.00 872379.11 Agency Collateralized Mortgage Obligation GNMA_22-66D N/A 38383RGA9 2049-05-20 3.5 N/A 1428571.00 51010.99 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38379U4L7 2057-01-16 0.65602 N/A 132392642.00 1129639.48 Agency Collateralized Mortgage Obligation FHR_5071 N/A 3137F9R37 2051-02-25 2.5 N/A 2800000.00 284031.18 Agency Collateralized Mortgage Obligation GNMA_20-33C N/A 38382DWA3 2050-03-20 1.22637 N/A 16705945.00 736333.93 Agency Collateralized Mortgage Obligation GNMA_21-175N N/A 38383CM23 2051-10-20 0 N/A 25000000.00 164538.62 Agency Collateralized Mortgage Obligation GNMA_23-135H N/A 38384EHW8 2053-09-20 0.80972 N/A 60328379.00 917209.31 Agency Collateralized Mortgage Obligation GNMA_24-H05A N/A 38383KTT9 2071-06-20 0.30604 N/A 23158643.00 438949.69 Agency Collateralized Mortgage Obligation GNMA_23-83N N/A 38384BTE1 2063-06-20 0.15 N/A 20000000.00 30437.66 Agency Collateralized Mortgage Obligation GNH_16-H6 N/A 38376RSD9 2066-02-20 0.51132 N/A 55385800.00 748762.01 Agency Collateralized Mortgage Obligation GNMA_23-151C N/A 38384DKK2 2050-03-20 3.5 N/A 7158854.00 1098357.86 Agency Collateralized Mortgage Obligation FHLMC_5197B N/A 3137H5J99 2052-02-25 3.5 N/A 51428571.00 8143459.91 Agency Collateralized Mortgage Obligation FHLMC_5118D N/A 3137H0TS7 2051-02-25 2 N/A 28800000.00 3091393.49 Agency Collateralized Mortgage Obligation GNMA_19-H19D N/A 38380LS46 2069-12-20 0.08755 N/A 10000000.00 285355.32 Agency Collateralized Mortgage Obligation FHLMC_5148 N/A 3137H2UH5 2049-01-25 2.5 N/A 13200000.00 1620081.11 Agency Collateralized Mortgage Obligation GNMA_22-205A N/A 38383HAE9 2052-12-20 1.27972 N/A 4000000.00 94742.53 Agency Collateralized Mortgage Obligation GNMA_19-H18A N/A 38380LJ87 2069-10-20 0.04684 N/A 51151433.00 1345986.65 Agency Collateralized Mortgage Obligation FHLMC_5115J N/A 3137H0WV6 2049-06-25 3.5 N/A 48853756.00 4789110.18 Agency Collateralized Mortgage Obligation GNMA_24-39G N/A 38384KLH2 2064-03-20 0.05 N/A 19000000.00 31174.81 Agency Collateralized Mortgage Obligation FHLMC_4992 N/A 3137FUHE7 2050-07-25 4 N/A 56760105.00 2736247.18 Agency Collateralized Mortgage Obligation GNMA_18-H02K N/A 38375U7K0 2068-02-20 1.26376 N/A 33908000.00 1132188.11 Agency Collateralized Mortgage Obligation GNMA_22-216B N/A 38381HJ69 2048-10-16 0.56357 N/A 15665691.00 343571.91 Agency Collateralized Mortgage Obligation GNMA_17-77E N/A 38376UUD9 2047-05-20 3.5 N/A 9835714.00 48221.72 Agency Collateralized Mortgage Obligation GNMA_19-H12D N/A 38380LWU3 2069-07-20 1.08296 N/A 36436493.00 548434.40 Agency Collateralized Mortgage Obligation GNMA_22-159D N/A 38383YLL4 2052-09-20 5.5 N/A 3981139.00 465093.12 Agency Collateralized Mortgage Obligation GNMA_21-221N N/A 38383FST1 2051-12-20 0 N/A 43152691.00 1118745.78 Agency Collateralized Mortgage Obligation GNMA_13-H18A N/A 38375B7R7 2063-08-20 1.86684 N/A 26066838.00 47553.95 Agency Collateralized Mortgage Obligation GNMA_21-H03G N/A 38380QZD7 2071-02-20 0.15563 N/A 16350000.00 425638.64 Agency Collateralized Mortgage Obligation FHLMC_5179D N/A 3137H5DJ3 2050-12-25 4.5 N/A 25000000.00 3234837.02 Agency Collateralized Mortgage Obligation GNMA_13-53 N/A 38378MVC6 2043-04-20 3.5 N/A 800000.00 6615.52 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_11-153 N/A 38378ADY4 2041-11-16 1.7996 N/A 51189624.00 744481.97 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38379KV54 2057-09-16 0.36532 N/A 1736000.00 572.27 Agency Collateralized Mortgage Obligation GNMA_20-H14C N/A 38380QFZ0 2070-07-20 1.62147 N/A 21851627.00 177406.97 Agency Collateralized Mortgage Obligation GNMA_15-H25 N/A 38376RJD9 2065-09-20 1.61036 N/A 7494000.00 42554.62 Agency Collateralized Mortgage Obligation FHLMC_5472A N/A 3137HHEV9 2054-11-25 0.05793 N/A 150000000.00 6742448.25 Agency Collateralized Mortgage Obligation GNMA_08-43 N/A 38375QNL9 2038-05-20 0 N/A 50078.00 0.01 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-173 N/A 38382LNV9 2050-11-20 2.5 N/A 4000000.00 379036.53 Agency Collateralized Mortgage Obligation GNMA_24-4C N/A 38384HXV5 2054-01-20 0.1 N/A 100000000.00 260694.60 Agency Collateralized Mortgage Obligation GNMA_21-107B N/A 38382UAK7 2051-06-20 0 N/A 30000000.00 352060.09 Agency Collateralized Mortgage Obligation GNMA_21-96E N/A 38382UUS8 2051-06-20 1.42637 N/A 17579799.00 761317.04 Agency Collateralized Mortgage Obligation GNMA_19-57H N/A 38381VTS9 2049-05-20 1.17637 N/A 67533929.00 1026932.60 Agency Collateralized Mortgage Obligation GNMA_17-155D N/A 38380HM41 2047-10-20 4 N/A 17500000.00 32990.19 Agency Collateralized Mortgage Obligation GNMA_10-H17D N/A 38375BEH1 2060-04-20 2.15085 N/A 90682680.00 258540.45 Agency Collateralized Mortgage Obligation GNMA_15-H20B N/A 38376RFH4 2065-08-20 1.89142 N/A 63923804.00 809125.46 Agency Collateralized Mortgage Obligation GNMA_23-80B N/A 38384BPF2 2047-10-20 4.5 N/A 4500000.00 717964.13 Agency Collateralized Mortgage Obligation GNMA_24-58J N/A 38384NFK6 2054-04-20 0.03 N/A 50000000.00 24286.88 Agency Collateralized Mortgage Obligation GNMA_16-68B N/A 38379XAF7 2039-11-20 0 N/A 453085.00 27.14 Agency Collateralized Mortgage Obligation GNMA_19-H12C N/A 38380LWP4 2069-07-20 0.99188 N/A 31851405.00 921740.07 Agency Collateralized Mortgage Obligation FHLMC_4982D N/A 3137FTPE1 2050-06-25 4 N/A 56250000.00 3213674.40 Agency Collateralized Mortgage Obligation GNMA_19-29M N/A 38381TLL7 2048-04-20 4.5 N/A 8553622.00 182176.37 Agency Collateralized Mortgage Obligation FHLMC_5018P N/A 3137FXC89 2050-10-25 2 N/A 4000000.00 409721.04 Agency Collateralized Mortgage Obligation GNMA_22-103F N/A 38383TEN9 2052-06-20 0 N/A 15000000.00 18652.13 Agency Collateralized Mortgage Obligation GNMA_21-96J N/A 38382UVZ1 2051-06-20 0 N/A 47979314.00 944770.21 Agency Collateralized Mortgage Obligation GNMA_20-149U N/A 38382KEQ2 2050-10-20 0 N/A 31281637.00 105778.60 Agency Collateralized Mortgage Obligation GNMA_23-18J N/A 38383VT65 2053-02-20 0 N/A 570392.00 308318.08 Agency Collateralized Mortgage Obligation FHLMC_5460K N/A 3137HFTN5 2054-10-25 1.19318 N/A 71020437.00 5663280.49 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_15-H09 N/A 38375UWG1 2065-03-20 2.79162 N/A 35980101.00 769.93 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_06-30 N/A 38373MVL1 2046-05-16 2.78836 N/A 35000000.00 330.17 Agency Collateralized Mortgage Obligation FHLMC_5261C N/A 3137H9AM1 2050-01-25 3 N/A 1400000.00 199209.26 Agency Collateralized Mortgage Obligation GNMA_24-23A N/A 38384J3N2 2051-05-20 8 N/A 1695829.00 644812.43 Agency Collateralized Mortgage Obligation GNMA_13-H18F N/A 38375B7J5 2063-08-20 1.55719 N/A 26444871.00 41471.87 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38379CDS2 2044-06-20 0 N/A 8000000.00 302276.89 Agency Collateralized Mortgage Obligation GNMA_23-137F N/A 38384EVV4 2053-09-20 0.25 N/A 50000000.00 107869.24 Agency Collateralized Mortgage Obligation GNMA_19-H18J N/A 38380LM75 2069-11-20 0.04609 N/A 38626641.00 866154.75 Agency Collateralized Mortgage Obligation GNMA_11-135 N/A 38377YXX3 2041-10-16 1.1996 N/A 38948969.00 563199.85 Agency Collateralized Mortgage Obligation GNMA_18-H08 N/A 38380LEE9 2068-06-20 1.42577 N/A 37361377.00 589349.27 Agency Collateralized Mortgage Obligation GNMA_18-160H N/A 38381AP75 2048-01-20 5 N/A 1500000.00 8877.08 Agency Collateralized Mortgage Obligation GNMA_19-H16B N/A 38380LF57 2069-10-20 0.64058 N/A 40110864.00 1027618.60 Agency Collateralized Mortgage Obligation FHLMC_5206D N/A 3137H6PY5 2050-01-25 4 N/A 24858310.00 2977450.78 Agency Collateralized Mortgage Obligation GNMA_19-H04A N/A 38380LQR7 2069-03-20 1.20368 N/A 25712910.00 539679.90 Agency Collateralized Mortgage Obligation GNMA_19-112B N/A 38381YP57 2049-09-20 1.12637 N/A 11871429.00 471951.07 Agency Collateralized Mortgage Obligation GNMA_19-43A N/A 38381TM44 2049-04-20 4 N/A 3660733.00 4638.82 Agency Collateralized Mortgage Obligation GNMA_16-84 N/A 38379XGR5 2045-11-16 4.5 N/A 400000.00 15609.69 Agency Collateralized Mortgage Obligation GNMA_14-157 N/A 38378XUN9 2055-05-16 0.18718 N/A 2500000.00 1624.29 Agency Mortgage-Backed Securities GNMA_21-H02D N/A 38380QVR0 2070-12-20 0.01752 N/A 33797635.00 948641.57 Agency Collateralized Mortgage Obligation GNMA_19-H03E N/A 38381RDB2 2069-02-20 1.4149 N/A 33245608.00 486734.68 Agency Collateralized Mortgage Obligation GNMA_10-H17D N/A 38375BEE8 2060-03-20 2.56275 N/A 46313230.00 174384.72 Agency Collateralized Mortgage Obligation GNMA_19-144 N/A 38380NSY6 2062-01-16 0.4 N/A 194053721.00 1507374.99 Agency Mortgage-Backed Securities GNMA_21-H04A N/A 38380QXS6 2071-02-01 0.34616 N/A 49584253.00 1486200.15 Agency Collateralized Mortgage Obligation GNMA_22-H17B N/A 38382YXD0 2071-04-20 0.0234 N/A 50000000.00 7844.19 Agency Collateralized Mortgage Obligation GNMA_12-H31 N/A 38375BD66 2062-12-20 2.03668 N/A 102290309.00 465782.99 Agency Collateralized Mortgage Obligation FHLMC_5170F N/A 3137H4FS4 2050-08-25 4.5 N/A 33449687.00 4482878.59 Agency Collateralized Mortgage Obligation GNMA_16-H24F N/A 38376RF68 2066-10-20 1.7338 N/A 49580631.00 611696.10 Agency Collateralized Mortgage Obligation GNMA_07-79 N/A 383742BS1 2037-12-20 5.8673 N/A 20000000.00 206121.31 Agency Collateralized Mortgage Obligation GNMA_19-H14 N/A 38380LZC0 2069-08-20 1.17342 N/A 23219446.00 876767.91 Agency Collateralized Mortgage Obligation GNMA_14-96C N/A 38379C2C9 2044-07-16 0.6996 N/A 42500768.00 555207.63 Agency Collateralized Mortgage Obligation GNMA_13-190 N/A 38378PQH4 2041-05-20 0 N/A 97967676.00 146966.54 Agency Collateralized Mortgage Obligation FHLMC_5115H N/A 3137H0Y44 2049-10-25 4.5 N/A 34787121.00 3702003.29 Agency Collateralized Mortgage Obligation GNMA_19-H13B N/A 38380LXU2 2069-08-20 1.65322 N/A 66737811.00 509374.63 Agency Collateralized Mortgage Obligation GNMA_19-31 N/A 38381RXA2 2049-01-20 1.27637 N/A 17269500.00 525401.86 Agency Collateralized Mortgage Obligation GNMA_19-74C N/A 38381VV72 2049-06-20 1.22637 N/A 28862988.00 936602.22 Agency Collateralized Mortgage Obligation GNMA_23-21H N/A 38383VZ35 2053-02-20 0.70972 N/A 50000000.00 1287497.54 Agency Collateralized Mortgage Obligation GNMA_20-7F N/A 38382DBP3 2050-01-20 3.5 N/A 9416164.00 242374.68 Agency Collateralized Mortgage Obligation FHLMC_4930F N/A 3137FPT70 2049-11-25 3.5 N/A 4304585.00 123967.21 Agency Collateralized Mortgage Obligation GNMA_14-092IX N/A 38378XAQ4 2054-05-16 0.08471 N/A 56721504.00 35641.74 Agency Mortgage-Backed Securities FHLMC_5222A N/A 3137H7BC6 2052-05-25 4 N/A 12562499.00 987817.04 Agency Collateralized Mortgage Obligation GNMA_23-173L N/A 38384GDF4 2053-11-20 7 N/A 4056048.00 560046.55 Agency Collateralized Mortgage Obligation GNMA_19-31G N/A 38381RXW4 2049-03-20 1.17637 N/A 85616740.00 729691.58 Agency Collateralized Mortgage Obligation GNMA_13-21A N/A 38378KBT5 2054-01-16 0.42595 N/A 2845000.00 5481.83 Agency Collateralized Mortgage Obligation GNMA_16-H07B N/A 38376RRH1 2066-03-20 0.47638 N/A 105662843.00 1004337.37 Agency Collateralized Mortgage Obligation GNMA_19-H15L N/A 38380LE33 2069-09-20 1.72034 N/A 28261463.00 432847.52 Agency Collateralized Mortgage Obligation GNMA_16-68A N/A 38379XBX7 2040-05-20 4.99999 N/A 16533235.00 453861.90 Agency Collateralized Mortgage Obligation GNMA_14-153 N/A 38378XTL5 2056-04-16 0.34051 N/A 1790000.00 750.59 Agency Collateralized Mortgage Obligation GNMA_17-H20D N/A 38375UN30 2067-09-20 1.26702 N/A 37895333.00 491654.46 Agency Collateralized Mortgage Obligation GNMA_22-22B N/A 38383MPE2 2052-02-20 0 N/A 84088575.00 199753.46 Agency Collateralized Mortgage Obligation GNMA_16-H17 N/A 38376RXP6 2066-03-20 2.31356 N/A 49065098.00 240782.28 Agency Collateralized Mortgage Obligation GNMA_24-25J N/A 38384JT38 2052-03-20 6.5 N/A 1538461.00 57047.85 Agency Collateralized Mortgage Obligation FHLMC_5071D N/A 3137FFAH0 2051-02-25 2 N/A 1250000.00 60508.85 Agency Collateralized Mortgage Obligation GNMA_17-71 N/A 38379RVQ3 2058-05-16 0.51859 N/A 10000000.00 43963.27 Agency Collateralized Mortgage Obligation GNMA_21-98K N/A 38382TG73 2051-06-20 4.5 N/A 5712033.00 601562.65 Agency Collateralized Mortgage Obligation OVERNMENT NATIONAL MORTGAGE ASSO N/A 38378FED8 2042-09-20 0 N/A 50000000.00 102383.15 Agency Collateralized Mortgage Obligation GNMA_23-112D N/A 38384CV89 2050-06-20 7 N/A 428571.00 14166.07 Agency Collateralized Mortgage Obligation GNMA_19-29Q N/A 38381TMY8 2049-03-20 5 N/A 6997919.00 253279.73 Agency Collateralized Mortgage Obligation GNMA_20-95G N/A 38382GX64 2050-04-20 0 N/A 9236502.00 97623.55 Agency Collateralized Mortgage Obligation GNMA_23-42C N/A 38383W5L6 2053-03-20 6 N/A 2582919.00 299745.01 Agency Collateralized Mortgage Obligation GNMA_07-25 N/A 38375JV85 2037-05-20 1.92637 N/A 130000000.00 114749.29 Agency Collateralized Mortgage Obligation GNMA_22-206C N/A 38383HKJ7 2052-12-20 0.65972 N/A 50000000.00 907474.60 Agency Collateralized Mortgage Obligation FHLMC_5013 N/A 3137FW3E8 2050-09-25 2.5 N/A 2400000.00 296992.21 Agency Collateralized Mortgage Obligation GNMA_12-H26 N/A 38375BYM8 2062-11-20 1.87064 N/A 39413271.00 81480.53 Agency Collateralized Mortgage Obligation FHLMC_5166A N/A 3137H3MJ8 2050-02-25 2.5 N/A 19630800.00 2468647.27 Agency Collateralized Mortgage Obligation GNMA_15-67 N/A 38379KPR3 2056-11-16 0.63871 N/A 140000000.00 1030504.16 Agency Collateralized Mortgage Obligation GNMA_05-65 N/A 38374LK59 2035-08-20 4.7982 N/A 7267749.00 230731.21 Agency Collateralized Mortgage Obligation GNMA_16-91H N/A 38379XZQ6 2043-05-20 0 N/A 38062061.00 123454.08 Agency Collateralized Mortgage Obligation GNMA_17-167A N/A 38380H2J0 2047-11-20 1.32637 N/A 38234932.00 893568.33 Agency Collateralized Mortgage Obligation GNMA_24-9A N/A 38384G5A4 2054-01-20 6 N/A 2499998.00 131671.97 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-47 N/A 38380JVR6 2058-02-16 0.59748 N/A 76010424.00 414025.11 Agency Collateralized Mortgage Obligation FHLMC_5036E N/A 3137F6TN7 2050-11-25 3.5 N/A 1080000.00 149523.83 Agency Collateralized Mortgage Obligation FHLMC_5040Q N/A 3137F6P92 2050-11-25 2.5 N/A 900000.00 82149.00 Agency Collateralized Mortgage Obligation GNMA_22-51A N/A 38383PLY5 2052-03-20 3 N/A 44480.00 26620.49 Agency Collateralized Mortgage Obligation GNMA_19-H03D N/A 38381RCX5 2069-02-20 0.10668 N/A 28234090.00 843481.91 Agency Collateralized Mortgage Obligation GNMA_24-15A N/A 38381JZ26 2065-10-16 0.75302 N/A 562430.00 38123.63 Agency Collateralized Mortgage Obligation GNMA_13-110 N/A 38378T3B4 2043-07-16 1.1996 N/A 34946592.00 412677.27 Agency Collateralized Mortgage Obligation GNMA_19-H16F N/A 38380LG49 2069-10-20 0.09919 N/A 49903469.00 1067848.44 Agency Collateralized Mortgage Obligation GNMA_19-H20C N/A 38380LQ30 2069-12-20 0.88276 N/A 23351788.00 417522.74 Agency Collateralized Mortgage Obligation GNMA_13-116 N/A 38378VF91 2043-08-20 1.27637 N/A 52410000.00 485151.75 Agency Collateralized Mortgage Obligation GNMA_23-42A N/A 38383W5D4 2053-03-20 6 N/A 31874.00 32168.25 Agency Collateralized Mortgage Obligation GNMA_13-H23 N/A 38375B8H8 2063-09-20 0.90516 N/A 100063974.00 58713.09 Agency Collateralized Mortgage Obligation GNMA_19-34 N/A 38380MU58 2061-03-16 0.72042 N/A 115000000.00 1313814.09 Agency Collateralized Mortgage Obligation GNMA_24-58E N/A 38384NEU5 2054-04-20 0.45972 N/A 3375305.00 122943.47 Agency Collateralized Mortgage Obligation GNMA_19-45F N/A 38381TZF5 2043-05-20 3.5 N/A 28214748.00 1640434.02 Agency Collateralized Mortgage Obligation GNMA_13-H18G N/A 38375B7N6 2063-07-20 1.25673 N/A 26625157.00 33832.25 Agency Collateralized Mortgage Obligation GNMA_16-H24A N/A 38376RD86 2066-11-20 0.81278 N/A 104700.00 1651.17 Agency Collateralized Mortgage Obligation FHLMC_5173D N/A 3137H4D49 2050-05-25 2.5 N/A 900000.00 120165.90 Agency Collateralized Mortgage Obligation GNMA_24-58F N/A 38384NFA8 2054-04-20 0.05 N/A 13503370.00 14733.15 Agency Collateralized Mortgage Obligation GNMA_17-H11J N/A 38376R4L7 2067-04-20 1.67564 N/A 43573800.00 728769.62 Agency Collateralized Mortgage Obligation GNMA_21-226D N/A 38383FAJ2 2051-12-20 0 N/A 100000000.00 83171.48 Agency Collateralized Mortgage Obligation GNMA_20-H04K N/A 38380L2U6 2069-06-20 1.33359 N/A 31875317.00 680408.58 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORGAGE ASSOCIATION GNR_18-H02 N/A 38375U6K1 2068-02-20 1.97697 N/A 45869150.00 452278.34 Agency Collateralized Mortgage Obligation GNMA_23-169C N/A 38384DJ99 2053-11-20 1.50972 N/A 50000000.00 1456938.55 Agency Collateralized Mortgage Obligation GNMA_21-115 N/A 38382T4P6 2051-05-20 2.5 N/A 2600000.00 213076.61 Agency Collateralized Mortgage Obligation GNMA_23-54G N/A 38383XLW2 2053-04-20 5.5 N/A 25126.00 24630.37 Agency Collateralized Mortgage Obligation FHLMC_5402A N/A 3137HC2X9 2045-01-25 6 N/A 9344801.00 989309.63 Agency Collateralized Mortgage Obligation GNMA_21-96G N/A 38382UVN8 2051-06-20 0 N/A 102670443.00 348403.64 Agency Collateralized Mortgage Obligation GNMA_06-69 N/A 38375JAU9 2036-12-20 1.92637 N/A 83333333.00 33941.03 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38378HP26 2042-10-16 3.5 N/A 13695000.00 655120.65 Agency Collateralized Mortgage Obligation GNMA_24-39G N/A 38384KLJ8 2064-03-20 0.1 N/A 19000000.00 62335.50 Agency Collateralized Mortgage Obligation GNMA_22-22J N/A 38383MQJ0 2051-01-20 3 N/A 2500000.00 265390.00 Agency Collateralized Mortgage Obligation GNMA_24-173A N/A 38384VQX8 2054-10-20 0 N/A 106038.00 2120.44 Agency Collateralized Mortgage Obligation GNMA_20-H12E N/A 38380QEX6 2070-07-20 0.88629 N/A 45898210.00 1170840.58 Agency Collateralized Mortgage Obligation GNMA_20-75 N/A 38380PLB8 2062-02-16 0.8699 N/A 963000.00 31534.89 Agency Collateralized Mortgage Obligation GNMA_14-40 N/A 38378NJ38 2054-01-16 0.20202 N/A 103923000.00 46387.67 Agency Collateralized Mortgage Obligation FHLMC_5040H N/A 3137F6PH4 2050-11-25 3.5 N/A 800000.00 88788.44 Agency Collateralized Mortgage Obligation GNMA_22-H26A N/A 38382YG64 2071-07-20 0.07649 N/A 61561973.00 776595.51 Agency Collateralized Mortgage Obligation GNMA_19-15D N/A 38381RKT5 2049-02-20 4 N/A 6168765.00 16968.47 Agency Collateralized Mortgage Obligation FHLMC_5024C N/A 3137FWJW1 2050-10-25 2 N/A 9375000.00 735161.52 Agency Collateralized Mortgage Obligation GNMA_17-37A N/A 38376MJY4 2047-03-20 6.5 N/A 5553156.00 211935.07 Agency Collateralized Mortgage Obligation GNMA_21-175C N/A 38383CD72 2051-10-20 0 N/A 20395566.00 296642.21 Agency Collateralized Mortgage Obligation GNMA_13-113 N/A 38378WMK6 2043-08-20 1.82637 N/A 4022000.00 40869.73 Agency Collateralized Mortgage Obligation FHLMC_5467 N/A 3137HFPR0 2054-10-25 0.58318 N/A 115534019.00 4125061.52 Agency Collateralized Mortgage Obligation GNMA_19-H15E N/A 38380LA45 2069-09-20 0.83671 N/A 40349673.00 1201857.93 Agency Collateralized Mortgage Obligation GNMA_17-H02C N/A 38375UYM6 2067-01-20 1.04217 N/A 57142347.00 715828.71 Agency Collateralized Mortgage Obligation GNMA_16-49 N/A 38379WGV8 2046-04-20 1.17637 N/A 60000000.00 1519363.82 Agency Collateralized Mortgage Obligation GNMA_21-191B N/A 38383CNR7 2051-10-20 3 N/A 700000.00 105657.16 Agency Collateralized Mortgage Obligation GNMA_23-42A N/A 38383W5A0 2053-03-20 6.5 N/A 3548218.00 335967.31 Agency Collateralized Mortgage Obligation GNMA_21-H12B N/A 38382YBB8 2071-07-20 0.89651 N/A 25588763.00 1076802.83 Agency Collateralized Mortgage Obligation GNMA_21-193F N/A 38383DSQ2 2051-11-20 0 N/A 74747961.00 1292547.83 Agency Collateralized Mortgage Obligation GNMA_13-H17 N/A 38375B3Z3 2063-07-20 1.57595 N/A 73907696.00 67154.55 Agency Collateralized Mortgage Obligation GNMA_13-116 N/A 38378VA54 2043-08-20 1.17637 N/A 65000000.00 579708.25 Agency Collateralized Mortgage Obligation FHR_5148 N/A 3137H2UN2 2049-06-25 2 N/A 20186315.00 2133010.35 Agency Collateralized Mortgage Obligation GNMA_16-87 N/A 38379UVH6 2058-08-16 0.63132 N/A 130000000.00 1013699.82 Agency Collateralized Mortgage Obligation FHLMC_5181L N/A 3137H4T67 2049-03-25 2.5 N/A 11000000.00 1350476.29 Agency Collateralized Mortgage Obligation GNMA_23-45A N/A 38383W4K9 2053-03-20 1.35972 N/A 15000000.00 665821.31 Agency Collateralized Mortgage Obligation GNMA_24-25G N/A 38384JN67 2054-02-20 6 N/A 6250000.00 1189862.50 Agency Collateralized Mortgage Obligation GNMA_21-30 N/A 38382NZZ3 2051-02-20 2 N/A 2310000.00 166396.19 Agency Collateralized Mortgage Obligation GNMA_23-89C N/A 38384BMM0 2053-06-20 0.1 N/A 46848773.00 108572.71 Agency Collateralized Mortgage Obligation FHLMC_5034K N/A 3137F6SD0 2050-11-25 2.5 N/A 500000.00 46461.07 Agency Collateralized Mortgage Obligation GNMA_23-154A N/A 38384DBW6 2053-10-20 1.42972 N/A 50000000.00 1473186.08 Agency Collateralized Mortgage Obligation FHLMC_5069 N/A 3137F9CW9 2051-02-25 2.5 N/A 1000000.00 106419.72 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38376RRX6 2066-02-20 0.34289 N/A 31547250.00 606006.22 Agency Collateralized Mortgage Obligation GNMA_10-87 N/A 38374YD59 2040-07-16 1.5996 N/A 131297989.00 570348.65 Agency Collateralized Mortgage Obligation GNMA_19-83 N/A 38381XAS5 2046-06-20 0 N/A 78080820.00 532067.70 Agency Collateralized Mortgage Obligation GNMA_20-5 N/A 38382CMR9 2050-01-20 4 N/A 3175476.00 222525.18 Agency Collateralized Mortgage Obligation GNMA_18-H13B N/A 38380LHE6 2068-06-20 1.18969 N/A 76072526.00 1457589.33 Agency Collateralized Mortgage Obligation GNMA_19-35G N/A 38381RM71 2044-01-16 1.2496 N/A 54226608.00 891814.68 Agency Collateralized Mortgage Obligation GNMA_21-175C N/A 38383CD80 2051-10-20 0 N/A 54906266.00 761869.99 Agency Collateralized Mortgage Obligation GNMA_23-19A N/A 38383V4E5 2053-02-20 6 N/A 2000000.00 242718.25 Agency Collateralized Mortgage Obligation GNMA_20-H15B N/A 38380QJB9 2070-07-20 0.36684 N/A 37930060.00 853526.04 Agency Collateralized Mortgage Obligation GNMA_23-42A N/A 38383W6R2 2053-03-20 6.5 N/A 2884614.00 328046.10 Agency Collateralized Mortgage Obligation GNMA_21-158L N/A 38382XY82 2051-09-20 3 N/A 785000.00 115996.92 Agency Collateralized Mortgage Obligation GNMA_21-96E N/A 38382UUR0 2051-06-20 3.5 N/A 5954893.00 567037.80 Agency Collateralized Mortgage Obligation GNMA_16-H17A N/A 38376RXF8 2066-07-20 2.31992 N/A 50801857.00 1224637.09 Agency Collateralized Mortgage Obligation GNMA_18-H07A N/A 38380LCC5 2068-05-20 1.28993 N/A 50000000.00 1196941.88 Agency Collateralized Mortgage Obligation GNMA_21-107C N/A 38382UAX9 2051-06-20 2 N/A 1000.00 408.82 Agency Collateralized Mortgage Obligation GNMA_20-47 N/A 38382EFF9 2049-02-20 1.12637 N/A 18566000.00 603737.71 Agency Collateralized Mortgage Obligation GNMA_21-216E N/A 38383D7E2 2051-12-20 3 N/A 800000.00 119833.86 Agency Collateralized Mortgage Obligation GNMA_22-205K N/A 38383HBT5 2052-12-20 1.30972 N/A 4000000.00 95925.55 Agency Collateralized Mortgage Obligation GNMA_22-209C N/A 38383LQL7 2052-12-20 1.95972 N/A 3500000.00 189065.47 Agency Collateralized Mortgage Obligation GNMA_11-H02 N/A 38375BJZ6 2060-12-20 1.23042 N/A 39862222.00 157489.22 Agency Collateralized Mortgage Obligation FHLMC_5020N N/A 3137FWY79 2050-03-25 2 N/A 2000000.00 173347.39 Agency Collateralized Mortgage Obligation GNMA_23-130A N/A 38384EQC2 2053-09-20 0.05 N/A 50000000.00 52270.84 Agency Collateralized Mortgage Obligation GNMA_19-H07D N/A 38380LSJ3 2069-04-20 1.31679 N/A 40368984.00 772318.21 Agency Collateralized Mortgage Obligation GNMA_18-18E N/A 38380KP74 2048-02-20 0 N/A 51789000.00 254730.94 Agency Collateralized Mortgage Obligation GNMA_22-128G N/A 38383T7T4 2052-07-20 0 N/A 49084287.00 749857.21 Agency Collateralized Mortgage Obligation GNMA_20-H20B N/A 38380QSY9 2070-03-20 1.57863 N/A 40521385.00 1123957.19 Agency Collateralized Mortgage Obligation GNMA_13-H09 N/A 38375BS45 2063-04-20 1.76921 N/A 20020231.00 51628.46 Agency Collateralized Mortgage Obligation GNMA_24-19U N/A 38384KDE8 2054-01-20 6 N/A 10964912.00 1389967.76 Agency Collateralized Mortgage Obligation GNMA_19-H10J N/A 38380LWF6 2069-06-20 1.66373 N/A 18056987.00 231104.70 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-26 N/A 38376VQP5 2040-02-20 1.37637 N/A 278031000.00 1273975.52 Agency Collateralized Mortgage Obligation GNMA_21-55D N/A 38382PHL9 2051-03-20 2 N/A 935375.00 71130.38 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5052 N/A 3137F7HN8 2050-12-25 4 N/A 163704205.00 14351592.46 Agency Collateralized Mortgage Obligation GNMA_22-51D N/A 38383PMF5 2052-03-20 0 N/A 50000000.00 56061.87 Agency Collateralized Mortgage Obligation GNMA_23-80D N/A 38384BPM7 2053-06-20 6.5 N/A 500102.00 8809.80 Agency Collateralized Mortgage Obligation GNMA_23-41E N/A 38383WB39 2053-03-20 1.25972 N/A 26997309.00 1702226.34 Agency Collateralized Mortgage Obligation GNMA_19-90B N/A 38381XEG7 2049-07-20 4.5 N/A 5555555.00 269392.50 Agency Collateralized Mortgage Obligation GNMA_21-119B N/A 38382UM99 2051-07-20 3 N/A 8583333.00 726400.77 Agency Collateralized Mortgage Obligation FHLMC_5407C N/A 3137HCLJ9 2054-05-25 6 N/A 8543284.00 1887288.50 Agency Collateralized Mortgage Obligation GNMA_22-24A N/A 38383FS95 2052-02-20 0 N/A 250000000.00 1162727.55 Agency Collateralized Mortgage Obligation GNMA_17-H19 N/A 38375UK25 2067-04-20 2.03277 N/A 18988000.00 318877.10 Agency Collateralized Mortgage Obligation FHLMC_5430C N/A 3137HDSH4 2054-07-25 2.24318 N/A 90616661.00 5713794.43 Agency Collateralized Mortgage Obligation GNMA_15-H23A N/A 38376RHC3 2065-09-20 1.74042 N/A 34531002.00 592637.42 Agency Collateralized Mortgage Obligation GNMA_12-H26 N/A 38375BYP1 2062-10-20 1.39347 N/A 20786617.00 32150.24 Agency Collateralized Mortgage Obligation GNMA_23-135G N/A 38384EHU2 2053-09-20 1.65972 N/A 65000000.00 1367325.04 Agency Collateralized Mortgage Obligation GNMA_20-H17E N/A 38380QMU3 2070-09-20 1.63525 N/A 15670056.00 114836.69 Agency Collateralized Mortgage Obligation GNMA_19-116 N/A 38380NMN6 2061-12-16 0.62248 N/A 60000000.00 1353593.04 Agency Mortgage-Backed Securities GNMA_23-H10B N/A 38382Y4W0 2071-06-20 1.94007 N/A 37504519.00 1195109.79 Agency Collateralized Mortgage Obligation GNMA_23-83D N/A 38384BRL7 2063-06-20 0.15 N/A 50000000.00 138079.13 Agency Collateralized Mortgage Obligation GNMA_20-43 N/A 38380PAD6 2061-11-16 1.26032 N/A 410000.00 16331.56 Agency Collateralized Mortgage Obligation GNMA_20-30D N/A 38382DYZ6 2048-04-20 0 N/A 32572799.00 391377.38 Agency Collateralized Mortgage Obligation GNMA_15-H09B N/A 38375UWD8 2065-04-20 0.69182 N/A 71981486.00 708276.83 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Treasuries (including strips) 3 7/8 NOTE AZ 25 N/A 91282CGU9 2025-03-31 3.875 N/A 4898000.00 4901017.84 U.S. Treasuries (including strips) 1 7/8 NOTE V 27 N/A 91282CEC1 2027-02-28 1.875 N/A 700.00 667.14 U.S. Treasuries (including strips) 1 7/8 NOTE H 29 N/A 91282CEB3 2029-02-28 1.875 N/A 28373300.00 25899986.10 U.S. Treasuries (including strips) 4 1/2 NOTE AM 27 N/A 91282CKJ9 2027-04-15 4.5 N/A 3514800.00 3550408.52 U.S. Treasuries (including strips) 2 1/4 BOND 41 N/A 912810SY5 2041-05-15 2.25 N/A 13928100.00 10339495.51 U.S. Treasuries (including strips) 3 3/8 BOND 42 N/A 912810TK4 2042-08-15 3.375 N/A 2642100.00 2267814.36 U.S. Treasuries (including strips) 3 5/8 NOTE Z 28 N/A 91282CHE4 2028-05-31 3.625 N/A 88771300.00 88544017.86 U.S. Treasuries (including strips) 4 3/8 NOTE AC 28 N/A 91282CHX2 2028-08-31 4.375 N/A 306200.00 310603.54 U.S. Treasuries (including strips) 3 1/8 NOTE AR 25 N/A 91282CFE6 2025-08-15 3.125 N/A 548300.00 546446.05 U.S. Treasuries (including strips) 4 1/2 NOTE Z 29 N/A 91282CKT7 2029-05-31 4.5 N/A 3290000.00 3398101.09 U.S. Treasuries (including strips) 1 1/8 NOTE P 28 N/A 91282CCV1 2028-08-31 1.125 N/A 46464000.00 41578761.94 U.S. Treasuries (including strips) 2 7/8 NOTE E 28 N/A 9128284V9 2028-08-15 2.875 N/A 1200.00 1152.92 U.S. Treasuries (including strips) 3 7/8 NOTE BA 25 N/A 91282CGX3 2025-04-30 3.875 N/A 100.00 99.70 U.S. Treasuries (including strips) 0 3/4 NOTE AC 26 N/A 91282CCW9 2026-08-31 0.75 N/A 7407400.00 6971695.34 U.S. Treasuries (including strips) 4 7/8 NOTE BC 26 N/A 91282CKS9 2026-05-31 4.875 N/A 118400.00 121969.89 U.S. Treasuries (including strips) 1 1/8 NOTE H 27 N/A 912828ZB9 2027-02-28 1.125 N/A 10100.00 9446.54 U.S. Treasuries (including strips) 3 NOTE R 25 N/A 9128285J5 2025-10-31 3 N/A 473000.00 466884.58 U.S. Treasuries (including strips) 4 7/8 NOTE BL 25 N/A 91282CJL6 2025-11-30 4.875 N/A 5993900.00 6149418.32 U.S. Treasuries (including strips) 3 1/2 NOTE B 33 N/A 91282CGM7 2033-02-15 3.5 N/A 400.00 381.56 U.S. Treasuries (including strips) 4 1/8 NOTE W 29 N/A 91282CKG5 2029-03-31 4.125 N/A 100.00 100.16 U.S. Treasuries (including strips) 4 1/2 NOTE AN 27 N/A 91282CKR1 2027-05-15 4.5 N/A 4548100.00 4679802.79 U.S. Treasuries (including strips) 1 1/8 NOTE V 25 N/A 912828ZC7 2025-02-28 1.125 N/A 3135000.00 3105683.73 U.S. Treasuries (including strips) 4 5/8 NOTE AL 26 N/A 91282CGR6 2026-03-15 4.625 N/A 200.00 202.14 U.S. Treasuries (including strips) 5 BOND 37 N/A 912810PU6 2037-05-15 5 N/A 14700.00 15983.06 U.S. Treasuries (including strips) 3 1/2 NOTE G 30 N/A 91282CGJ4 2030-01-31 3.5 N/A 100.00 97.66 U.S. Treasuries (including strips) 2 7/8 NOTE K 29 N/A 91282CEM9 2029-04-30 2.875 N/A 700.00 662.93 U.S. Treasuries (including strips) 2 7/8 NOTE K 25 N/A 9128284M9 2025-04-30 2.875 N/A 93700.00 92960.71 U.S. Treasuries (including strips) 3 5/8 NOTE J 30 N/A 91282CGS4 2030-03-31 3.625 N/A 120100.00 117205.98 U.S. Treasuries (including strips) 2 3/4 NOTE E 32 N/A 91282CFF3 2032-08-15 2.75 N/A 100.00 90.65 U.S. Treasuries (including strips) 2 3/8 BOND 51 N/A 912810SX7 2051-05-15 2.375 N/A 1000.00 673.33 U.S. Treasuries (including strips) 4 5/8 NOTE AU 26 N/A 91282CJK8 2026-11-15 4.625 N/A 63700.00 65610.67 U.S. Treasuries (including strips) 0 5/8 NOTE T 27 N/A 91282CBB6 2027-12-31 0.625 N/A 26011300.00 23364468.02 U.S. Treasuries (including strips) 1 1/4 NOTE Q 28 N/A 91282CCY5 2028-09-30 1.25 N/A 286700.00 256988.58 U.S. Treasuries (including strips) 4 1/2 BOND 36 N/A 912810FT0 2036-02-15 4.5 N/A 100.00 103.28 U.S. Treasuries (including strips) 1 5/8 BOND 50 N/A 912810SS8 2050-11-15 1.625 N/A 3026200.00 1688337.06 U.S. Treasuries (including strips) 4 NOTE AK 26 N/A 91282CGL9 2026-02-15 4 N/A 2592100.00 2605642.59 U.S. Treasuries (including strips) 3 5/8 NOTE AC 29 N/A 91282CLK5 2029-08-31 3.625 N/A 33812700.00 33243511.38 U.S. Treasuries (including strips) 0 5/8 NOTE C 30 N/A 912828ZQ6 2030-05-15 0.625 N/A 7224800.00 5978986.16 U.S. Treasuries (including strips) 1 7/8 NOTE M 26 N/A 9128287B0 2026-06-30 1.875 N/A 200.00 193.85 U.S. Treasuries (including strips) 2 7/8 NOTE AP 25 N/A 91282CEU1 2025-06-15 2.875 N/A 40000.00 40059.77 U.S. Treasuries (including strips) 2 BOND 51 N/A 912810SZ2 2051-08-15 2 N/A 4045200.00 2458097.26 U.S. Treasuries (including strips) 4 1/4 NOTE M 31 N/A 91282CKW0 2031-06-30 4.25 N/A 2475300.00 2513085.86 U.S. Treasuries (including strips) 0 1/4 NOTE AB 25 N/A 91282CAB7 2025-07-31 0.25 N/A 183900.00 178452.88 U.S. Treasuries (including strips) 5 1/2 BOND 28 N/A 912810FE3 2028-08-15 5.5 N/A 814500.00 864415.13 U.S. Treasuries (including strips) 4 1/8 NOTE AP 26 N/A 91282CHH7 2026-06-15 4.125 N/A 100.00 101.41 U.S. Treasuries (including strips) 2 7/8 BOND 45 N/A 912810RN0 2045-08-15 2.875 N/A 15535600.00 11957419.25 U.S. Treasuries (including strips) 4 3/8 BOND 38 N/A 912810PW2 2038-02-15 4.375 N/A 2000.00 2019.96 U.S. Treasuries (including strips) 3 BOND 45 N/A 912810RP5 2045-11-15 3 N/A 3677700.00 2915824.63 U.S. Treasuries (including strips) 4 5/8 NOTE BD 25 N/A 91282CHL8 2025-06-30 4.625 N/A 1055000.00 1072669.73 U.S. Treasuries (including strips) 6 1/8 BOND 27 N/A 912810FB9 2027-11-15 6.125 N/A 200.00 216.94 U.S. Treasuries (including strips) 3 1/8 NOTE P 29 N/A 91282CFJ5 2029-08-31 3.125 N/A 490900.00 470992.97 U.S. Treasuries (including strips) 2 3/4 NOTE L 29 N/A 91282CES6 2029-05-31 2.75 N/A 35600.00 33904.26 U.S. Treasuries (including strips) 3 5/8 BOND 43 N/A 912810RC4 2043-08-15 3.625 N/A 2143500.00 1890515.38 U.S. Treasuries (including strips) 3 7/8 NOTE T 29 N/A 91282CGB1 2029-12-31 3.875 N/A 200.00 199.71 U.S. Treasuries (including strips) 2 1/4 NOTE T 24 N/A 9128283P3 2024-12-31 2.25 N/A 529200.00 531012.18 U.S. Treasuries (including strips) 3 5/8 NOTE AN 26 N/A 91282CHB0 2026-05-15 3.625 N/A 300.00 302.34 U.S. Treasuries (including strips) 1 NOTE N 28 N/A 91282CCR0 2028-07-31 1 N/A 16100000.00 14384013.70 U.S. Treasuries (including strips) 1 7/8 BOND 41 N/A 912810SW9 2041-02-15 1.875 N/A 31000.00 21553.38 U.S. Treasuries (including strips) 2 3/4 NOTE AB 27 N/A 91282CFB2 2027-07-31 2.75 N/A 79100.00 76794.55 U.S. Treasuries (including strips) 2 NOTE E 25 N/A 912828K74 2025-08-15 2 N/A 2385400.00 2351056.88 U.S. Treasuries (including strips) 1 1/8 BOND 40 N/A 912810SQ2 2040-08-15 1.125 N/A 14378300.00 8882610.93 U.S. Treasuries (including strips) 3 1/2 NOTE Y 28 N/A 91282CHA2 2028-04-30 3.5 N/A 431000.00 421846.85 U.S. Treasuries (including strips) 0 3/4 NOTE W 26 N/A 91282CBT7 2026-03-31 0.75 N/A 975000.00 929181.57 U.S. Treasuries (including strips) 3 3/4 NOTE AM 26 N/A 91282CGV7 2026-04-15 3.75 N/A 4719800.00 4695754.28 U.S. Treasuries (including strips) 2 5/8 NOTE N 29 N/A 91282CFC0 2029-07-31 2.625 N/A 18300.00 17208.94 U.S. Treasuries (including strips) 1 1/8 NOTE AF 26 N/A 91282CDG3 2026-10-31 1.125 N/A 300.00 282.63 U.S. Treasuries (including strips) 2 3/8 NOTE J 29 N/A 91282CEE7 2029-03-31 2.375 N/A 200.00 186.00 U.S. Treasuries (including strips) 4 1/2 NOTE AZ 26 N/A 91282CKH3 2026-03-31 4.5 N/A 45371100.00 45700195.55 U.S. Treasuries (including strips) 2 1/4 NOTE J 26 N/A 9128286L9 2026-03-31 2.25 N/A 91618400.00 89303405.42 U.S. Treasuries (including strips) 0 7/8 NOTE AA 26 N/A 91282CCJ8 2026-06-30 0.875 N/A 8333900.00 7915959.85 U.S. Treasuries (including strips) 3 1/4 NOTE AA 27 N/A 91282CEW7 2027-06-30 3.25 N/A 200.00 197.74 U.S. Treasuries (including strips) 0 1/2 NOTE P 27 N/A 91282CAH4 2027-08-31 0.5 N/A 14921200.00 13492279.35 U.S. Treasuries (including strips) 2 1/4 NOTE B 27 N/A 912828V98 2027-02-15 2.25 N/A 355100.00 342061.04 U.S. Treasuries (including strips) 3 7/8 NOTE Q 29 N/A 91282CFL0 2029-09-30 3.875 N/A 3040300.00 3008885.00 U.S. Treasuries (including strips) 2 3/4 NOTE H 25 N/A 9128283Z1 2025-02-28 2.75 N/A 615500.00 614627.21 U.S. Treasuries (including strips) 2 3/4 BOND 47 N/A 912810RY6 2047-08-15 2.75 N/A 20886400.00 15423271.26 U.S. Treasuries (including strips) 2 7/8 NOTE C 28 N/A 9128284N7 2028-05-15 2.875 N/A 500.00 485.50 U.S. Treasuries (including strips) 2 7/8 NOTE L 25 N/A 9128284R8 2025-05-31 2.875 N/A 13200.00 13238.88 U.S. Treasuries (including strips) 4 5/8 NOTE K 31 N/A 91282CKN0 2031-04-30 4.625 N/A 446400.00 456424.36 U.S. Treasuries (including strips) 1 1/2 NOTE AK 25 N/A 91282CDZ1 2025-02-15 1.5 N/A 11900.00 11829.54 U.S. Treasuries (including strips) 3 BOND 49 N/A 912810SF6 2049-02-15 3 N/A 554000.00 424815.61 U.S. Treasuries (including strips) 4 7/8 NOTE BA 26 N/A 91282CKK6 2026-04-30 4.875 N/A 200.00 201.87 U.S. Treasuries (including strips) 4 NOTE AA 28 N/A 91282CHK0 2028-06-30 4 N/A 100.00 100.79 U.S. Treasuries (including strips) 4 1/8 BOND 53 N/A 912810TT5 2053-08-15 4.125 N/A 600.00 567.49 U.S. Treasuries (including strips) 1 5/8 NOTE B 26 N/A 912828P46 2026-02-15 1.625 N/A 3000.00 2911.48 U.S. Treasuries (including strips) 0 3/8 NOTE U 26 N/A 91282CBH3 2026-01-31 0.375 N/A 11137500.00 10624155.92 U.S. Treasuries (including strips) 1 1/4 NOTE M 28 N/A 91282CCH2 2028-06-30 1.25 N/A 20377700.00 18457631.37 U.S. Treasuries (including strips) 3 3/8 BOND 44 N/A 912810RG5 2044-05-15 3.375 N/A 35077700.00 29921324.44 U.S. Treasuries (including strips) 1 5/8 NOTE E 29 N/A 912828YB0 2029-08-15 1.625 N/A 6243300.00 5587585.78 U.S. Treasuries (including strips) 2 5/8 NOTE T 25 N/A 9128285T3 2025-12-31 2.625 N/A 4000.00 3959.48 U.S. Treasuries (including strips) 3 BOND 47 N/A 912810RX8 2047-05-15 3 N/A 36055100.00 28223650.11 U.S. Treasuries (including strips) 4 1/8 NOTE AF 27 N/A 91282CFU0 2027-10-31 4.125 N/A 41000.00 40975.73 U.S. Treasuries (including strips) 3 BOND 47 N/A 912810RV2 2047-02-15 3 N/A 4358400.00 3383269.78 U.S. Treasuries (including strips) 4 NOTE N 30 N/A 91282CHR5 2030-07-31 4 N/A 1727800.00 1727565.02 U.S. Treasuries (including strips) 2 7/8 BOND 43 N/A 912810RB6 2043-05-15 2.875 N/A 14608400.00 11609910.86 U.S. Treasuries (including strips) BILL 02/25/25 N/A 912797NJ2 2025-02-25 0 N/A 1000000.00 985720.00 U.S. Treasuries (including strips) 2 5/8 NOTE B 29 N/A 9128286B1 2029-02-15 2.625 N/A 75000.00 70879.61 U.S. Treasuries (including strips) 3 BOND 52 N/A 912810TJ7 2052-08-15 3 N/A 1258900.00 959750.33 U.S. Treasuries (including strips) 2 7/8 BOND 46 N/A 912810RU4 2046-11-15 2.875 N/A 63100.00 48458.03 U.S. Treasuries (including strips) 2 1/4 NOTE F 27 N/A 9128283F5 2027-11-15 2.25 N/A 111680000.00 106800352.36 U.S. Treasuries (including strips) 4 3/8 BOND 43 N/A 912810TU2 2043-08-15 4.375 N/A 1188900.00 1166353.95 U.S. Treasuries (including strips) 1 1/2 NOTE G 27 N/A 912828Z78 2027-01-31 1.5 N/A 6274100.00 5943379.64 U.S. Treasuries (including strips) 2 1/2 NOTE G 25 N/A 9128283V0 2025-01-31 2.5 N/A 128600.00 128713.43 U.S. Treasuries (including strips) 1 3/4 NOTE AL 25 N/A 91282CED9 2025-03-15 1.75 N/A 18000.00 17855.17 U.S. Treasuries (including strips) 3 1/8 NOTE AC 27 N/A 91282CFH9 2027-08-31 3.125 N/A 18434300.00 18032835.68 U.S. Treasuries (including strips) 3 1/8 BOND 42 N/A 912810QU5 2042-02-15 3.125 N/A 100.00 83.49 U.S. Treasuries (including strips) 3 1/2 NOTE K 30 N/A 91282CGZ8 2030-04-30 3.5 N/A 2000.00 1932.75 U.S. Treasuries (including strips) 4 NOTE V 28 N/A 91282CGP0 2028-02-29 4 N/A 2700.00 2705.13 U.S. Treasuries (including strips) 4 1/4 NOTE AT 25 N/A 91282CFP1 2025-10-15 4.25 N/A 200.00 200.19 U.S. Treasuries (including strips) 2 BOND 41 N/A 912810TC2 2041-11-15 2 N/A 11927900.00 8374301.66 U.S. Treasuries (including strips) 6 1/8 BOND 29 N/A 912810FJ2 2029-08-15 6.125 N/A 805200.00 882881.59 U.S. Treasuries (including strips) 4 1/8 NOTE P 30 N/A 91282CHW4 2030-08-31 4.125 N/A 6400.00 6416.91 U.S. Treasuries (including strips) 4 1/4 NOTE AW 26 N/A 91282CJV4 2026-01-31 4.25 N/A 25000.00 25256.92 U.S. Treasuries (including strips) BILL 12/26/24 N/A 912796ZV4 2024-12-26 0 N/A 5000.00 4965.01 U.S. Treasuries (including strips) 2 1/4 NOTE E 27 N/A 9128282R0 2027-08-15 2.25 N/A 472100.00 450829.01 U.S. Treasuries (including strips) 4 3/8 NOTE AQ 27 N/A 91282CKZ3 2027-07-15 4.375 N/A 21311500.00 21709911.54 U.S. Treasuries (including strips) 2 1/2 BOND 46 N/A 912810RS9 2046-05-15 2.5 N/A 12494000.00 8974190.05 U.S. Treasuries (including strips) 1 1/4 NOTE AG 26 N/A 91282CDK4 2026-11-30 1.25 N/A 28313600.00 26833404.91 U.S. Treasuries (including strips) 0 3/4 NOTE Z 26 N/A 91282CCF6 2026-05-31 0.75 N/A 100.00 95.04 U.S. Treasuries (including strips) 4 NOTE G 31 N/A 91282CJX0 2031-01-31 4 N/A 1900.00 1896.10 U.S. Treasuries (including strips) 2 NOTE F 26 N/A 912828U24 2026-11-15 2 N/A 1222700.00 1182865.39 U.S. Treasuries (including strips) 4 3/8 BOND 41 N/A 912810QQ4 2041-05-15 4.375 N/A 100.00 100.56 U.S. Treasuries (including strips) 2 3/4 NOTE Y 27 N/A 91282CEN7 2027-04-30 2.75 N/A 5280600.00 5107686.75 U.S. Treasuries (including strips) 0 3/8 NOTE AH 25 N/A 91282CBC4 2025-12-31 0.375 N/A 110000.00 105279.39 U.S. Treasuries (including strips) 5 NOTE BG 25 N/A 91282CHV6 2025-08-31 5 N/A 100.00 101.30 U.S. Treasuries (including strips) 3 1/8 BOND 41 N/A 912810QT8 2041-11-15 3.125 N/A 802400.00 679605.70 U.S. Treasuries (including strips) 3 5/8 BOND 44 N/A 912810RE0 2044-02-15 3.625 N/A 13111500.00 11515055.80 U.S. Treasuries (including strips) BILL 04/03/25 N/A 912797MV6 2025-04-03 0 N/A 14006900.00 13747506.22 U.S. Treasuries (including strips) 0 1/4 NOTE AC 25 N/A 91282CAJ0 2025-08-31 0.25 N/A 221900.00 214510.79 U.S. Treasuries (including strips) 3 7/8 NOTE AH 27 N/A 91282CGC9 2027-12-31 3.875 N/A 1000.00 1005.19 U.S. Treasuries (including strips) 2 1/2 BOND 45 N/A 912810RK6 2045-02-15 2.5 N/A 37228700.00 26890810.39 U.S. Treasuries (including strips) 4 1/4 NOTE AL 27 N/A 91282CKE0 2027-03-15 4.25 N/A 2228400.00 2245972.16 U.S. Treasuries (including strips) 3 3/8 BOND 48 N/A 912810SE9 2048-11-15 3.375 N/A 2864900.00 2381088.07 U.S. Treasuries (including strips) 3 BOND 48 N/A 912810SD1 2048-08-15 3 N/A 6369800.00 4895988.63 U.S. Treasuries (including strips) 1 3/4 BOND 41 N/A 912810TA6 2041-08-15 1.75 N/A 15850700.00 10644469.19 U.S. Treasuries (including strips) 4 1/4 NOTE V 29 N/A 91282CKD2 2029-02-28 4.25 N/A 1397500.00 1411987.33 U.S. Treasuries (including strips) 0 3/8 NOTE N 27 N/A 91282CAD3 2027-07-31 0.375 N/A 400.00 361.46 U.S. Treasuries (including strips) 2 1/4 BOND 46 N/A 912810RT7 2046-08-15 2.25 N/A 80716200.00 54507478.74 U.S. Treasuries (including strips) 4 1/8 NOTE J 31 N/A 91282CKF7 2031-03-31 4.125 N/A 294500.00 293880.98 U.S. Treasuries (including strips) 1 3/4 NOTE AH 24 N/A 912828YY0 2024-12-31 1.75 N/A 786000.00 786949.63 U.S. Treasuries (including strips) 6 5/8 BOND 27 N/A 912810EZ7 2027-02-15 6.625 N/A 235800.00 252796.49 U.S. Treasuries (including strips) 2 1/4 BOND 49 N/A 912810SJ8 2049-08-15 2.25 N/A 67908300.00 44421391.40 U.S. Treasuries (including strips) 4 NOTE R 29 N/A 91282CFT3 2029-10-31 4 N/A 92696700.00 91938533.69 U.S. Treasuries (including strips) BILL 12/12/24 N/A 912797LP0 2024-12-12 0 N/A 320100.00 318422.04 U.S. Treasuries (including strips) 4 NOTE AJ 27 N/A 91282CJT9 2027-01-15 4 N/A 200.00 201.71 U.S. Treasuries (including strips) 1 5/8 NOTE C 26 N/A 912828R36 2026-05-15 1.625 N/A 100.00 96.91 U.S. Treasuries (including strips) 2 1/8 NOTE S 24 N/A 9128283J7 2024-11-30 2.125 N/A 13700.00 13788.64 U.S. Treasuries (including strips) 2 3/8 NOTE C 29 N/A 9128286T2 2029-05-15 2.375 N/A 100.00 93.74 U.S. Treasuries (including strips) 1 3/8 BOND 40 N/A 912810ST6 2040-11-15 1.375 N/A 400.00 257.95 U.S. Treasuries (including strips) 1 1/4 NOTE L 28 N/A 91282CCE9 2028-05-31 1.25 N/A 19839900.00 18034834.35 U.S. Treasuries (including strips) 2 3/8 NOTE C 27 N/A 912828X88 2027-05-15 2.375 N/A 1000.00 968.39 U.S. Treasuries (including strips) 7 1/2 BOND 24 N/A 912810ES3 2024-11-15 7.5 N/A 10300.00 10667.77 U.S. Treasuries (including strips) Y Standard & Poor's A-1+ Fitch NR Moody's P-1 2024-11-01 2024-11-01 2024-11-01 N N N 0.0482 1500000000.00 1500000000.00 0.0085 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797LQ8 254900HROIFWPRGM1V77 US912797LQ83 U.S. Treasury Debt Y Fitch F1+ Moody's Govt Standard & Poor's A-1+ 2024-12-19 2024-12-19 2024-12-19 N N N 0.0455 2544767504.80 2544767504.80 0.0143 N Y Y N Credit Agricole Corporate & Investment Bank SA Credit Agricole Corporate & Investment Bank SA 4.85000000 N/A 254900BN8XS34XZDJ223 BYDAGSEF2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHX2 2028-08-31 4.375 N/A 171109546.00 173762126.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDG3 2026-10-31 1.125 N/A 180833248.00 170396095.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1 N/A 33852975.00 30275222.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.25 N/A 186361227.00 189897461.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLL3 2027-09-15 3.375 N/A 100220655.00 98669106.39 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2024-11-01 2024-11-01 2024-11-01 N N N 0.0485 650000000.00 650000000.00 0.0037 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 4.68700920 91282CHS3 254900HROIFWPRGM1V77 US91282CHS35 U.S. Treasury Debt Y Standard & Poor's AA+ Moody's Govt Fitch AA+ 2024-11-01 2025-07-31 2025-07-31 N N N 0.0476 921120897.02 921120897.02 0.0052 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797LX3 254900HROIFWPRGM1V77 US912797LX35 U.S. Treasury Debt Y Fitch F1+ Moody's Govt Standard & Poor's A-1+ 2025-01-09 2025-01-09 2025-01-09 N N N 0.0450 1816442152.48 1816442152.48 0.0102 N Y Y N Fixed Income Clearing Corporation - HSBC Fixed Income Clearing Corporation - HSBC 4.82000000 N/A 549300H47WTHXPU08X20 BYDAGSG60 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income 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2031-02-28 4.25 N/A 4654100.00 4694314.23 U.S. Treasuries (including strips) 0 1/2 NOTE W 25 N/A 912828ZF0 2025-03-31 0.5 N/A 100000000.00 98432482.40 U.S. Treasuries (including strips) 4 3/4 BOND 41 N/A 912810QN1 2041-02-15 4.75 N/A 964889600.00 1003619167.60 U.S. Treasuries (including strips) 3 1/8 BOND 41 N/A 912810QT8 2041-11-15 3.125 N/A 214279600.00 181487583.48 U.S. Treasuries (including strips) 4 1/2 NOTE AN 27 N/A 91282CKR1 2027-05-15 4.5 N/A 100.00 102.90 U.S. Treasuries (including strips) 1 1/4 NOTE M 28 N/A 91282CCH2 2028-06-30 1.25 N/A 100.00 90.58 U.S. Treasuries (including strips) 1 7/8 BOND 51 N/A 912810SU3 2051-02-15 1.875 N/A 28455300.00 16812023.92 U.S. Treasuries (including strips) 4 5/8 BOND 40 N/A 912810QE1 2040-02-15 4.625 N/A 2035000.00 2089373.80 U.S. Treasuries (including strips) 3 7/8 BOND 43 N/A 912810TS7 2043-05-15 3.875 N/A 53924300.00 49958195.56 U.S. Treasuries (including strips) 3 3/4 NOTE AH 28 N/A 91282CJR3 2028-12-31 3.75 N/A 4622900.00 4606141.83 U.S. Treasuries (including strips) 2 1/4 NOTE E 27 N/A 9128282R0 2027-08-15 2.25 N/A 106028600.00 101251362.67 U.S. Treasuries (including strips) 1 5/8 NOTE E 29 N/A 912828YB0 2029-08-15 1.625 N/A 2630600.00 2354316.33 U.S. Treasuries (including strips) 3 5/8 BOND 43 N/A 912810RC4 2043-08-15 3.625 N/A 255935000.00 225728506.57 U.S. Treasuries (including strips) 1 NOTE N 28 N/A 91282CCR0 2028-07-31 1 N/A 25000800.00 22336139.73 U.S. Treasuries (including strips) 4 1/4 BOND 39 N/A 912810QB7 2039-05-15 4.25 N/A 15414300.00 15401423.86 U.S. Treasuries (including strips) 3 1/2 NOTE G 30 N/A 91282CGJ4 2030-01-31 3.5 N/A 268884800.00 262603382.19 U.S. Treasuries (including strips) 1 1/8 BOND 40 N/A 912810SR0 2040-05-15 1.125 N/A 45743600.00 28685374.25 U.S. Treasuries (including strips) 4 1/8 NOTE AW 25 N/A 91282CGG0 2025-01-31 4.125 N/A 133967000.00 135144904.85 U.S. Treasuries (including strips) 2 BOND 50 N/A 912810SL3 2050-02-15 2 N/A 75807000.00 46630157.97 U.S. Treasuries (including 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9128283P3 2024-12-31 2.25 N/A 500.00 501.71 U.S. Treasuries (including strips) 1 5/8 NOTE Q 26 N/A 912828YG9 2026-09-30 1.625 N/A 200.00 191.03 U.S. Treasuries (including strips) 4 1/8 NOTE W 29 N/A 91282CKG5 2029-03-31 4.125 N/A 23646900.00 23684239.61 U.S. Treasuries (including strips) 1 7/8 BOND 51 N/A 912810TB4 2051-11-15 1.875 N/A 42554200.00 25181053.54 U.S. Treasuries (including strips) 4 1/4 NOTE AL 27 N/A 91282CKE0 2027-03-15 4.25 N/A 7445800.00 7504514.24 U.S. Treasuries (including strips) 2 3/8 NOTE C 29 N/A 9128286T2 2029-05-15 2.375 N/A 6961700.00 6525813.55 U.S. Treasuries (including strips) 2 1/2 NOTE G 25 N/A 9128283V0 2025-01-31 2.5 N/A 999700.00 1000581.74 U.S. Treasuries (including strips) 2 5/8 NOTE Z 27 N/A 91282CET4 2027-05-31 2.625 N/A 19204700.00 18706940.31 U.S. Treasuries (including strips) 6 5/8 BOND 27 N/A 912810EZ7 2027-02-15 6.625 N/A 21314300.00 22850636.70 U.S. Treasuries (including strips) 5 1/4 BOND 28 N/A 912810FF0 2028-11-15 5.25 N/A 44430900.00 47302560.33 U.S. Treasuries (including strips) 1 1/4 NOTE E 31 N/A 91282CCS8 2031-08-15 1.25 N/A 142531800.00 118002574.51 U.S. Treasuries (including strips) 0 3/4 NOTE Z 26 N/A 91282CCF6 2026-05-31 0.75 N/A 30321000.00 28818329.02 U.S. Treasuries (including strips) 2 1/4 NOTE J 26 N/A 9128286L9 2026-03-31 2.25 N/A 100.00 97.47 U.S. Treasuries (including strips) 4 NOTE V 28 N/A 91282CGP0 2028-02-29 4 N/A 16518900.00 16550274.86 U.S. Treasuries (including strips) 2 3/4 NOTE AN 25 N/A 91282CEQ0 2025-05-15 2.75 N/A 3900.00 3913.30 U.S. Treasuries (including strips) 3 1/2 NOTE B 33 N/A 91282CGM7 2033-02-15 3.5 N/A 22900600.00 21844684.71 U.S. Treasuries (including strips) 2 7/8 NOTE L 25 N/A 9128284R8 2025-05-31 2.875 N/A 699100.00 701159.16 U.S. Treasuries (including strips) 4 1/2 NOTE AM 27 N/A 91282CKJ9 2027-04-15 4.5 N/A 11162100.00 11275183.48 U.S. Treasuries (including strips) 4 3/8 BOND 39 N/A 912810QD3 2039-11-15 4.375 N/A 264129600.00 266894696.71 U.S. Treasuries (including strips) 0 3/8 NOTE AH 25 N/A 91282CBC4 2025-12-31 0.375 N/A 20018900.00 19159796.85 U.S. Treasuries (including strips) 3 3/4 NOTE L 30 N/A 91282CHF1 2030-05-31 3.75 N/A 62316300.00 61915371.26 U.S. Treasuries (including strips) 4 5/8 NOTE AL 26 N/A 91282CGR6 2026-03-15 4.625 N/A 10000600.00 10107637.14 U.S. Treasuries (including strips) 3 1/2 NOTE K 30 N/A 91282CGZ8 2030-04-30 3.5 N/A 131446000.00 127026128.25 U.S. Treasuries (including strips) 2 1/4 NOTE F 27 N/A 9128283F5 2027-11-15 2.25 N/A 267800.00 256098.98 U.S. Treasuries (including strips) 2 7/8 BOND 45 N/A 912810RN0 2045-08-15 2.875 N/A 27137700.00 20887307.62 U.S. Treasuries (including strips) 3 BOND 47 N/A 912810RX8 2047-05-15 3 N/A 13500200.00 10567850.91 U.S. Treasuries (including strips) 2 3/4 NOTE B 28 N/A 9128283W8 2028-02-15 2.75 N/A 64852800.00 62421797.72 U.S. Treasuries (including strips) 5 1/2 BOND 28 N/A 912810FE3 2028-08-15 5.5 N/A 9400800.00 9976910.66 U.S. Treasuries (including strips) 1 3/8 NOTE P 26 N/A 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N/A 87067078.00 86825931.19 Agency Mortgage-Backed Securities FNMS 03.500 CLBV7810 N/A 3140MMVC9 2052-05-01 3.5 N/A 46977.00 37429.14 Agency Mortgage-Backed Securities FNMS 05.000 CLCB8752 N/A 3140QUWN2 2054-06-01 5 N/A 84473.00 79629.18 Agency Mortgage-Backed Securities FEPC 06.500 CLSD8477 N/A 3132DWM26 2054-10-01 6.5 N/A 46403.00 47647.70 Agency Mortgage-Backed Securities FEPC 05.000 CLQI3491 N/A 3133W92Y6 2054-04-01 5 N/A 97953.00 89915.07 Agency Mortgage-Backed Securities FNMS 06.000 CLDB3371 N/A 3140ACW90 2054-06-01 6 N/A 1077191.00 1091702.05 Agency Mortgage-Backed Securities FEPC 05.000 CLQJ5380 N/A 3133CV6R0 2054-10-01 5 N/A 6003993.00 5900462.12 Agency Mortgage-Backed Securities FNMS 06.500 CLMA5192 N/A 31418EXW5 2053-11-01 6.5 N/A 5931085.00 5131037.08 Agency Mortgage-Backed Securities FEPC 05.500 CLQI7885 N/A 3133WEXN5 2054-06-01 5.5 N/A 1396366.00 1287255.78 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ2643 N/A 3142GS5D6 2054-10-01 6.5 N/A 14752308.00 15434464.56 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Securities FEPC 03.500 CLQD2837 N/A 3133B0EJ8 2051-12-01 3.5 N/A 640020.00 449579.10 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5496 N/A 31418FDA2 2054-10-01 5 N/A 2011634.00 1962435.77 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8407 N/A 3132DWKU6 2054-03-01 5 N/A 195000.00 183132.52 Agency Mortgage-Backed Securities FNMS 06.500 CLFS8543 N/A 3140XQP50 2054-07-01 6.5 N/A 42051301.00 42577489.80 Agency Mortgage-Backed Securities FEPC 06.500 CLSD8403 N/A 3132DWKQ5 2054-02-01 6.5 N/A 12974789.00 11288788.84 Agency Mortgage-Backed Securities FEPC 06.000 CLQI0261 N/A 3133W6JE8 2054-02-01 6 N/A 7950660.00 7592580.68 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4625 N/A 31418ED72 2052-06-01 3.5 N/A 228836.00 179089.17 Agency Mortgage-Backed Securities FNMS 05.500 CLDB3368 N/A 3140ACW66 2054-06-01 5.5 N/A 1768964.00 1713870.41 Agency Mortgage-Backed Securities FNMS 06.000 CLFS8267 N/A 3140XQFH5 2054-04-01 6 N/A 33200161.00 32849801.88 Agency Mortgage-Backed Securities FEPC 06.500 CLSD8397 N/A 3132DWKJ1 2054-01-01 6.5 N/A 13262381.00 11287203.03 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8267 N/A 3132DWFG3 2052-11-01 5 N/A 42000.00 35857.72 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ2421 N/A 3142GSVP0 2054-09-01 5.5 N/A 75376762.00 75318116.97 Agency Mortgage-Backed Securities FNMS 03.000 CLFS0333 N/A 3140XFLP4 2052-01-01 3 N/A 6131721.00 4462407.09 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5071 N/A 31418ET59 2053-07-01 5 N/A 381549.00 343862.74 Agency Mortgage-Backed Securities FNMS 06.500 CLMA5446 N/A 31418FBQ9 2054-08-01 6.5 N/A 1039619.00 1026564.75 Agency Mortgage-Backed Securities FEPC 05.500 CLQJ8167 N/A 3133D0CC3 2054-11-01 5.5 N/A 14492228.00 14438669.55 Agency Mortgage-Backed Securities FNMS 03.500 CLBV8883 N/A 3140MN2R6 2052-05-01 3.5 N/A 36647.00 27852.10 Agency Mortgage-Backed Securities FNMS 05.000 CLBX7011 N/A 3140NBYH8 2053-04-01 5 N/A 38440.00 36146.94 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5531 N/A 31418FED5 2054-10-01 5.5 N/A 1234833.00 1230268.23 Agency Mortgage-Backed Securities FNMS 05.000 CLBY4714 N/A 3140NMGY7 2053-06-01 5 N/A 105000.00 99494.99 Agency Mortgage-Backed Securities FEPC 05.000 CLRA9616 N/A 3133KRVH4 2053-08-01 5 N/A 316641.00 293303.23 Agency Mortgage-Backed Securities FEPC 06.000 CLSD5686 N/A 3132DTJ76 2054-06-01 6 N/A 97612724.00 96453014.05 Agency Mortgage-Backed Securities FEPC 05.000 CLQF0679 N/A 3133BMXG5 2052-09-01 5 N/A 503812.00 464693.14 Agency Mortgage-Backed Securities FEPC 05.500 CLQJ5475 N/A 3133CWCL4 2054-10-01 5.5 N/A 2014625.00 2017434.06 Agency Mortgage-Backed Securities FEPC 03.500 CLSD5753 N/A 3132DTMA5 2052-07-01 3.5 N/A 17323408.00 15203514.60 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5245 N/A 31418EZK9 2054-01-01 5 N/A 100382.00 93808.15 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8454 N/A 3132DWMB6 2054-08-01 6 N/A 458340.00 450888.68 Agency Mortgage-Backed Securities FNMS 05.000 CLFS2906 N/A 3140XJGQ0 2052-09-01 5 N/A 31000.00 25269.71 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8475 N/A 3132DWMY6 2054-11-01 5.5 N/A 2098952.00 2091192.87 Agency Mortgage-Backed Securities FNMS 03.500 CLFS4228 N/A 3140XKVW7 2052-08-01 3.5 N/A 1236572.00 1003041.41 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8474 N/A 3132DWMX8 2054-11-01 5 N/A 62536154.00 61140138.61 Agency Mortgage-Backed Securities FEPC 03.500 CLSD4521 N/A 3132DSAW2 2052-09-01 3.5 N/A 110759.00 95118.82 Agency Mortgage-Backed Securities FNMS 06.500 CLFS7325 N/A 3140XPD71 2054-01-01 6.5 N/A 1112745.00 1026104.19 Agency Mortgage-Backed Securities FEPC 05.000 CLSD4105 N/A 3132E0R20 2053-10-01 5 N/A 15148543.00 13975462.37 Agency Mortgage-Backed Securities FNMS 05.000 CLMA4785 N/A 31418EJ76 2052-10-01 5 N/A 313000.00 256175.48 Agency Mortgage-Backed Securities FNMS 06.500 CLMA5297 N/A 31418E3F5 2054-03-01 6.5 N/A 1163295.00 1026974.38 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8299 N/A 3132DWGG2 2053-02-01 5 N/A 43454.00 38455.12 Agency Mortgage-Backed Securities FEPC 05.000 CLQJ5990 N/A 3133CWUP5 2054-10-01 5 N/A 638000.00 623757.71 Agency Mortgage-Backed Securities FNMS 06.000 CLFS6643 N/A 3140XNLZ5 2053-10-01 6 N/A 35826238.00 32892255.41 Agency Mortgage-Backed Securities FNMS 06.500 CLMA5273 N/A 31418E2F6 2054-02-01 6.5 N/A 25907720.00 22195651.02 Agency Mortgage-Backed Securities FNMS 05.000 CLBX8230 N/A 3140NDEC7 2053-04-01 5 N/A 1571021.00 1505306.79 Agency Mortgage-Backed Securities FEPC 03.500 CLSD4522 N/A 3132DSAX0 2052-06-01 3.5 N/A 51759393.00 43971135.83 Agency Mortgage-Backed Securities FEPC 06.500 CLSD8455 N/A 3132DWMC4 2054-08-01 6.5 N/A 1044738.00 1026619.72 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5294 N/A 31418E3C2 2054-03-01 5 N/A 252827.00 239029.38 Agency Mortgage-Backed Securities FEPC 03.500 CLRA1374 N/A 3133KGQ35 2049-09-01 3.5 N/A 1304012.00 196265.07 Agency Mortgage-Backed Securities FNMS 03.500 CLBV9999 N/A 3140MQDD8 2052-07-01 3.5 N/A 5373372.00 4137526.29 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8226 N/A 3132DWD75 2052-07-01 3.5 N/A 46548.00 36704.38 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8992 N/A 3140QU7E0 2054-08-01 5.5 N/A 62553444.00 61872657.31 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8323 N/A 3132DWG80 2053-05-01 5 N/A 338000.00 301643.51 Agency Mortgage-Backed Securities FNMS 06.000 CLDB2954 N/A 3140ACH89 2054-05-01 6 N/A 1298052.00 1318466.83 Agency Mortgage-Backed Securities FNMS 06.000 CLDA7507 N/A 3140A8KV3 2054-02-01 6 N/A 3796663.00 3822103.25 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ2090 N/A 3142GSKC1 2054-05-01 5 N/A 100000.00 86489.44 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5530 N/A 31418FEC7 2054-10-01 5 N/A 30015636.00 29345586.96 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8349 N/A 3132DWH22 2053-08-01 5.5 N/A 7126400.00 6461453.94 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ2639 N/A 3142GS4Z8 2054-10-01 6.5 N/A 10245429.00 10757973.66 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8329 N/A 3132DWHE6 2053-06-01 5 N/A 157000.00 140606.84 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5164 N/A 31418EW22 2053-10-01 5 N/A 488987.00 451387.89 Agency Mortgage-Backed Securities FNMS 05.000 CLDC2562 N/A 3140APZ49 2054-09-01 5 N/A 12611261.00 12316106.64 Agency Mortgage-Backed Securities FEPC 05.000 CLQI8825 N/A 3133WFYW1 2054-07-01 5 N/A 1334480.00 1259073.63 Agency Mortgage-Backed Securities FNMS 05.000 CLMA4841 N/A 31418ELX6 2052-12-01 5 N/A 219000.00 187990.15 Agency Mortgage-Backed Securities FEPC 06.000 CLQJ4123 N/A 3133CUSL1 2054-09-01 6 N/A 2455567.00 2514454.10 Agency Mortgage-Backed Securities FNMS 05.000 CLDC3411 N/A 3140AQYH9 2054-10-01 5 N/A 826852.00 808396.39 Agency Mortgage-Backed Securities FNMS 05.000 CLDC2547 N/A 3140APZM9 2054-09-01 5 N/A 2002118.00 1955358.59 Agency Mortgage-Backed Securities FEPC 06.500 CLSD8464 N/A 3132DWMM2 2054-09-01 6.5 N/A 1289830.00 1281809.48 Agency Mortgage-Backed Securities FNMS 05.000 CLDB8675 N/A 3140AJT99 2054-07-01 5 N/A 2837756.00 2766364.11 Agency Mortgage-Backed Securities FEPC 06.500 CLQH4836 N/A 3133CHLR4 2053-11-01 6.5 N/A 208403.00 153425.12 Agency Mortgage-Backed Securities FNMS 05.000 CLMA4737 N/A 31418EHP8 2052-08-01 5 N/A 112000.00 90225.83 Agency Mortgage-Backed Securities FEPC 06.000 CLSD4700 N/A 3132DSGH9 2054-01-01 6 N/A 80485324.00 77316353.99 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5189 N/A 31418EXT2 2053-11-01 5 N/A 155000.00 144486.75 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3177 N/A 3140QNQ70 2052-03-01 3.5 N/A 218351.00 166527.39 Agency Mortgage-Backed Securities FEPC 05.500 CLQJ5444 N/A 3133CWBM3 2054-10-01 5.5 N/A 1494430.00 1499695.37 Agency Mortgage-Backed Securities Y Standard & Poor's A-1 Fitch F2 Moody's P-1 2024-11-01 2024-11-01 2024-11-01 N N N 0.0487 1200000000.00 1200000000.00 0.0068 N Y Y N Mizuho Securities USA LLC Mizuho Securities USA LLC 4.85000000 N/A 7TK5RJIZDFROZCA6XF66 BYDAGSFS3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAL5 2027-09-30 0.375 N/A 720000.00 646545.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLM1 2031-09-30 3.625 N/A 41865600.00 40575186.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828G38 2024-11-15 2.25 N/A 220100.00 222118.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHF1 2030-05-31 3.75 N/A 24077900.00 23966208.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHJ3 2030-06-30 3.75 N/A 182512100.00 181014399.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHV6 2025-08-31 5 N/A 7500200.00 7598718.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128283V0 2025-01-31 2.5 N/A 19900.00 19915.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828YX2 2026-12-31 1.75 N/A 1000000.00 956908.19 U.S. Treasuries (including strips) Y Moody's P-1 Standard & Poor's A-1 Fitch NR 2024-11-01 2024-11-01 2024-11-01 N N N 0.0485 250000000.00 250000000.00 0.0014 N Y Y N Mizuho Securities USA LLC Mizuho Securities USA LLC 4.95000000 N/A 7TK5RJIZDFROZCA6XF66 BRWXLLU75 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FHLMC_5121B N/A 3137H0N20 2044-03-15 0.02 N/A 9834426.00 2469.03 Agency Collateralized Mortgage Obligation FRESB_19-SB58 N/A 30308MAA5 2038-11-25 4.70042 N/A 62248000.00 28491757.02 Agency Collateralized Mortgage Obligation FNMA_22-42B N/A 3136BNRW8 2050-06-25 1.14318 N/A 26210120.00 1642002.79 Agency Collateralized Mortgage Obligation FHLMC_5331D N/A 3137HAEJ1 2044-08-15 0.05 N/A 11538316.00 20667.34 Agency Collateralized Mortgage Obligation FRESB_18-SB52 N/A 30297CAM4 2038-07-25 0.11526 N/A 96789390.00 115357.06 Agency Collateralized Mortgage Obligation GNMA_23-151F N/A 38384DKT3 2053-10-20 1.55972 N/A 75000000.00 3626595.97 Agency Collateralized Mortgage Obligation FHLMC_4783B N/A 3137F4Y48 2033-07-15 3.5 N/A 124269272.00 541717.95 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILYSTRUCTURED PASS THROUGH FHMS_K509 N/A 3137HAST4 2028-09-25 4.85 N/A 40050000.00 40534751.86 Agency Collateralized Mortgage Obligation FNSTR_431 N/A 31423YP60 2037-06-25 1.5 N/A 100663230.00 4435326.42 Agency Collateralized Mortgage Obligation FHLMC_4161B N/A 3137AYNW7 2043-02-15 1.02571 N/A 20500000.00 524261.27 Agency Collateralized Mortgage Obligation FRESB_20-SB70 N/A 302987AJ1 2039-10-25 3.77297 N/A 41272141.00 26889949.71 Agency Collateralized Mortgage Obligation FNMA_23-69B N/A 3136BQA66 2057-12-25 1.0287 N/A 109052538.00 10696121.79 Agency Collateralized Mortgage Obligation FNSTR_427 N/A 31423XPH8 2037-02-25 1.5 N/A 196645703.00 8640338.14 Agency Collateralized Mortgage Obligation FNMA_20-73D N/A 3136BCEZ9 2043-08-25 1 N/A 17519071.00 1352040.97 Agency Collateralized Mortgage Obligation FHLK_11-3 N/A 3137FV5R9 2048-05-25 2.978165 N/A 108643404.00 15795208.64 Agency Collateralized Mortgage Obligation FNMA_21-10 N/A 3136BFMR1 2051-03-25 2 N/A 24177000.00 2536362.34 Agency Collateralized Mortgage Obligation FNMA_20-91C N/A 3136BCX47 2043-11-25 4 N/A 22639231.00 897273.99 Agency Collateralized Mortgage Obligation FHLMC_40-91 N/A 3137ATDJ8 2042-08-15 1.42571 N/A 22372053.00 471703.89 Agency Collateralized Mortgage Obligation FRESB_20-SB75 N/A 30314WAJ6 2040-04-25 1.43476 N/A 444201323.00 16124598.54 Agency Collateralized Mortgage Obligation FHLMC_4351 N/A 3137BBPE4 2044-06-15 1.07571 N/A 50000000.00 300998.78 Agency Collateralized Mortgage Obligation FNMA_23-39H N/A 3136BQFV6 2052-07-25 2 N/A 100000000.00 11664344.53 Agency Collateralized Mortgage Obligation FNMA_12-43 N/A 3136A5YL4 2041-07-25 4.9713 N/A 7000000.00 13728.77 Agency Collateralized Mortgage Obligation FHLMC_3330D N/A 31397JF25 2037-03-15 5 N/A 4800000.00 308024.98 Agency Collateralized Mortgage Obligation FHMS_KX04 N/A 3137FWHN3 2034-01-25 1.669311 N/A 19940000.00 772237.48 Agency Collateralized Mortgage Obligation FNMA_10-45C N/A 31398PMN6 2040-05-25 5 N/A 704000.00 343402.85 Agency Collateralized Mortgage Obligation FNMA_24-6E N/A 3136BQ2W8 2043-07-25 1.032162 N/A 6098639.00 782851.24 Agency Collateralized Mortgage Obligation FHLMC STRUCTURED PASS THROUGH SECURITIES FSPC_T-42 N/A 31392MH47 2042-02-25 9.5 N/A 128000.00 3967.03 Agency Collateralized Mortgage Obligation FHLMC_40-10 N/A 3137AMUR6 2042-01-15 4.5 N/A 92501111.00 402488.86 Agency Collateralized Mortgage Obligation FREMF_18-SB56 N/A 302966AQ9 2038-11-25 0.12766 N/A 143846917.00 471002.79 Agency Collateralized Mortgage Obligation GNMA_24-168D N/A 38384YSZ5 2054-10-20 0.03 N/A 25000000.00 15854.18 Agency Collateralized Mortgage Obligation FNMA_19-68 N/A 3136B6N66 2049-11-25 2.5 N/A 5000000.00 4275987.77 Agency Collateralized Mortgage Obligation FHLMC_4733E N/A 3137FBSK3 2038-07-15 5.5 N/A 6761737.00 266630.32 Agency Collateralized Mortgage Obligation GNMA_20-18A N/A 38382CYR6 2050-02-20 1.22637 N/A 23527000.00 944340.74 Agency Collateralized Mortgage Obligation FNMA_23-64C N/A 3136BQZR3 2048-07-25 0.05 N/A 5118934.00 9223.84 Agency Collateralized Mortgage Obligation GNMA_24-168D N/A 38384YTA9 2054-10-20 0.39312 N/A 125000000.00 4883265.00 Agency Collateralized Mortgage Obligation GNMA_23-101A N/A 38384CBQ1 2053-07-20 0.60459 N/A 27061616.00 1544573.56 Agency Collateralized Mortgage Obligation FREMF_18-SB45 N/A 30308AAK9 2037-08-25 0.41785 N/A 66534907.00 213348.72 Agency Collateralized Mortgage Obligation FREMF_16-K59 N/A 30295RAW1 2026-11-25 0 N/A 16371000.00 10512670.39 Agency Collateralized Mortgage Obligation FREMF_18-SB45 N/A 30308AAJ2 2037-11-25 0.53347 N/A 108859383.00 157161.82 Agency Collateralized Mortgage Obligation GNMA_24-22E N/A 38384JF41 2051-07-20 1.42637 N/A 132338141.00 15816255.67 Agency Collateralized Mortgage Obligation FHLMC_Q025 N/A 3137HCKT8 2034-02-25 0.35925 N/A 324636000.00 8793699.39 Agency Collateralized Mortgage Obligation FHLMC_3996 N/A 3137ALVP1 2041-06-15 1.47571 N/A 53899574.00 6702.80 Agency Collateralized Mortgage Obligation FNMA_17-78B N/A 3136AX6Z3 2047-10-25 3.5 N/A 13304714.00 190604.84 Agency Collateralized Mortgage Obligation FREMF MORTGAGE TRUST FREMF_21-SB92 N/A 30323PAJ0 2041-08-25 0.570217 N/A 101474124.00 2340085.89 Agency Collateralized Mortgage Obligation GINNIE MAE STRIP GNS_1 N/A 37610VAA3 2034-07-20 0 N/A 1671972.00 23428.39 Agency Collateralized Mortgage Obligation GNMA_24-94B N/A 38384PJ43 2054-06-20 0.45972 N/A 67567336.00 2303960.41 Agency Collateralized Mortgage Obligation FRESB_20-SB79 N/A 30316VAF4 2040-07-25 1.592 N/A 24815000.00 792089.30 Agency Collateralized Mortgage Obligation GNMA_14-27 N/A 38379ALS7 2044-02-16 1.1996 N/A 57270053.00 716874.64 Agency Collateralized Mortgage Obligation FRESB MULTIFAMILY MORTGAGE PASS-THROUGH FRESB_18-SB49 N/A 302961AF4 2038-03-25 0.33644 N/A 168448788.00 826705.61 Agency Collateralized Mortgage Obligation FHLMC_4698B N/A 3137F1XH6 2047-07-15 0 N/A 50000000.00 325447.08 Agency Collateralized Mortgage Obligation FRESB_16SB11 N/A 302616AC1 2035-11-25 4.8441 N/A 4242000.00 971837.26 Agency Collateralized Mortgage Obligation FHLMC_4046 N/A 3137AQGR3 2042-05-15 4.5 N/A 33346994.00 339650.76 Agency Collateralized Mortgage Obligation GNMA_21-194A N/A 38383DCN6 2051-11-20 2.5 N/A 51376000.00 34450392.59 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4361 N/A 3137BC4P0 2044-07-15 3 N/A 3000000.00 3636889.63 Agency Collateralized Mortgage Obligation FNMA_13-56 N/A 3136AEZB6 2041-08-25 4.5 N/A 30331234.00 924241.95 Agency Collateralized Mortgage Obligation FNMA_16-26 N/A 3136AR4T2 2043-01-25 0 N/A 5220322.00 22461.36 Agency Collateralized Mortgage Obligation FRESB_19-SB67 N/A 30314KAX1 2039-07-25 0.72221 N/A 529411508.00 9654600.21 Agency Collateralized Mortgage Obligation FREMF_19-60 N/A 30308HAJ7 2026-02-25 11.27782 N/A 75693532.00 12935466.51 Agency Collateralized Mortgage Obligation FREMF_20-KF81 N/A 30317LAG3 2027-06-25 13.9713 N/A 67165464.00 15788228.00 Agency Collateralized Mortgage Obligation FNMA_24-6C N/A 3136BQ2T5 2042-07-25 0.5 N/A 15645496.00 297594.12 Agency Collateralized Mortgage Obligation FNMA_20-77 N/A 3136BCUU2 2050-11-25 2.5 N/A 117856800.00 11192762.38 Agency Collateralized Mortgage Obligation FNMA_12-24D N/A 3136A4DV8 2042-03-25 1.4787 N/A 13150872.00 240200.79 Agency Collateralized Mortgage Obligation FHLMC_42-99 N/A 3137B74T3 2043-07-15 4 N/A 28735375.00 33118.69 Agency Collateralized Mortgage Obligation FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K138 N/A 3137H5XX0 2032-01-25 2.979982 N/A 4493000.00 751141.17 Agency Collateralized Mortgage Obligation GNMA_15-10C N/A 38379JEP2 2039-07-20 6.34297 N/A 6195173.00 914190.81 Agency Collateralized Mortgage Obligation FHMS_16-X2FX N/A 3137BQZN0 2025-09-25 2.409 N/A 3656000.00 757504.48 Agency Collateralized Mortgage Obligation FNMA_12-103 N/A 3136A8A42 2042-09-25 1.0787 N/A 82285920.00 1206250.75 Agency Collateralized Mortgage Obligation FNMA_10-18B N/A 31398MKQ8 2040-03-25 5 N/A 3207750.00 1272626.83 Agency Collateralized Mortgage Obligation FRESB MORTGAGE TRUST FRESB_21-SB87 N/A 30320VAE1 2041-04-25 0.630298 N/A 209249861.00 4934367.17 Agency Collateralized Mortgage Obligation FNMA_19-61A N/A 3136B66Q1 2059-11-25 1.0787 N/A 14507222.00 714373.10 Agency Collateralized Mortgage Obligation FHMS_K053 N/A 3137BN6J8 2044-03-25 1.642373 N/A 31894000.00 632032.04 Agency Collateralized Mortgage Obligation FNMA_24-6E N/A 3136BQ2X6 2045-04-25 0 N/A 10816174.00 7122350.93 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PAS N/A 3137BLW95 2025-08-25 3.334 N/A 1482000.00 1470125.23 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PAS N/A 3137BLMZ8 2025-07-25 3.01 N/A 31230000.00 30548935.47 Agency Collateralized Mortgage Obligation FREMF_15-K51 N/A 30293XAN0 2048-10-25 0 N/A 89686280.00 86963043.55 Agency Collateralized Mortgage Obligation SC_21-MN1 N/A 35563FAC5 2051-01-25 12.60682 N/A 2261000.00 2453599.07 Agency Collateralized Mortgage Obligation FHLMC_4215 N/A 3137B33X4 2032-07-15 3 N/A 62500000.00 188266.71 Agency Collateralized Mortgage Obligation GNMA_23-98F N/A 38384BYD7 2053-07-20 1.10972 N/A 25000000.00 1003106.20 Agency Collateralized Mortgage Obligation FNMA_14-19 N/A 3136AJPD2 2044-04-25 4.5 N/A 4800000.00 5599333.95 Agency Collateralized Mortgage Obligation FNMA_24-62C N/A 3136BSZX6 2054-09-25 0.02 N/A 92941546.00 46578.21 Agency Collateralized Mortgage Obligation FHLMC_4584 N/A 3137BPUR8 2044-05-15 0 N/A 4814646.00 38466.61 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_20-80 N/A 3136BCZH6 2050-11-25 4 N/A 64192200.00 6609341.35 Agency Collateralized Mortgage Obligation FHLMC_4472F N/A 3137BJ3M3 2045-05-15 5 N/A 45430594.00 737205.73 Agency Collateralized Mortgage Obligation FRESB_18-SB52 N/A 30297CAL6 2038-06-25 0.18408 N/A 148083821.00 542249.03 Agency Collateralized Mortgage Obligation FHLMC_5352E N/A 3137HAWW2 2046-10-15 0.108602 N/A 14260417.00 1262977.98 Agency Collateralized Mortgage Obligation FHMS_KS07 N/A 3137BS6G3 2025-09-25 0.599747 N/A 18401000.00 94821.41 Agency Collateralized Mortgage Obligation FNMA_20-49C N/A 3136BAB45 2050-07-25 2 N/A 2300294.00 1487916.61 Agency Collateralized Mortgage Obligation FNMA_21-55C N/A 3136BGGM7 2061-08-25 0 N/A 184283299.00 2148654.96 Agency Collateralized Mortgage Obligation FREMF_20-KF80 N/A 30315FAG8 2030-06-25 14.27782 N/A 75910000.00 21095101.86 Agency Collateralized Mortgage Obligation FRESB MULTIFAMILY MORTGAGE PASS-THROUGH FRESB_18-SB49 N/A 302961AG2 2038-04-25 0.19175 N/A 79334227.00 422053.29 Agency Collateralized Mortgage Obligation FHMS_Q014 N/A 3137F72H7 2055-10-25 2.298 N/A 5446000.00 3837338.74 Agency Collateralized Mortgage Obligation FREMF_19-KC06 N/A 30312MAN1 2026-09-25 3.82413 N/A 45627000.00 42312325.06 Agency Collateralized Mortgage Obligation FNMA_13-15 N/A 3136ACN49 2033-03-25 0 N/A 18391622.00 3427605.03 Agency Collateralized Mortgage Obligation FNMA_21-66K N/A 3136BJRA5 2051-10-25 3 N/A 25000000.00 3975572.48 Agency Collateralized Mortgage Obligation GNMA_24-46G N/A 38384MAR8 2054-03-20 0.06 N/A 50000000.00 52903.17 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K160 N/A 3137HASJ6 2032-10-25 4.68 N/A 2500000.00 2494304.65 Agency Collateralized Mortgage Obligation GNMA_23-111J N/A 38384CJS9 2053-08-20 1.05972 N/A 32006617.00 1257247.50 Agency Collateralized Mortgage Obligation FREMF_17-KF27 N/A 30301BAE8 2026-12-25 15.77782 N/A 52575000.00 13338569.99 Agency Collateralized Mortgage Obligation GNMA_24-142B N/A 38384XDR1 2054-09-20 6.05028 N/A 200000000.00 185521833.27 Agency Collateralized Mortgage Obligation FRESB_20-SB73 N/A 30314BAK9 2040-02-25 1.67403 N/A 299054265.00 15672593.80 Agency Collateralized Mortgage Obligation FNMA_20-77K N/A 3136BCVE7 2050-11-25 2.5 N/A 45000000.00 5007352.62 Agency Collateralized Mortgage Obligation GNMA_12-134A N/A 38378GBM9 2042-11-20 0.12637 N/A 132412992.00 132267.88 Agency Collateralized Mortgage Obligation FNSTR_438 N/A 31424UVK9 2052-07-25 2 N/A 120509562.00 14688589.16 Agency Collateralized Mortgage Obligation FREMF_17-KF40 N/A 30306JAJ5 2027-12-25 13.9713 N/A 39927982.00 12181848.17 Agency Collateralized Mortgage Obligation FREMF_21-KF97 N/A 30318DAA3 2030-12-25 13.71287 N/A 35116000.00 8622321.44 Agency Collateralized Mortgage Obligation FREMF_K-G05 N/A 3137FFXP7 2034-01-25 2.611737 N/A 1625000.00 207583.11 Agency Collateralized Mortgage Obligation FREMF_17-SB32 N/A 302952AF3 2037-04-25 5.12908 N/A 4495000.00 2007591.04 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K154 N/A 3137FDET5 2032-11-25 3.459 N/A 1407000.00 1297959.61 Agency Collateralized Mortgage Obligation GNMA_24-69C N/A 38384MHE0 2054-04-20 0.47972 N/A 30000000.00 1064696.95 Agency Collateralized Mortgage Obligation FNMA_21-75F N/A 3136BJ3N3 2051-11-25 3 N/A 78463000.00 8335928.20 Agency Collateralized Mortgage Obligation FNMA_13-35 N/A 3136ADRQ4 2033-04-25 3 N/A 24015467.00 290137.49 Agency Collateralized Mortgage Obligation FHLMC_5343E N/A 3137HAQA7 2042-10-15 3.5 N/A 13993688.00 1198918.73 Agency Collateralized Mortgage Obligation FHLMC_4104C N/A 3137ATU42 2042-09-15 0.97571 N/A 21428571.00 471009.55 Agency Collateralized Mortgage Obligation FREMF_21-KHG3 N/A 30323AAS3 2028-09-25 7.51287 N/A 8048000.00 6664378.91 Agency Collateralized Mortgage Obligation FREMF_21-F108 N/A 30319WAE2 2031-02-25 7.78444 N/A 76047000.00 16343141.00 Agency Collateralized Mortgage Obligation GNMA_24-134H N/A 38384VBK2 2053-12-20 0.07 N/A 42683741.00 41053.16 Agency Collateralized Mortgage Obligation FREMF_19-KF72 N/A 30314JAC0 2026-11-25 11.27782 N/A 58664060.00 28042085.95 Agency Collateralized Mortgage Obligation FNMA_21-22D N/A 3136BFSG9 2051-04-25 0 N/A 10000000.00 12869.86 Agency Collateralized Mortgage Obligation FHLMC_3636D N/A 31398WFP4 2040-02-15 5 N/A 4486914.00 4010043.07 Agency Collateralized Mortgage Obligation FREMF MORTGAGE TRUST FREMF_22-K140 N/A 30328BAE7 2029-07-25 7.41803 N/A 70480000.00 61334769.24 Agency Collateralized Mortgage Obligation GNMA_24-134D N/A 38384VAZ0 2054-08-20 1.00972 N/A 100000000.00 6039137.67 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PAS N/A 3137H9PA1 2055-01-15 4.25 N/A 4000000.00 3894037.58 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHMS_K131 N/A 3137H2N91 2031-09-25 2.946512 N/A 20902000.00 3290025.53 Agency Collateralized Mortgage Obligation FNMA_24-6B N/A 3136BQ2Q1 2054-03-25 2.16318 N/A 63668669.00 5479110.95 Agency Collateralized Mortgage Obligation FREMF_19-K95 N/A 30311MAW2 2030-01-25 0 N/A 12639142.00 7887191.14 Agency Collateralized Mortgage Obligation FHLMC_4335C N/A 3137BAPB2 2044-05-15 4.25 N/A 4500000.00 5953850.71 Agency Collateralized Mortgage Obligation FNMA_21-72H N/A 3136BJAX3 2051-10-25 2.5 N/A 616000.00 302527.70 Agency Collateralized Mortgage Obligation FNMA_23-50C N/A 3136BQLT4 2049-07-25 0.1 N/A 20341106.00 84404.51 Agency Collateralized Mortgage Obligation FNSTR_428 N/A 31423YKB4 2037-11-25 1.5 N/A 150699597.00 6641993.65 Agency Collateralized Mortgage Obligation FRESB_18-SB53 N/A 30297DAQ3 2038-06-25 0.02427 N/A 256952913.00 526272.93 Agency Collateralized Mortgage Obligation FNMA_20-59C N/A 3136BBKV3 2044-01-25 0.6 N/A 10176126.00 80435.24 Agency Collateralized Mortgage Obligation FNMA_13-23 N/A 3136ADAK5 2033-03-25 0 N/A 7025000.00 1941513.72 Agency Collateralized Mortgage Obligation FNMA_23-64C N/A 3136BQZQ5 2048-07-25 1.1787 N/A 19429077.00 1660751.37 Agency Collateralized Mortgage Obligation FREMF_KIR1 N/A 3137BP4K2 2026-03-25 2.849 N/A 22870000.00 22362861.57 Agency Collateralized Mortgage Obligation FREMF_K-164 N/A 3137HDUY4 2062-05-25 5.673793 N/A 8000000.00 3320433.29 Agency Collateralized Mortgage Obligation GNMA_24-142F N/A 38384XBB8 2054-09-20 1.80972 N/A 125000000.00 7056309.31 Agency Collateralized Mortgage Obligation FHMS_K748 N/A 3137H5YF8 2050-02-25 2.692109 N/A 14432000.00 1446698.67 Agency Collateralized Mortgage Obligation FRESB_19-SB64 N/A 30298DAA7 2039-06-25 5.12829 N/A 44262383.00 30430311.38 Agency Collateralized Mortgage Obligation FREMF_17-K62 N/A 302949AU6 2027-01-25 0 N/A 108305106.00 80146169.34 Agency Collateralized Mortgage Obligation FNMA_12-52E N/A 3136A6AM6 2042-05-25 1.6087 N/A 104663303.00 1137444.67 Agency Collateralized Mortgage Obligation FHLMC_4795G N/A 3137F5S67 2048-03-15 1.02571 N/A 21176438.00 389249.13 Agency Collateralized Mortgage Obligation FRESB_18-SB55 N/A 30297PAL7 2038-08-25 0.04111 N/A 177390777.00 871044.50 Agency Collateralized Mortgage Obligation FRESB_21-SB91 N/A 30322XAE5 2041-08-25 1.07024 N/A 72000000.00 1796809.90 Agency Collateralized Mortgage Obligation FNMA_20-59C N/A 3136BBKT8 2042-09-25 0.1 N/A 10240264.00 13622.65 Agency Collateralized Mortgage Obligation FREMF_19-KLU2 N/A 302974AW0 2029-08-25 0 N/A 28913000.00 19987396.00 Agency Collateralized Mortgage Obligation FRESB_18-SB57 N/A 30308LAF6 2038-09-25 0.10836 N/A 251299455.00 972604.00 Agency Collateralized Mortgage Obligation FHMS_K150 N/A 3137H9CC1 2054-10-25 4.43524 N/A 10500000.00 2808981.35 Agency Collateralized Mortgage Obligation FRESB_19-SB64 N/A 30298DAG4 2039-03-25 0.6118 N/A 155000000.00 2228003.06 Agency Collateralized Mortgage Obligation FNMA_10-109 N/A 31398NTR5 2040-10-25 0 N/A 18305750.00 530365.13 Agency Collateralized Mortgage Obligation FHLMC_4707C N/A 3137F2MZ6 2047-08-15 0 N/A 103816691.00 589810.48 Agency Collateralized Mortgage Obligation FNSTR_437 N/A 31424UPB6 2052-10-25 2 N/A 220553255.00 27476183.72 Agency Collateralized Mortgage Obligation FNMA_17-96A N/A 3136B0AB2 2057-12-25 1.1287 N/A 48519741.00 1686257.92 Agency Collateralized Mortgage Obligation FHLMC_4935G N/A 3137FQ6G3 2041-08-15 0.53 N/A 8997993.00 69532.36 Agency Collateralized Mortgage Obligation FHLMC_5394A N/A 3137HBQN7 2043-02-15 0 N/A 5454332.00 3889578.33 Agency Collateralized Mortgage Obligation FRESB MULTIFAMILY MORTGAGE PASS-THROUGH FRESB_20-SB78 N/A 30316KAE1 2040-06-25 1.64944 N/A 31886000.00 908639.48 Agency Collateralized Mortgage Obligation FNMA_21-61C N/A 3136BGVN8 2051-09-25 0 N/A 46500000.00 35796.52 Agency Collateralized Mortgage Obligation FHMS_K105 N/A 3137FRUM1 2030-06-25 1.919177 N/A 34625000.00 3073568.25 Agency Collateralized Mortgage Obligation FHLMC_45-44 N/A 3137BMQA7 2044-11-15 4 N/A 10062114.00 2087949.36 Agency Collateralized Mortgage Obligation GNMA_11-80 N/A 38376LRR2 2041-06-20 1.20637 N/A 167610000.00 414181.24 Agency Collateralized Mortgage Obligation FNMA_11-133B N/A 3136A2LP6 2041-03-25 4 N/A 3910000.00 4657727.00 Agency Collateralized Mortgage Obligation GNMA_24-94B N/A 38384PJ50 2054-06-20 0.05 N/A 50000000.00 59293.11 Agency Collateralized Mortgage Obligation FREMF_17-SB42 N/A 30306BAD5 2037-10-25 5.95526 N/A 4027000.00 2149015.81 Agency Collateralized Mortgage Obligation FNMA_11-98C N/A 3136A1GV1 2041-10-25 5 N/A 500000.00 436670.28 Agency Collateralized Mortgage Obligation FREMF_20-K109 N/A 3137FTG35 2048-05-25 3.384108 N/A 20000000.00 3115761.80 Agency Collateralized Mortgage Obligation FHLMC_4701D N/A 3137F1JS8 2036-01-15 5 N/A 30122470.00 909630.82 Agency Collateralized Mortgage Obligation FNMA_23-50C N/A 3136BQLS6 2044-04-25 0.05 N/A 1254090.00 2828.29 Agency Collateralized Mortgage Obligation FNMA_13-63 N/A 3136AENT0 2043-06-25 2.5 N/A 1500000.00 1499441.71 Agency Collateralized Mortgage Obligation FNMA_13-35 N/A 3136ADRU5 2033-04-25 3 N/A 24874298.00 295470.54 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_16-70 N/A 3136ATZA5 2046-10-25 1.1287 N/A 176880174.00 3199165.52 Agency Collateralized Mortgage Obligation FHLMC_4564F N/A 3137BNGB4 2043-04-15 0 N/A 26456473.00 63036.13 Agency Collateralized Mortgage Obligation MSCR 2023-MN6 N/A 355920AA7 2043-05-25 11.60648 N/A 11000000.00 12114602.17 Agency Collateralized Mortgage Obligation FRESB_19-SB62 N/A 30298AAT2 2039-03-25 0.64599 N/A 623416713.00 10195488.08 Agency Collateralized Mortgage Obligation FNMA_19-62A N/A 3136B6Z89 2059-11-25 1.0287 N/A 10012996.00 661843.94 Agency Collateralized Mortgage Obligation FNW_07-2 N/A 31396VAQ1 2037-03-25 0 N/A 19777901.00 246195.87 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K130 N/A 3137H1YY6 2048-08-25 3.096603 N/A 6942158.00 1149215.26 Agency Collateralized Mortgage Obligation FNMA_12-99J N/A 3136A8WB2 2042-09-25 4 N/A 23159229.00 216070.04 Agency Collateralized Mortgage Obligation FHLMC_5121B N/A 3137H0MZ8 2042-04-15 0.4 N/A 16135008.00 132712.19 Agency Collateralized Mortgage Obligation FREMF_18-SB45 N/A 30308AAC7 2037-11-25 4.4651 N/A 5886000.00 2064117.77 Agency Collateralized Mortgage Obligation FNSTR_440 N/A 31424U8P4 2053-11-25 6.5 N/A 49796960.00 9114810.24 Agency Collateralized Mortgage Obligation FHMS_K085 N/A 3137FKJF4 2045-12-25 2.314167 N/A 4265750.00 342307.12 Agency Collateralized Mortgage Obligation FHLMC_K056 N/A 3137BQYW1 2026-06-25 2.116684 N/A 2393000.00 80962.14 Agency Collateralized Mortgage Obligation GNMA_22-9A N/A 38383FN33 2052-01-20 2.5 N/A 10613512.00 7274959.96 Agency Collateralized Mortgage Obligation FHLMC_4833D N/A 3137FJBD0 2044-04-15 0.05 N/A 34129268.00 14153.18 Agency Collateralized Mortgage Obligation FNMA_10-150 N/A 31397QDV7 2040-10-25 1.4787 N/A 135801587.00 3750.95 Agency Collateralized Mortgage Obligation FHLMC_4935F N/A 3137FQ6B4 2043-03-15 0.06 N/A 13906717.00 6415.99 Agency Collateralized Mortgage Obligation FREMF_20-KF74 N/A 30313MAC4 2027-01-25 7.04282 N/A 3650000.00 554433.49 Agency Collateralized Mortgage Obligation FRESB_16-KS07 N/A 30300JAG7 2025-09-25 4.2791 N/A 36468000.00 34317735.49 Agency Collateralized Mortgage Obligation GNMA_21-86F N/A 38382QPX2 2051-05-20 4.8023 N/A 4900000.00 2952610.99 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K097 N/A 3137FNX88 2046-09-25 2.018211 N/A 17926832.00 1501459.00 Agency Collateralized Mortgage Obligation FNMA_20-38A N/A 3136BABX1 2050-06-25 2.5 N/A 21151655.00 1795833.20 Agency Collateralized Mortgage Obligation FREMF_20-KF75 N/A 30294SAC4 2030-01-25 11.52782 N/A 36286000.00 9073004.31 Agency Collateralized Mortgage Obligation FHLMC_5060E N/A 3137F86R9 2041-04-15 5 N/A 7685360.00 344680.03 Agency Collateralized Mortgage Obligation FNMA_18-55A N/A 3136B2TM4 2048-08-25 1.2787 N/A 58135875.00 1281399.15 Agency Collateralized Mortgage Obligation FRESB_21-SB90 N/A 30322KAJ2 2041-06-25 1.15338 N/A 145462875.00 2867021.99 Agency Collateralized Mortgage Obligation FNMA_11-84 N/A 3136A0A64 2041-09-25 5.25 N/A 929000.00 1224070.22 Agency Collateralized Mortgage Obligation FHLMC_08-3451 N/A 31397TP71 2037-02-15 0.90571 N/A 2000000.00 564.18 Agency Collateralized Mortgage Obligation GNMA_21-86J N/A 38382QQF0 2051-05-20 4.77558 N/A 4900000.00 2947805.22 Agency Collateralized Mortgage Obligation FNMA_23-69C N/A 3136BQA82 2057-07-25 1.0287 N/A 160263837.00 12286920.74 Agency Collateralized Mortgage Obligation GNMA_24-46G N/A 38384MAS6 2054-03-20 0.36972 N/A 80000000.00 2317585.99 Agency Collateralized Mortgage Obligation FREMF_19-KF65 N/A 30298JAJ5 2029-07-25 11.27782 N/A 62395000.00 29203963.26 Agency Collateralized Mortgage Obligation FHLMC_4686 N/A 3137BY2A7 2047-03-15 4 N/A 11500000.00 11395637.14 Agency Collateralized Mortgage Obligation GNMA_23-146G N/A 38384DAY3 2053-10-20 1.45972 N/A 138461541.00 7639956.84 Agency Collateralized Mortgage Obligation FHLMC_5121B N/A 3137H0N38 2044-08-15 0.05 N/A 14302766.00 12147.06 Agency Collateralized Mortgage Obligation FREMF_19-SB58 N/A 30308MAJ6 2038-11-25 0.21401 N/A 271423788.00 2410367.62 Agency Collateralized Mortgage Obligation FRESB MULTIFAMILY MORTGAGE PASS-THROUGH FRESB_20-SB76 N/A 30315EAE6 2030-05-25 1.64679 N/A 83800000.00 2697237.05 Agency Collateralized Mortgage Obligation GNMA_22-129B N/A 38383UCT5 2052-07-20 5 N/A 20000000.00 16153105.40 Agency Collateralized Mortgage Obligation FNMA FNRA CL003TS R23F003 N/A BRYD8NT39 2052-12-25 0 N/A 65864250.00 4811007.62 Agency Mortgage-Backed Securities FREMF_21-KF125 N/A 30323QAE9 2028-10-25 11.61287 N/A 29769602.00 21370363.54 Agency Collateralized Mortgage Obligation FNW_07-W3 N/A 31396VPT9 2037-04-25 0 N/A 8074073.00 72681.18 Agency Collateralized Mortgage Obligation FNMA_13-6 N/A 3136ABY49 2033-02-25 3 N/A 27672262.00 240079.74 Agency Collateralized Mortgage Obligation FNMA_12-131A N/A 3136AABL8 2041-05-25 0.6787 N/A 59814291.00 2643.86 Agency Collateralized Mortgage Obligation FRESB_23-S107 N/A 30332EAF2 2043-06-25 0 N/A 242892125.00 4671305.71 Agency Collateralized Mortgage Obligation FREMF MORTGAGE TRUST FREMF_22-K141 N/A 3137H6ZN8 2032-02-25 2.25 N/A 3000000.00 2556795.00 Agency Collateralized Mortgage Obligation FNMA_21-76C N/A 3136BJYH2 2051-11-25 4.5 N/A 67974494.00 9264214.57 Agency Collateralized Mortgage Obligation GNMA_20-55B N/A 38382ELZ8 2050-04-20 0 N/A 30000000.00 250510.36 Agency Collateralized Mortgage Obligation FHLMC_4524 N/A 3137BM5V4 2041-05-15 5 N/A 33500000.00 648653.82 Agency Collateralized Mortgage Obligation FNMA_17-96F N/A 3136B0AW6 2041-08-25 4.5 N/A 44518053.00 762796.18 Agency Collateralized Mortgage Obligation FHSTR_390 N/A 31325YYR3 2052-11-15 4.574758 N/A 2624331.00 402540.71 Agency Collateralized Mortgage Obligation FRESB_16-SB18 N/A 30289TAC9 2036-06-25 10.07171 N/A 4553000.00 881465.25 Agency Collateralized Mortgage Obligation FNMA_10-45C N/A 31398PNC9 2040-05-25 5 N/A 4356300.00 2775573.51 Agency Collateralized Mortgage Obligation FHLMC_4301 N/A 3137B8CC9 2037-07-15 0.97571 N/A 77000000.00 556794.75 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K107 N/A 3137FRZC8 2030-01-25 1.589651 N/A 65000000.00 4394596.28 Agency Collateralized Mortgage Obligation FNMA_24-6C N/A 3136BQ2R9 2049-09-25 1.0787 N/A 49583904.00 4566413.30 Agency Collateralized Mortgage Obligation FNSTR_427 N/A 31423XQW4 2062-01-07 4.5 N/A 60741444.00 11638159.61 Agency Collateralized Mortgage Obligation FNMA_21-67M N/A 3136BJGV1 2051-10-25 3 N/A 75425232.00 8221527.97 Agency Collateralized Mortgage Obligation FHLMC_5444D N/A 3137HFDJ1 2044-08-15 0.05 N/A 29762511.00 58567.84 Agency Collateralized Mortgage Obligation FRESB_18-SB54 N/A 30297JAF4 2038-08-25 0.06231 N/A 234440144.00 362825.77 Agency Collateralized Mortgage Obligation FNMA_24-6C N/A 3136BQ2S7 2047-09-25 0.1 N/A 17892014.00 84860.23 Agency Collateralized Mortgage Obligation GNMA_24-46C N/A 38384MAG2 2051-05-20 0 N/A 10766919.00 3487.63 Agency Collateralized Mortgage Obligation FNMA_24-9A N/A 3136BRFV4 2054-03-25 1.24906 N/A 85000000.00 4073792.86 Agency Collateralized Mortgage Obligation 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Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QHHG3 2051-02-01 2.5 N/A 515000.00 296280.19 Agency Mortgage-Backed Securities GNMA_13-76 N/A 38378TNU0 2043-05-20 3.5 N/A 195884000.00 1465606.90 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418CUA0 2048-02-01 3.5 N/A 9000.00 1233.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138XDDQ0 2044-01-01 4 N/A 7280161.00 1083818.15 Agency Mortgage-Backed Securities GNMA_21-87H N/A 38382TKQ6 2051-05-20 3 N/A 50000000.00 4364766.45 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138EMBZ3 2044-01-01 6.5 N/A 5090655.00 514584.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QNWZ1 2052-04-01 3 N/A 10583.00 8092.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138W94U1 2043-10-01 5 N/A 1223335.00 12124.25 Agency Mortgage-Backed Securities FHLMC_5163E N/A 3137H43X6 2051-09-25 4 N/A 29835262.00 3798081.17 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WFBT2 2045-07-01 3 N/A 2000000.00 334305.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AH6J6 2054-07-01 5.5 N/A 1260719.00 1278890.71 Agency Mortgage-Backed Securities GNMA_23-85B N/A 38384BKQ3 2053-06-20 1.15972 N/A 50000000.00 1140634.90 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140F2SJ0 2046-06-01 3 N/A 5389600.00 934890.51 Agency Mortgage-Backed Securities FHLMC_5384A N/A 3137HBL77 2053-09-25 6 N/A 23572840.00 4797783.28 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XNZY3 2054-01-01 2.5 N/A 5000.00 4039.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XNXR0 2052-03-01 2.5 N/A 9347398.00 7291923.01 Agency Mortgage-Backed Securities FHLMC_5035S N/A 3137F6G35 2050-11-25 2.5 N/A 76567500.00 5891392.19 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A3QA4 2054-02-01 6 N/A 1510300.00 1387124.03 Agency Mortgage-Backed Securities FHLMC_5454A N/A 3137HFK46 2054-09-25 0.39318 N/A 61427513.00 1877979.34 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31385XJW8 2033-07-01 5.5 N/A 133000.00 651.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QMFW9 2036-10-01 2 N/A 1610137.00 1094130.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140H4B45 2048-05-01 3.5 N/A 2720000.00 384795.72 Agency Mortgage-Backed Securities GNMA_19-71F N/A 38381WJF6 2049-06-20 4.5 N/A 3059686.00 247583.02 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31371FCW0 2025-09-01 8.5 N/A 7270570.00 843.48 Agency Mortgage-Backed Securities FHLMC_5338E N/A 3137HAKQ8 2053-09-25 1.07318 N/A 100000000.00 5467285.57 Agency Collateralized Mortgage Obligation GNMA_14-94 N/A 38379CZU3 2038-02-20 0.2 N/A 20173198.00 7902.08 Agency Collateralized Mortgage Obligation GNMA_19-111T N/A 38381YRC0 2048-05-20 4.5 N/A 666667.00 33667.89 Agency Collateralized Mortgage Obligation FREDDIE MAC GOLD N/A 31283NB84 2034-02-01 5 N/A 2500000.00 62908.86 Agency Mortgage-Backed Securities GNMA_24-134P N/A 38384VKC0 2054-07-20 1.00972 N/A 57668708.00 2707663.09 Agency Collateralized Mortgage Obligation FHLMC_4950F N/A 3137FRD99 2048-09-25 0.1 N/A 6406947.00 5285.08 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ANR92 2054-08-01 6 N/A 1877482.00 1899483.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-55 N/A 38382EQP5 2050-04-20 3.5 N/A 104889981.00 6989169.84 Agency Collateralized Mortgage Obligation FHLMC_5171F N/A 3137H4J92 2051-12-25 3 N/A 62936833.00 6453130.79 Agency Collateralized Mortgage Obligation GNMA_16-136H N/A 38380BQL2 2045-03-20 3.5 N/A 29386857.00 4608.21 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QC4X1 2050-03-01 3 N/A 352000.00 121006.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140J9N80 2048-12-01 3 N/A 2625000.00 328973.23 Agency Mortgage-Backed Securities GNMA_03-41A N/A 38373QNJ6 2033-05-20 2.82637 N/A 25000000.00 282.29 Agency Collateralized Mortgage Obligation GNMA_20-138C N/A 38382JS31 2050-09-20 1.42637 N/A 30000000.00 2615233.49 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XFPR6 2050-02-01 3 N/A 2751985.00 1769848.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140HDU28 2050-01-01 4.5 N/A 42069.00 15741.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140E7W97 2046-03-01 4 N/A 28788.00 2072.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138X6YW9 2043-11-01 2.5 N/A 1531950.00 303106.84 Agency Mortgage-Backed Securities GNMA_14-66 N/A 38379B5Z7 2044-05-16 0.6996 N/A 90187500.00 284561.37 Agency Collateralized Mortgage Obligation GNMA_24-116A N/A 38384QFG8 2054-07-20 1.70972 N/A 60000000.00 3507208.69 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5069 N/A 3137F9C25 2041-02-25 3.5 N/A 11377822.00 897536.98 Agency Collateralized Mortgage Obligation GNMA_24-30H N/A 38384JLW2 2054-02-20 0.95972 N/A 30000000.00 1510922.24 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140E4JQ1 2045-09-01 4 N/A 2476716.00 504673.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140EU6S3 2046-05-01 3.5 N/A 970452.00 189492.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140H1KQ2 2047-10-01 4 N/A 3407037.00 1101219.34 Agency Mortgage-Backed Securities GNMA_23-59A N/A 38383XUH5 2053-04-20 0.75972 N/A 26500000.00 886688.63 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138LSK41 2042-05-01 4 N/A 104602.00 7821.22 Agency Mortgage-Backed Securities GNMA_19-153B N/A 38382BRK1 2049-12-20 1.17637 N/A 11185079.00 526838.69 Agency Collateralized Mortgage Obligation GNMA_15-1 N/A 38379HR49 2045-01-20 0.72637 N/A 65131833.00 669085.16 Agency Collateralized Mortgage Obligation GNMA_24-46G N/A 38384MAQ0 2054-03-20 0.03 N/A 25000000.00 13248.58 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FRKJ3 2047-02-01 3.5 N/A 200000.00 36119.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AJ2E7 2054-07-01 6.5 N/A 1488156.00 1534854.99 Agency Mortgage-Backed Securities GNMA_19-151C N/A 38382BAQ6 2049-12-20 3 N/A 12823568.00 898686.46 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XADE9 2051-03-01 2 N/A 400000.00 239384.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A34C4 2053-10-01 5.5 N/A 150283.00 130093.18 Agency Mortgage-Backed Securities GNMA_17-57B N/A 38380B7X7 2047-04-20 5 N/A 25000000.00 650774.88 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140K3JV5 2049-12-01 3 N/A 2091000.00 522017.93 Agency Mortgage-Backed Securities FREDDIE MAC FHLMC_4929 N/A 3137FPL29 2049-10-25 0.9787 N/A 50404811.00 3269746.23 Agency Collateralized Mortgage Obligation GNMA_17-162F N/A 38380HXM9 2047-10-20 0 N/A 125000000.00 592038.54 Agency Collateralized Mortgage Obligation GNMA_24-142Q N/A 38384XCJ0 2053-10-20 0.57972 N/A 250000000.00 6343658.19 Agency Collateralized Mortgage Obligation GNMA_14-100 N/A 38379DKJ2 2044-07-20 0 N/A 2626210.00 169604.64 Agency Collateralized Mortgage Obligation GNMA_16-42 N/A 38379V5V2 2045-11-20 0 N/A 32147304.00 262360.77 Agency Collateralized Mortgage Obligation GNMA_24-22H N/A 38384JG40 2054-02-20 0.28972 N/A 150000000.00 2643976.52 Agency Collateralized Mortgage Obligation GNMA_21-193M N/A 38383DRM2 2050-09-20 2.5 N/A 6609621.00 672147.16 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FD87 2054-10-01 3.5 N/A 72100.00 64753.64 Agency Mortgage-Backed Securities GNMA_24-22L N/A 38384JK45 2043-02-16 0.25 N/A 9801437.00 6234627.11 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31411DTD1 2037-02-01 6 N/A 14420796.00 107259.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140YWZ30 2054-05-01 6.5 N/A 1707050.00 1760160.76 Agency Mortgage-Backed Securities GNMA_20-86H N/A 38382GBJ0 2050-06-20 1.15 N/A 27169811.00 659620.48 Agency Collateralized Mortgage Obligation GNMA_24-142C N/A 38384XAN3 2054-09-20 1.75972 N/A 80000000.00 6935037.65 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140H4YH1 2048-01-01 3.5 N/A 1559193.00 186746.13 Agency Mortgage-Backed Securities GNMA_24-134C N/A 38384VER4 2054-08-20 1.04972 N/A 224379061.00 11870187.43 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4989 N/A 3137FUMA9 2050-07-25 6 N/A 23045957.00 2014513.38 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140J53A5 2047-09-01 4.5 N/A 4670.00 630.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-8 N/A 38374TER1 2039-02-16 1.1996 N/A 128571429.00 304302.74 Agency Collateralized Mortgage Obligation GNMA_24-22C N/A 38384JJ96 2052-01-20 3.5 N/A 113658120.00 18987520.11 Agency Collateralized Mortgage Obligation GNMA_24-46B N/A 38384MAE7 2052-04-20 0 N/A 264071553.00 267276.85 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LW4F1 2053-01-01 5 N/A 14057.00 12764.04 Agency Mortgage-Backed Securities GNMA_12-84F N/A 38375GNU1 2042-07-16 1.1496 N/A 83772143.00 2770639.72 Agency Collateralized Mortgage Obligation GNMA_24-46E N/A 38384MAK3 2049-02-20 1.17637 N/A 32705658.00 2948477.88 Agency Collateralized Mortgage Obligation GNMA_24-142E N/A 38384XAS2 2054-09-20 0.52972 N/A 100000000.00 3250923.17 Agency Collateralized Mortgage Obligation FHLMC_5171B N/A 3137H4J27 2051-12-25 3 N/A 28028479.00 3880656.02 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-116 N/A 38377LBA5 2040-09-20 1.73637 N/A 43058548.00 752980.31 Agency Collateralized Mortgage Obligation FHLMC_5395A N/A 3137HCDA7 2054-03-25 6 N/A 10410354.00 2125045.66 Agency Collateralized Mortgage Obligation GNMA_24-134J N/A 38384VBM8 2053-12-20 0.25 N/A 80188113.00 231768.87 Agency Collateralized Mortgage Obligation GNMA_24-142B N/A 38384XAJ2 2054-09-20 0.44972 N/A 235000000.00 5505062.04 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XFN23 2052-01-01 3 N/A 400000.00 273759.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WCZ97 2044-10-01 4 N/A 7000000.00 436148.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AFLT1 2054-06-01 5.5 N/A 4315270.00 4298715.13 Agency Mortgage-Backed Securities GNMA_23-168E N/A 38384D8J9 2051-10-20 3 N/A 125328801.00 18831701.31 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN CORPORATION FHLMC_5343B N/A 3137HAQC3 2053-10-25 1.64318 N/A 105000000.00 6292372.75 Agency Collateralized Mortgage Obligation GNMA_13-34 N/A 38378JP48 2039-12-16 0.35 N/A 18588118.00 3872.00 Agency Collateralized Mortgage Obligation GNMA_20-67A N/A 38382FRN6 2050-01-20 3.5 N/A 7915951.00 3010560.18 Agency Collateralized Mortgage Obligation GNMA_24-22A N/A 38384JE59 2051-05-20 3 N/A 67674541.00 10283338.02 Agency Collateralized Mortgage Obligation FHLMC_5319B N/A 3137HAB70 2053-07-25 1.09318 N/A 100000000.00 3899540.50 Agency Collateralized Mortgage Obligation GNMA_23-122C N/A 38384CR43 2053-08-20 0.05 N/A 40000000.00 22276.11 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AGUD4 2054-06-01 6.5 N/A 1234091.00 1298945.53 Agency Mortgage-Backed Securities GNMA_24-142B N/A 38384XAH6 2054-09-20 0.01 N/A 35000000.00 5241.84 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MM5R5 2052-09-01 4.5 N/A 180000.00 145256.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138EPVC5 2045-06-01 3.5 N/A 798000.00 103469.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-143 N/A 38381HQQ7 2064-10-16 0.289 N/A 60000000.00 2609653.25 Agency Collateralized Mortgage Obligation GNMA_24-89A N/A 38384N2G9 2054-05-20 2.30972 N/A 68104006.00 5577425.32 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WN5M7 2043-04-01 3 N/A 229940.00 57046.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XNY24 2054-02-01 6 N/A 2309264.00 2166999.83 Agency Mortgage-Backed Securities GNMA_23-168A N/A 38384D7W1 2053-11-20 0.01 N/A 50000000.00 5358.15 Agency Collateralized Mortgage Obligation GNMA_24-142R N/A 38384XCL5 2053-10-20 0.62972 N/A 93691359.00 2447717.69 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5337 N/A 3137HALW4 2053-09-25 0.05 N/A 36666667.00 34474.21 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XJTF0 2052-11-01 5 N/A 1200000.00 936105.53 Agency Mortgage-Backed Securities GNMA_24-134E N/A 38384VBE6 2054-08-20 1.05972 N/A 75000000.00 3707455.49 Agency Collateralized Mortgage Obligation FHLMC_5380 N/A 3137HBMB7 2054-02-25 0.6 N/A 22562578.00 223399.34 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AHF98 2054-08-01 5.5 N/A 1088020.00 1091164.54 Agency Mortgage-Backed Securities FHLMC_5412D N/A 3137HCPU0 2054-05-25 0.44318 N/A 75000000.00 2860376.23 Agency Collateralized Mortgage Obligation GNMA_24-168B N/A 38384YST9 2054-10-20 0.48659 N/A 225000000.00 10144278.00 Agency Collateralized Mortgage Obligation GNMA_24-134G N/A 38384VBH9 2053-08-20 1.60972 N/A 115248996.00 4338552.44 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138M1WY0 2042-06-01 3.5 N/A 12579836.00 1183988.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31384WZF0 2030-04-01 8 N/A 430640.00 356.99 Agency Mortgage-Backed Securities FHLMC_5192C N/A 3137H5ED5 2051-11-25 3 N/A 38179206.00 2844289.03 Agency Collateralized Mortgage Obligation GNMA_24-46A N/A 38384MAB3 2052-06-20 0 N/A 26949694.00 65282.07 Agency Collateralized Mortgage Obligation GNMA_23-59C N/A 38383XUK8 2051-12-20 0 N/A 33039521.00 635240.60 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A9J35 2054-03-01 7 N/A 2592769.00 1500394.18 Agency Mortgage-Backed Securities GNMA_24-134A N/A 38384VAD9 2054-02-20 0.05 N/A 43135364.00 29579.81 Agency Collateralized Mortgage Obligation GNMA_23-168D N/A 38384D8H3 2051-03-20 2.5 N/A 52213847.00 5607745.72 Agency Collateralized Mortgage Obligation GNMA_21-225C N/A 38383FTX1 2050-03-20 0 N/A 133302452.00 238426.60 Agency Collateralized Mortgage Obligation GNMA_22-161D N/A 38383YTD4 2052-09-20 1.10972 N/A 17384087.00 1214385.45 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EW30 2053-10-01 5.5 N/A 569666.00 524274.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4950 N/A 3137FRD81 2048-03-25 0.1 N/A 18495700.00 15914.95 Agency Collateralized Mortgage Obligation FHLMC_5384B N/A 3137HBL93 2053-11-25 6.5 N/A 21987884.00 3634671.35 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ACQC0 2054-06-01 6.5 N/A 2825130.00 2912281.16 Agency Mortgage-Backed Securities FHLMC_5132B N/A 3137H1SY3 2051-01-25 2.5 N/A 26000000.00 2513797.71 Agency Collateralized Mortgage Obligation GNMA_24-22B N/A 38384JJ88 2051-12-20 3 N/A 136052542.00 13143099.81 Agency Collateralized Mortgage Obligation GNMA_24-134H N/A 38384VBJ5 2053-12-20 0.55972 N/A 130696824.00 3334903.05 Agency Collateralized Mortgage Obligation FHLMC_5138E N/A 3137H2LN2 2047-09-25 0.05 N/A 13991131.00 16960.78 Agency Collateralized Mortgage Obligation GNMA_11-69 N/A 38377VE77 2041-05-20 0.50637 N/A 2855000.00 8721.15 Agency Collateralized Mortgage Obligation FHLMC_5380 N/A 3137HBM50 2054-02-25 1.54318 N/A 72562578.00 3097206.68 Agency Collateralized Mortgage Obligation FHLMC_4899C N/A 3137FMS86 2044-09-25 1.1287 N/A 42418596.00 1254656.11 Agency Collateralized Mortgage Obligation FHLMC_5297B N/A 3137H9RS0 2053-03-25 6 N/A 9044966.00 1355505.16 Agency Collateralized Mortgage Obligation GNMA_22-140B N/A 38383M4R6 2050-06-20 4 N/A 46845778.00 7339897.56 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XGDV8 2052-02-01 2 N/A 100000.00 67784.46 Agency Mortgage-Backed Securities GNMA_24-46E N/A 38384MAL1 2048-12-20 0.1 N/A 17641475.00 76772.12 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140J6GR2 2048-09-01 4 N/A 825000.00 77995.03 Agency Mortgage-Backed Securities GNMA_24-142E N/A 38384XAW3 2054-09-20 1.08972 N/A 100000000.00 4985886.27 Agency Collateralized Mortgage Obligation GNMA_15-20 N/A 38379JHZ7 2045-02-20 0.72637 N/A 57578855.00 546640.46 Agency Collateralized Mortgage Obligation GNMA_24-46C N/A 38384MAF4 2052-01-20 0 N/A 98438929.00 44036.12 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140GTU81 2047-08-01 4 N/A 15713484.00 5033239.24 Agency Mortgage-Backed Securities GNMA_24-46D N/A 38384MBW6 2050-02-20 4 N/A 41856841.00 8054867.36 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AHUB6 2054-07-01 6.5 N/A 1016469.00 1059300.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QEYP1 2050-09-01 2 N/A 2500000.00 1370560.93 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3132WGQ34 2046-09-01 3 N/A 4000586.00 1379700.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EEA4 2037-06-01 2.5 N/A 506148.00 358030.98 Agency Mortgage-Backed Securities FHLMC_5444C N/A 3137HFDE2 2054-08-25 1.02318 N/A 110180020.00 5185007.11 Agency Collateralized Mortgage Obligation GNMA_22-119A N/A 38383UAT7 2052-07-20 0 N/A 58146967.00 981521.79 Agency Collateralized Mortgage Obligation FHLMC_5358A N/A 3137HAV29 2053-11-25 1.54318 N/A 26923076.00 1687885.25 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FDQ7 2039-09-01 6.5 N/A 213000.00 219231.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WPHS6 2043-04-01 3 N/A 226000.00 38713.98 Agency Mortgage-Backed Securities FHLMC_4906C N/A 3137FNWJ5 2049-08-25 1.0787 N/A 56018425.00 2181987.80 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XCTE8 2051-09-01 3 N/A 1500000.00 935687.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138A4X75 2041-01-01 4.5 N/A 37000.00 1796.92 Agency Mortgage-Backed Securities GNMA_23-140C N/A 38384ETQ8 2048-06-20 0.6892 N/A 9914899.00 680620.87 Agency Collateralized Mortgage Obligation GNMA_20-101B N/A 38382F5Q3 2050-07-20 1.32637 N/A 75209809.00 4643013.30 Agency Collateralized Mortgage Obligation GNMA_19-159 N/A 38382BGM9 2049-12-20 3.5 N/A 66989714.00 4416007.86 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ASLP1 2054-10-01 5 N/A 1312256.00 1287558.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5007 N/A 3137FVL83 2050-08-25 5 N/A 80082979.00 5158925.72 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A8FF4 2054-02-01 7.5 N/A 1117692.00 1097884.39 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3132LKA83 2030-06-01 3 N/A 25000.00 2844.58 Agency Mortgage-Backed Securities GNMA_24-30H N/A 38384JLU6 2054-02-20 0.95972 N/A 31000000.00 1561286.31 Agency Collateralized Mortgage Obligation GNMA_23-84J N/A 38384AJ46 2053-06-20 1.15972 N/A 74658333.00 2905607.42 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NHYF9 2053-06-01 4.5 N/A 1910346.00 1769868.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AGXY5 2054-06-01 5.5 N/A 3778874.00 3547691.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XAAE2 2036-03-01 4 N/A 6000.00 1695.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140KHT76 2050-08-01 3 N/A 10942435.00 2693801.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QLMX1 2051-08-01 2 N/A 100000.00 65522.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X62N0 2050-06-01 2.5 N/A 380000.00 170915.47 Agency Mortgage-Backed Securities GNMA_14-37 N/A 38379BAB4 2044-03-20 0.73637 N/A 90727657.00 434024.13 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418MBU5 2039-01-01 5.5 N/A 50000098.00 497360.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EJW1 2037-10-01 4 N/A 875000.00 613496.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5352 N/A 3137HAX35 2053-11-25 1.20318 N/A 100000000.00 3561718.85 Agency Collateralized Mortgage Obligation GNMA_21-41N N/A 38382PCR1 2050-10-20 0 N/A 82952823.00 36813.95 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418BE85 2044-07-01 4 N/A 185368.00 15789.67 Agency Mortgage-Backed Securities GNMA_15-142C N/A 38379QWE1 2045-10-20 0.80637 N/A 50155160.00 1138698.55 Agency Collateralized Mortgage Obligation GNMA_21-116H N/A 38382WUT2 2051-07-20 3.5 N/A 29374570.00 3803678.50 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XK6P0 2037-05-01 2.5 N/A 4873575.00 3675707.65 Agency Mortgage-Backed Securities GNMA_24-134B N/A 38384VAJ6 2054-08-20 0.99972 N/A 100000000.00 4789598.03 Agency Collateralized Mortgage Obligation GNMA_21-197C N/A 38383DPY8 2051-11-20 3 N/A 100000000.00 6927751.71 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QERX2 2050-08-01 2.5 N/A 287000.00 125549.46 Agency Mortgage-Backed Securities GNMA_24-22H N/A 38384JG24 2054-02-20 0.02 N/A 50000000.00 12119.98 Agency Collateralized Mortgage Obligation GNMA_13-34 N/A 38378JK27 2038-04-20 0.35 N/A 22733674.00 3232.32 Agency Collateralized Mortgage Obligation GNMA_24-134P N/A 38384VCH8 2054-07-20 0.15 N/A 33174082.00 106598.66 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QVHD9 2054-09-01 6.5 N/A 4952737.00 5267203.56 Agency Mortgage-Backed Securities GNMA_24-22D N/A 38384JF33 2051-08-20 0.25 N/A 31792013.00 348161.87 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EPB0 2053-02-01 4.5 N/A 7000.00 6083.70 Agency Mortgage-Backed Securities GNMA_23-140B N/A 38384ETP0 2053-09-20 0.03 N/A 27598380.00 9400.13 Agency Collateralized Mortgage Obligation GNMA_20-102D N/A 38382HGF1 2050-07-20 1.32637 N/A 3328000.00 162801.68 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LRYU6 2051-09-01 3.5 N/A 1039321.00 555246.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DRV6 2035-08-01 2.5 N/A 3000.00 1111.09 Agency Mortgage-Backed Securities GNMA_20-116G N/A 38382HZW3 2050-08-20 3 N/A 74181817.00 6878511.00 Agency Collateralized Mortgage Obligation GNMA_24-142D N/A 38384XAQ6 2053-10-20 0.52972 N/A 250000000.00 6156216.54 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31417GL20 2043-05-01 3 N/A 770713.00 160398.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ASUB2 2054-10-01 5 N/A 2529512.00 2483815.52 Agency Mortgage-Backed Securities FHLMC_5331B N/A 3137HAED4 2053-07-25 1.14318 N/A 100000000.00 5080192.24 Agency Collateralized Mortgage Obligation GNMA_24-22H N/A 38384JG32 2054-02-20 6.5 N/A 4615384.00 453092.40 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSUQ2 2053-08-01 3.5 N/A 1070038.00 852495.34 Agency Mortgage-Backed Securities FHLMC_5444B N/A 3137HFDD4 2054-08-25 0.99318 N/A 55344703.00 2922503.94 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NEL94 2053-04-01 5 N/A 6309.00 6076.80 Agency Mortgage-Backed Securities FHLMC_5394B N/A 3137HBQQ0 2054-03-25 2.14318 N/A 78809211.00 5314250.43 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X47M2 2026-09-01 5 N/A 236918.00 1.49 Agency Mortgage-Backed Securities GNMA_24-158 N/A 38381LVJ8 2065-12-16 1.08892 N/A 150455153.00 12083390.21 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AMPE5 2054-09-01 5.5 N/A 4073609.00 4061471.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DA28 2029-02-01 4 N/A 400000.00 49594.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NC6H7 2053-03-01 5 N/A 3272.00 3133.96 Agency Mortgage-Backed Securities GNMA_21-138F N/A 38382XZF5 2051-08-20 3 N/A 200000000.00 16273521.52 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XFTH4 2052-02-01 2.5 N/A 100000.00 69140.69 Agency Mortgage-Backed Securities GNMA_20-102A N/A 38382HAD2 2049-07-20 3.5 N/A 13482428.00 301296.11 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X3CN6 2050-03-01 3 N/A 4718088.00 1611742.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MGNT4 2052-03-01 2 N/A 293000.00 207559.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QFTQ2 2050-11-01 3 N/A 10910000.00 6762782.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418AZ68 2043-11-01 4.5 N/A 700000.00 103616.52 Agency Mortgage-Backed Securities GNMA_16-75H N/A 38379YET1 2040-09-20 6 N/A 25825640.00 426950.29 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138YDR84 2044-12-01 4 N/A 632819.00 201074.57 Agency Mortgage-Backed Securities GNMA_24-69B N/A 38384MHA8 2054-04-20 0.05 N/A 24744000.00 34984.18 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WHLP5 2046-07-01 3 N/A 30326760.00 7314725.76 Agency Mortgage-Backed Securities GNMA_24-22E N/A 38384JF58 2050-09-20 0.05 N/A 38974879.00 93222.47 Agency Collateralized Mortgage Obligation GNMA_21-154B N/A 38383AEG5 2051-09-20 2.5 N/A 33659165.00 2641835.40 Agency Collateralized Mortgage Obligation GNMA_24-46A N/A 38384MAA5 2052-07-20 0 N/A 80698946.00 449103.78 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ETW0 2038-05-01 3 N/A 559820.00 485301.63 Agency Mortgage-Backed Securities GNMA_21-177C N/A 38383CFT2 2051-10-20 3 N/A 119166666.00 10890113.97 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140YYCB3 2054-02-01 5 N/A 2106623.00 1660847.22 Agency Mortgage-Backed Securities GNMA_24-142B N/A 38384XAG8 2054-09-20 0.05 N/A 5000000.00 3748.84 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138XVCR9 2044-08-01 4 N/A 30120.00 1927.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XFHB0 2047-01-01 2 N/A 134000.00 93910.67 Agency Mortgage-Backed Securities GNMA_21-142G N/A 38382XPC3 2051-04-20 3.5 N/A 92999240.00 10819272.10 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DZZ8 2036-06-01 1.5 N/A 7419.00 4396.37 Agency Mortgage-Backed Securities GNMA_23-174A N/A 38381JH59 2062-07-16 0.28254 N/A 101556918.00 3633918.99 Agency Collateralized Mortgage Obligation GNMA_24-116A N/A 38384QFH6 2054-07-20 1.70972 N/A 90000000.00 6049822.05 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418D4X7 2051-10-01 2 N/A 2283000.00 1516196.11 Agency Mortgage-Backed Securities FHLMC_5155 N/A 3137H36X5 2051-10-25 3 N/A 35923500.00 3596723.50 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AQU83 2039-09-01 5 N/A 1665991.00 1666729.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138X3EQ1 2043-08-01 3.5 N/A 242000.00 36938.95 Agency Mortgage-Backed Securities GNMA_24-134J N/A 38384VBL0 2053-12-20 0.85972 N/A 107227777.00 2451748.43 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140APTR5 2054-09-01 7 N/A 1436961.00 1263143.80 Agency Mortgage-Backed Securities GNMA_14-41 N/A 38379AX96 2044-03-16 1.8496 N/A 30000000.00 292319.92 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AGQB3 2054-06-01 6.5 N/A 1639724.00 1439189.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QKLX4 2036-04-01 2.5 N/A 1659964.00 1077315.28 Agency Mortgage-Backed Securities FREDDIE MAC FHLMC_5113 N/A 3137H0J58 2051-06-25 3.5 N/A 52578858.00 5506297.02 Agency Collateralized Mortgage Obligation GNMA_20-167H N/A 38382LCV1 2050-11-20 2.5 N/A 88686154.00 7428003.73 Agency Collateralized Mortgage Obligation GNMA_21-142F N/A 38382XSD8 2051-08-20 3.5 N/A 53146829.00 4953217.31 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XRTP0 2054-10-01 6 N/A 32211360.00 32813003.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418CKN3 2047-05-01 4 N/A 15000000.00 1107427.88 Agency Mortgage-Backed Securities GNMA_23-140E N/A 38384ETT2 2051-05-20 2.5 N/A 12773427.00 1641582.34 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140L8DJ6 2051-05-01 2.5 N/A 100000.00 57022.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418CRD8 2047-11-01 4 N/A 74000.00 9415.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-106 N/A 38376JAK0 2039-11-20 1.47637 N/A 142784000.00 461826.49 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31412UQ94 2039-06-01 6 N/A 38962.00 849.79 Agency Mortgage-Backed Securities GNMA_21-194K N/A 38383DHT8 2051-11-20 2.5 N/A 25500000.00 2390437.04 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XJPE7 2052-09-01 5 N/A 100000.00 84419.59 Agency Mortgage-Backed Securities GNMA_14-94 N/A 38379CYN0 2043-12-20 4.5 N/A 1477415.00 2829.06 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138ER6B1 2047-02-01 3 N/A 353000.00 80862.52 Agency Mortgage-Backed Securities GNMA_21-15K N/A 38382M2J7 2051-01-20 2.5 N/A 78000000.00 7913867.77 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138LXT41 2042-08-01 3 N/A 166094.00 50151.98 Agency Mortgage-Backed Securities GNMA_16-33G N/A 38379VN83 2046-03-20 1.22637 N/A 86172451.00 2538737.79 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138ERNP1 2046-10-01 3 N/A 1000.00 262.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A7JJ4 2054-03-01 6.5 N/A 1133586.00 1109733.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138EQCP5 2028-07-01 3.5 N/A 3125.00 79.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418AVC9 2043-07-01 4 N/A 200000.00 32186.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XRTS4 2054-10-01 6.5 N/A 41048409.00 43271659.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WJXN3 2047-02-01 3 N/A 331000.00 72643.93 Agency Mortgage-Backed Securities FHLMC_5436 N/A 3137HDKD1 2054-07-25 2.19318 N/A 137500000.00 11765773.23 Agency Collateralized Mortgage Obligation GNMA_24-59A N/A 38384MC70 2054-04-20 0.50972 N/A 100500000.00 2582396.63 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5097 N/A 3137FYPF7 2051-04-25 0.5 N/A 20408166.00 320300.66 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EY95 2043-11-01 6.5 N/A 1960751.00 1491973.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QTBJ7 2053-10-01 6 N/A 5126000.00 4922791.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140YXC66 2054-02-01 5 N/A 1067120.00 1038454.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XRQJ7 2054-11-01 5.5 N/A 14900000.00 14858717.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AHVP4 2054-08-01 5.5 N/A 5400266.00 5364989.79 Agency Mortgage-Backed Securities FHLMC_5098D N/A 3137FYGE0 2051-04-25 0 N/A 52000000.00 49287.40 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DF64 2039-09-01 2.5 N/A 24374.00 3406.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XRT62 2054-09-01 7 N/A 11827694.00 12443152.00 Agency Mortgage-Backed Securities GNMA_22-25K N/A 38383G2T7 2052-02-20 0.10972 N/A 14504323.00 901572.75 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418CEQ3 2046-12-01 3 N/A 13350000.00 1453547.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ET59 2053-07-01 5 N/A 46000.00 41456.50 Agency Mortgage-Backed Securities GNMA_24-46A N/A 38384MAC1 2052-04-20 0 N/A 17441727.00 95999.80 Agency Collateralized 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Agency Mortgage-Backed Securities FNMS 04.000 CLMA3687 N/A 31418DCZ3 2049-06-01 4 N/A 9000.00 903.21 Agency Mortgage-Backed Securities FEPC 02.500 CLSD5422 N/A 3132DTAX8 2052-05-01 2.5 N/A 6288795.00 5149372.33 Agency Mortgage-Backed Securities 04.000 FGPC A86314 G N/A 312933AP9 2039-05-01 4 N/A 9000.00 94.55 Agency Mortgage-Backed Securities FNMS 03.500 CLFS9436 N/A 3140XRPW9 2053-12-01 3.5 N/A 46609167.00 41940823.92 Agency Mortgage-Backed Securities FEPC 06.000 CLQJ7556 N/A 3133CYMD7 2054-10-01 6 N/A 1681136.00 1718359.71 Agency Mortgage-Backed Securities FEPC 02.500 CTRB5154 N/A 3133KYWP0 2042-04-01 2.5 N/A 3090000.00 2225038.26 Agency Mortgage-Backed Securities FEPC 07.000 CLSD6409 N/A 3132DUDN4 2054-08-01 7 N/A 1246.00 1272.77 Agency Mortgage-Backed Securities FNMS 03.000 CLCB2093 N/A 3140QMKF0 2051-11-01 3 N/A 860000.00 598045.36 Agency Mortgage-Backed Securities 07.000 FGPC G01449 G N/A 31283HTE5 2032-08-01 7 N/A 51000.00 54.94 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3760 N/A 3140QPFA0 2052-05-01 3.5 N/A 375410.00 289976.63 Agency Mortgage-Backed Securities FNMS 06.000 CL357792 N/A 31376KNH5 2035-06-01 6 N/A 5000.00 16.57 Agency Mortgage-Backed Securities FNMS 04.000 CLFM9681 N/A 3140XDXK7 2051-08-01 4 N/A 4000.00 1988.79 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3467 N/A 31418CZ98 2048-09-01 4 N/A 3000.00 233.41 Agency Mortgage-Backed Securities FNMS 05.000 CLFS4521 N/A 3140XLAX6 2053-04-01 5 N/A 1130590.00 992098.07 Agency Mortgage-Backed Securities FNMS 02.000 CLCB2773 N/A 3140QNCK6 2052-02-01 2 N/A 3240060.00 2295574.94 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6540 N/A 3140QSHS3 2053-06-01 6 N/A 259356.00 236175.76 Agency Mortgage-Backed Securities FNMS 06.500 CIBY8015 N/A 3140NQ3Z9 2039-05-01 6.5 N/A 2121902.00 2114123.73 Agency Mortgage-Backed Securities FNMS 04.500 CL725785 N/A 31402DJ68 2034-06-01 4.5 N/A 24000.00 344.59 Agency Mortgage-Backed Securities FNMS 05.000 CLBW6796 N/A 3140MYRS3 2052-08-01 5 N/A 2252000.00 1953031.08 Agency Mortgage-Backed Securities 05.000 FGPC G13888 G N/A 3128MCRH0 2025-06-01 5 N/A 178000.00 0.02 Agency Mortgage-Backed Securities 07.000 FGPC G01309 G N/A 31283HN27 2031-08-01 7 N/A 5000.00 2.45 Agency Mortgage-Backed Securities FEPC 05.000 CLSD1822 N/A 3132DPAX6 2052-11-01 5 N/A 84000.00 68929.03 Agency Mortgage-Backed Securities FEPC 03.500 CLSD6653 N/A 3132DUMA2 2053-08-01 3.5 N/A 24070887.00 21659963.01 Agency Mortgage-Backed Securities FEPC 05.000 CNRD5199 N/A 3133LPX44 2034-07-01 5 N/A 4004.00 3507.88 Agency Mortgage-Backed Securities FEPC 02.000 CISB8507 N/A 3132D6NY2 2036-02-01 2 N/A 73348.00 38166.73 Agency Mortgage-Backed Securities FNMS 03.000 CLBV4653 N/A 3140MJE35 2052-04-01 3 N/A 1696.00 1253.96 Agency Mortgage-Backed Securities FEPC 05.000 CLQG2834 N/A 3133C3EF9 2053-04-01 5 N/A 3199010.00 2469830.08 Agency Mortgage-Backed Securities FNMS 04.000 CLCA2472 N/A 3140Q9XA6 2048-10-01 4 N/A 1900000.00 472471.01 Agency Mortgage-Backed Securities FEPC 04.500 CTZA1931 N/A 31329KEC4 2026-01-01 4.5 N/A 6883.00 5.61 Agency Mortgage-Backed Securities FEPC 02.500 CLSD7534 N/A 3132DVLP8 2051-02-01 2.5 N/A 1535107.00 869426.85 Agency Mortgage-Backed Securities FNMS 07.500 CLFS6963 N/A 3140XNWZ3 2054-01-01 7.5 N/A 2948267.00 2841123.00 Agency Mortgage-Backed Securities FEPC 03.500 CLZM5226 N/A 3131XYYX1 2047-12-01 3.5 N/A 151890.00 29566.17 Agency Mortgage-Backed Securities FEPC 05.000 CLQJ7777 N/A 3133CYUA4 2054-10-01 5 N/A 1704156.00 1673480.62 Agency Mortgage-Backed Securities FEPC 03.500 CLSD7504 N/A 3132DVKR5 2049-08-01 3.5 N/A 1335000.00 266791.09 Agency Mortgage-Backed Securities FNMS 05.000 CLDB2598 N/A 3140AB3G8 2054-04-01 5 N/A 2049812.00 1930701.67 Agency Mortgage-Backed Securities FEPC 05.500 CLRA9058 N/A 3133KRB37 2053-05-01 5.5 N/A 10673124.00 9689760.39 Agency Mortgage-Backed Securities FEPC 06.500 CLQJ0754 N/A 3133CQZT5 2054-08-01 6.5 N/A 1174963.00 1219512.06 Agency Mortgage-Backed Securities FEPC 06.000 CLQJ7184 N/A 3133CX6V7 2054-10-01 6 N/A 160312.00 162865.61 Agency Mortgage-Backed Securities FNMS 02.000 CTMA4176 N/A 31418DUA8 2040-11-01 2 N/A 300000.00 158703.90 Agency Mortgage-Backed Securities FNMS 04.500 CLAS9459 N/A 3138WKQM0 2047-04-01 4.5 N/A 1000.00 118.85 Agency Mortgage-Backed Securities FNMS 03.000 CLBW6250 N/A 3140MX5L4 2052-07-01 3 N/A 908873.00 674874.02 Agency Mortgage-Backed Securities FNMS 03.000 CLCB0738 N/A 3140QKZC5 2051-06-01 3 N/A 750000.00 504776.40 Agency Mortgage-Backed Securities FEPC 02.500 CIQN4020 N/A 3133GAPD2 2035-11-01 2.5 N/A 225000.00 99615.75 Agency Mortgage-Backed Securities 03.500 FGPC J25562 G N/A 31307EFB5 2028-09-01 3.5 N/A 63361.00 2941.43 Agency Mortgage-Backed Securities FNMS 05.500 CTMA0375 N/A 31417YMZ7 2030-02-01 5.5 N/A 100000.00 3340.67 Agency Mortgage-Backed Securities FNMS 03.500 CLAY1306 N/A 3138YENY9 2045-03-01 3.5 N/A 5138.00 660.05 Agency Mortgage-Backed Securities 07.000 FGPC C01306 G N/A 31292HNX8 2032-01-01 7 N/A 9000.00 13.30 Agency Mortgage-Backed Securities FEPC 04.000 CLSD7560 N/A 3132DVMH5 2053-02-01 4 N/A 300000.00 243725.71 Agency Mortgage-Backed Securities FNMS 06.500 CTAL8822 N/A 3138ETYU4 2028-11-01 6.5 N/A 64077.00 0.96 Agency Mortgage-Backed Securities FNMS 02.000 CLCB2282 N/A 3140QMRC0 2051-12-01 2 N/A 1400000.00 924336.51 Agency Mortgage-Backed Securities FNMS 01.500 CIBQ6485 N/A 3140KSF36 2036-09-01 1.5 N/A 1300783.00 784468.24 Agency Mortgage-Backed Securities FEPC 03.500 CLZT0240 N/A 3132ACHR4 2048-01-01 3.5 N/A 5698930.00 1071909.26 Agency Mortgage-Backed Securities 03.500 FGPC G08770 G N/A 3128MJ2C3 2047-07-01 3.5 N/A 36083.00 4069.02 Agency Mortgage-Backed Securities FNMS 01.500 CLFS6868 N/A 3140XNT20 2052-04-01 1.5 N/A 356590.00 258192.77 Agency Mortgage-Backed Securities FNMS 04.000 CLBM3211 N/A 3140J7R98 2047-12-01 4 N/A 630958.00 162788.15 Agency Mortgage-Backed Securities FNMS 03.000 CLBD8104 N/A 3140FGAE9 2046-10-01 3 N/A 300000.00 92210.39 Agency Mortgage-Backed Securities FNMS 04.000 CLAB4052 N/A 31417AQE2 2041-12-01 4 N/A 9999.00 1087.67 Agency Mortgage-Backed Securities FNMS 05.000 CLBW9916 N/A 3140N3AS8 2052-10-01 5 N/A 4047325.00 3362773.35 Agency Mortgage-Backed Securities FEPC 02.500 CLSD1098 N/A 3132DNGF4 2052-01-01 2.5 N/A 7000.00 4938.66 Agency Mortgage-Backed Securities 05.000 FGPC A20733 G N/A 31296WY68 2034-04-01 5 N/A 3900.00 81.50 Agency Mortgage-Backed Securities FNMS 01.500 CIBQ6983 N/A 3140KSXM4 2037-01-01 1.5 N/A 2422877.00 1628934.54 Agency Mortgage-Backed Securities FNMS 05.500 CTAE0096 N/A 31419ADA2 2025-07-01 5.5 N/A 1300000.00 141.00 Agency Mortgage-Backed Securities FNMS 02.000 CTMA4501 N/A 31418EAB6 2041-12-01 2 N/A 1000000.00 669620.31 Agency Mortgage-Backed Securities FNMS 04.000 REAA6417 N/A 31416QDX0 2040-01-01 4 N/A 85000.00 3094.30 Agency Mortgage-Backed Securities FNMS 04.500 CLAC0380 N/A 31417JM64 2039-07-01 4.5 N/A 726746.00 14366.40 Agency Mortgage-Backed Securities FNMS 03.500 CLFM7599 N/A 3140XBNR7 2051-01-01 3.5 N/A 273267.00 99289.40 Agency Mortgage-Backed Securities FEPC 02.000 CTSC0313 N/A 3132D9K29 2042-01-01 2 N/A 1699000.00 1233496.13 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4327 N/A 31418DYZ9 2051-05-01 3 N/A 2000.00 999.72 Agency Mortgage-Backed Securities FNMS 02.000 CLCB2148 N/A 3140QML69 2051-11-01 2 N/A 1690000.00 1133766.54 Agency Mortgage-Backed Securities FEPC 02.000 CTRB5138 N/A 3133KYV71 2041-12-01 2 N/A 1100000.00 734115.62 Agency Mortgage-Backed Securities FNMS 01.500 CLBU2438 N/A 3140M3V80 2051-10-01 1.5 N/A 2645083.00 1765653.39 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8502 N/A 3133BJNT5 2052-08-01 5 N/A 800000.00 581363.67 Agency Mortgage-Backed Securities FNMS 06.000 CLFS6848 N/A 3140XNTE4 2053-10-01 6 N/A 800000.00 694670.94 Agency Mortgage-Backed Securities FNMS 08.500 CL308499 N/A 31374AUY4 2025-05-01 8.5 N/A 42000.00 1.52 Agency Mortgage-Backed Securities FNMS 05.000 CLFS9102 N/A 3140XRDG7 2054-02-01 5 N/A 6012174.00 5869581.63 Agency Mortgage-Backed Securities 03.000 FGPC G08887 G N/A 3128MJ6Z8 2049-06-01 3 N/A 1670.00 187.56 Agency Mortgage-Backed Securities FNMS 04.000 CLAE1527 N/A 31419BVV4 2040-10-01 4 N/A 18000000.00 581328.06 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ1976 N/A 3142GSFS2 2054-07-01 6.5 N/A 27869895.00 28769257.27 Agency Mortgage-Backed Securities FNMS 05.000 CLDA9712 N/A 3140YXYJ4 2054-03-01 5 N/A 3712266.00 3641739.01 Agency Mortgage-Backed Securities FNMS 03.000 CLAL9244 N/A 3138ERHW3 2043-08-01 3 N/A 6000.00 1208.81 Agency Mortgage-Backed Securities FNMS 07.000 CLDA3500 N/A 3140A33J0 2053-10-01 7 N/A 25000.00 20666.41 Agency Mortgage-Backed Securities FNMS 04.500 CIBV7976 N/A 3140MM2J6 2037-08-01 4.5 N/A 941000.00 698122.94 Agency Mortgage-Backed Securities FNMS 03.000 CLFS7065 N/A 3140XNZ72 2053-03-01 3 N/A 2000.00 1650.96 Agency Mortgage-Backed Securities FNMS 04.500 CLDB2624 N/A 3140AB4J1 2054-04-01 4.5 N/A 1005043.00 950685.88 Agency Mortgage-Backed Securities FNMS 04.000 CLFS6954 N/A 3140XNWQ3 2052-07-01 4 N/A 1601439.00 1414879.42 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4097 N/A 31418DRT1 2050-08-01 3 N/A 6704000.00 2117012.34 Agency Mortgage-Backed Securities FNMS 06.000 CNMA5380 N/A 31418E6S4 2034-04-01 6 N/A 3261.00 2293.86 Agency Mortgage-Backed Securities 04.500 FGPC G08713 G N/A 3128MJYK0 2046-06-01 4.5 N/A 1000.00 79.84 Agency Mortgage-Backed Securities FNMS 07.000 CLDA6048 N/A 3140A6WJ1 2054-05-01 7 N/A 1028194.00 718296.23 Agency Mortgage-Backed Securities FEPC 03.500 CLZS9775 N/A 3132AA2G8 2046-07-01 3.5 N/A 4020.00 1011.65 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5165 N/A 31418EW30 2053-10-01 5.5 N/A 70561.00 64938.63 Agency Mortgage-Backed Securities FEPC 06.500 CLQJ0872 N/A 3133CQ6H3 2054-08-01 6.5 N/A 2128110.00 2182690.36 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4237 N/A 31418DV74 2051-01-01 2 N/A 1788000.00 1034378.56 Agency Mortgage-Backed Securities FNMS 06.500 CL665301 N/A 31391FDE5 2032-09-01 6.5 N/A 19554.00 82.71 Agency Mortgage-Backed Securities FNMS 05.000 CL964210 N/A 31414EVB7 2038-07-01 5 N/A 173000.00 4657.37 Agency Mortgage-Backed Securities 05.000 FGPC A12093 G N/A 31296LKE0 2033-08-01 5 N/A 6000.00 29.62 Agency Mortgage-Backed Securities FEPC 03.000 CLQE2623 N/A 3133BB4G1 2052-05-01 3 N/A 1094519.00 828136.71 Agency Mortgage-Backed Securities FNMS 01.500 CLFM5300 N/A 3140X83J4 2050-12-01 1.5 N/A 266743.00 160184.59 Agency Mortgage-Backed Securities FNMS 05.500 CLBX5767 N/A 3140NAMR1 2053-01-01 5.5 N/A 1265655.00 920452.91 Agency Mortgage-Backed Securities FNMS 04.000 CLAJ3591 N/A 3138AU7D3 2041-10-01 4 N/A 1000.00 40.14 Agency Mortgage-Backed Securities FNMS 05.000 CI890229 N/A 31410LA69 2025-07-01 5 N/A 334164.00 752.42 Agency Mortgage-Backed Securities FNMS 04.500 CLAL5369 N/A 3138EM6F3 2044-05-01 4.5 N/A 1999.00 81.23 Agency Mortgage-Backed Securities FEPC 02.500 CLRA4142 N/A 3133KKS75 2050-12-01 2.5 N/A 1300000.00 724423.71 Agency Mortgage-Backed Securities FNMS 05.000 CLDC4505 N/A 3140ASAF5 2054-10-01 5 N/A 1500.00 1469.13 Agency Mortgage-Backed Securities 03.500 FGPC C09004 G N/A 31292SAD2 2042-07-01 3.5 N/A 1000.00 90.88 Agency Mortgage-Backed Securities FNMS 07.500 CL457257 N/A 31381C5S2 2028-11-01 7.5 N/A 3000.00 0.93 Agency Mortgage-Backed Securities FNMS 06.500 CL481525 N/A 31382F4J5 2029-01-01 6.5 N/A 3192.00 1.19 Agency Mortgage-Backed Securities FNMS 02.500 CLFM9412 N/A 3140XDN69 2051-11-01 2.5 N/A 2445000.00 1484240.27 Agency Mortgage-Backed Securities FNMS 06.000 CL481473 N/A 31382F2E8 2029-02-01 6 N/A 11000.00 1.85 Agency Mortgage-Backed Securities FNMS 03.500 CIMA3898 N/A 31418DKL5 2035-01-01 3.5 N/A 6000.00 1005.49 Agency Mortgage-Backed Securities FNMS 03.000 CICA5801 N/A 3140QDNT7 2033-09-01 3 N/A 8474593.00 1767796.86 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8285 N/A 3132DWF24 2053-01-01 3.5 N/A 3286159.00 2699516.52 Agency Mortgage-Backed Securities FNMS 03.000 CIAL9936 N/A 3138ESBE7 2031-06-01 3 N/A 5290000.00 890194.68 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1300 N/A 3140QLNS1 2051-08-01 2.5 N/A 39212100.00 25301784.42 Agency Mortgage-Backed Securities FNMS 07.500 CLMA5299 N/A 31418E3H1 2054-03-01 7.5 N/A 35661508.00 29144669.93 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3126 N/A 3140QNPL0 2052-03-01 3.5 N/A 2170441.00 1560742.89 Agency Mortgage-Backed Securities FEPC 06.000 CLQF4924 N/A 3133BSPH9 2052-12-01 6 N/A 1200000.00 862269.51 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3442 N/A 31418CZG2 2048-08-01 3.5 N/A 3000.00 306.68 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ1776 N/A 3142GR6N5 2054-06-01 6 N/A 61689912.00 62059783.28 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7794 N/A 3140QTUU1 2054-01-01 6 N/A 22710619.00 20659778.98 Agency Mortgage-Backed Securities 06.000 FGPC C01646 G N/A 31292HZK3 2033-09-01 6 N/A 2000.00 15.68 Agency Mortgage-Backed Securities FEPC 05.000 CLRA8208 N/A 3133KQDM5 2053-01-01 5 N/A 1925000.00 1750875.51 Agency Mortgage-Backed Securities FNMS 02.500 CLFS2387 N/A 3140XHUM7 2052-02-01 2.5 N/A 1720000.00 1217900.45 Agency Mortgage-Backed Securities FEPC 05.000 CLQJ6624 N/A 3133CXLD0 2054-10-01 5 N/A 2223250.00 2180402.79 Agency Mortgage-Backed Securities 07.000 FGPC C59349 G N/A 31298WL60 2031-10-01 7 N/A 5000.00 4.75 Agency Mortgage-Backed Securities FNMS 04.500 RE765347 N/A 31404DHY7 2034-06-01 4.5 N/A 204500.00 532.71 Agency Mortgage-Backed Securities FNMS 01.500 CIFS2037 N/A 3140XHHP5 2037-05-01 1.5 N/A 745950.00 513303.37 Agency Mortgage-Backed Securities FNMS 05.500 CIDB6260 N/A 3140AF5W2 2039-07-01 5.5 N/A 165756.00 166294.29 Agency Mortgage-Backed Securities FNMS 04.500 CLBP3230 N/A 3140KASU1 2050-04-01 4.5 N/A 229000.00 28855.49 Agency Mortgage-Backed Securities FNMS 03.000 CLBP5393 N/A 3140KC7F3 2050-06-01 3 N/A 200000.00 121314.14 Agency Mortgage-Backed Securities FNMS 03.000 CIAO7628 N/A 3138LYPN1 2027-06-01 3 N/A 9000.00 364.78 Agency Mortgage-Backed Securities FNMS 06.000 CLFS6456 N/A 3140XNE67 2053-11-01 6 N/A 13773098.00 13171468.66 Agency Mortgage-Backed Securities FEPC 04.500 CLQJ1154 N/A 3133CRH71 2054-08-01 4.5 N/A 1074369.00 1026004.57 Agency Mortgage-Backed Securities FNMS 04.000 CLCB3909 N/A 3140QPKX4 2052-06-01 4 N/A 3078.00 2510.86 Agency Mortgage-Backed Securities FNMS 04.500 CIBT6627 N/A 3140LVLH0 2038-04-01 4.5 N/A 1060374.00 859459.47 Agency Mortgage-Backed Securities FNMS 05.000 CLDC2234 N/A 3140APPU2 2054-09-01 5 N/A 1042950.00 1022068.79 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3835 N/A 31418DHM7 2049-11-01 3.5 N/A 6000.00 813.57 Agency Mortgage-Backed Securities FNMS 07.000 CLDA5423 N/A 3140A6AZ9 2054-01-01 7 N/A 1027768.00 655377.88 Agency Mortgage-Backed Securities FEPC 06.000 CLQI1028 N/A 3133W7D93 2054-03-01 6 N/A 1502226.00 1091686.43 Agency Mortgage-Backed Securities FNMS 06.000 CLFS8600 N/A 3140XQRW9 2054-07-01 6 N/A 8519869.00 8600946.83 Agency Mortgage-Backed Securities FNMS 02.000 CIFS2990 N/A 3140XJKC6 2036-11-01 2 N/A 450215.00 321643.12 Agency Mortgage-Backed Securities FNMS 03.500 CLFM6039 N/A 3140X9V93 2050-06-01 3.5 N/A 2000.00 701.92 Agency Mortgage-Backed Securities FNMS 02.000 CLBQ6913 N/A 3140KSVF1 2051-12-01 2 N/A 1625000.00 1109185.78 Agency Mortgage-Backed Securities FEPC 06.000 CLQI8819 N/A 3133WFYQ4 2054-07-01 6 N/A 38411498.00 36496489.08 Agency Mortgage-Backed Securities FEPC 02.500 CLRA5478 N/A 3133KMCP8 2051-07-01 2.5 N/A 864794.00 560684.22 Agency Mortgage-Backed Securities FNMS 02.500 CLMA3765 N/A 31418DFF4 2049-09-01 2.5 N/A 7000000.00 1247914.20 Agency Mortgage-Backed Securities FNMS 06.000 CL930071 N/A 31412NJQ0 2038-10-01 6 N/A 10000.00 35.77 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2287 N/A 3140QMRH9 2051-12-01 2.5 N/A 800000.00 537960.35 Agency Mortgage-Backed Securities FNMS 04.000 CLBN6594 N/A 3140JPKG9 2049-05-01 4 N/A 13630.00 1978.46 Agency Mortgage-Backed Securities FNMS 04.000 CLBW3958 N/A 3140MVMG0 2052-05-01 4 N/A 33547.00 15627.01 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2863 N/A 3140QNFD9 2052-02-01 2.5 N/A 212000.00 142550.19 Agency Mortgage-Backed Securities FNMS 05.000 CLDB8670 N/A 3140AJT40 2054-07-01 5 N/A 1854742.00 1812751.42 Agency Mortgage-Backed Securities FEPC 06.500 CLQJ2829 N/A 3133CTEA3 2054-09-01 6.5 N/A 1276563.00 1343929.00 Agency Mortgage-Backed Securities FEPC 06.000 4MZT0637 N/A 3132ACV64 2037-10-01 6 N/A 1000.00 5.81 Agency Mortgage-Backed Securities 03.000 FGPC T61687 G N/A 3128S22U4 2043-09-01 3 N/A 14000.00 2696.19 Agency Mortgage-Backed Securities FEPC 06.000 CLQI5989 N/A 3133WCUN2 2054-05-01 6 N/A 178683.00 163682.88 Agency Mortgage-Backed Securities FNMS 06.000 CLCB8344 N/A 3140QUHW9 2054-04-01 6 N/A 1509541.00 1479563.88 Agency Mortgage-Backed Securities FNMS 02.500 CTMA4587 N/A 31418ECZ1 2042-04-01 2.5 N/A 712970.00 514314.06 Agency Mortgage-Backed Securities FNMS 08.000 GO252470 N/A 31371HMT2 2028-05-01 8 N/A 6000.00 5.37 Agency Mortgage-Backed Securities FEPC 02.000 CTRB5153 N/A 3133KYWN5 2042-04-01 2 N/A 1400000.00 985092.15 Agency Mortgage-Backed Securities FEPC 03.000 CLQA4675 N/A 31346YFQ1 2049-11-01 3 N/A 1500000.00 537590.87 Agency Mortgage-Backed Securities FEPC 03.000 CLQB2778 N/A 3133A9CP8 2050-07-01 3 N/A 1803971.00 1115978.72 Agency Mortgage-Backed Securities FEPC 06.500 CLQJ1615 N/A 3133CRYL1 2054-08-01 6.5 N/A 1041548.00 1005426.69 Agency Mortgage-Backed Securities FNMS 02.500 CLBT0764 N/A 3140LNZ67 2051-06-01 2.5 N/A 880000.00 582082.38 Agency Mortgage-Backed Securities 04.000 FGPC G08624 G N/A 3128MJVS6 2045-01-01 4 N/A 4000.00 334.61 Agency Mortgage-Backed Securities FNMS 03.000 CLCB3586 N/A 3140QN6Y3 2052-05-01 3 N/A 13000.00 10050.14 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8504 N/A 3133BJNV0 2052-08-01 5 N/A 8309040.00 6947624.66 Agency Mortgage-Backed Securities FNMS 05.000 CIFM3464 N/A 3140X6Z61 2027-03-01 5 N/A 2782767.00 8890.47 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4121 N/A 31418DSK9 2050-09-01 3 N/A 1000.00 333.39 Agency Mortgage-Backed Securities 04.000 FGPC G08542 G N/A 3128MJS84 2043-08-01 4 N/A 2000.00 146.80 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8179 N/A 3132DWCQ4 2051-11-01 3 N/A 4000.00 2593.95 Agency Mortgage-Backed Securities FEPC 02.500 CLSD5596 N/A 3132DTGD6 2052-04-01 2.5 N/A 12986691.00 10559746.60 Agency Mortgage-Backed Securities FNMS 02.500 CLFS6928 N/A 3140XNVW1 2052-05-01 2.5 N/A 700000.00 554690.17 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1136 N/A 3140QLHN9 2051-07-01 2.5 N/A 3000000.00 1965765.53 Agency Mortgage-Backed Securities FNMS 04.500 CKMA0547 N/A 31417YTD9 2040-09-01 4.5 N/A 63000.00 810.97 Agency Mortgage-Backed Securities FEPC 05.000 CLQJ7090 N/A 3133CX2X7 2054-10-01 5 N/A 166644.00 163728.17 Agency Mortgage-Backed Securities FNMS 04.500 CICB5195 N/A 3140QQXZ3 2037-11-01 4.5 N/A 760030.00 538459.05 Agency Mortgage-Backed Securities FEPC 06.000 CLQI9054 N/A 3133WGBX2 2054-07-01 6 N/A 1001.00 1009.07 Agency Mortgage-Backed Securities FEPC 06.000 CLZS2319 N/A 3132A2SG8 2038-09-01 6 N/A 1538913.00 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FGPC A22007 G N/A 31296YGQ0 2034-05-01 5 N/A 5000.00 32.97 Agency Mortgage-Backed Securities FEPC 05.500 CLQJ6956 N/A 3133CXWR7 2054-10-01 5.5 N/A 2484082.00 2498840.76 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8277 N/A 3132DWFS7 2052-12-01 5.5 N/A 5010.00 4311.21 Agency Mortgage-Backed Securities FNMS 06.000 CLDA9539 N/A 3140YXS51 2054-03-01 6 N/A 1560433.00 1411150.97 Agency Mortgage-Backed Securities FEPC 02.500 CLQB5092 N/A 3133ABUR9 2050-11-01 2.5 N/A 1000.00 565.07 Agency Mortgage-Backed Securities FEPC 02.000 CLRA6676 N/A 3133KNMZ3 2052-01-01 2 N/A 5923.00 4167.49 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8193 N/A 3132DWC68 2052-02-01 2 N/A 78000.00 53736.28 Agency Mortgage-Backed Securities FNMS 04.000 CTBA4545 N/A 3140E9BP0 2035-11-01 4 N/A 2000000.00 490834.71 Agency Mortgage-Backed Securities FNMS 06.000 CL535883 N/A 31384WJ43 2029-09-01 6 N/A 16000.00 12.98 Agency Mortgage-Backed Securities FNMS 02.000 CTMA4446 N/A 31418D5G3 2041-10-01 2 N/A 1441000.00 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07.000 CLCB7931 N/A 3140QTY52 2054-01-01 7 N/A 15429077.00 11035631.50 Agency Mortgage-Backed Securities FNMS 06.000 CLFS5306 N/A 3140XL3Q9 2053-07-01 6 N/A 100000.00 88937.23 Agency Mortgage-Backed Securities FEPC 07.000 CLRJ0718 N/A 3142GQYQ9 2054-01-01 7 N/A 8290701.00 8147553.59 Agency Mortgage-Backed Securities FEPC 05.000 CLQJ7211 N/A 3133CYAL2 2054-10-01 5 N/A 2383182.00 2346256.18 Agency Mortgage-Backed Securities FNMS 04.500 CLAV4892 N/A 3138XGNJ8 2043-12-01 4.5 N/A 1000.00 13.60 Agency Mortgage-Backed Securities 06.500 FGPC C01210 G N/A 31292HKX1 2031-08-01 6.5 N/A 25000.00 21.24 Agency Mortgage-Backed Securities FNMS 06.000 CL254262 N/A 31371KMK4 2032-03-01 6 N/A 40000.00 91.12 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5444 N/A 31418FBN6 2054-08-01 5.5 N/A 7825429.00 7670148.48 Agency Mortgage-Backed Securities FNMS 02.500 CTCB0101 N/A 3140QKDF2 2041-04-01 2.5 N/A 300000.00 183701.52 Agency Mortgage-Backed Securities FNMS 03.000 CIBK7894 N/A 3140HMXY5 2033-10-01 3 N/A 12302839.00 1601192.68 Agency Mortgage-Backed Securities FEPC 05.000 CLQJ2539 N/A 3133CSZC8 2054-08-01 5 N/A 2294564.00 2240408.48 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5296 N/A 31418E3E8 2054-03-01 5.5 N/A 30490930.00 28610267.84 Agency Mortgage-Backed Securities FNMS 03.000 CI890434 N/A 31410LHK1 2027-07-01 3 N/A 1000.00 29.84 Agency Mortgage-Backed Securities FNMS 05.000 CLDC0210 N/A 3140AMGU9 2054-08-01 5 N/A 308842.00 302313.35 Agency Mortgage-Backed Securities FEPC 07.000 CLQH8144 N/A 3133CMBM5 2053-12-01 7 N/A 1190509.00 677664.08 Agency Mortgage-Backed Securities FEPC 06.500 CTZA1935 N/A 31329KEG5 2026-02-01 6.5 N/A 5000.00 14.17 Agency Mortgage-Backed Securities FNMS 05.500 CLDB0816 N/A 3140A94A5 2054-04-01 5.5 N/A 2347888.00 2270757.07 Agency Mortgage-Backed Securities FNMS 05.500 CLDC5027 N/A 3140ASSR0 2054-10-01 5.5 N/A 1247976.00 1256915.67 Agency Mortgage-Backed Securities FNMS 05.000 CLDB7150 N/A 3140AG5L4 2054-08-01 5 N/A 1004985.00 983483.73 Agency Mortgage-Backed Securities FNMS 05.500 CLCB4843 N/A 3140QQLZ6 2052-10-01 5.5 N/A 40370.00 35281.73 Agency Mortgage-Backed Securities FNMS 02.500 CIMA4099 N/A 31418DRV6 2035-08-01 2.5 N/A 4750000.00 1759210.84 Agency Mortgage-Backed Securities FNMS 06.500 CL669662 N/A 31391K5X1 2032-05-01 6.5 N/A 18074.00 14.74 Agency Mortgage-Backed Securities FNMS 04.000 CLMA2879 N/A 31418CFV1 2047-01-01 4 N/A 2000.00 285.26 Agency Mortgage-Backed Securities FNMS 05.000 CLCB6059 N/A 3140QRWV1 2053-04-01 5 N/A 230000.00 203818.33 Agency Mortgage-Backed Securities FNMS 03.000 CLFS1583 N/A 3140XGXM6 2052-04-01 3 N/A 1015363.00 747593.74 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8089 N/A 3132DV7A7 2050-07-01 2.5 N/A 8000.00 3035.25 Agency Mortgage-Backed Securities FNMS 05.000 CLMA4978 N/A 31418EQ86 2053-04-01 5 N/A 1225526.00 1073595.41 Agency Mortgage-Backed Securities FEPC 02.000 CLQD6951 N/A 3133B4WL5 2052-02-01 2 N/A 1053045.00 761581.74 Agency Mortgage-Backed Securities FNMS 03.000 CIBV6737 N/A 3140MLPX2 2037-05-01 3 N/A 1320.00 898.99 Agency Mortgage-Backed Securities 04.500 FGPC G14922 G N/A 3128MDVP5 2026-09-01 4.5 N/A 4000.00 21.24 Agency Mortgage-Backed Securities FNMS 04.000 CLFM7460 N/A 3140XBJE1 2051-03-01 4 N/A 4337000.00 1545562.11 Agency Mortgage-Backed Securities FNMS 05.500 CL733461 N/A 31402MZ29 2033-08-01 5.5 N/A 3000.00 7.18 Agency Mortgage-Backed Securities FNMS 02.500 CLFM9499 N/A 3140XDRV0 2051-11-01 2.5 N/A 2175000.00 1467522.92 Agency Mortgage-Backed Securities FEPC 02.500 CISB8505 N/A 3132D6NW6 2035-10-01 2.5 N/A 1920.00 843.21 Agency Mortgage-Backed Securities FNMS 04.500 CLDC4411 N/A 3140AR3V0 2054-10-01 4.5 N/A 1811153.00 1731076.49 Agency Mortgage-Backed Securities FNMS 05.000 CLDC3603 N/A 3140ARAD2 2054-10-01 5 N/A 1320164.00 1295686.40 Agency Mortgage-Backed Securities FEPC 05.000 CLSD6827 N/A 3132DUSQ1 2053-11-01 5 N/A 1795880.00 1756395.18 Agency Mortgage-Backed Securities FEPC 03.000 CLQC2557 N/A 3133ALZW1 2051-06-01 3 N/A 2134656.00 1280918.00 Agency Mortgage-Backed Securities FEPC 06.000 4UZL1114 N/A 3131XGGX0 2037-07-01 6 N/A 34600.00 377.45 Agency Mortgage-Backed Securities 05.500 FGPC C01840 G N/A 31292JBH2 2034-05-01 5.5 N/A 130000.00 1724.61 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2633 N/A 3140QM4T8 2052-01-01 2.5 N/A 59712.00 39964.50 Agency Mortgage-Backed Securities FNMS 06.000 CL535909 N/A 31384WKW9 2031-05-01 6 N/A 2000.00 1.55 Agency Mortgage-Backed Securities FNMS 03.000 CLBJ9896 N/A 3140HB7J1 2049-10-01 3 N/A 2366160.00 684142.71 Agency Mortgage-Backed Securities FNMS 03.000 CNMA2815 N/A 31418CDV3 2026-11-01 3 N/A 57558.00 2707.15 Agency Mortgage-Backed Securities FEPC 02.000 CLRA5287 N/A 3133KL2U0 2051-05-01 2 N/A 3179000.00 1956919.79 Agency Mortgage-Backed Securities FEPC 05.000 CLQJ5117 N/A 3133CVVJ0 2054-10-01 5 N/A 1690473.00 1659447.19 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5902 N/A 3140QRRY1 2053-03-01 5.5 N/A 86357.00 74836.56 Agency Mortgage-Backed Securities FNMS 01.500 CIBV9713 N/A 3140MPYK1 2037-06-01 1.5 N/A 409958.00 305954.04 Agency Mortgage-Backed Securities FEPC 05.000 CLQJ7791 N/A 3133CYUQ9 2054-11-01 5 N/A 320838.00 314421.77 Agency Mortgage-Backed Securities FEPC 02.000 CNQS0203 N/A 3133HMGL7 2031-11-01 2 N/A 1286277.00 594015.00 Agency Mortgage-Backed Securities FNMS 04.500 CLAH5583 N/A 3138A7FZ6 2041-02-01 4.5 N/A 22000.00 798.33 Agency Mortgage-Backed Securities FNMS 02.000 CLFS7239 N/A 3140XPBH1 2051-12-01 2 N/A 39407176.00 30132285.15 Agency Mortgage-Backed Securities FNMS 01.500 CICB6790 N/A 3140QSRL7 2037-12-01 1.5 N/A 394037.00 275668.37 Agency Mortgage-Backed Securities FEPC 05.500 CLSD3475 N/A 3132DQ2G0 2053-08-01 5.5 N/A 32350.00 29391.83 Agency Mortgage-Backed Securities FNMS 02.500 CLFS0549 N/A 3140XFTF8 2052-02-01 2.5 N/A 1810000.00 1271914.76 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8421 N/A 3132DWLA9 2054-04-01 6 N/A 1728609.00 1607085.64 Agency Mortgage-Backed Securities FNMS 02.000 CLBQ7059 N/A 3140KSZZ3 2052-01-01 2 N/A 1948141.00 1386564.84 Agency Mortgage-Backed Securities FEPC 02.000 CLRA6823 N/A 3133KNSL8 2052-02-01 2 N/A 1000000.00 684489.92 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4158 N/A 31418DTQ5 2050-10-01 2 N/A 5243500.00 2839068.10 Agency Mortgage-Backed Securities FEPC 07.000 CLQH8887 N/A 3133CM2U7 2054-01-01 7 N/A 1407450.00 1480386.72 Agency Mortgage-Backed Securities FEPC 02.500 CISB1154 N/A 3132CXH70 2037-03-01 2.5 N/A 7685226.00 6561927.47 Agency Mortgage-Backed Securities FEPC 04.500 CIRC2474 N/A 3133L8XB6 2037-08-01 4.5 N/A 3519247.00 2313799.67 Agency Mortgage-Backed Securities FEPC 07.000 CLQI4182 N/A 3133WAUF3 2054-04-01 7 N/A 3168063.00 2644126.60 Agency Mortgage-Backed Securities FNMS 07.000 CLFS6776 N/A 3140XNQ64 2054-01-01 7 N/A 980761.00 894176.74 Agency Mortgage-Backed Securities FEPC 02.000 CISB0546 N/A 3132CWTB0 2036-01-01 2 N/A 132464.00 67496.03 Agency Mortgage-Backed Securities 03.500 FGPC G18692 G N/A 3128MMXW8 2033-06-01 3.5 N/A 8420.00 933.08 Agency Mortgage-Backed Securities FNMS 06.000 CL937300 N/A 31412WX50 2037-04-01 6 N/A 7364.00 104.01 Agency Mortgage-Backed Securities FEPC 04.500 CNSA0042 N/A 3132CJBK8 2033-05-01 4.5 N/A 1058.00 779.95 Agency Mortgage-Backed Securities FNMS 03.500 CIBM3428 N/A 3140J7Y25 2033-01-01 3.5 N/A 4465187.00 926122.56 Agency Mortgage-Backed Securities FEPC 03.500 CISB0378 N/A 3132CWM35 2034-04-01 3.5 N/A 1000.00 261.74 Agency Mortgage-Backed Securities 04.000 FGPC Q37853 G N/A 3132QUWP4 2045-09-01 4 N/A 2808977.00 512908.71 Agency Mortgage-Backed Securities FNMS 02.000 CLFS2041 N/A 3140XHHT7 2051-08-01 2 N/A 1109809.00 773884.35 Agency Mortgage-Backed Securities FNMS 03.000 CLFS7155 N/A 3140XN5R1 2051-12-01 3 N/A 2000.00 1671.97 Agency Mortgage-Backed Securities FNMS 05.000 CLFS0227 N/A 3140XFHD6 2047-07-01 5 N/A 5000.00 3168.40 Agency Mortgage-Backed Securities 02.500 FGPC G15144 G N/A 3128MD5D1 2029-07-01 2.5 N/A 50000.00 3782.70 Agency Mortgage-Backed Securities FNMS 03.000 CLFS6120 N/A 3140XMYS9 2052-06-01 3 N/A 236598.00 192818.29 Agency Mortgage-Backed Securities FNMS 05.500 CLFS7532 N/A 3140XPLN7 2054-03-01 5.5 N/A 1082000.00 1030772.42 Agency Mortgage-Backed Securities FNMS 03.500 CLFS1472 N/A 3140XGT66 2050-11-01 3.5 N/A 3000000.00 1980816.36 Agency Mortgage-Backed Securities FEPC 03.500 CLZM4407 N/A 3131XX3Q2 2047-10-01 3.5 N/A 485000.00 160865.54 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8057 N/A 3132DV5S0 2050-04-01 3.5 N/A 6000.00 1333.27 Agency Mortgage-Backed Securities FEPC 02.500 CLSD1749 N/A 3132DN5J8 2052-04-01 2.5 N/A 1701050.00 1243057.42 Agency Mortgage-Backed Securities FEPC 06.000 CNRD5211 N/A 3133LPYG6 2034-09-01 6 N/A 1656502.00 1588730.36 Agency Mortgage-Backed Securities FEPC 05.500 CIQO2173 N/A 3133WLMW1 2039-06-01 5.5 N/A 1725660.00 1720971.42 Agency Mortgage-Backed Securities FNMS 03.000 CLFS2646 N/A 3140XH5G8 2052-06-01 3 N/A 1162517.00 845710.51 Agency Mortgage-Backed Securities FNMS 03.500 CLBJ3413 N/A 3140H4YK4 2048-01-01 3.5 N/A 2853508.00 898606.82 Agency Mortgage-Backed Securities FNMS 02.000 CLBQ7006 N/A 3140KSYC5 2052-01-01 2 N/A 850000.00 590564.53 Agency Mortgage-Backed Securities FNMS 04.500 CLCB7039 N/A 3140QSZD6 2053-09-01 4.5 N/A 3705012.00 3091051.78 Agency Mortgage-Backed Securities FNMS 02.000 CLBU0720 N/A 3140M1YS7 2051-10-01 2 N/A 1100000.00 734911.17 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4599 N/A 31418EDD9 2052-05-01 3 N/A 3010.00 2277.25 Agency Mortgage-Backed Securities 06.500 FGPC P20053 G N/A 31283Y5M6 2028-07-01 6.5 N/A 43000.00 9.16 Agency Mortgage-Backed Securities FNMS 02.000 CLCB3101 N/A 3140QNNT5 2052-03-01 2 N/A 1162230.00 786991.75 Agency Mortgage-Backed Securities FNMS 07.000 CLDA6980 N/A 3140A7XJ8 2054-01-01 7 N/A 1998127.00 2043554.33 Agency Mortgage-Backed Securities FNMS 06.000 CLCB9150 N/A 3140QVEY6 2054-09-01 6 N/A 50974029.00 52202330.23 Agency Mortgage-Backed Securities FEPC 03.000 CLQD9576 N/A 3133B7T99 2052-04-01 3 N/A 1060000.00 790455.86 Agency Mortgage-Backed Securities 04.000 FGPC Q38783 G N/A 3132QVXM8 2046-02-01 4 N/A 7820779.00 1356692.82 Agency Mortgage-Backed Securities FNMS 05.500 RE618243 N/A 31388XZG2 2031-12-01 5.5 N/A 300000.00 2337.44 Agency Mortgage-Backed Securities FEPC 04.500 CIQO1226 N/A 3133WKLF1 2038-03-01 4.5 N/A 1304814.00 980132.89 Agency Mortgage-Backed Securities FEPC 04.500 CLQJ7072 N/A 3133CX2D1 2054-10-01 4.5 N/A 1037030.00 992824.52 Agency Mortgage-Backed Securities FEPC 02.000 CLSD3036 N/A 3132DQLR5 2052-02-01 2 N/A 2200000.00 1630074.95 Agency Mortgage-Backed Securities FNMS 02.000 CLBT2641 N/A 3140LQ5B2 2051-05-01 2 N/A 845000.00 555605.32 Agency Mortgage-Backed Securities FNMS 05.500 CLFS6451 N/A 3140XNEZ3 2053-08-01 5.5 N/A 736372.00 680665.94 Agency Mortgage-Backed Securities FEPC 06.500 CTZA1946 N/A 31329KET7 2026-07-01 6.5 N/A 1192000.00 3016.67 Agency Mortgage-Backed Securities FNMS 01.500 CIBT7829 N/A 3140LWVX2 2037-05-01 1.5 N/A 680860.00 497780.90 Agency Mortgage-Backed Securities FEPC 05.000 CLQI6154 N/A 3133WCZT4 2054-05-01 5 N/A 8781771.00 8516619.98 Agency Mortgage-Backed Securities FNMS 03.500 CLFM3773 N/A 3140X7FP9 2048-11-01 3.5 N/A 5020000.00 1332837.12 Agency Mortgage-Backed Securities FNMS 07.000 CLFS7873 N/A 3140XPXB0 2054-03-01 7 N/A 5582141.00 4814088.92 Agency Mortgage-Backed Securities FNMS 03.000 CLFS1172 N/A 3140XGJS9 2051-11-01 3 N/A 1613844.00 1116527.95 Agency Mortgage-Backed Securities FNMS 07.000 CL250971 N/A 31371FW81 2027-06-01 7 N/A 3000.00 1.16 Agency Mortgage-Backed Securities FEPC 04.000 3VZN0533 N/A 3131Y6SW0 2042-06-01 4 N/A 23617.00 2333.10 Agency Mortgage-Backed Securities FEPC 05.000 CLQJ1284 N/A 3133CRM91 2054-08-01 5 N/A 1190000.00 1166157.25 Agency Mortgage-Backed Securities FEPC 06.000 CLQI2354 N/A 3133W8TK9 2054-03-01 6 N/A 1014750.00 1003314.71 Agency Mortgage-Backed Securities FNMS 05.500 CL791047 N/A 31405JZL1 2034-07-01 5.5 N/A 109000.00 398.68 Agency Mortgage-Backed Securities FNMS 04.500 CTMA0913 N/A 31418AAP3 2031-11-01 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Mortgage Obligation FNMA_21-34G N/A 3136BHVZ9 2049-12-25 1.0287 N/A 45340933.00 2194727.50 Agency Collateralized Mortgage Obligation GNMA_24-65N N/A 38384NLH6 2053-12-20 0.90972 N/A 200192.00 4849.11 Agency Collateralized Mortgage Obligation FNMA_12-86A N/A 3136A7PS5 2042-08-25 0.5287 N/A 119725333.00 905402.29 Agency Collateralized Mortgage Obligation FNMA_20-75 N/A 3136BCJC5 2050-11-25 2.5 N/A 405440.00 40921.46 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 912833LX6 2025-11-15 0 N/A 7.24 6.92 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XTD8 2053-02-20 5.5 N/A 1013.00 858.08 Agency Mortgage-Backed Securities GNMA_23-60D N/A 38383XSX3 2053-04-20 5.79028 N/A 1330119.00 1014515.30 Agency Collateralized Mortgage Obligation GNMA_22-178C N/A 38383US76 2052-10-20 6 N/A 9520.00 8163.56 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618B0H22 2058-09-15 5.45 N/A 1000.00 1023.21 Agency Mortgage-Backed Securities GNMA_24-48E N/A 38384KHH7 2051-07-20 3 N/A 47637549.00 7119554.28 Agency Collateralized Mortgage Obligation FNMS_409 N/A 3136FLFV3 2042-04-25 4.5 N/A 37849930.00 699529.21 Agency Collateralized Mortgage Obligation GNMA_24-7B N/A 38384GL99 2054-01-20 1.21972 N/A 3775935.00 156066.34 Agency Collateralized Mortgage Obligation GNMA_14-8 N/A 38378P8A9 2044-01-16 0 N/A 198453000.00 294802.85 Agency Collateralized Mortgage Obligation FNMA_24-8A N/A 3136BQU72 2054-03-25 2.14318 N/A 36491172.00 2670288.41 Agency Collateralized Mortgage Obligation GNMA_20-127A N/A 38382HY87 2050-08-20 2.5 N/A 20786689.00 1992376.76 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179UH47 2048-12-20 4 N/A 1014.00 101.08 Agency Mortgage-Backed Securities FNMA_20-29F N/A 3136B9TH0 2050-05-25 0.848176 N/A 4124593.00 63825.14 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36198K5Z0 2044-04-15 4 N/A 3113020.00 342344.09 Agency Mortgage-Backed Securities GNMA_23-60D N/A 38383XPD0 2053-04-20 0.70972 N/A 200000000.00 5329285.27 Agency Collateralized Mortgage Obligation FNMA_18-53D N/A 3136B2PA4 2048-07-25 1.059785 N/A 4577759.00 43719.52 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132E0X98 2053-11-01 6 N/A 1019.00 989.87 Agency Mortgage-Backed Securities FHSTR_390 N/A 31325YXS2 2052-11-15 4.5 N/A 16913453.00 3497238.26 Agency Collateralized Mortgage Obligation GNMA_23-H02A N/A 38382YP49 2073-01-20 0.51617 N/A 156416.00 8375.97 Agency Collateralized Mortgage Obligation GNMA_24-148C N/A 38384WG58 2054-09-20 6.04028 N/A 4230300.00 4203588.57 Agency Collateralized Mortgage Obligation GNMA_22-H24A N/A 38382YF57 2072-11-20 0.29276 N/A 114599552.00 5929377.04 Agency Collateralized Mortgage Obligation GNMA_24-134C N/A 38384VAQ0 2054-08-20 5.95028 N/A 66625765.00 66287860.99 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YFL3 2053-09-20 5.5 N/A 516265.00 468803.15 Agency Mortgage-Backed Securities GNMA_18-H04D N/A 38380VPH8 2068-03-20 1.00985 N/A 114460684.00 2927883.99 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875 N/A 1082800.00 929134.69 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140EUNG0 2045-12-01 4.5 N/A 74971.00 10967.42 Agency Mortgage-Backed Securities GNMA_24-157D N/A 38384WBY0 2053-08-20 0 N/A 3213599.00 2413541.59 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622ABDS8 2051-08-20 3.5 N/A 16556716.00 12149080.60 Agency Mortgage-Backed Securities GNMA_22-197J N/A 38383LEZ9 2043-12-16 1.0996 N/A 20827808.00 1316457.65 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179RS91 2045-11-20 3.5 N/A 4373808.00 472207.94 Agency Mortgage-Backed Securities FNMA_12-56A N/A 3136A6VU5 2042-06-25 0.9287 N/A 100000000.00 873361.44 Agency Collateralized Mortgage Obligation GNMA_23-4C N/A 38383VKR8 2053-01-20 1.95972 N/A 19801791.00 1679196.64 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138MN4E7 2042-12-01 4 N/A 100000.00 9355.98 Agency Mortgage-Backed Securities GNMA_22-114B N/A 38383TGW7 2052-06-20 3.96573 N/A 3537100.00 3216569.92 Agency Collateralized Mortgage Obligation FHLMC_5418A N/A 3137HD5G1 2054-06-25 0 N/A 422400.00 318761.62 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140YWP72 2054-02-01 6 N/A 1000.00 985.35 Agency Mortgage-Backed Securities GNMA_22-170D N/A 38381T3E3 2052-09-20 5.5 N/A 77416324.00 60934585.91 Agency Collateralized Mortgage Obligation GNMA_24-27B N/A 38384JES9 2054-02-20 5.5 N/A 10943485.00 2058958.21 Agency Collateralized Mortgage Obligation FNSTR_429 N/A 31423YVP1 2053-02-25 6 N/A 26028219.00 5335213.46 Agency Collateralized Mortgage Obligation GNMA_22-128L N/A 38383UAR1 2052-07-20 3.6324 N/A 5181096.00 4488645.17 Agency Collateralized Mortgage Obligation FHLMC_5262B N/A 3137H95X3 2052-10-25 0.34318 N/A 200192.00 9165.71 Agency Collateralized Mortgage Obligation GNMA_22-121B N/A 38383UCB4 2052-07-20 1.10972 N/A 6863184.00 523212.21 Agency Collateralized Mortgage Obligation FHLMC_5464A N/A 3137HFVT9 2054-10-25 0 N/A 100078.00 3930.43 Agency Collateralized Mortgage Obligation FNMA_23-49D N/A 3136BQKM0 2048-05-25 5 N/A 100004.00 13851.52 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618JN2N4 2054-10-20 6 N/A 1505556.00 1533026.37 Agency Mortgage-Backed Securities GNMA_20-17E N/A 38382CH46 2050-02-20 5.5 N/A 17088939.00 854856.33 Agency Collateralized Mortgage Obligation GNMA_23-H21 N/A 38383KDZ2 2073-09-20 0.51 N/A 1448240.00 97233.39 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179UQ70 2049-04-20 5 N/A 700000.00 57435.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622ABE24 2051-09-20 3 N/A 3994180.00 2800612.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622AA4L5 2051-03-20 2.5 N/A 142411.00 102019.18 Agency Mortgage-Backed Securities GNMA_23-H11 N/A 38382Y5H2 2073-05-20 0.34812 N/A 140830099.00 8024935.61 Agency Collateralized Mortgage Obligation GNMA_23-70C N/A 38384ADX8 2053-05-20 5.89028 N/A 2563113.00 1627308.71 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XVT0 2053-03-20 5.5 N/A 53224348.00 45751128.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179X2L9 2053-05-20 5.5 N/A 2048.00 1830.25 Agency Mortgage-Backed Securities GNMA_24-H07E N/A 38383KXB3 2074-04-20 0.50923 N/A 50000000.00 2845315.37 Agency Collateralized Mortgage Obligation GNMA_20-126A N/A 38382HWQ9 2050-08-20 3 N/A 200204.00 18928.57 Agency Collateralized Mortgage Obligation FHLMC_5344A N/A 3137HAN28 2053-10-25 0 N/A 199213.00 136489.66 Agency Collateralized Mortgage Obligation GNMA_21-136A N/A 38382WQ75 2051-08-20 0 N/A 71854758.00 911672.18 Agency Collateralized Mortgage Obligation GNMA_20-36A N/A 38382DS83 2050-03-20 0 N/A 200000000.00 649599.02 Agency Collateralized Mortgage Obligation FHLMC_4923 N/A 3137FPZ73 2048-04-25 1.0287 N/A 33156137.00 1743224.13 Agency Collateralized Mortgage Obligation FNMA_16-40J N/A 3136ASM78 2046-07-25 1.18924 N/A 157677272.00 728048.52 Agency Collateralized Mortgage Obligation FNMA_11-51D N/A 31397UJZ3 2041-06-25 1.6087 N/A 285132062.00 625248.96 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSDJ7 2053-06-01 5.5 N/A 9083344.00 8299068.76 Agency Mortgage-Backed Securities FNMA_20-61D N/A 3136BBK68 2050-09-25 4 N/A 100000.00 8500.60 Agency Collateralized Mortgage Obligation GNMA_24-H01 N/A 38383KNL2 2074-01-20 0.57216 N/A 2741241.00 194827.67 Agency Collateralized Mortgage Obligation GNMA_21-41N N/A 38382PCP5 2050-10-20 2 N/A 420434.00 28111.59 Agency Collateralized Mortgage Obligation GNMA_24-4C N/A 38384HW38 2054-01-20 2.05972 N/A 11437011.00 608138.40 Agency Collateralized Mortgage Obligation GNMA_19-69B N/A 38381WPY8 2049-06-20 1.22637 N/A 22804857.00 566656.17 Agency Collateralized Mortgage Obligation GNMA_24-80B N/A 38384NMR3 2054-05-20 0.40972 N/A 100000000.00 1929089.10 Agency Collateralized Mortgage Obligation GNMA_24-H11A N/A 38383KZH8 2074-07-20 0.46798 N/A 200065.00 14378.27 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EHK9 2052-09-01 4.5 N/A 3018.00 2499.87 Agency Mortgage-Backed Securities FNMA_21-26C N/A 3136BHEZ8 2041-05-25 3.5 N/A 100000.00 6261.56 Agency Collateralized Mortgage Obligation FHLMC_5431A N/A 3137HDPS3 2054-07-25 0 N/A 100005.00 72350.61 Agency Collateralized Mortgage Obligation FNMA_21-34B N/A 3136BHVN6 2041-06-25 3 N/A 10831627.00 631600.96 Agency Collateralized Mortgage Obligation GNMA_20-129G N/A 38382JZK5 2050-09-20 2.5 N/A 100001.00 10005.74 Agency Collateralized Mortgage Obligation FHLMC_5140F N/A 3137H24R2 2049-05-25 2.5 N/A 31521438.00 3848981.60 Agency Collateralized Mortgage Obligation GNMA_23-79F N/A 38384AY98 2053-06-20 1.15972 N/A 51000000.00 1171538.16 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YPG3 2054-01-20 5.5 N/A 52874749.00 49778312.68 Agency Mortgage-Backed Securities FHLMC_3762 N/A 3137A3QU6 2040-11-15 1.47571 N/A 24978416.00 159356.82 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N8ZZ4 2053-04-01 7 N/A 2000.00 2177.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NKK91 2053-06-01 6 N/A 1001.00 1012.64 Agency Mortgage-Backed Securities FHLMC_5445D N/A 3137HDWM8 2054-08-25 2.19318 N/A 36962800.00 2967276.28 Agency Collateralized Mortgage Obligation FHLMC_4900G N/A 3137FMZC9 2049-07-25 1.0787 N/A 2561068.00 77988.56 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202E7F0 2039-07-20 4 N/A 18883.00 828.08 Agency Mortgage-Backed Securities FNMA_23-40E N/A 3136BQGW3 2053-09-25 0 N/A 2574232.00 1803081.82 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618JCAR0 2054-09-20 6 N/A 1107817.00 1126994.63 Agency Mortgage-Backed Securities FNMA_10-136 N/A 31398STD5 2040-12-25 1.0287 N/A 118886400.00 778146.17 Agency Collateralized Mortgage Obligation GNMA_24-97A N/A 38384PPQ7 2054-06-20 6.09028 N/A 7678688.00 6270709.90 Agency Collateralized Mortgage Obligation FHLMC_4990B N/A 3137FURR7 2050-07-25 1.1287 N/A 10045587.00 642365.17 Agency Collateralized Mortgage Obligation FNMA_10-113B N/A 31398T7D7 2040-10-25 1.6287 N/A 111111111.00 259694.53 Agency Collateralized Mortgage Obligation GNMA_18-H03B N/A 38375U5D8 2068-02-20 0.90532 N/A 102723931.00 1783446.06 Agency Collateralized Mortgage Obligation FHLMC_5426B N/A 3137HCXY3 2054-06-25 0 N/A 1527814.00 1152877.94 Agency Collateralized Mortgage Obligation GNMA_24-132E N/A 38384UPU7 2054-08-20 5.99028 N/A 40304109.00 39783924.44 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DS4T6 2054-04-01 7 N/A 1011.00 900.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622ABW99 2052-05-20 4.5 N/A 6830203.00 5644043.67 Agency Mortgage-Backed Securities GNMA_24-62E N/A 38384MEB9 2054-04-20 0.40972 N/A 50000000.00 1239014.83 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179UMM1 2049-02-20 4.5 N/A 4385025.00 350967.37 Agency Mortgage-Backed Securities GNMA_23-82B N/A 38384AT94 2053-06-20 6.04028 N/A 14621433.00 13047709.63 Agency Collateralized Mortgage Obligation FNMA_18-76A N/A 3136B3EZ9 2045-06-25 1.1287 N/A 29392700.00 953295.53 Agency Collateralized Mortgage Obligation GNMA_20-30A N/A 38382DYS2 2050-03-20 1.17637 N/A 10560142.00 679126.02 Agency Collateralized Mortgage Obligation GNMA_24-134D N/A 38384VAY3 2054-08-20 5.99028 N/A 53770116.00 53336145.74 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622ABEM0 2051-09-20 2.5 N/A 1000.00 648.69 Agency Mortgage-Backed Securities FNMA_19-M29 N/A 3136B7HP9 2029-03-25 0.7 N/A 100029.00 2441.34 Agency Collateralized Mortgage Obligation FNMA_17-90 N/A 3136AYYZ0 2047-11-25 3.5 N/A 1010.00 450.23 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BQKJ4 2052-11-01 6 N/A 1000.00 883.41 Agency Mortgage-Backed Securities GNMA_23-164J N/A 38384D7N1 2053-11-20 2.20972 N/A 12904008.00 1134428.12 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622A24L3 2048-01-20 4 N/A 993750.00 197530.79 Agency Mortgage-Backed Securities FREDDIE MAC FHLMC_3837 N/A 3137A8US5 2041-04-15 4 N/A 5941986.00 2770544.14 Agency Collateralized Mortgage Obligation GNMA_23-98D N/A 38384BYY1 2053-07-20 4.07267 N/A 7692308.00 5572397.53 Agency Collateralized Mortgage Obligation GNMA_24-40C N/A 38384K3D1 2054-01-20 6 N/A 25236083.00 3255641.23 Agency Collateralized Mortgage Obligation GNMA_23-76E N/A 38383X5K6 2053-05-20 0.60972 N/A 50000000.00 1964981.60 Agency Collateralized Mortgage Obligation FHLMC_5437C N/A 3137HF5U5 2054-08-25 2.24318 N/A 17288115.00 1230604.35 Agency Collateralized Mortgage Obligation GNMA_23-H24 N/A 38383KGN6 2073-10-20 0.49471 N/A 51724351.00 3370545.73 Agency Collateralized Mortgage Obligation GNMA_24-H14A N/A 38383KL83 2074-08-20 0.59834 N/A 200000.00 13665.92 Agency Collateralized Mortgage Obligation GNMA_18-48D N/A 38380WPK9 2048-04-20 0 N/A 10450735.00 81621.03 Agency Collateralized Mortgage Obligation GNMA_24-H08D N/A 38383KYT3 2074-05-20 0.5599 N/A 22199232.00 1371814.68 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YMK7 2053-12-20 5.5 N/A 2484420.00 2337799.21 Agency Mortgage-Backed Securities GNMA_24-H17D N/A 38383KS78 2074-09-20 0.5642 N/A 73300000.00 4786203.62 Agency Collateralized Mortgage Obligation FNMA_17-10C N/A 3136AVPP8 2047-03-25 1.039077 N/A 129096691.00 810704.15 Agency Collateralized Mortgage Obligation GNMA_19-70L N/A 38381V2Z2 2049-06-20 1.22637 N/A 30227653.00 346854.56 Agency Collateralized Mortgage Obligation FEDERAL FARM CREDIT BANKS FUNDING CORP 254900C5LP6DN9OP9V83 3133ENFS4 2036-12-01 2.78 N/A 1074000.00 885398.44 Agency Debentures and Agency Strips GNMA_23-112J N/A 38384CX95 2053-08-20 0.80972 N/A 30000000.00 915654.14 Agency Collateralized Mortgage Obligation FNMA_13-110 N/A 3136AGW24 2043-11-25 0 N/A 2255000.00 88226.42 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DPSH2 2052-03-01 3 N/A 1000.00 767.59 Agency Mortgage-Backed Securities Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2024-11-01 2024-11-01 2024-11-01 N N N 0.0487 502000000.00 502000000.00 0.0028 N Y Y N MUFG Securities Americas, Inc. MUFG Securities Americas, Inc. 4.87000000 N/A K5HU16E3LMSVCCJJJ255 BYDAGSGC7 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202FLS3 2040-10-20 6 N/A 56559.00 1324.72 Agency Mortgage-Backed Securities FHLMC_4847C N/A 3137FKAB2 2044-10-15 4 N/A 50000000.00 499604.12 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179UK43 2049-01-20 6.5 N/A 39000.00 8344.77 Agency Mortgage-Backed Securities GNMA_21-225G N/A 38383FZL0 2051-12-20 3 N/A 48280384.00 5145607.19 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YRK2 2054-02-20 6.5 N/A 30000000.00 27244367.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YMN1 2053-12-20 7 N/A 133443.00 93560.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WLP1 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Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36180ACL5 2054-10-20 5 N/A 10458239.00 10428168.08 Agency Mortgage-Backed Securities GNMA_20-151 N/A 38382J3S3 2050-10-20 3 N/A 16000000.00 1558168.00 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XDE3 2052-08-20 4.5 N/A 1644000.00 1363800.94 Agency Mortgage-Backed Securities FNMA_24-50D N/A 3136BSRM9 2054-08-25 0.29318 N/A 106711936.00 3422322.40 Agency Collateralized Mortgage Obligation FHLMC_5326J N/A 3137HAFF8 2053-08-25 1.04318 N/A 44342208.00 1998854.59 Agency Collateralized Mortgage Obligation FHLMC_4386C N/A 3137BE7D0 2044-09-15 4 N/A 24336416.00 321030.01 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179TW43 2033-05-20 4 N/A 63783.00 6189.96 Agency Mortgage-Backed Securities FHLMC_5362H N/A 3137HBB29 2053-12-25 2.14318 N/A 44895424.00 3633997.89 Agency Collateralized Mortgage Obligation FNMA_15-88F N/A 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196751134.69 U.S. Treasuries (including strips) 3 1/8 BOND 43 N/A 912810QZ4 2043-02-15 3.125 N/A 52500.00 43195.15 U.S. Treasuries (including strips) 6 BOND 26 N/A 912810EW4 2026-02-15 6 N/A 6163000.00 6383649.87 U.S. Treasuries (including strips) 2 BOND 51 N/A 912810SZ2 2051-08-15 2 N/A 9900.00 6015.81 U.S. Treasuries (including strips) 1 7/8 NOTE B 32 N/A 91282CDY4 2032-02-15 1.875 N/A 9543900.00 8170296.43 U.S. Treasuries (including strips) 2 1/2 BOND 45 N/A 912810RK6 2045-02-15 2.5 N/A 10634400.00 7681375.77 U.S. Treasuries (including strips) 0 1/2 NOTE V 26 N/A 91282CBQ3 2026-02-28 0.5 N/A 6118000.00 5826547.91 U.S. Treasuries (including strips) 1 1/2 NOTE G 27 N/A 912828Z78 2027-01-31 1.5 N/A 3383800.00 3205433.13 U.S. Treasuries (including strips) 2 1/8 NOTE C 25 N/A 912828XB1 2025-05-15 2.125 N/A 11500.00 11469.39 U.S. Treasuries (including strips) 2 5/8 NOTE T 25 N/A 9128285T3 2025-12-31 2.625 N/A 27876900.00 27594500.79 U.S. Treasuries (including strips) 3 1/4 BOND 42 N/A 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strips) 4 3/4 BOND 41 N/A 912810QN1 2041-02-15 4.75 N/A 8400.00 8737.17 U.S. Treasuries (including strips) 2 7/8 BOND 52 N/A 912810TG3 2052-05-15 2.875 N/A 32061200.00 24038690.24 U.S. Treasuries (including strips) 3 5/8 NOTE Z 28 N/A 91282CHE4 2028-05-31 3.625 N/A 10848900.00 10821123.44 U.S. Treasuries (including strips) 1 7/8 NOTE N 26 N/A 912828Y95 2026-07-31 1.875 N/A 24999900.00 24144665.92 U.S. Treasuries (including strips) 4 5/8 BOND 54 N/A 912810UA4 2054-05-15 4.625 N/A 43249000.00 45064368.56 U.S. Treasuries (including strips) 1 1/8 BOND 40 N/A 912810SR0 2040-05-15 1.125 N/A 8290000.00 5198579.75 U.S. Treasuries (including strips) 1 1/8 NOTE H 27 N/A 912828ZB9 2027-02-28 1.125 N/A 200000.00 187060.14 U.S. Treasuries (including strips) 3 1/8 BOND 44 N/A 912810RH3 2044-08-15 3.125 N/A 16876700.00 13649650.89 U.S. Treasuries (including strips) 4 NOTE H 30 N/A 91282CGQ8 2030-02-28 4 N/A 949200.00 947366.46 U.S. Treasuries (including strips) 3 5/8 NOTE J 30 N/A 91282CGS4 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49 N/A 912810SF6 2049-02-15 3 N/A 100.00 76.68 U.S. Treasuries (including strips) 2 1/4 BOND 52 N/A 912810TD0 2052-02-15 2.25 N/A 12469900.00 8039517.61 U.S. Treasuries (including strips) 4 1/4 NOTE AW 26 N/A 91282CJV4 2026-01-31 4.25 N/A 6063900.00 6126218.70 U.S. Treasuries (including strips) 1 1/4 BOND 50 N/A 912810SN9 2050-05-15 1.25 N/A 51500000.00 26065102.18 U.S. Treasuries (including strips) 3 7/8 BOND 43 N/A 912810TS7 2043-05-15 3.875 N/A 48232000.00 44684561.29 U.S. Treasuries (including strips) 2 3/4 BOND 47 N/A 912810RZ3 2047-11-15 2.75 N/A 25030600.00 18630077.24 U.S. Treasuries (including strips) 3 BOND 47 N/A 912810RV2 2047-02-15 3 N/A 169600.00 131654.40 U.S. Treasuries (including strips) 4 1/4 BOND 54 N/A 912810TX6 2054-02-15 4.25 N/A 9235100.00 8938853.35 U.S. Treasuries (including strips) 5 BOND 37 N/A 912810PU6 2037-05-15 5 N/A 242161200.00 263297745.61 U.S. Treasuries (including strips) 3 1/2 NOTE Y 28 N/A 91282CHA2 2028-04-30 3.5 N/A 23118200.00 22627238.79 U.S. Treasuries (including strips) 3 3/8 BOND 44 N/A 912810RG5 2044-05-15 3.375 N/A 992300.00 846433.21 U.S. Treasuries (including strips) 2 7/8 BOND 45 N/A 912810RN0 2045-08-15 2.875 N/A 24999900.00 19241888.66 U.S. Treasuries (including strips) 4 5/8 NOTE AY 26 N/A 91282CKB6 2026-02-28 4.625 N/A 114193400.00 115595296.19 U.S. Treasuries (including strips) 3 3/4 NOTE BG 26 N/A 91282CLH2 2026-08-31 3.75 N/A 276336000.00 275981754.10 U.S. Treasuries (including strips) 4 1/2 NOTE AZ 26 N/A 91282CKH3 2026-03-31 4.5 N/A 50135000.00 50498650.11 U.S. Treasuries (including strips) 4 1/8 NOTE AK 27 N/A 91282CKA8 2027-02-15 4.125 N/A 172607800.00 173968486.96 U.S. Treasuries (including strips) 1 3/8 NOTE P 26 N/A 912828YD6 2026-08-31 1.375 N/A 3679000.00 3506907.38 U.S. Treasuries (including strips) BILL 10/30/25 N/A 912797NA1 2025-10-30 0 N/A 100.00 95.88 U.S. Treasuries (including strips) 4 BOND 42 N/A 912810TM0 2042-11-15 4 N/A 99310200.00 94086440.28 U.S. Treasuries (including strips) 2 1/4 NOTE T 24 N/A 9128283P3 2024-12-31 2.25 N/A 5500.00 5518.83 U.S. Treasuries (including strips) 1 5/8 NOTE C 26 N/A 912828R36 2026-05-15 1.625 N/A 43099300.00 41766266.06 U.S. Treasuries (including strips) 1 7/8 BOND 41 N/A 912810SW9 2041-02-15 1.875 N/A 151750200.00 105507397.06 U.S. Treasuries (including strips) 2 1/2 BOND 46 N/A 912810RQ3 2046-02-15 2.5 N/A 4602400.00 3288097.13 U.S. Treasuries (including strips) 2 1/4 BOND 49 N/A 912810SJ8 2049-08-15 2.25 N/A 506900.00 331582.49 U.S. Treasuries (including strips) 0 7/8 NOTE AA 26 N/A 91282CCJ8 2026-06-30 0.875 N/A 722900.00 686646.99 U.S. Treasuries (including strips) 1 3/4 NOTE AH 24 N/A 912828YY0 2024-12-31 1.75 N/A 372900.00 373350.53 U.S. Treasuries (including strips) 1 7/8 BOND 51 N/A 912810TB4 2051-11-15 1.875 N/A 15939000.00 9431755.56 U.S. Treasuries (including strips) 1 1/8 NOTE P 28 N/A 91282CCV1 2028-08-31 1.125 N/A 55800.00 49933.17 U.S. Treasuries (including strips) 4 NOTE AA 28 N/A 91282CHK0 2028-06-30 4 N/A 4000000.00 4031790.26 U.S. Treasuries (including strips) 4 5/8 NOTE BD 25 N/A 91282CHL8 2025-06-30 4.625 N/A 182689000.00 185748777.68 U.S. Treasuries (including strips) 3 7/8 NOTE AJ 26 N/A 91282CGE5 2026-01-15 3.875 N/A 39715900.00 39979902.83 U.S. Treasuries (including strips) 2 1/2 NOTE W 27 N/A 91282CEF4 2027-03-31 2.5 N/A 1267500.00 1223097.09 U.S. Treasuries (including strips) 4 NOTE V 28 N/A 91282CGP0 2028-02-29 4 N/A 951600.00 953407.40 U.S. Treasuries (including strips) 2 1/8 NOTE S 24 N/A 9128283J7 2024-11-30 2.125 N/A 260000.00 261682.25 U.S. Treasuries (including strips) 4 1/8 NOTE W 29 N/A 91282CKG5 2029-03-31 4.125 N/A 5471500.00 5480139.77 U.S. Treasuries (including strips) 2 3/4 NOTE P 25 N/A 9128284Z0 2025-08-31 2.75 N/A 12469500.00 12359593.55 U.S. Treasuries (including strips) Y Moody's P-1 Standard & Poor's A-1+ Fitch NR 2024-11-01 2024-11-01 2024-11-01 N N N 0.0487 2750000000.00 2750000000.00 0.0155 N Y Y N Wells Fargo Securities LLC Wells Fargo Securities LLC 4.85000000 N/A VYVVCKR63DVZZN70PB21 BYDAGSGH6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828Z94 2030-02-15 1.5 N/A 450257.00 395258.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875 N/A 43982700.00 37740905.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJV4 2026-01-31 4.25 N/A 60814.00 61442.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDF5 2028-10-31 1.375 N/A 33758229.00 30340410.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFT3 2029-10-31 4 N/A 1461686.00 1451980.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828YQ7 2026-10-31 1.625 N/A 372943.00 355015.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828YX2 2026-12-31 1.75 N/A 5041800.00 4824539.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.5 N/A 51939772.00 49662387.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLQ2 2027-10-15 3.875 N/A 263602372.00 262279957.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.5 N/A 69201343.00 71888137.90 U.S. Treasuries (including strips) Y Standard & Poor's A-1 Fitch NR Moody's NR 2024-11-01 2024-11-01 2024-11-01 N N N 0.0485 450000000.00 450000000.00 0.0025 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 4.85000000 N/A MBNUM2BPBDO7JBLYG310 BYDAGSES4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLS8 2026-10-31 4.125 N/A 501098200.00 500820090.50 U.S. Treasuries (including strips) Y Standard & Poor's A-1 Moody's P-1 Fitch F1 2024-11-01 2024-11-01 2024-11-01 N N N 0.0485 491000000.00 491000000.00 0.0028 N Y Y N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 4.91000040 3133ERHZ7 254900C5LP6DN9OP9V83 US3133ERHZ74 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Agency Standard & Poor's AA+ 2024-11-01 2026-06-24 2026-06-24 N N N 0.0503 95252133.67 95252133.67 0.0005 N N N N BNP Paribas SA BNP Paribas SA 4.90000000 N/A R0MUWSFPU8MPRO8K5P83 BRT5BLUX4 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNMA_15-80 N/A 38379NAW2 2043-02-20 0 N/A 67553541.00 189122.33 Agency Collateralized Mortgage Obligation FNMA_19-65 N/A 3136B7AY7 2059-11-25 0.831918 N/A 32166333.00 490597.01 Agency Collateralized Mortgage Obligation FHLMC_5351F N/A 3137HAZQ2 2053-10-25 0 N/A 7783985.00 5073063.54 Agency Collateralized Mortgage Obligation FNMA_22-43F N/A 3136BNTN6 2040-04-25 0.26554 N/A 12686333.00 46065.16 Agency Collateralized Mortgage Obligation FNMA_16-85G N/A 3136AUCT6 2046-11-25 1.1287 N/A 102394.00 1242.46 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_4056 N/A 3137AQEB0 2027-05-15 3 N/A 30835000.00 33521.99 Agency Collateralized Mortgage Obligation GNMA_24-11B N/A 38384G2V1 2054-01-20 1.25972 N/A 8504553.00 385074.30 Agency Collateralized Mortgage Obligation FHLMC_5098B N/A 3137FYGB6 2051-04-25 2.5 N/A 11328400.00 1024023.12 Agency Collateralized Mortgage Obligation GNMA_15-63C N/A 38379PBY2 2040-01-20 0 N/A 41565066.00 153520.59 Agency Collateralized Mortgage Obligation GNMA_23-H21 N/A 38383KDZ2 2073-09-20 0.51 N/A 889216.00 59701.08 Agency Collateralized Mortgage Obligation GNMA_19-3G N/A 38381BJX3 2049-01-20 5 N/A 7885348.00 209708.97 Agency Collateralized Mortgage Obligation GNMA_14-100A N/A 38379DJC9 2041-04-20 0 N/A 42674465.00 156959.93 Agency Collateralized Mortgage Obligation GNMA_15-121 N/A 38379MQT4 2045-08-20 5.5 N/A 45617045.00 1005152.72 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179QPH8 2044-09-20 4 N/A 11003878.00 803501.85 Agency Mortgage-Backed Securities GNMA_24-132C N/A 38384UPJ2 2054-08-20 1.05972 N/A 51126139.00 3074344.64 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622ABG22 2051-11-20 3 N/A 10402890.00 7164987.52 Agency Mortgage-Backed Securities FNMA_23-43C N/A 3136BQJT7 2053-04-25 5.5 N/A 19060575.00 3750402.08 Agency Collateralized Mortgage Obligation GNMA_24-4C N/A 38384HW38 2054-01-20 2.05972 N/A 2089126.00 111084.77 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617XJMP2 2052-04-20 4 N/A 2353051.00 2129942.79 Agency Mortgage-Backed Securities GNMA_21-146F N/A 38382WZL4 2051-08-20 2.5 N/A 9058640.00 855883.67 Agency Collateralized Mortgage Obligation GNMA_20-165L N/A 38382K2N2 2050-08-20 3 N/A 100650.00 7775.45 Agency Collateralized Mortgage Obligation GNMA_24-66D N/A 38383KUL4 2052-01-20 3.5 N/A 29787122.00 6630499.54 Agency Collateralized Mortgage Obligation GNMA_16-29H N/A 38379T4H9 2038-11-20 0 N/A 22783027.00 161297.97 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-110 N/A 38381YWG5 2049-09-20 1.17637 N/A 29250000.00 1402207.92 Agency Collateralized Mortgage Obligation GNMA_22-170D N/A 38381T3E3 2052-09-20 5.5 N/A 9964214.00 7842858.23 Agency Collateralized Mortgage Obligation GNMA_21-41N N/A 38382PCP5 2050-10-20 2 N/A 100224.00 6701.30 Agency Collateralized Mortgage Obligation GNMA_20-129G N/A 38382JZK5 2050-09-20 2.5 N/A 100000.00 10005.64 Agency Collateralized Mortgage Obligation GNMA_18-92A N/A 38380XSU2 2046-08-20 0 N/A 68850447.00 434564.29 Agency Collateralized Mortgage Obligation GNMA_24-25C N/A 38384JM27 2054-02-20 0.90972 N/A 100000000.00 3487400.46 Agency Collateralized Mortgage Obligation FNMA_17-30H N/A 3136AWRD1 2047-05-25 1.012677 N/A 119344842.00 857690.35 Agency Collateralized Mortgage Obligation GNMA_18-48D N/A 38380WPK9 2048-04-20 0 N/A 185306704.00 1447259.45 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618FSLJ5 2053-12-15 7.5 N/A 2419272.00 2545123.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3622ACJW1 2053-04-15 6 N/A 8609290.00 8585457.12 Agency Mortgage-Backed Securities GNMA_16-107F N/A 38379YH27 2045-06-20 4 N/A 22421223.00 232413.78 Agency Collateralized Mortgage Obligation FNSTR_426 N/A 31422MZM1 2052-01-25 2 N/A 7999227.00 958665.91 Agency Collateralized Mortgage Obligation GNMA_24-7B N/A 38384GL99 2054-01-20 1.21972 N/A 46224065.00 1910525.53 Agency Collateralized Mortgage Obligation GNMA_17-91A N/A 38376M4J3 2038-11-20 0 N/A 36294701.00 183570.99 Agency Collateralized Mortgage Obligation FNMA_24-29A N/A 3136BRB30 2054-05-25 1.14318 N/A 48989479.00 2289176.83 Agency Collateralized Mortgage Obligation FNMA_21-82C N/A 3136BKEP3 2051-12-25 1.199249 N/A 21791681.00 571225.47 Agency Collateralized Mortgage Obligation GNMA_24-48E N/A 38384KHH7 2051-07-20 3 N/A 100032.00 14950.04 Agency Collateralized Mortgage Obligation GNMA_24-48B N/A 38384KHD6 2064-03-20 0.40972 N/A 100000000.00 2498838.65 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WG51 2051-06-20 3.5 N/A 339841.00 182562.78 Agency Mortgage-Backed Securities GNMA_20-76A N/A 38382EWB9 2050-05-20 1.22637 N/A 31245111.00 1395996.02 Agency Collateralized Mortgage Obligation FHLMC_5362G N/A 3137HB6F6 2053-12-25 0.69318 N/A 21849200.00 787468.17 Agency Collateralized Mortgage Obligation GNMA_23-48H N/A 38383WUB0 2053-03-20 5.89028 N/A 8329518.00 5366081.55 Agency Collateralized Mortgage Obligation GNMA_17-59D N/A 38376MR33 2042-06-20 0 N/A 23468606.00 126261.59 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617LNSR6 2050-02-20 3 N/A 18800284.00 9029745.08 Agency Mortgage-Backed Securities FHMS_18-K157 N/A 3137FHQ63 2033-05-25 3.99 N/A 2428.00 2361.55 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YU69 2054-04-20 5.5 N/A 5812536.00 5721664.70 Agency Mortgage-Backed Securities FNMA_18-76A N/A 3136B3EZ9 2045-06-25 1.1287 N/A 23002310.00 746035.56 Agency Collateralized Mortgage Obligation GNMA_24-66A N/A 38383KUF7 2054-04-20 1.07972 N/A 30000000.00 1195956.41 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38378ARN3 2040-08-20 5 N/A 63035038.00 4213.10 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WFJ2 2051-05-20 3.5 N/A 5582319.00 2838032.83 Agency Mortgage-Backed Securities GNMA_19-97B N/A 38381YHN7 2049-08-20 1.22637 N/A 102637180.00 4048619.97 Agency Collateralized Mortgage Obligation FNMA_12-93E N/A 3136A8FN5 2042-09-25 1.0787 N/A 32564675.00 304793.63 Agency Collateralized Mortgage Obligation GNMA_19-129F N/A 38381Y7U2 2046-02-20 0 N/A 73811077.00 527170.34 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618BHJA5 2053-07-15 7 N/A 9117788.00 9433577.72 Agency Mortgage-Backed Securities GNMA_22-159A N/A 38383YKV3 2052-09-20 1.06972 N/A 67810991.00 5035226.09 Agency Collateralized Mortgage Obligation GNMA_19-69G N/A 38381WQR2 2044-07-20 0 N/A 39767332.00 458830.69 Agency Collateralized Mortgage Obligation GNMA_14-69 N/A 38379BG44 2036-06-20 0 N/A 52040339.00 233150.26 Agency Collateralized Mortgage Obligation GNMA_18-18A N/A 38380KL78 2043-11-20 0 N/A 84926629.00 540000.89 Agency Collateralized Mortgage Obligation GNMA_22-213F N/A 38383LYW4 2052-12-20 5.79028 N/A 4843023.00 3845146.23 Agency Collateralized Mortgage Obligation GNMA_16-121J N/A 38380AC88 2040-12-20 0 N/A 94316353.00 471646.17 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XJV91 2052-06-01 3.5 N/A 700000.00 543438.30 Agency Mortgage-Backed Securities GNMA_23-123D N/A 38384CRT8 2053-08-20 0.03 N/A 20000000.00 6729.30 Agency Collateralized Mortgage Obligation GNMA_19-96D N/A 38381XJ23 2049-08-20 4 N/A 4178375.00 189522.63 Agency Collateralized Mortgage Obligation GNMA_15-117D N/A 38379MN67 2039-11-16 3.5 N/A 53546982.00 74267.29 Agency Collateralized Mortgage Obligation GNMA_15-95B N/A 38379NPC0 2045-07-16 4.5 N/A 21045010.00 537906.17 Agency Collateralized Mortgage Obligation FHLMC_5403A N/A 3137HCA44 2054-04-25 1.09318 N/A 40620668.00 2356034.09 Agency Collateralized Mortgage Obligation GNMA_22-101E N/A 38383F6E8 2052-06-20 1.15972 N/A 80000000.00 5922092.80 Agency Collateralized Mortgage Obligation FNMA_20-27G N/A 3136B87M5 2050-05-25 1.0787 N/A 22318291.00 1509063.97 Agency Collateralized Mortgage Obligation FNMA_23-39H N/A 3136BQFV6 2052-07-25 2 N/A 70667316.00 8242879.20 Agency Collateralized Mortgage Obligation GNMA_21-135D N/A 38382XAJ4 2051-08-20 1.42637 N/A 66565610.00 6717647.26 Agency Collateralized Mortgage Obligation GNMA_24-H11A N/A 38383KZH8 2074-07-20 0.46798 N/A 78806707.00 5663679.08 Agency Collateralized Mortgage Obligation GNMA_23-1D N/A 38383VCJ5 2053-01-20 5.84028 N/A 39996999.00 36166632.07 Agency Collateralized Mortgage Obligation FNMA_24-29A N/A 3136BRA98 2054-05-25 0 N/A 3801477.00 2829936.15 Agency Collateralized Mortgage Obligation GNMA_20-16C N/A 38382CQ87 2049-11-20 4.5 N/A 24545218.00 1039475.54 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618BHH90 2053-07-15 6.5 N/A 6712828.00 6778681.60 Agency Mortgage-Backed Securities FHLMC_5464A N/A 3137HFVT9 2054-10-25 0 N/A 100000.00 3927.37 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618A5X40 2053-07-20 7.5 N/A 1163310.00 1043078.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618BQN93 2053-05-20 6 N/A 3248160.00 3196845.82 Agency Mortgage-Backed Securities GNMA GNII SP 786364 C N/A BRY8ASF15 2052-07-20 0 N/A 17738645.00 14782942.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132WWA93 2052-05-01 4.236 N/A 21585.00 18741.85 Agency Mortgage-Backed Securities GNMA_17-66A N/A 38376UFR5 2041-04-20 0 N/A 63354203.00 254656.14 Agency Collateralized Mortgage Obligation FNMA_24-65B N/A 3136BSK87 2054-09-25 0.44318 N/A 111900000.00 4172228.80 Agency Collateralized Mortgage Obligation GNMA_22-175D N/A 38383U7L8 2052-10-20 4.80231 N/A 100000.00 74998.46 Agency Collateralized Mortgage Obligation FNMA_19-82A N/A 3136B7V24 2050-01-25 3 N/A 1460.00 648.54 Agency Collateralized Mortgage Obligation GNMA_23-187F N/A 38384GNF3 2053-12-20 6.14028 N/A 79755.00 61342.98 Agency Collateralized Mortgage Obligation GNMA_24-21A N/A 38384JBJ2 2054-02-20 6.09028 N/A 6038.00 4837.03 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617YCTY0 2052-03-20 4 N/A 9000000.00 7706571.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YPG3 2054-01-20 5.5 N/A 656440.00 617997.74 Agency Mortgage-Backed Securities GNMA_24-48A N/A 38384KHA2 2064-03-20 0.87972 N/A 57504386.00 1118032.55 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1 N/A 400.00 357.73 U.S. Treasuries (including strips) FNMA_19-35J N/A 3136B5HS7 2059-07-25 0.941827 N/A 57174809.00 535807.10 Agency Collateralized Mortgage Obligation FHLMC_5196A N/A 3137H5WH6 2051-07-25 2.5 N/A 11000000.00 1088035.97 Agency Collateralized Mortgage Obligation GNMA_14-99 N/A 38379DDR2 2036-11-20 0 N/A 72459294.00 418391.35 Agency Collateralized Mortgage Obligation FNMA_24-65A N/A 3136BSK38 2054-09-25 1.04318 N/A 12821208.00 987477.81 Agency Collateralized Mortgage Obligation GNMA_23-H05D N/A 38382YY23 2073-01-20 0.73585 N/A 299930.00 22775.63 Agency Collateralized Mortgage Obligation GNMA_22-197M N/A 38383LFZ8 2052-11-20 8.75664 N/A 2288964.00 2877033.40 Agency Collateralized Mortgage Obligation FNMA_20-M12 N/A 3136B87D5 2029-07-25 1.285 N/A 1461000.00 50592.29 Agency Collateralized Mortgage Obligation GNMA_22-218A N/A 38383L6P0 2052-12-20 1.95972 N/A 31487488.00 2138162.39 Agency Collateralized Mortgage Obligation GNMA_23-187C N/A 38384GMT4 2053-12-20 6.19028 N/A 9327040.00 6459348.49 Agency Collateralized Mortgage Obligation GNMA_14-132 N/A 38379EX49 2044-06-20 5 N/A 16881450.00 204525.67 Agency Collateralized Mortgage Obligation GNMA_17-132C N/A 38380GZA5 2040-02-20 0 N/A 60685062.00 533781.09 Agency Collateralized Mortgage Obligation GNMA_23-153D N/A 38384E5Z4 2053-10-20 0.01 N/A 11164028.00 1109.72 Agency Collateralized Mortgage Obligation GNMA_14-90M N/A 38379CWZ5 2038-10-20 0 N/A 61239231.00 260444.49 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WQA9 2051-10-20 2.5 N/A 30938560.00 20374720.82 Agency Mortgage-Backed Securities GNMA_16-29G N/A 38379T4F3 2042-05-20 0 N/A 40317194.00 148805.43 Agency Collateralized Mortgage Obligation GNMA_23-H24 N/A 38383KGN6 2073-10-20 0.49471 N/A 100087.00 6522.03 Agency Collateralized Mortgage Obligation GNMA_23-17A N/A 38383VA32 2053-02-20 0.70972 N/A 17781833.00 821021.96 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618BHPP5 2053-04-20 6.5 N/A 2305883.00 2313060.48 Agency Mortgage-Backed Securities GNMA_23-76E N/A 38383X5B6 2053-05-20 5.89028 N/A 35097920.00 27179785.19 Agency Collateralized Mortgage Obligation FHSTR_377 N/A 3133Q5E51 2051-01-25 2 N/A 2981650.00 272580.21 Agency Collateralized Mortgage Obligation GNMA_14-181 N/A 38379HNK7 2040-02-20 0 N/A 26202046.00 91402.73 Agency Collateralized Mortgage Obligation FHLMC_433 N/A 3137B83U9 2044-02-15 1.52571 N/A 173495999.00 1665494.82 Agency Collateralized Mortgage Obligation GNMA_21-155N N/A 38383AJY1 2051-07-20 1.42637 N/A 10500000.00 1018070.74 Agency Collateralized Mortgage Obligation GNMA_24-H05C N/A 38383KUB6 2074-03-20 0.35847 N/A 864763.00 54099.34 Agency Collateralized Mortgage Obligation GNMA_23-76D N/A 38383X4Z4 2053-05-20 5.89028 N/A 8986466.00 5705466.11 Agency Collateralized Mortgage Obligation GNMA_19-20D N/A 38381RAQ2 2049-02-20 5 N/A 13165001.00 699380.80 Agency Collateralized Mortgage Obligation FNMA_23-58E N/A 3136BQXU8 2053-12-25 0 N/A 11155688.00 8118498.48 Agency Collateralized Mortgage Obligation GNMA_24-7B N/A 38384GL81 2054-01-20 1.50972 N/A 43495046.00 2076196.62 Agency Collateralized Mortgage Obligation FNMA_19-9F N/A 3136B33M0 2049-03-25 0.959244 N/A 82543545.00 993934.60 Agency Collateralized Mortgage Obligation FHLMC_5149R N/A 3137H2SY1 2051-10-25 3 N/A 100000.00 10228.32 Agency Collateralized Mortgage Obligation GNMA_16-135G N/A 38380AL88 2041-08-20 0 N/A 101868319.00 520689.79 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622ABBT8 2051-07-20 4 N/A 3028779.00 2316452.22 Agency Mortgage-Backed Securities GNMA_15-95 N/A 38379NPQ9 2043-02-20 6 N/A 5017156.00 94754.15 Agency Collateralized Mortgage Obligation FNMA_20-77A N/A 3136BCVL1 2050-11-25 2.5 N/A 85516200.00 8123538.36 Agency Collateralized Mortgage Obligation FNMA_23-53F N/A 3136BQTW9 2053-11-25 0 N/A 2169288.00 1487153.63 Agency Collateralized Mortgage Obligation FNMA_12-51 N/A 3136A55P7 2042-05-25 0.9487 N/A 83979859.00 1257978.54 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31288RA81 2050-02-01 5.97 N/A 151361.00 148759.14 Agency Mortgage-Backed Securities GNMA_22-128L N/A 38383UAR1 2052-07-20 3.6324 N/A 100000.00 86635.06 Agency Collateralized Mortgage Obligation GNMA_15-63A N/A 38379PBG1 2042-03-20 0 N/A 126723829.00 277885.14 Agency Collateralized Mortgage Obligation FNMA_16-95 N/A 3136AUXG1 2033-05-25 5.5 N/A 7124683.00 152962.86 Agency Collateralized Mortgage Obligation FHLMC_3632 N/A 31398WRF3 2040-02-15 0.41903 N/A 2800000.00 598016.28 Agency Collateralized Mortgage Obligation FHLMC_4994 N/A 3137FUF90 2049-02-25 0.6287 N/A 2954323.00 81235.23 Agency Collateralized Mortgage Obligation GNMA_23-82B N/A 38384AP72 2053-06-20 0.45972 N/A 12108000.00 458337.32 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618F3TN3 2053-07-20 6 N/A 595577.00 500624.87 Agency Mortgage-Backed Securities FNMA_21-42D N/A 3136BGAM3 2051-07-25 2.5 N/A 997045.00 638621.62 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617XJMQ0 2052-04-15 4 N/A 484357.00 447578.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WDR6 2051-04-20 2.5 N/A 2017520.00 1114672.24 Agency Mortgage-Backed Securities GNMA_20-11C N/A 38382B5H2 2048-10-20 0 N/A 2509233.00 20072.40 Agency Collateralized Mortgage Obligation GNMA_22-178C N/A 38383US76 2052-10-20 6 N/A 11244882.00 9642672.89 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YW59 2054-05-20 5.5 N/A 6207493.00 6145514.47 Agency Mortgage-Backed Securities FHLMC_5062C N/A 3137F8TX1 2051-01-25 1.44318 N/A 19200000.00 1947232.86 Agency Collateralized Mortgage Obligation GNMA_23-22H N/A 38383VVM7 2053-02-20 5.79028 N/A 3952329.00 3359060.06 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617X0WM9 2052-02-20 3.5 N/A 11000000.00 8813691.20 Agency Mortgage-Backed Securities GNMA_14-69 N/A 38379BG28 2037-09-20 0 N/A 104785743.00 346017.52 Agency Collateralized Mortgage Obligation GNMA_24-66C N/A 38383KUK6 2051-12-20 3 N/A 22502805.00 4580054.50 Agency Collateralized Mortgage Obligation FNMA_16-1 N/A 3136AQG46 2046-02-25 1.1787 N/A 69174285.00 1019641.01 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625 N/A 221900.00 184017.29 U.S. Treasuries (including strips) FNMA_20-34G N/A 3136BAJA3 2050-06-25 1.0787 N/A 31926820.00 2164632.81 Agency Collateralized Mortgage Obligation GNMA_20-191H N/A 38382MHM4 2050-12-20 4 N/A 20869473.00 2444314.68 Agency Collateralized Mortgage Obligation GNMA_14-129G N/A 38379GLA3 2041-10-20 0 N/A 42270863.00 115961.76 Agency Collateralized Mortgage Obligation FHLMC_5349A N/A 3137HARN8 2053-10-25 0.84318 N/A 100011.00 2862.14 Agency Collateralized Mortgage Obligation GNMA_15-82 N/A 38379NMT6 2041-04-20 0 N/A 58404259.00 194281.58 Agency Collateralized Mortgage Obligation FNMA_19-67H N/A 3136B65K5 2041-08-25 0.7787 N/A 134968778.00 3293186.43 Agency Collateralized Mortgage Obligation GNMA_15-152C N/A 38379FAR0 2040-05-20 0 N/A 30325747.00 125557.82 Agency Collateralized Mortgage Obligation GNMA_23-82B N/A 38384AT94 2053-06-20 6.04028 N/A 27488896.00 24530231.26 Agency Collateralized Mortgage Obligation GNMA_23-1A N/A 38383VAE8 2053-01-20 2.25972 N/A 20937735.00 1772825.59 Agency Collateralized Mortgage Obligation FNMA_19-41A N/A 3136B5SJ5 2049-08-25 1.1287 N/A 146920181.00 6033589.94 Agency Collateralized Mortgage Obligation GNMA_15-82 N/A 38379NMF6 2045-06-20 7 N/A 14100000.00 200769.87 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31358DDR2 2030-05-15 0 N/A 1599000.00 1251513.32 Agency Debentures and Agency Strips Y Moody's P-1 Fitch F1 Standard & Poor's A-1 2024-11-01 2024-11-07 2024-11-07 Y BNP PARIBAS SA 1.0000 7 N Standard & Poor's A+ Moody's Aa3 Fitch A+ N N 0.0490 400000000.00 400000000.00 0.0023 N N Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797HP5 254900HROIFWPRGM1V77 US912797HP56 U.S. Treasury Debt Y Standard & Poor's A-1+ Moody's Govt Fitch F1+ 2024-11-29 2024-11-29 2024-11-29 N N N 0.0453 3052655318.24 3052655318.24 0.0172 N Y Y N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 4.91000040 3133ERJN2 254900C5LP6DN9OP9V83 US3133ERJN27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's AA+ Fitch AA+ Moody's Agency 2024-11-01 2026-06-26 2026-06-26 N N N 0.0503 230408942.19 230408942.19 0.0013 N N N N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797MV6 254900HROIFWPRGM1V77 US912797MV69 U.S. Treasury Debt Y Moody's Govt Standard & Poor's A-1+ Fitch F1+ 2025-04-03 2025-04-03 2025-04-03 N N N 0.0448 1121477212.34 1121477212.34 0.0063 N Y Y N Wells Fargo Securities LLC Wells Fargo Securities LLC 4.87000000 N/A VYVVCKR63DVZZN70PB21 BYDAGSGM5 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618JCTB5 2054-10-20 6 N/A 6602596.00 6774184.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179QWD9 2044-12-20 3 N/A 194233766.00 17156502.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618J9E51 2054-09-20 7 N/A 1413680.00 1477386.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179UKY7 2049-01-20 4.5 N/A 1061613637.00 75356500.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618G2FM1 2053-10-20 7 N/A 1664448.00 1698425.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618G0WR5 2054-01-20 7 N/A 1856831.00 1511188.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36180AAJ2 2054-09-20 7 N/A 215795569.00 221155525.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202FUF1 2041-06-20 4.5 N/A 140000.00 6270.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618HA6F7 2054-07-20 6.5 N/A 6526067.00 6772064.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179U5R9 2034-11-20 3.5 N/A 155000.00 33621.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617HNCN7 2048-10-20 4.5 N/A 1218948.00 517276.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179RQ51 2045-10-20 5 N/A 10000000.00 888956.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617BKQN4 2048-06-20 4 N/A 2941346.00 205780.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618GDC73 2054-01-20 6.5 N/A 1533380.00 1576883.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202DZX2 2033-10-20 5 N/A 961578.00 14881.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618F5AV0 2053-10-20 7 N/A 5051879.00 4161989.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VMG2 2050-05-20 4.5 N/A 1100000.00 236194.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618HAM51 2054-07-20 5.5 N/A 1513776.00 1523531.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VBF6 2049-12-20 3 N/A 121673000.00 22714111.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VAM2 2034-12-20 4 N/A 44770.00 7852.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202D5B3 2034-04-20 4.5 N/A 79000.00 1178.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618J7QB9 2054-10-20 6 N/A 5034669.00 5151090.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617H4PG0 2048-07-20 4.5 N/A 42006167.00 3699128.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179TX34 2048-05-20 7 N/A 100000.00 21919.29 Agency Mortgage-Backed 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1423693.00 1453271.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618GXAH9 2054-05-20 5.5 N/A 1042597.00 1046408.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179TH40 2032-10-20 4 N/A 111603.00 4492.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617H9N97 2048-11-20 4.5 N/A 1800000.00 315379.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618J9EY8 2054-09-20 7 N/A 2666796.00 2738570.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618BWW58 2053-06-20 5 N/A 2236181.00 2110811.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617GWC99 2048-06-20 4.5 N/A 25147655.00 2981748.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618GEEW4 2054-01-20 7.5 N/A 1711513.00 1767506.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE 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2035-10-20 5.5 N/A 7564195.00 157057.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179SEK9 2046-06-20 4.5 N/A 719259.00 54430.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618HKSS3 2054-08-20 6 N/A 4968308.00 5073509.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WQH4 2038-07-20 6 N/A 45000.00 22928.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617YACU0 2052-03-20 3 N/A 1596292.00 1183539.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202FGE0 2040-05-20 5 N/A 7070000.00 268857.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XC87 2051-11-20 1.5 N/A 97680.00 60962.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179W7K8 2052-06-20 3 N/A 49257254.00 36684504.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL 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Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3620AP5C5 2040-03-20 5 N/A 1810361.00 80825.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618JCSZ3 2054-10-20 6.5 N/A 5179700.00 5390382.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617QX4L8 2050-11-20 3.5 N/A 700000.00 418502.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179NGB8 2043-06-20 5.5 N/A 208069.00 10065.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617L8QM2 2049-08-20 5 N/A 2706810.00 327224.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202D3G4 2034-01-20 5 N/A 60000.00 684.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202EHR3 2036-04-20 5 N/A 42000.00 590.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179QAK7 2029-04-20 3 N/A 2973556.00 148782.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617HCUK7 2048-09-20 4.5 N/A 23340707.00 1989471.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36183QWY7 2045-03-20 4.5 N/A 1245000.00 152634.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179MQP8 2042-10-20 3.5 N/A 2239000.00 211124.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617MW7E7 2050-04-20 3.5 N/A 200000.00 128887.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179UQC9 2034-04-20 4.5 N/A 51650.00 8533.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179SNX1 2046-10-20 4.5 N/A 3286800.00 367667.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617YMBL5 2052-04-20 4 N/A 1068208.00 878200.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179SGM3 2046-07-20 4 N/A 25000.00 2585.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VGV6 2035-03-20 2.5 N/A 5902674.00 1157316.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WVX3 2052-01-20 4 N/A 1630000.00 1155888.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617B0XY6 2048-01-20 4 N/A 200000.00 52752.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VVY3 2050-10-20 2.5 N/A 12398000.00 5272400.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618FY5N1 2054-01-20 7 N/A 1012923.00 850853.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179Y4H4 2039-08-20 5.5 N/A 4973567.00 4970365.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618HMSE0 2054-08-20 6.5 N/A 19807857.00 20448519.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618BJEG3 2053-06-20 6.5 N/A 5383359.00 5105601.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617BWKV6 2048-04-20 4 N/A 300000.00 156191.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617AFVA8 2047-09-20 4.5 N/A 7611814.00 1051764.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617ALMQ0 2048-05-20 4.5 N/A 1800000.00 269681.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YS39 2054-03-20 4 N/A 1112084.00 1025956.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617LKGQ7 2049-10-20 3.5 N/A 2625340.00 495845.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YW59 2054-05-20 5.5 N/A 20000.00 19800.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179SSS7 2046-12-20 4.5 N/A 584901.00 70552.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618J9DA1 2054-09-20 7 N/A 1445297.00 1529397.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XFF8 2052-09-20 3.5 N/A 1270646.00 1009167.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617KD6H5 2049-06-20 4.5 N/A 1910410.00 559268.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618HH5D8 2054-06-20 6.5 N/A 2041050.00 2103800.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179V4X5 2051-01-20 3.5 N/A 868642.00 356432.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618HHGU8 2054-05-20 6.5 N/A 1310159.00 1343769.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179T7L3 2048-08-20 4.5 N/A 41280000.00 3633643.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618GRXW4 2054-03-20 5 N/A 1088198.00 1071809.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618HGMS8 2054-08-20 6.5 N/A 1051833.00 1102399.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179MX47 2043-01-20 3.5 N/A 3008000.00 318039.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618FPUJ1 2053-11-20 7 N/A 3048673.00 2157442.93 Agency Mortgage-Backed Securities Y Moody's NR Standard & Poor's A-1 Fitch NR 2024-11-01 2024-11-01 2024-11-01 N N N 0.0487 635000000.00 635000000.00 0.0036 N Y Y N BMO Capital Markets Corp. 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31412449.65 Agency Mortgage-Backed Securities FEPC 03.500 CLQA4355 N/A 31339UZU7 2049-11-01 3.5 N/A 941648.00 496651.92 Agency Mortgage-Backed Securities GNHA AL CZ2266 H N/A 3618GDQT0 2073-11-20 6.607 N/A 4353941.00 4634163.41 Agency Mortgage-Backed Securities GNPL PN DA8488 N/A 3618GYND2 2059-05-15 5.8 N/A 50000.00 52702.57 Agency Mortgage-Backed Securities FNMS 06.500 CLBY4504 N/A 3140NMAE7 2053-08-01 6.5 N/A 1001.00 913.11 Agency Mortgage-Backed Securities GNPL PN CZ2400 N/A 3618GDUZ1 2059-07-15 6.44 N/A 50000.00 54151.69 Agency Mortgage-Backed Securities 3 3/4 NOTE P 31 N/A 91282CLJ8 2031-08-31 3.75 N/A 50880200.00 49752087.31 U.S. Treasuries (including strips) FEPC 06.500 CLSD3180 N/A 3132DQQ90 2053-06-01 6.5 N/A 23225000.00 21303094.28 Agency Mortgage-Backed Securities FNAR XX.XXX XYBM3495 N/A 3140J73D5 2028-02-01 3.269 N/A 609007.00 59854.05 Agency Mortgage-Backed Securities FEPC 05.000 CLQE5820 N/A 3133BFPD6 2052-07-01 5 N/A 454000.00 304373.73 Agency Mortgage-Backed Securities MNAR XX.XXX HX109502 N/A 313637RX0 2025-08-01 3.57 N/A 12000.00 11704.82 Agency Mortgage-Backed Securities GNPL PN CK5806 N/A 3617Y1NX2 2059-06-15 5.72 N/A 50000.00 52359.67 Agency Mortgage-Backed Securities GNPL PN DC4399 N/A 3618HJ3G9 2059-06-15 5.72 N/A 50000.00 52531.68 Agency Mortgage-Backed Securities FEPC 04.500 CLQG0327 N/A 3133C0LG5 2053-04-01 4.5 N/A 10360000.00 9167016.84 Agency Mortgage-Backed Securities GNHA AL CW3885 H N/A 3618FCJ61 2073-08-20 6.694 N/A 1018.00 1044.88 Agency Mortgage-Backed Securities GNHA AL CY1793 H N/A 3618G07E2 2073-09-20 6.671 N/A 3765224.00 3979524.04 Agency Mortgage-Backed Securities FNMS 05.500 CLBW9780 N/A 3140N22N0 2053-06-01 5.5 N/A 405530.00 324663.27 Agency Mortgage-Backed Securities GNPL PN CM3806 N/A 3617YPGP4 2059-07-15 5.6 N/A 50000.00 52320.94 Agency Mortgage-Backed Securities GNPL PN CZ7785 N/A 3618GKUJ1 2059-06-15 6.2 N/A 50000.00 53310.28 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2280 N/A 3140Q9RA3 2048-08-01 4.5 N/A 58026090.00 14538739.05 Agency Mortgage-Backed Securities MNAR XX.XXX HXBL7140 N/A 3140HY5A2 2025-06-01 1.22 N/A 27110.00 25871.50 Agency Mortgage-Backed Securities Y Moody's NR Standard & Poor's A-1 Fitch NR 2024-11-01 2024-11-01 2024-11-01 N N N 0.0487 150000000.00 150000000.00 0.0009 N Y Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.00000000 313385BT2 2549001DPIFGXC1TOL40 US313385BT24 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch F1+ Moody's Agency Standard & Poor's A-1+ 2025-02-11 2025-02-11 2025-02-11 N N N 0.0448 689608731.21 689608731.21 0.0039 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 4.81500000 3130B1PA9 2549001DPIFGXC1TOL40 US3130B1PA96 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Standard & Poor's AA+ Moody's Agency 2024-11-01 2024-11-06 2024-11-06 N N N 0.0488 207409873.48 207409873.48 0.0012 N N Y N Credit 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N/A 31410MLC2 2036-03-01 6 N/A 1000.00 1.34 Agency Mortgage-Backed Securities FNMS 04.500 CLBN4887 N/A 3140JMND0 2049-04-01 4.5 N/A 994497.00 265502.63 Agency Mortgage-Backed Securities FNMS 03.500 CLBV9891 N/A 3140MP7D7 2052-06-01 3.5 N/A 858000.00 640569.97 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6920 N/A 3140QSVN8 2053-08-01 6 N/A 50000005.00 45846989.85 Agency Mortgage-Backed Securities FNMS 04.500 CLBH7668 N/A 3140GWQW6 2047-10-01 4.5 N/A 1072340.00 320913.95 Agency Mortgage-Backed Securities FEPC 04.500 CLQF9073 N/A 3133BXCJ8 2053-02-01 4.5 N/A 1231722.00 1111728.50 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6038 N/A 3140QDV84 2050-06-01 2.5 N/A 101983903.00 47201117.11 Agency Mortgage-Backed Securities FEPC 03.500 CLQA0465 N/A 31334WQS3 2049-06-01 3.5 N/A 3183080.00 744060.31 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8925 N/A 3140N14K6 2052-10-01 5 N/A 1286712.00 1069827.64 Agency Mortgage-Backed Securities FEPC 05.000 CLQE5269 N/A 3133BE2A0 2052-07-01 5 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Mortgage-Backed Securities 03.500 FGPC U93186 G N/A 3132QDF30 2046-09-01 3.5 N/A 2140064.00 738052.47 Agency Mortgage-Backed Securities FNMS 05.500 CLDA4692 N/A 3140A5GA0 2053-12-01 5.5 N/A 1346447.00 697885.52 Agency Mortgage-Backed Securities FNMS 05.500 CLBX1359 N/A 3140N5QM9 2052-11-01 5.5 N/A 1142902.00 1001018.14 Agency Mortgage-Backed Securities FEPC 03.000 CLSD2431 N/A 3132DPVY1 2050-06-01 3 N/A 12515038.00 9679235.62 Agency Mortgage-Backed Securities FNMS 03.500 CLBD7724 N/A 3140FFSN2 2046-07-01 3.5 N/A 1453096.00 622979.01 Agency Mortgage-Backed Securities FEPC 05.500 CLQJ7156 N/A 3133CX5R7 2054-10-01 5.5 N/A 12167.00 12122.03 Agency Mortgage-Backed Securities 03.500 FGPC U90024 G N/A 3132H3AZ6 2042-08-01 3.5 N/A 11536824.00 1378050.83 Agency Mortgage-Backed Securities FEPC 05.500 CLQF2934 N/A 3133BQHK5 2052-11-01 5.5 N/A 1457321.00 1285553.41 Agency Mortgage-Backed Securities FNMS 06.000 CLBX5948 N/A 3140NATE3 2053-02-01 6 N/A 1030730.00 835599.42 Agency Mortgage-Backed Securities FNMS 04.000 CLAQ9096 N/A 3138MRDA6 2042-12-01 4 N/A 5415470.00 531426.43 Agency Mortgage-Backed Securities 04.000 FGPC G61559 G N/A 31335BWU6 2048-03-01 4 N/A 35643968.00 6192843.84 Agency Mortgage-Backed Securities FNMS 06.000 CLBX2166 N/A 3140N6MQ2 2052-12-01 6 N/A 1433175.00 1143495.02 Agency Mortgage-Backed Securities FNMS 04.500 CLBK6129 N/A 3140HKY36 2048-07-01 4.5 N/A 739486.00 283775.98 Agency Mortgage-Backed Securities FEPC 03.000 CLQE0389 N/A 3133B9NE0 2052-04-01 3 N/A 969782.00 631162.53 Agency Mortgage-Backed Securities FNMS 04.000 CLBC4754 N/A 3140F0H80 2046-10-01 4 N/A 147219.00 40393.26 Agency Mortgage-Backed Securities FNMS 06.000 CLCB9005 N/A 3140QVAF1 2054-08-01 6 N/A 5210857.00 5314936.71 Agency Mortgage-Backed Securities 04.000 FGPC Q46113 G N/A 3132WKYK8 2047-02-01 4 N/A 19459904.00 3466238.41 Agency Mortgage-Backed Securities 04.500 FGPC Q01903 G N/A 3132GFDG9 2041-07-01 4.5 N/A 17226386.00 1061976.40 Agency Mortgage-Backed Securities FEPC 03.000 CLQA8185 N/A 3133A3CW6 2050-03-01 3 N/A 15000.00 6992.98 Agency Mortgage-Backed Securities FNMS 05.500 NP922741 N/A 31412EEN2 2037-03-01 5.5 N/A 81400186.00 148610.82 Agency Mortgage-Backed Securities FNMS 02.500 U6BF0498 N/A 3140FXRU8 2053-09-01 2.5 N/A 1228996.00 774999.45 Agency Mortgage-Backed Securities FEPC 03.000 CISB8006 N/A 3132D53P5 2034-09-01 3 N/A 5150000.00 762665.88 Agency Mortgage-Backed Securities FNMS 06.500 CLBY7596 N/A 3140NQNN4 2053-08-01 6.5 N/A 1006560.00 802435.87 Agency Mortgage-Backed Securities FNMS 05.000 CLBW7909 N/A 3140N0YF6 2052-08-01 5 N/A 8000.00 7623.18 Agency Mortgage-Backed Securities FNMS 02.000 CLCA9037 N/A 3140QHBF1 2051-02-01 2 N/A 140617907.00 81647407.60 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8032 N/A 3133BH4R4 2052-08-01 5 N/A 3243521.00 2434187.40 Agency Mortgage-Backed Securities 04.500 FGPC Q48675 G N/A 3132WNT93 2047-06-01 4.5 N/A 3553836.00 1209628.46 Agency Mortgage-Backed Securities FEPC 05.000 CLQE5512 N/A 3133BFDR8 2052-07-01 5 N/A 1081275.00 1030918.87 Agency Mortgage-Backed Securities FNMS 03.000 CLBO9365 N/A 3140K5MP9 2049-12-01 3 N/A 1881668.00 666741.11 Agency Mortgage-Backed Securities 04.000 FGPC Q48174 G N/A 3132WNCL4 2047-05-01 4 N/A 2582432.00 676334.48 Agency Mortgage-Backed Securities FNMS 04.000 CLAW9490 N/A 3138XZRL7 2044-11-01 4 N/A 1176433.00 25512.58 Agency Mortgage-Backed Securities FNMS 03.500 CRAS5221 N/A 3138WEYT0 2045-06-01 3.5 N/A 3730134.00 1386081.46 Agency Mortgage-Backed Securities FEPC 05.500 CLSD6042 N/A 3132DTWB2 2054-08-01 5.5 N/A 173234.00 171393.54 Agency Mortgage-Backed Securities FNMS 03.000 CLAS8269 N/A 3138WJFK9 2046-11-01 3 N/A 374215499.00 69813716.95 Agency Mortgage-Backed Securities FNMS 04.000 I4BF0110 N/A 3140FXDQ2 2056-03-01 4 N/A 1000.00 401.21 Agency Mortgage-Backed Securities FNMS 04.500 CLBK7170 N/A 3140HL6G6 2048-07-01 4.5 N/A 1124794.00 446609.18 Agency Mortgage-Backed Securities FNMS 05.500 CLBX3655 N/A 3140N8BZ0 2052-12-01 5.5 N/A 1021788.00 1007896.54 Agency Mortgage-Backed Securities FEPC 05.000 CLQF0230 N/A 3133BMHF5 2052-09-01 5 N/A 1534283.00 1473643.15 Agency Mortgage-Backed Securities FNMS 07.000 CLDA1095 N/A 3140A1GD3 2053-12-01 7 N/A 9003.00 9538.69 Agency Mortgage-Backed Securities FEPC 05.000 CLQE6733 N/A 3133BGPS1 2052-07-01 5 N/A 1357227.00 1289263.21 Agency Mortgage-Backed Securities FNMS 06.000 NP878450 N/A 31409T5K0 2036-08-01 6 N/A 23470296.00 100151.94 Agency Mortgage-Backed Securities FNMS 06.000 CLDB5094 N/A 3140AEUU1 2054-07-01 6 N/A 1532044.00 1567658.29 Agency Mortgage-Backed Securities FNMS 05.500 CLBY2777 N/A 3140NKCP4 2053-06-01 5.5 N/A 1524057.00 1358394.08 Agency Mortgage-Backed Securities 04.000 FGPC Q63397 G N/A 3132VPX37 2049-05-01 4 N/A 1944661.00 724322.31 Agency Mortgage-Backed Securities FNMS 04.500 CLBE3591 N/A 3140FN7D0 2048-06-01 4.5 N/A 1400234.00 587952.44 Agency Mortgage-Backed Securities FNMS 05.500 CLBX0175 N/A 3140N4FR3 2053-02-01 5.5 N/A 1431900.00 1188837.92 Agency Mortgage-Backed Securities FEPC 03.500 CISB8268 N/A 3132D6FH8 2038-09-01 3.5 N/A 750940.00 639741.39 Agency Mortgage-Backed Securities 04.000 FGPC Q48791 G N/A 3132WNXV9 2047-06-01 4 N/A 2510680.00 1033774.95 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8415 N/A 3140N1K51 2052-09-01 5 N/A 1262424.00 982306.52 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2634 N/A 3140Q94U4 2048-11-01 4.5 N/A 239374080.00 60401016.64 Agency Mortgage-Backed Securities FNMS 04.500 CLBK6169 N/A 3140HK2B3 2048-09-01 4.5 N/A 2476756.00 1196605.15 Agency Mortgage-Backed Securities FNMS 06.000 CLFS6545 N/A 3140XNHX5 2053-12-01 6 N/A 75973298.00 73925595.68 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8749 N/A 3133BJWJ7 2052-08-01 5 N/A 2173750.00 1126190.87 Agency Mortgage-Backed Securities FNMS 05.000 CLBY0108 N/A 3140NGDN7 2053-05-01 5 N/A 1482934.00 1260847.06 Agency Mortgage-Backed Securities FNMS 05.500 CLBY6992 N/A 3140NPXW5 2053-07-01 5.5 N/A 1076396.00 1077604.94 Agency Mortgage-Backed Securities 04.500 FGPC Q54960 G N/A 3132XXQN2 2048-03-01 4.5 N/A 717998.00 206523.99 Agency Mortgage-Backed Securities 04.000 FGPC Q38492 G N/A 3132QVNJ6 2046-01-01 4 N/A 16990000.00 2248538.76 Agency Mortgage-Backed Securities FNMS 03.500 CLBQ1208 N/A 3140KLKW1 2050-08-01 3.5 N/A 1132350.00 791394.65 Agency Mortgage-Backed Securities FNMS 04.000 CZAL0723 N/A 3138EGYV0 2051-09-01 4 N/A 30378081.00 2031709.82 Agency Mortgage-Backed Securities FNMS 03.500 CLAL9442 N/A 3138ERP46 2046-11-01 3.5 N/A 59240000.00 14688007.76 Agency Mortgage-Backed Securities 04.000 FGPC Q53638 G N/A 3132XWBG5 2048-01-01 4 N/A 1067336.00 442256.58 Agency Mortgage-Backed Securities FNMS 04.500 CLBK7076 N/A 3140HL2J4 2048-06-01 4.5 N/A 1367723.00 550015.53 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8719 N/A 3140QGVM6 2051-01-01 2 N/A 56831512.00 32107395.57 Agency Mortgage-Backed Securities FNMS 06.500 CLBY6746 N/A 3140NPP87 2053-07-01 6.5 N/A 1012570.00 719033.01 Agency Mortgage-Backed Securities FEPC 05.000 CLQE7946 N/A 3133BHZK5 2052-08-01 5 N/A 1023304.00 971265.74 Agency Mortgage-Backed Securities FEPC 05.000 CLQE6298 N/A 3133BF7K0 2052-07-01 5 N/A 1092902.00 919743.21 Agency Mortgage-Backed Securities FNMS 06.500 CL940537 N/A 31413BLS8 2037-07-01 6.5 N/A 68263200.00 575112.36 Agency Mortgage-Backed Securities FNMS 05.500 CLDA2597 N/A 3140A23F0 2053-09-01 5.5 N/A 1073747.00 1065866.54 Agency Mortgage-Backed Securities FEPC 06.000 CLQF7876 N/A 3133BVXD2 2053-02-01 6 N/A 1067744.00 716396.15 Agency Mortgage-Backed Securities FEPC 02.500 CLSD7548 N/A 3132DVL52 2051-11-01 2.5 N/A 1024.00 682.88 Agency Mortgage-Backed Securities FNMS 03.500 CRAB7012 N/A 31417DYJ6 2042-11-01 3.5 N/A 10588000.00 1270994.79 Agency Mortgage-Backed Securities FNMS 03.500 CLFM9416 N/A 3140XDPA8 2045-07-01 3.5 N/A 59517120.00 34336656.60 Agency Mortgage-Backed Securities FEPC 05.000 CLQE7761 N/A 3133BHTS5 2052-07-01 5 N/A 1610651.00 975283.74 Agency Mortgage-Backed Securities FEPC 06.000 CISB8336 N/A 3132D6HM5 2039-10-01 6 N/A 954961.00 960842.19 Agency Mortgage-Backed Securities 04.000 FGPC Q03209 G N/A 3132GJGS2 2041-09-01 4 N/A 3606996.00 391879.98 Agency Mortgage-Backed Securities FNMS 03.500 CLBO8242 N/A 3140K4EQ9 2049-11-01 3.5 N/A 1297136.00 668863.65 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8076 N/A 3140N06N0 2052-08-01 5 N/A 1002407.00 955178.97 Agency Mortgage-Backed Securities FNMS 03.500 CLAO5619 N/A 3138LWG54 2042-06-01 3.5 N/A 326210.00 40308.85 Agency Mortgage-Backed Securities FEPC 05.500 CLSD6636 N/A 3132DULR6 2054-10-01 5.5 N/A 71668978.00 71673875.36 Agency Mortgage-Backed Securities FNMS 04.000 CLBP1033 N/A 3140K8EF4 2050-01-01 4 N/A 1037000.00 275435.23 Agency Mortgage-Backed Securities FNMS 05.500 CLBX4611 N/A 3140N9DR4 2052-12-01 5.5 N/A 1041270.00 1018759.32 Agency Mortgage-Backed Securities FNMS 05.000 CLDA0068 N/A 3140A0CE7 2053-09-01 5 N/A 1489856.00 1416694.08 Agency Mortgage-Backed Securities FNMS 06.000 CLBU4998 N/A 3140M6RU9 2054-10-01 6 N/A 715520.00 728939.38 Agency Mortgage-Backed Securities FNMS 06.000 CLBX3442 N/A 3140N7ZG8 2052-11-01 6 N/A 1057050.00 773631.23 Agency Mortgage-Backed Securities FNMS 04.000 CTBA6566 N/A 3140EBJL6 2036-01-01 4 N/A 1519429.00 242440.09 Agency Mortgage-Backed Securities FNMS 04.000 CLDA2514 N/A 3140A2YL3 2053-12-01 4 N/A 2031940.00 1759815.69 Agency Mortgage-Backed Securities FNMS 05.500 CLBX8173 N/A 3140NDCK1 2053-04-01 5.5 N/A 1384989.00 1246658.44 Agency Mortgage-Backed Securities FNMS 05.000 CLFS2473 N/A 3140XHXB8 2052-07-01 5 N/A 25299808.00 20246664.08 Agency Mortgage-Backed Securities FNMS 04.500 CLBK8690 N/A 3140HNUQ3 2048-07-01 4.5 N/A 1830579.00 622818.68 Agency Mortgage-Backed Securities FNMS 06.500 CL190371 N/A 31368HMU4 2036-07-01 6.5 N/A 203581275.00 1584022.25 Agency Mortgage-Backed Securities FEPC 04.000 CLRA5803 N/A 3133KMNU5 2051-09-01 4 N/A 37546441.00 17636226.43 Agency Mortgage-Backed Securities FEPC 04.500 CLQE9702 N/A 3133BKX79 2052-09-01 4.5 N/A 637968.00 515739.03 Agency Mortgage-Backed Securities FNMS 06.000 CLBX7290 N/A 3140NCC49 2053-06-01 6 N/A 1137669.00 1155364.55 Agency Mortgage-Backed Securities FNMS 06.000 CLBY4521 N/A 3140NMAX5 2053-08-01 6 N/A 6000.00 6130.82 Agency Mortgage-Backed Securities FEPC 05.000 CLQE4327 N/A 3133BDYY5 2052-06-01 5 N/A 1426704.00 1095357.29 Agency Mortgage-Backed Securities FNMS 04.000 CLBA2905 N/A 3140E7GP9 2045-11-01 4 N/A 1363982.00 231738.13 Agency Mortgage-Backed Securities FEPC 05.000 CLQF1405 N/A 3133BNR21 2052-10-01 5 N/A 1551668.00 1146130.29 Agency Mortgage-Backed Securities FEPC 03.500 CLQB0734 N/A 3133A6Y70 2050-07-01 3.5 N/A 1009600.00 656365.73 Agency Mortgage-Backed Securities 04.500 FGPC Q63742 G N/A 3132VQEQ5 2049-05-01 4.5 N/A 1828506.00 112125.88 Agency Mortgage-Backed Securities FNMS 05.500 CLBX5016 N/A 3140N9SE7 2053-01-01 5.5 N/A 1638500.00 1445899.09 Agency Mortgage-Backed Securities FNMS 02.500 CLCB0906 N/A 3140QLAG1 2051-06-01 2.5 N/A 25613331.00 16675700.43 Agency Mortgage-Backed Securities FNMS 03.000 CQAS4120 N/A 3138WDSJ1 2034-12-01 3 N/A 3567937.00 548374.98 Agency Mortgage-Backed Securities FNMS 03.500 CLAZ2620 N/A 3138YT4E1 2045-08-01 3.5 N/A 4280264.00 871305.07 Agency Mortgage-Backed Securities 03.500 FGPC U91343 G N/A 3132HBLY9 2043-03-01 3.5 N/A 4394192.00 550066.43 Agency Mortgage-Backed Securities FNMS 04.500 CLBD5350 N/A 3140FC5L8 2047-05-01 4.5 N/A 1090786.00 335543.60 Agency Mortgage-Backed Securities FNMS 04.000 CLBK9601 N/A 3140HPU39 2048-06-01 4 N/A 1778174.00 769280.13 Agency Mortgage-Backed Securities FNMS 06.500 CLBX9911 N/A 3140NFAM4 2053-05-01 6.5 N/A 1776906.00 1534115.47 Agency Mortgage-Backed Securities FNMS 04.500 CLBN2981 N/A 3140JKJ31 2048-11-01 4.5 N/A 694190.00 289436.47 Agency Mortgage-Backed Securities 04.000 FGPC Q62038 G N/A 3132VNHQ9 2049-03-01 4 N/A 4280239.00 468915.24 Agency Mortgage-Backed Securities FNMS 05.500 CLBX1169 N/A 3140N5JP0 2052-11-01 5.5 N/A 1748499.00 1186211.60 Agency Mortgage-Backed Securities FNMS 04.500 CLAI6963 N/A 3138ALWZ6 2041-07-01 4.5 N/A 2464000.00 383859.48 Agency Mortgage-Backed Securities FNMS 06.000 CL880422 N/A 31409WD32 2036-04-01 6 N/A 22424352.00 270996.28 Agency Mortgage-Backed Securities FNMS 04.000 CLBE2244 N/A 3140FMP67 2047-02-01 4 N/A 1119746.00 143617.89 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8280 N/A 3133BJFV9 2052-06-01 5 N/A 1013492.00 569110.59 Agency Mortgage-Backed Securities FNMS 04.000 CLBH6683 N/A 3140GVM93 2047-07-01 4 N/A 18907184.00 767408.46 Agency Mortgage-Backed Securities FEPC 05.000 CLQE6542 N/A 3133BGHT8 2052-07-01 5 N/A 1809940.00 1395626.81 Agency Mortgage-Backed Securities 04.000 FGPC Q63189 G N/A 3132VPRK6 2049-04-01 4 N/A 1603918.00 708326.17 Agency Mortgage-Backed Securities FNMS 03.500 CLBQ1041 N/A 3140KLEP3 2050-08-01 3.5 N/A 1129760.00 688844.42 Agency Mortgage-Backed Securities FNMS 05.500 CLBX8148 N/A 3140NDBS5 2053-04-01 5.5 N/A 1404390.00 1353286.36 Agency Mortgage-Backed Securities FEPC 03.500 CLRA7587 N/A 3133KPNC8 2052-06-01 3.5 N/A 13000.00 9884.66 Agency Mortgage-Backed Securities FNMS 03.000 CTAR9646 N/A 3138W7WG5 2033-04-01 3 N/A 534035.00 101771.00 Agency Mortgage-Backed Securities FNMS 04.500 CLBE3596 N/A 3140FN7J7 2048-08-01 4.5 N/A 1194698.00 134911.32 Agency Mortgage-Backed Securities FNMS 02.500 CLCA9294 N/A 3140QHKG9 2051-02-01 2.5 N/A 933031.00 536681.72 Agency Mortgage-Backed Securities FEPC 03.500 CLQA1225 N/A 31334XLE7 2049-07-01 3.5 N/A 73661.00 24488.04 Agency Mortgage-Backed Securities FEPC 05.500 CLSD3818 N/A 3132E0G30 2053-08-01 5.5 N/A 24224741.00 21476224.27 Agency Mortgage-Backed Securities FNMS 06.500 NP915801 N/A 31411VNS4 2037-08-01 6.5 N/A 1006.00 4.12 Agency Mortgage-Backed Securities FNMS 06.000 CLBX9102 N/A 3140NEDG7 2053-03-01 6 N/A 1129200.00 1125306.17 Agency Mortgage-Backed Securities FNMS 04.000 CRAS5038 N/A 3138WES42 2045-05-01 4 N/A 51960.00 8627.99 Agency Mortgage-Backed Securities FNMS 03.500 CLFM1609 N/A 3140X4YF7 2049-09-01 3.5 N/A 394367.00 131258.42 Agency Mortgage-Backed Securities FNMS 03.500 CLBO7794 N/A 3140K3UU4 2049-12-01 3.5 N/A 997206.00 408121.26 Agency Mortgage-Backed Securities FEPC 06.000 CLSD5522 N/A 3132DTD31 2054-05-01 6 N/A 42515.00 42499.85 Agency Mortgage-Backed Securities FNMS 07.000 CLDB0214 N/A 3140A9GY0 2054-01-01 7 N/A 1276493.00 1167175.22 Agency Mortgage-Backed Securities FEPC 03.500 CLQA6179 N/A 3133A02L7 2050-01-01 3.5 N/A 3010267.00 1019638.48 Agency Mortgage-Backed Securities FEPC 03.500 CLQE4395 N/A 3133BD3C7 2052-06-01 3.5 N/A 1859968.00 1162638.51 Agency Mortgage-Backed Securities 04.000 FGPC Q57334 G N/A 3132Y1EG9 2048-05-01 4 N/A 3334597.00 1068572.73 Agency Mortgage-Backed Securities FEPC 03.500 CLQA6087 N/A 3133A0XQ2 2049-12-01 3.5 N/A 1506542.00 792675.73 Agency Mortgage-Backed Securities FNMS 03.500 CQMA1372 N/A 31418AQ27 2043-02-01 3.5 N/A 9974000.00 1566166.03 Agency Mortgage-Backed Securities 05.000 FGPC Q58718 G N/A 3132Y2VL7 2048-09-01 5 N/A 2858290.00 996451.20 Agency Mortgage-Backed Securities FNMS 05.000 CLBW6497 N/A 3140MYGF3 2052-09-01 5 N/A 1719104.00 1346584.40 Agency Mortgage-Backed Securities FNMS 06.500 CL889711 N/A 31410KN42 2038-07-01 6.5 N/A 11099000.00 104299.70 Agency Mortgage-Backed Securities FNMS 03.000 CTAB8422 N/A 31417FLC0 2033-02-01 3 N/A 2554540.00 212154.68 Agency Mortgage-Backed Securities FEPC 03.500 CLQA5220 N/A 31346YYR8 2049-12-01 3.5 N/A 1576662.00 770980.84 Agency Mortgage-Backed Securities FNMS 03.500 CLBJ0613 N/A 3140H1VF4 2048-02-01 3.5 N/A 7242990.00 908802.57 Agency Mortgage-Backed Securities FEPC 03.500 CLQA4626 N/A 31346YD75 2049-11-01 3.5 N/A 2808360.00 1230896.82 Agency Mortgage-Backed Securities 05.000 FGPC Q59262 G N/A 3132Y3JG0 2048-10-01 5 N/A 1494450.00 689269.19 Agency Mortgage-Backed Securities FNMS 04.000 CTBA4545 N/A 3140E9BP0 2035-11-01 4 N/A 5247070.00 1287722.05 Agency Mortgage-Backed Securities FNMS 06.500 CLBY2319 N/A 3140NJSH8 2053-07-01 6.5 N/A 880001.00 791849.49 Agency Mortgage-Backed Securities 03.500 FGPC U90049 G N/A 3132H3BS1 2042-08-01 3.5 N/A 3675628.00 835524.80 Agency Mortgage-Backed Securities FEPC 06.500 CLQF7800 N/A 3133BVUZ6 2053-02-01 6.5 N/A 1205600.00 1041626.35 Agency Mortgage-Backed Securities 04.000 FGPC Q50952 G N/A 3132XTBW7 2047-09-01 4 N/A 1602624.00 693763.68 Agency Mortgage-Backed Securities FNMS 06.000 CL781592 N/A 31404XKD5 2034-10-01 6 N/A 12756240.00 612289.27 Agency Mortgage-Backed Securities 04.000 FGPC Q57072 G N/A 3132Y02E9 2048-07-01 4 N/A 2071296.00 629487.55 Agency Mortgage-Backed Securities FNMS 03.500 CLAJ9198 N/A 3138E2GG4 2042-01-01 3.5 N/A 482412.00 34815.84 Agency Mortgage-Backed Securities FEPC 06.500 CLRA8905 N/A 3133KQ3N4 2053-04-01 6.5 N/A 5090980.00 4220426.43 Agency Mortgage-Backed Securities 04.000 FGPC Q59980 G N/A 3132Y4CS9 2048-11-01 4 N/A 7331144.00 1529994.14 Agency Mortgage-Backed Securities FNMS 04.000 CRAP9766 N/A 3138MDZ88 2042-10-01 4 N/A 1100000.00 129167.96 Agency Mortgage-Backed Securities FEPC 05.000 CLQG1183 N/A 3133C1J43 2053-04-01 5 N/A 1015438.00 984824.12 Agency Mortgage-Backed Securities FNMS 05.500 CLBX5245 N/A 3140N9ZK5 2053-01-01 5.5 N/A 996068.00 678847.27 Agency Mortgage-Backed Securities 05.000 FGPC Q59891 G N/A 3132Y37D0 2048-11-01 5 N/A 1513142.00 607327.59 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8335 N/A 3140QUHM1 2054-04-01 5.5 N/A 31288936.00 30859527.04 Agency Mortgage-Backed Securities FNMS 03.500 CRMA1148 N/A 31418AH27 2042-08-01 3.5 N/A 5042000.00 611045.15 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6746 N/A 3140QSP88 2053-07-01 5.5 N/A 41579984.00 38268455.55 Agency Mortgage-Backed Securities FNMS 04.000 CLBE2940 N/A 3140FNHS6 2046-12-01 4 N/A 4689848.00 797908.47 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8722 N/A 3133BJVP4 2052-08-01 5 N/A 1227130.00 1180395.02 Agency Mortgage-Backed Securities FNMS 06.000 NP900174 N/A 31410XCK0 2036-08-01 6 N/A 81391617.00 279005.17 Agency Mortgage-Backed Securities FNMS 02.000 CIFM9786 N/A 3140XD2U9 2036-11-01 2 N/A 13402112.00 8748525.58 Agency Mortgage-Backed Securities 04.000 FGPC Q17383 G N/A 3132J8UH1 2043-04-01 4 N/A 2515183.00 290371.90 Agency Mortgage-Backed Securities FEPC 05.000 CLQA1139 N/A 31334XHQ5 2049-07-01 5 N/A 1052482.00 193840.35 Agency Mortgage-Backed Securities FNMS 04.500 CLBK6032 N/A 3140HKV21 2048-11-01 4.5 N/A 902482.00 443309.26 Agency Mortgage-Backed Securities FNMS 04.500 CLBW7030 N/A 3140MYY48 2052-08-01 4.5 N/A 1275406.00 790072.77 Agency Mortgage-Backed Securities FNMS 03.500 CRMA1356 N/A 31418AQJ0 2043-02-01 3.5 N/A 4335000.00 682911.92 Agency Mortgage-Backed Securities FNMS 05.500 CLAD0897 N/A 31418M7K2 2040-04-01 5.5 N/A 6564360.00 210984.56 Agency Mortgage-Backed Securities FEPC 03.500 CISB1156 N/A 3132CXH96 2039-04-01 3.5 N/A 10143509.00 9034817.05 Agency Mortgage-Backed Securities FNMS 03.000 CLCB2160 N/A 3140QMMJ0 2051-11-01 3 N/A 13512137.00 9637434.43 Agency Mortgage-Backed Securities FNMS 03.500 CLBO0325 N/A 3140JULF9 2049-05-01 3.5 N/A 1432720.00 582211.99 Agency Mortgage-Backed Securities FNMS 02.000 CIBN7425 N/A 3140JQHB2 2034-12-01 2 N/A 192576.00 87724.86 Agency Mortgage-Backed Securities FNMS 06.500 NP944132 N/A 31413FLM2 2037-07-01 6.5 N/A 1024.00 3.17 Agency Mortgage-Backed Securities FNMS 04.000 CQMA2916 N/A 31418CG24 2047-02-01 4 N/A 3253510.00 676076.24 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8193 N/A 3133BJC67 2052-08-01 5 N/A 1596552.00 1277822.62 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4627 N/A 3140QQD93 2052-09-01 5 N/A 1093544.00 823051.95 Agency Mortgage-Backed Securities FNMS 05.000 CLBV5097 N/A 3140MJUX1 2052-08-01 5 N/A 1115230.00 941669.46 Agency Mortgage-Backed Securities FNMS 06.000 CLAC1509 N/A 31417KVB0 2039-08-01 6 N/A 17870760.00 827713.64 Agency Mortgage-Backed Securities FNMS 06.500 NP920948 N/A 31412CEV8 2037-01-01 6.5 N/A 37987192.00 84545.50 Agency Mortgage-Backed Securities FEPC 05.000 CLQE9194 N/A 3133BKGB9 2052-09-01 5 N/A 1119240.00 1063128.67 Agency Mortgage-Backed Securities FNMS 05.000 CLBH9225 N/A 3140GYHB8 2048-01-01 5 N/A 1790859.00 412218.59 Agency Mortgage-Backed Securities FNMS 07.000 CLDA3497 N/A 3140A33F8 2053-10-01 7 N/A 2724512.00 2254620.41 Agency Mortgage-Backed Securities FNMS 04.500 CLBN1864 N/A 3140JJCA5 2048-09-01 4.5 N/A 1387082.00 577322.57 Agency Mortgage-Backed Securities FNMS 03.500 I4BF0169 N/A 3140FXFK3 2057-01-01 3.5 N/A 40071392.00 12337400.55 Agency Mortgage-Backed Securities FNMS 04.500 CLBD0976 N/A 3140F8CN5 2046-04-01 4.5 N/A 3533436.00 381058.16 Agency Mortgage-Backed Securities FNMS 04.000 CLFS2442 N/A 3140XHWC7 2052-07-01 4 N/A 910000.00 731453.32 Agency Mortgage-Backed Securities FEPC 03.500 CLQA0086 N/A 31334WCX7 2049-06-01 3.5 N/A 1983098.00 840792.38 Agency Mortgage-Backed Securities FNMS 07.000 CLDA5756 N/A 3140A6ME3 2053-12-01 7 N/A 3440485.00 3055554.33 Agency Mortgage-Backed Securities FEPC 03.500 CLQA3343 N/A 31339SWC5 2049-09-01 3.5 N/A 3162481.00 518212.74 Agency Mortgage-Backed Securities FNMS 04.500 CLBD3601 N/A 3140FBAB6 2048-05-01 4.5 N/A 12743768.00 918975.12 Agency Mortgage-Backed Securities FNMS 06.000 CLBX5914 N/A 3140NASC8 2053-01-01 6 N/A 1104876.00 988174.42 Agency Mortgage-Backed Securities FNMS 06.500 CLBY2174 N/A 3140NJMY7 2053-07-01 6.5 N/A 1140598.00 1174283.91 Agency Mortgage-Backed Securities FEPC 05.000 CLQE3665 N/A 3133BDCA1 2052-06-01 5 N/A 1076698.00 840681.38 Agency Mortgage-Backed Securities FNMS 03.500 CRMA2734 N/A 31418CBC7 2046-08-01 3.5 N/A 67996.00 21133.47 Agency Mortgage-Backed Securities FNMS 06.500 CL942487 N/A 31413DRG4 2037-08-01 6.5 N/A 53600049.00 345469.67 Agency Mortgage-Backed Securities FNMS 05.500 CLBX6779 N/A 3140NBQ95 2053-03-01 5.5 N/A 1062700.00 772710.06 Agency Mortgage-Backed Securities FNMS 04.000 CLAT3310 N/A 3138WQVC3 2043-04-01 4 N/A 1432638.00 262444.50 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7785 N/A 3140QTUK3 2054-01-01 6 N/A 849787.00 825649.73 Agency Mortgage-Backed Securities FNMS 03.500 CLFM7147 N/A 3140XA5H1 2050-08-01 3.5 N/A 30668928.00 13329895.53 Agency Mortgage-Backed Securities 03.500 FGPC U90675 G N/A 3132H3XC2 2042-12-01 3.5 N/A 3354184.00 507258.27 Agency Mortgage-Backed Securities FNMS 04.000 CLBW3665 N/A 3140MVCB2 2052-07-01 4 N/A 1057430.00 887419.63 Agency Mortgage-Backed Securities FEPC 05.000 CLQE4375 N/A 3133BD2G9 2052-06-01 5 N/A 1979840.00 1402101.47 Agency Mortgage-Backed Securities FNMS 04.000 CLBE2669 N/A 3140FM6F8 2047-04-01 4 N/A 3211060.00 597853.78 Agency Mortgage-Backed Securities FNMS 07.000 CLDB2673 N/A 3140AB6K6 2054-04-01 7 N/A 1189327.00 1245639.52 Agency Mortgage-Backed Securities FEPC 06.000 CLSD6337 N/A 3132DUBE6 2054-09-01 6 N/A 7476203.00 7598087.16 Agency Mortgage-Backed Securities FNMS 07.000 CL940644 N/A 31413BP54 2037-08-01 7 N/A 20768277.00 106452.35 Agency Mortgage-Backed Securities FEPC 03.500 CLQA0908 N/A 31334XAH2 2049-07-01 3.5 N/A 1004063.00 325931.16 Agency Mortgage-Backed Securities FNMS 05.500 CLBY7272 N/A 3140NQCJ5 2053-08-01 5.5 N/A 1019918.00 937909.88 Agency Mortgage-Backed Securities FNMS 06.000 CLBU4486 N/A 3140M56Y6 2054-03-01 6 N/A 59217.00 58107.50 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8370 N/A 3140N1JQ7 2052-08-01 5 N/A 1547620.00 1303240.91 Agency Mortgage-Backed Securities FNMS 04.000 CRMA1510 N/A 31418AVC9 2043-07-01 4 N/A 489998.00 78856.06 Agency Mortgage-Backed Securities FNMS 06.000 CLBX4629 N/A 3140N9EB8 2053-01-01 6 N/A 9003.00 8216.64 Agency Mortgage-Backed Securities FEPC 06.000 CLQG8652 N/A 3133C9TH6 2053-08-01 6 N/A 1105098.00 978714.22 Agency Mortgage-Backed Securities 03.500 FGPC Q63846 G N/A 3132VQHY5 2049-05-01 3.5 N/A 3369996.00 1354452.55 Agency Mortgage-Backed Securities FNMS 05.000 CLBX9100 N/A 3140NEDE2 2053-03-01 5 N/A 1514900.00 1456469.60 Agency Mortgage-Backed Securities 04.000 FGPC Q52693 G N/A 3132XU7F6 2047-12-01 4 N/A 3460333.00 838541.50 Agency Mortgage-Backed Securities 04.000 FGPC Q48899 G N/A 3132WN3H3 2047-06-01 4 N/A 5149176.00 1648591.86 Agency Mortgage-Backed Securities FNMS 03.500 CLFM3278 N/A 3140X6UC3 2048-11-01 3.5 N/A 302831.00 60869.74 Agency Mortgage-Backed Securities FEPC 05.000 CLQE7945 N/A 3133BHZJ8 2052-08-01 5 N/A 1117425.00 1064074.58 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8143 N/A 3133BJBL5 2052-08-01 5 N/A 656926.00 510346.26 Agency Mortgage-Backed Securities 04.000 FGPC Q61920 G N/A 3132VND26 2049-03-01 4 N/A 1006674.00 214931.54 Agency Mortgage-Backed Securities FNMS 05.000 CLBW2275 N/A 3140MTQ55 2052-08-01 5 N/A 1288127.00 915824.08 Agency Mortgage-Backed Securities FEPC 05.500 CLQG0181 N/A 3133C0FW7 2053-04-01 5.5 N/A 1218001.00 1210148.55 Agency Mortgage-Backed Securities FNMS 03.500 I4BF0676 N/A 3140FXXE7 2062-09-01 3.5 N/A 106104481.00 82339582.88 Agency Mortgage-Backed Securities FNMS 03.500 CLBH5111 N/A 3140GTVD9 2047-08-01 3.5 N/A 1513584.00 601401.02 Agency Mortgage-Backed Securities FNMS 04.500 CLBK6083 N/A 3140HKXM5 2048-09-01 4.5 N/A 1749842.00 943617.47 Agency Mortgage-Backed Securities FEPC 05.000 CLQE9170 N/A 3133BKFK0 2052-09-01 5 N/A 1230758.00 905022.83 Agency Mortgage-Backed Securities FEPC 06.000 CLQF3354 N/A 3133BQWP7 2052-11-01 6 N/A 389495.00 333897.93 Agency Mortgage-Backed Securities 04.000 FGPC Q49304 G N/A 3132WPKS5 2047-07-01 4 N/A 2839696.00 1145355.51 Agency Mortgage-Backed Securities FNMS 03.500 CLFM3215 N/A 3140X6SD4 2049-01-01 3.5 N/A 198000.00 56859.98 Agency Mortgage-Backed Securities FNMS 05.000 CLBV5072 N/A 3140MJT62 2052-07-01 5 N/A 1200705.00 987186.27 Agency Mortgage-Backed Securities FNMS 04.500 CLBJ7117 N/A 3140H84B8 2048-08-01 4.5 N/A 2767296.00 593760.81 Agency Mortgage-Backed Securities FEPC 05.000 CLQE4328 N/A 3133BDYZ2 2052-06-01 5 N/A 1151994.00 774313.40 Agency Mortgage-Backed Securities FNMS 03.500 CRBC2809 N/A 3140EXDP5 2046-08-01 3.5 N/A 1665062.00 575136.72 Agency Mortgage-Backed Securities 03.500 FGPC Q36666 G N/A 3132QTMQ6 2045-10-01 3.5 N/A 7562008.00 1239428.59 Agency Mortgage-Backed Securities FNMS 04.000 CLAR9350 N/A 3138W7L85 2043-02-01 4 N/A 1252539.00 564349.80 Agency Mortgage-Backed Securities FNMS 04.500 NPAE0290 N/A 31419AKC0 2040-03-01 4.5 N/A 25833659.00 745529.83 Agency Mortgage-Backed Securities FNMS 06.500 CLDB6255 N/A 3140AF5R3 2054-07-01 6.5 N/A 1012218.00 1049681.72 Agency Mortgage-Backed Securities FNMS 04.000 CLAV8835 N/A 3138XLY97 2044-09-01 4 N/A 3030960.00 426589.68 Agency Mortgage-Backed Securities FNMS 04.500 CLBX8481 N/A 3140NDM79 2053-03-01 4.5 N/A 1101142.00 1028931.77 Agency Mortgage-Backed Securities FNMS 06.000 NP745962 N/A 31403DWX3 2036-09-01 6 N/A 162157618.00 393470.74 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6331 N/A 3140QSA92 2053-05-01 6 N/A 29367687.00 27319904.89 Agency Mortgage-Backed Securities FNMS 04.000 CKBK1766 N/A 3140HE6C1 2048-06-01 4 N/A 1520000.00 382659.62 Agency Mortgage-Backed Securities FNMS 03.500 CLBO3076 N/A 3140JXM21 2049-08-01 3.5 N/A 2639816.00 1433896.28 Agency Mortgage-Backed Securities FNMS 05.500 NP995509 N/A 31416B3S5 2039-01-01 5.5 N/A 225529730.00 1065056.67 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8729 N/A 3140QGVX2 2051-01-01 2 N/A 42267.00 25728.97 Agency Mortgage-Backed Securities FNMS 04.500 I4BF0186 N/A 3140FXF49 2057-02-01 4.5 N/A 1000.00 300.32 Agency Mortgage-Backed Securities FEPC 05.000 CLQG0923 N/A 3133C1AY6 2053-04-01 5 N/A 1264982.00 1078298.01 Agency Mortgage-Backed Securities FEPC 05.500 CLSD7559 N/A 3132DVMG7 2053-03-01 5.5 N/A 12608100.00 10983456.07 Agency Mortgage-Backed Securities FEPC 06.000 CLQF4198 N/A 3133BRUX0 2052-12-01 6 N/A 1117350.00 1123319.13 Agency Mortgage-Backed Securities FEPC 05.000 CTRB5319 N/A 3133KY4C0 2044-10-01 5 N/A 397149.00 392282.60 Agency Mortgage-Backed Securities FEPC 05.500 CLQF5888 N/A 3133BTRH5 2053-01-01 5.5 N/A 1028734.00 625087.92 Agency Mortgage-Backed Securities FEPC 05.000 CLQF0435 N/A 3133BMPU3 2052-09-01 5 N/A 1062834.00 788966.61 Agency Mortgage-Backed Securities FEPC 06.000 CLQF6648 N/A 3133BUL54 2053-01-01 6 N/A 1155730.00 1164044.98 Agency Mortgage-Backed Securities FEPC 03.500 CLQA1101 N/A 31334XGJ2 2049-07-01 3.5 N/A 2701752.00 1000584.97 Agency Mortgage-Backed Securities FNMS 03.500 CLAZ7353 N/A 3140E0E35 2045-11-01 3.5 N/A 6932533.00 814751.34 Agency Mortgage-Backed Securities FEPC 05.500 CLRA9622 N/A 3133KRVP6 2053-08-01 5.5 N/A 8978480.00 8282222.20 Agency Mortgage-Backed Securities 03.500 FGPC U91914 G N/A 3132HCAP8 2043-08-01 3.5 N/A 4597256.00 813547.92 Agency Mortgage-Backed Securities FEPC 05.000 CLQF1173 N/A 3133BNJS3 2052-10-01 5 N/A 1030158.00 987270.24 Agency Mortgage-Backed Securities FNMS 04.000 CLBC2042 N/A 3140EWHU2 2046-03-01 4 N/A 4465482.00 619254.90 Agency Mortgage-Backed Securities 04.500 FGPC Q62759 G N/A 3132VPB56 2049-04-01 4.5 N/A 3547259.00 1194593.23 Agency Mortgage-Backed Securities FNMS 04.500 CLBN6805 N/A 3140JPR31 2049-02-01 4.5 N/A 2119828.00 594904.43 Agency Mortgage-Backed Securities FNMS 04.500 CLBN8279 N/A 3140JRFV8 2049-05-01 4.5 N/A 1275808.00 280623.40 Agency Mortgage-Backed Securities FEPC 05.000 CLQE6082 N/A 3133BFXK1 2052-07-01 5 N/A 1445824.00 1219548.24 Agency Mortgage-Backed Securities 04.000 FGPC Q51255 G N/A 3132XTMD7 2047-10-01 4 N/A 3413293.00 982568.89 Agency Mortgage-Backed Securities FNMS 06.500 CL904672 N/A 31411DCH0 2036-12-01 6.5 N/A 23332270.00 363520.18 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8410 N/A 3140N1KY8 2052-09-01 5 N/A 1021656.00 695750.92 Agency Mortgage-Backed Securities 04.500 FGPC Q48714 G N/A 3132WNVG4 2047-06-01 4.5 N/A 4222024.00 1275141.66 Agency Mortgage-Backed Securities FNMS 03.500 CRAR9224 N/A 3138W7HA5 2043-03-01 3.5 N/A 11299320.00 1526668.38 Agency Mortgage-Backed Securities FNMS 04.500 CLBJ7337 N/A 3140H9EK5 2048-10-01 4.5 N/A 1518611.00 1086149.75 Agency Mortgage-Backed Securities FNMS 03.000 CLBV8515 N/A 3140MNN93 2052-05-01 3 N/A 6748000.00 5077225.55 Agency Mortgage-Backed Securities FNMS 07.000 CL928603 N/A 31412LU40 2037-08-01 7 N/A 38249929.00 1269178.37 Agency Mortgage-Backed Securities FNMS 03.500 CRAL3024 N/A 3138EKLE3 2043-01-01 3.5 N/A 293000.00 42540.65 Agency Mortgage-Backed Securities 03.500 FGPC Q18598 G N/A 3132J97L6 2043-05-01 3.5 N/A 5849080.00 1292235.91 Agency Mortgage-Backed Securities FNMS 04.500 CLAL7384 N/A 3138EQF23 2045-09-01 4.5 N/A 3863000.00 516547.07 Agency Mortgage-Backed Securities 05.000 FGPC Q63051 G N/A 3132VPL97 2049-04-01 5 N/A 1756198.00 872742.66 Agency Mortgage-Backed Securities FNMS 06.000 CLCB5914 N/A 3140QRSC8 2053-03-01 6 N/A 13784.00 11675.56 Agency Mortgage-Backed Securities FEPC 05.500 CLQG1048 N/A 3133C1EV8 2053-04-01 5.5 N/A 1223786.00 1059018.69 Agency Mortgage-Backed Securities FEPC 03.000 CLQE4399 N/A 3133BD3G8 2052-06-01 3 N/A 1310642.00 871376.12 Agency Mortgage-Backed Securities FEPC 06.000 CLRA9452 N/A 3133KRQD9 2053-07-01 6 N/A 71664.00 66059.35 Agency Mortgage-Backed Securities FNMS 05.000 CTMA0777 N/A 31417Y2K2 2031-06-01 5 N/A 18083216.00 916531.56 Agency Mortgage-Backed Securities 04.000 FGPC Q62126 G N/A 3132VNLG6 2049-03-01 4 N/A 3884396.00 762857.33 Agency Mortgage-Backed Securities FEPC 05.500 CLQH1440 N/A 3133CDS54 2053-09-01 5.5 N/A 744554.00 674460.95 Agency Mortgage-Backed Securities FNMS 06.000 CL880316 N/A 31409WAR2 2036-04-01 6 N/A 23417020.00 174130.89 Agency Mortgage-Backed Securities FNMS 04.000 CLBA6919 N/A 3140EBVM0 2046-02-01 4 N/A 996000.00 162065.20 Agency Mortgage-Backed Securities FNMS 03.500 CLCA5850 N/A 3140QDQC1 2048-03-01 3.5 N/A 2755593.00 1315230.68 Agency Mortgage-Backed Securities FEPC 06.000 CLQG1644 N/A 3133C1ZH6 2053-04-01 6 N/A 995880.00 772650.70 Agency Mortgage-Backed Securities FNMS 03.500 CLBA3085 N/A 3140E7NB2 2045-12-01 3.5 N/A 3476499.00 1022683.26 Agency Mortgage-Backed Securities FNMS 06.500 CLCB5864 N/A 3140QRQS5 2053-03-01 6.5 N/A 2712576.00 2312560.55 Agency Mortgage-Backed Securities FNMS 05.500 CLBY0687 N/A 3140NGXR6 2053-04-01 5.5 N/A 998320.00 791936.15 Agency Mortgage-Backed Securities FNMS 06.500 CLDB2219 N/A 3140ABPD1 2054-03-01 6.5 N/A 1109903.00 1100964.67 Agency Mortgage-Backed Securities FNMS 04.500 CLBH3067 N/A 3140GRMR2 2047-05-01 4.5 N/A 1497444.00 510374.96 Agency Mortgage-Backed Securities FNMS 04.000 CLAV2874 N/A 3138XEFQ6 2043-12-01 4 N/A 14532192.00 2429903.49 Agency Mortgage-Backed Securities FNMS 05.000 CLBX0974 N/A 3140N5CL6 2052-10-01 5 N/A 1244006.00 1037256.44 Agency Mortgage-Backed Securities FNMS 03.000 CLFM9765 N/A 3140XDZ74 2051-11-01 3 N/A 70955.00 55246.50 Agency Mortgage-Backed Securities FNMS 05.500 CLBX1057 N/A 3140N5E75 2052-12-01 5.5 N/A 998972.00 865437.64 Agency Mortgage-Backed Securities FNMS 04.500 CLBN0696 N/A 3140JGX26 2048-09-01 4.5 N/A 2861992.00 865751.34 Agency Mortgage-Backed Securities FEPC 05.000 CLQE7609 N/A 3133BHN28 2052-08-01 5 N/A 1400262.00 1024768.97 Agency Mortgage-Backed Securities FEPC 05.000 CLQE7760 N/A 3133BHTR7 2052-07-01 5 N/A 1197939.00 1111799.77 Agency Mortgage-Backed Securities FNMS 04.500 CLBK7247 N/A 3140HMBR4 2048-10-01 4.5 N/A 2168372.00 542748.16 Agency Mortgage-Backed Securities FNMS 05.500 CLBY5097 N/A 3140NMUX3 2053-07-01 5.5 N/A 1313272.00 1290401.99 Agency Mortgage-Backed Securities FNMS 04.000 CLCA0124 N/A 3140Q7D61 2047-08-01 4 N/A 33764743.00 7182230.93 Agency Mortgage-Backed Securities FNMS 05.000 CLBW3118 N/A 3140MUPC8 2052-06-01 5 N/A 1038202.00 776623.10 Agency Mortgage-Backed Securities FEPC 05.000 CLQE9215 N/A 3133BKGY9 2052-09-01 5 N/A 1181276.00 1035423.62 Agency Mortgage-Backed Securities FNMS 04.000 CIAY4658 N/A 3138YJE85 2031-04-01 4 N/A 1069593.00 39677.53 Agency Mortgage-Backed Securities FEPC 04.500 CLQF0422 N/A 3133BMPF6 2052-09-01 4.5 N/A 282781.00 221664.99 Agency Mortgage-Backed Securities FEPC 06.500 CLQH1232 N/A 3133CDLM4 2053-09-01 6.5 N/A 1005296.00 877719.19 Agency Mortgage-Backed Securities FNMS 06.000 CL879177 N/A 31409UXE0 2036-01-01 6 N/A 42963816.00 990065.25 Agency Mortgage-Backed Securities FNMS 06.500 NP943997 N/A 31413FGE6 2037-08-01 6.5 N/A 79082384.00 201859.31 Agency Mortgage-Backed Securities FNMS 04.000 CLAU0304 N/A 3138WZKS0 2043-07-01 4 N/A 5797736.00 692619.21 Agency Mortgage-Backed Securities FEPC 02.500 CLQD1527 N/A 3133AXVU3 2051-11-01 2.5 N/A 2007068.00 1300035.55 Agency Mortgage-Backed Securities FNMS 03.500 CLBN5944 N/A 3140JNTA8 2049-06-01 3.5 N/A 2019336.00 456540.53 Agency Mortgage-Backed Securities FEPC 05.500 CLQF7546 N/A 3133BVL37 2053-02-01 5.5 N/A 1061870.00 871656.03 Agency Mortgage-Backed Securities 05.000 FGPC Q58716 G N/A 3132Y2VJ2 2048-09-01 5 N/A 1298255.00 490481.37 Agency Mortgage-Backed Securities 03.500 FGPC U91647 G N/A 3132HBWG6 2043-07-01 3.5 N/A 1012718.00 122551.44 Agency Mortgage-Backed Securities FNMS 06.000 CL880307 N/A 31409WAG6 2036-04-01 6 N/A 59487744.00 123082.72 Agency Mortgage-Backed Securities FNMS 06.500 CL903793 N/A 31411CC66 2036-10-01 6.5 N/A 40947584.00 420795.86 Agency Mortgage-Backed Securities FNMS 05.500 CLFS3385 N/A 3140XJXP3 2052-12-01 5.5 N/A 1036000.00 879618.22 Agency Mortgage-Backed Securities FNMS 05.000 CLCB6859 N/A 3140QSTR2 2053-08-01 5 N/A 4134.00 3769.93 Agency Mortgage-Backed Securities FNMS 06.000 CLBX8917 N/A 3140ND4B0 2053-05-01 6 N/A 1327384.00 1237254.95 Agency Mortgage-Backed Securities FNMS 03.500 CLBO8284 N/A 3140K4F21 2049-11-01 3.5 N/A 2323572.00 1321231.51 Agency Mortgage-Backed Securities FNMS 04.000 CLBD4420 N/A 3140FB4E7 2046-07-01 4 N/A 2880534.00 451397.59 Agency Mortgage-Backed Securities FEPC 06.500 CLQG7427 N/A 3133C8HC2 2053-07-01 6.5 N/A 1104650.00 795890.17 Agency Mortgage-Backed Securities FNMS 06.500 CL995941 N/A 31416CLW4 2039-07-01 6.5 N/A 55770400.00 1278153.49 Agency Mortgage-Backed Securities FEPC 03.500 CLQA5973 N/A 3133A0T61 2050-01-01 3.5 N/A 2108512.00 1366135.47 Agency Mortgage-Backed Securities FNMS 05.000 CLBW1976 N/A 3140MTFS7 2052-07-01 5 N/A 10460.00 8573.69 Agency Mortgage-Backed Securities FEPC 03.500 CLRA6987 N/A 3133KNXQ1 2052-03-01 3.5 N/A 1337420.00 1010318.45 Agency Mortgage-Backed Securities FNMS 04.000 CLFS2443 N/A 3140XHWD5 2052-08-01 4 N/A 10036902.00 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3138E7NY6 2042-02-01 3.5 N/A 5319200.00 898391.21 Agency Mortgage-Backed Securities FNMS 04.000 CLAT4918 N/A 3138WSPC6 2043-05-01 4 N/A 2586025.00 310283.03 Agency Mortgage-Backed Securities FNMS 05.000 CLBX0486 N/A 3140N4RG4 2052-10-01 5 N/A 1659726.00 1403451.35 Agency Mortgage-Backed Securities FNMS 04.500 CLAU8868 N/A 3138X82A8 2043-11-01 4.5 N/A 19998053.00 2229804.50 Agency Mortgage-Backed Securities FEPC 05.500 CLQF8330 N/A 3133BWHF3 2053-02-01 5.5 N/A 1159300.00 1133584.21 Agency Mortgage-Backed Securities FNMS 04.000 CLBM4137 N/A 3140J8S38 2047-06-01 4 N/A 2480000.00 696795.40 Agency Mortgage-Backed Securities FNMS 05.000 CLCB8321 N/A 3140QUG75 2054-04-01 5 N/A 11646757.00 10892107.69 Agency Mortgage-Backed Securities FNMS 03.000 CLAS8000 N/A 3138WH3J9 2046-09-01 3 N/A 100711296.00 28198753.61 Agency Mortgage-Backed Securities FNMS 03.000 U6BF0500 N/A 3140FXRW4 2054-12-01 3 N/A 522855.00 308564.04 Agency Mortgage-Backed Securities FNMS 05.000 CLBW4827 N/A 3140MWLH7 2052-07-01 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243829.52 Agency Mortgage-Backed Securities FEPC 04.500 CLQA6444 N/A 3133A1ER9 2050-01-01 4.5 N/A 318692.00 210370.67 Agency Mortgage-Backed Securities 03.500 FGPC Q48657 G N/A 3132WNTP7 2047-06-01 3.5 N/A 1604592.00 472999.52 Agency Mortgage-Backed Securities FNMS 07.000 CLDB0435 N/A 3140A9PV6 2054-03-01 7 N/A 1097726.00 1144519.28 Agency Mortgage-Backed Securities FNMS 05.500 CLBY7695 N/A 3140NQRR1 2053-07-01 5.5 N/A 1264031.00 1243385.43 Agency Mortgage-Backed Securities FEPC 05.500 CLQF3508 N/A 3133BQ3R5 2052-11-01 5.5 N/A 1912348.00 1475038.61 Agency Mortgage-Backed Securities FNMS 03.500 CLBN8870 N/A 3140JR2C4 2049-05-01 3.5 N/A 4355200.00 1262676.50 Agency Mortgage-Backed Securities FNMS 04.000 CLBH8165 N/A 3140GXCB5 2047-07-01 4 N/A 1303758.00 781993.67 Agency Mortgage-Backed Securities FEPC 06.000 CLQF5430 N/A 3133BTA75 2053-01-01 6 N/A 1117038.00 955344.43 Agency Mortgage-Backed Securities FNMS 05.500 CLBX0173 N/A 3140N4FP7 2053-02-01 5.5 N/A 1391811.00 1372606.77 Agency 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FNMS 05.000 CLBX1139 N/A 3140N5HR8 2052-11-01 5 N/A 1274812.00 1225275.33 Agency Mortgage-Backed Securities FNMS 03.500 CLCB4658 N/A 3140QQE84 2052-09-01 3.5 N/A 139000.00 107680.34 Agency Mortgage-Backed Securities FNMS 06.500 CLCB6884 N/A 3140QSUJ8 2053-08-01 6.5 N/A 7233723.00 6524407.18 Agency Mortgage-Backed Securities FNMS 04.500 CLAI2822 N/A 3138AGD47 2041-06-01 4.5 N/A 10088339.00 841991.39 Agency Mortgage-Backed Securities 03.500 FGPC U91618 G N/A 3132HBVK8 2043-06-01 3.5 N/A 1065263.00 250160.90 Agency Mortgage-Backed Securities FNMS 03.000 CLBM5076 N/A 3140J9UA7 2047-02-01 3 N/A 594769.00 224229.03 Agency Mortgage-Backed Securities FEPC 03.500 CISB8164 N/A 3132D6B90 2037-07-01 3.5 N/A 107000.00 75756.32 Agency Mortgage-Backed Securities 04.500 FGPC Q62283 G N/A 3132VNRD7 2049-03-01 4.5 N/A 3381823.00 994594.66 Agency Mortgage-Backed Securities FNMS 04.000 CLBH0500 N/A 3140GNRW5 2047-04-01 4 N/A 263000.00 63299.01 Agency Mortgage-Backed Securities FNMS 07.000 CL923447 N/A 31412E5G7 2037-08-01 7 N/A 38641152.00 657348.32 Agency Mortgage-Backed Securities FNMS 03.000 CIAW3052 N/A 3138XSMA2 2029-04-01 3 N/A 441515.00 28339.01 Agency Mortgage-Backed Securities FEPC 03.500 CLQA6062 N/A 3133A0WX8 2050-01-01 3.5 N/A 1881582.00 815374.44 Agency Mortgage-Backed Securities FNMS 06.000 CL882005 N/A 31409X3N7 2036-04-01 6 N/A 40725724.00 505152.41 Agency Mortgage-Backed Securities FEPC 06.000 CLRA8272 N/A 3133KQFM3 2053-01-01 6 N/A 34032829.00 31281130.14 Agency Mortgage-Backed Securities 04.000 FGPC Q50946 G N/A 3132XTBQ0 2047-09-01 4 N/A 829662.00 215336.00 Agency Mortgage-Backed Securities FNMS 05.000 CLBX0477 N/A 3140N4Q75 2052-09-01 5 N/A 1274250.00 1219239.24 Agency Mortgage-Backed Securities FEPC 06.000 CLSD3740 N/A 3132E0EM0 2053-09-01 6 N/A 15427941.00 14575879.90 Agency Mortgage-Backed Securities FNMS 02.000 CLFM6270 N/A 3140X96G5 2051-03-01 2 N/A 226000.00 130080.28 Agency Mortgage-Backed Securities FNMS 06.000 CLBW5298 N/A 3140MW3G9 2053-05-01 6 N/A 1496192.00 1491699.03 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8965 N/A 3133BJ6A5 2052-08-01 5 N/A 1070050.00 1029889.90 Agency Mortgage-Backed Securities FEPC 06.000 CLQG0612 N/A 3133C0VD1 2053-04-01 6 N/A 1528351.00 1358390.40 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8230 N/A 3133BJEB4 2052-08-01 5 N/A 1494002.00 1230672.23 Agency Mortgage-Backed Securities FNMS 05.500 CTFS2490 N/A 3140XHXU6 2038-10-01 5.5 N/A 114000.00 28936.89 Agency Mortgage-Backed Securities FNMS 06.000 CLCB5308 N/A 3140QQ3S2 2052-12-01 6 N/A 9050.00 7232.22 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8848 N/A 3140QGZN0 2051-02-01 2 N/A 46945082.00 28170592.44 Agency Mortgage-Backed Securities FNMS 06.000 CL869016 N/A 31409EN98 2036-05-01 6 N/A 69862997.00 103612.33 Agency Mortgage-Backed Securities FNMS 04.500 CLBN8092 N/A 3140JQ7E7 2049-03-01 4.5 N/A 1656498.00 606812.13 Agency Mortgage-Backed Securities FNMS 03.500 CRAB6282 N/A 31417C6U4 2042-09-01 3.5 N/A 21624000.00 1917870.22 Agency Mortgage-Backed Securities FNMS 06.000 CL849355 N/A 31408ETL6 2036-01-01 6 N/A 29749952.00 566341.04 Agency Mortgage-Backed Securities FNMS 06.500 NP995218 N/A 31416BSF6 2038-10-01 6.5 N/A 65898501.00 22536.50 Agency Mortgage-Backed Securities FEPC 06.000 CLQF7822 N/A 3133BVVP7 2053-02-01 6 N/A 1192531.00 1019236.10 Agency Mortgage-Backed Securities FNMS 05.000 CLCB8669 N/A 3140QUT30 2054-06-01 5 N/A 7959560.00 7667229.29 Agency Mortgage-Backed Securities FNMS 02.000 CTFM9886 N/A 3140XD6Y7 2041-12-01 2 N/A 200000.00 132686.25 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8784 N/A 3140N1XN8 2052-09-01 5 N/A 1211550.00 1161129.01 Agency Mortgage-Backed Securities FNMS 04.000 CLAL2932 N/A 3138EKHJ7 2042-07-01 4 N/A 5966000.00 713642.49 Agency Mortgage-Backed Securities FNMS 06.500 CLBY6719 N/A 3140NPPD6 2053-08-01 6.5 N/A 1040500.00 981991.62 Agency Mortgage-Backed Securities FNMS 05.000 CLBY0722 N/A 3140NGYU8 2053-05-01 5 N/A 1233679.00 1187833.15 Agency Mortgage-Backed Securities 04.000 FGPC Q57476 G N/A 3132Y1JW9 2048-07-01 4 N/A 3078019.00 1089869.22 Agency Mortgage-Backed Securities FNMS 05.000 CLCB6475 N/A 3140QSFR7 2053-06-01 5 N/A 632723.00 585066.86 Agency Mortgage-Backed Securities FNMS 03.500 CLAK6732 N/A 3138EBPS8 2042-03-01 3.5 N/A 9993440.00 847829.18 Agency Mortgage-Backed Securities FEPC 05.500 CLQG0225 N/A 3133C0HA3 2053-04-01 5.5 N/A 1544278.00 1414354.01 Agency Mortgage-Backed Securities FNMS 05.500 CLCB7110 N/A 3140QS3U3 2053-09-01 5.5 N/A 43548970.00 41233105.47 Agency Mortgage-Backed Securities FNMS 06.000 CL878097 N/A 31409TRS9 2036-04-01 6 N/A 56229056.00 465951.60 Agency Mortgage-Backed Securities FEPC 03.500 CLQA6180 N/A 3133A02M5 2050-01-01 3.5 N/A 3056564.00 1335587.37 Agency Mortgage-Backed Securities FNMS 06.500 NP899810 N/A 31410WVB1 2037-08-01 6.5 N/A 55524160.00 141447.84 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7051 N/A 3140QSZR5 2053-09-01 6 N/A 31256795.00 29688909.23 Agency Mortgage-Backed Securities 04.500 FGPC Q24959 G N/A 3132M5E81 2044-02-01 4.5 N/A 16676946.00 1461157.50 Agency Mortgage-Backed Securities FNMS 05.500 CLDC1397 N/A 3140ANRT8 2054-08-01 5.5 N/A 1330223.00 1329670.82 Agency Mortgage-Backed Securities FNMS 04.000 CLAR9386 N/A 3138W7NC4 2043-04-01 4 N/A 1159179.00 463856.43 Agency Mortgage-Backed Securities FEPC 06.000 CLSD6336 N/A 3132DUBD8 2054-09-01 6 N/A 10762691.00 10880524.29 Agency Mortgage-Backed Securities 03.500 FGPC Q06248 G N/A 3132GRHZ7 2042-02-01 3.5 N/A 8869777.00 948722.91 Agency Mortgage-Backed Securities FEPC 03.500 CLQA5759 N/A 3133A0MG6 2049-12-01 3.5 N/A 1184715.00 405356.26 Agency Mortgage-Backed Securities FEPC 03.000 CLSD1459 N/A 3132DNTQ6 2052-01-01 3 N/A 56801567.00 39854113.16 Agency Mortgage-Backed Securities FNMS 03.000 I4BF0332 N/A 3140FXLN0 2059-01-01 3 N/A 749000.00 289274.94 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8871 N/A 3133BJ2C5 2052-08-01 5 N/A 1203636.00 1150966.74 Agency Mortgage-Backed Securities 04.000 FGPC V81252 G N/A 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Agency Mortgage-Backed Securities FNMS 06.000 NP880456 N/A 31409WE56 2036-04-01 6 N/A 31003544.00 146332.93 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6926 N/A 3140QSVU2 2053-08-01 6 N/A 10813698.00 9599599.30 Agency Mortgage-Backed Securities 03.500 FGPC Q63560 G N/A 3132VP5W4 2049-05-01 3.5 N/A 3158158.00 1082396.28 Agency Mortgage-Backed Securities FNMS 05.000 CLDB0112 N/A 3140A9DS6 2054-03-01 5 N/A 1017830.00 914386.95 Agency Mortgage-Backed Securities FNMS 06.000 CLCB9219 N/A 3140QVG57 2054-09-01 6 N/A 1000.00 1014.78 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8632 N/A 3133BJSV5 2052-08-01 5 N/A 1131950.00 955284.94 Agency Mortgage-Backed Securities FEPC 03.500 CLQA1381 N/A 31334XRA9 2049-07-01 3.5 N/A 2835050.00 1039893.18 Agency Mortgage-Backed Securities FEPC 04.500 CLQF8888 N/A 3133BW2V4 2053-03-01 4.5 N/A 1212273.00 1024439.60 Agency Mortgage-Backed Securities 03.500 FGPC Q42622 G N/A 3132WF4G1 2046-08-01 3.5 N/A 7588000.00 1133118.83 Agency Mortgage-Backed Securities FNMS 04.500 CLBE8436 N/A 3140FULS5 2047-04-01 4.5 N/A 8418319.00 1316996.20 Agency Mortgage-Backed Securities FNMS 07.000 CLMA5193 N/A 31418EXX3 2053-11-01 7 N/A 335516800.00 267733854.26 Agency Mortgage-Backed Securities 04.000 FGPC Q48210 G N/A 3132WNDQ2 2047-05-01 4 N/A 6176360.00 1641963.22 Agency Mortgage-Backed Securities 04.000 FGPC Q07066 G N/A 3132GSFF1 2042-03-01 4 N/A 3804364.00 587230.50 Agency Mortgage-Backed Securities FNMS 04.500 CLBN4845 N/A 3140JML34 2049-03-01 4.5 N/A 2216956.00 589683.27 Agency Mortgage-Backed Securities FNMS 06.000 CL850583 N/A 31408F6U8 2036-01-01 6 N/A 44757248.00 458235.51 Agency Mortgage-Backed Securities FNMS 03.500 CLAO5942 N/A 3138LWS85 2042-06-01 3.5 N/A 12476600.00 1526471.27 Agency Mortgage-Backed Securities 03.500 FGPC U99186 G N/A 3132H7F41 2047-01-01 3.5 N/A 9552000.00 2078583.11 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8794 N/A 3140N1XY4 2052-09-01 5 N/A 1183857.00 954349.06 Agency Mortgage-Backed Securities FNMS 02.500 CLFM4377 N/A 3140X72K4 2050-10-01 2.5 N/A 105355.00 48049.39 Agency Mortgage-Backed Securities FNMS 04.000 CTBC3651 N/A 3140EYBV2 2035-12-01 4 N/A 1953928.00 368790.39 Agency Mortgage-Backed Securities FNMS 05.000 CLBW1689 N/A 3140MS2X2 2052-07-01 5 N/A 199515.00 170514.01 Agency Mortgage-Backed Securities 05.000 FGPC Q58384 G N/A 3132Y2J64 2048-09-01 5 N/A 1540725.00 200965.02 Agency Mortgage-Backed Securities FNMS 05.500 CKAE0978 N/A 31419BCQ6 2040-06-01 5.5 N/A 23385534.00 716557.50 Agency Mortgage-Backed Securities FNMS 03.500 CLFS2089 N/A 3140XHKB2 2052-06-01 3.5 N/A 195439.00 150655.41 Agency Mortgage-Backed Securities FNMS 04.500 CLBE3601 N/A 3140FPAB5 2048-11-01 4.5 N/A 1077670.00 233670.91 Agency Mortgage-Backed Securities FNMS 05.000 CLBX1346 N/A 3140N5P81 2052-11-01 5 N/A 9001.00 6828.36 Agency Mortgage-Backed Securities 05.000 FGPC Q61703 G N/A 3132VM3M5 2049-02-01 5 N/A 2339476.00 897764.06 Agency Mortgage-Backed Securities FNMS 04.500 CLBK9913 N/A 3140HQAP0 2048-09-01 4.5 N/A 4192730.00 1081485.60 Agency Mortgage-Backed Securities FNMS 06.500 CLDB2623 N/A 3140AB4H5 2054-03-01 6.5 N/A 564191.00 579049.23 Agency Mortgage-Backed Securities FNMS 07.000 CLDA1479 N/A 3140A1UD7 2053-09-01 7 N/A 1296170.00 1120801.24 Agency Mortgage-Backed Securities FNMS 03.500 CRAT6319 N/A 3138WUAV5 2043-06-01 3.5 N/A 4598997.00 916325.52 Agency Mortgage-Backed Securities FEPC 05.000 CLQE5624 N/A 3133BFG95 2052-07-01 5 N/A 999088.00 959454.17 Agency Mortgage-Backed Securities FNMS 06.000 NP887760 N/A 31410FJD8 2036-07-01 6 N/A 56745408.00 110901.99 Agency Mortgage-Backed Securities FEPC 05.000 CLQE9074 N/A 3133BKCK3 2052-09-01 5 N/A 1369281.00 1276650.03 Agency Mortgage-Backed Securities FEPC 05.000 CLQF0225 N/A 3133BMHA6 2052-09-01 5 N/A 1203098.00 1156329.39 Agency Mortgage-Backed Securities FNMS 06.000 CLDA4587 N/A 3140A5CZ9 2053-11-01 6 N/A 1517095.00 1355642.08 Agency Mortgage-Backed Securities FNMS 05.000 CLBY4782 N/A 3140NMJ40 2053-07-01 5 N/A 625384.00 568580.12 Agency Mortgage-Backed Securities FNMS 03.000 CLBV2674 N/A 3140MF6L2 2052-03-01 3 N/A 964864.00 617863.01 Agency Mortgage-Backed Securities FNMS 03.500 CLAS5596 N/A 3138WFGE0 2045-08-01 3.5 N/A 8680000.00 941695.39 Agency Mortgage-Backed Securities FNMS 02.000 CLCA6907 N/A 3140QEU91 2050-09-01 2 N/A 5373568.00 2874104.13 Agency Mortgage-Backed Securities FEPC 05.500 CLQF4276 N/A 3133BRXD1 2052-12-01 5.5 N/A 1121236.00 852913.85 Agency Mortgage-Backed Securities FNMS 04.500 CLBN9736 N/A 3140JSZA0 2049-04-01 4.5 N/A 1503171.00 896051.40 Agency Mortgage-Backed Securities FEPC 03.500 CLSD6647 N/A 3132DUL47 2052-07-01 3.5 N/A 37452233.00 33705574.04 Agency Mortgage-Backed Securities FNMS 04.500 CLBV9544 N/A 3140MPTA9 2052-07-01 4.5 N/A 1197683.00 1110464.00 Agency Mortgage-Backed Securities FEPC 05.000 CLQF0006 N/A 3133BMAF2 2052-08-01 5 N/A 1197606.00 1142115.57 Agency Mortgage-Backed Securities 04.500 FGPC Q62386 G N/A 3132VNUL5 2049-04-01 4.5 N/A 2214004.00 325499.02 Agency Mortgage-Backed Securities FNMS 05.000 CLBN9486 N/A 3140JSRG6 2049-04-01 5 N/A 1051590.00 431247.11 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8730 N/A 3140QGVY0 2051-01-01 2 N/A 177514289.00 101920351.73 Agency Mortgage-Backed Securities FNMS 06.000 CL881723 N/A 31409XSL4 2036-03-01 6 N/A 38732928.00 274160.96 Agency Mortgage-Backed Securities FEPC 05.500 CLQF9918 N/A 3133BYAT6 2053-03-01 5.5 N/A 1109500.00 1086035.23 Agency Mortgage-Backed Securities FNMS 06.000 CL852322 N/A 31408H4F9 2036-04-01 6 N/A 22909830.00 157742.11 Agency Mortgage-Backed Securities FNMS 06.000 CLBY2662 N/A 3140NJ5Y6 2053-05-01 6 N/A 1237138.00 1235488.10 Agency Mortgage-Backed Securities FNMS 04.000 CQMA1169 N/A 31418AJP4 2042-08-01 4 N/A 935000.00 103290.02 Agency Mortgage-Backed Securities FNMS 04.000 CLAR2410 N/A 3138NYVC6 2042-12-01 4 N/A 1043632.00 187673.42 Agency Mortgage-Backed Securities FNMS 05.500 CLBY3468 N/A 3140NK2A8 2053-06-01 5.5 N/A 1007100.00 996232.88 Agency Mortgage-Backed Securities FEPC 06.000 CLQF9924 N/A 3133BYAZ2 2053-03-01 6 N/A 1217550.00 1215917.07 Agency Mortgage-Backed Securities FNMS 03.500 CLAO7141 N/A 3138LX5B1 2042-07-01 3.5 N/A 2203668.00 217166.64 Agency Mortgage-Backed Securities FNMS 03.500 U3BF0208 N/A 3140FXGS5 2042-02-01 3.5 N/A 1718184.00 484908.36 Agency Mortgage-Backed Securities FNMS 03.500 CLFS1031 N/A 3140XGED7 2048-01-01 3.5 N/A 880863.00 577402.02 Agency Mortgage-Backed Securities FNMS 07.000 CLDB0983 N/A 3140AACV7 2054-04-01 7 N/A 1050890.00 1111636.62 Agency Mortgage-Backed Securities FEPC 05.000 CLQF2785 N/A 3133BQCW4 2052-11-01 5 N/A 1090132.00 756917.30 Agency Mortgage-Backed Securities FEPC 06.000 CLQF8332 N/A 3133BWHH9 2053-02-01 6 N/A 998527.00 990106.20 Agency Mortgage-Backed Securities FEPC 05.000 CLQE3658 N/A 3133BDB38 2052-06-01 5 N/A 1090443.00 944067.90 Agency Mortgage-Backed Securities 04.000 FGPC Q17118 G N/A 3132J8K82 2043-04-01 4 N/A 68261.00 13134.54 Agency Mortgage-Backed Securities FNMS 06.500 CLBY6210 N/A 3140NN3U7 2053-08-01 6.5 N/A 829866.00 765328.63 Agency Mortgage-Backed Securities FEPC 05.500 CLQH4318 N/A 3133CGYP6 2053-10-01 5.5 N/A 647999.00 636969.75 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8831 N/A 3140QUY59 2054-07-01 5.5 N/A 12738286.00 12705108.32 Agency Mortgage-Backed Securities FNMS 04.500 CLBW1882 N/A 3140MTCU5 2053-06-01 4.5 N/A 1293163.00 1211499.85 Agency Mortgage-Backed Securities FNMS 04.000 CLBO7785 N/A 3140K3UK6 2049-12-01 4 N/A 1009971.00 455197.15 Agency Mortgage-Backed Securities FNMS 06.000 CL880086 N/A 31409VXP3 2036-03-01 6 N/A 45269568.00 507762.33 Agency Mortgage-Backed Securities FEPC 06.500 CLQH1041 N/A 3133CDEN0 2053-09-01 6.5 N/A 1065854.00 1062302.54 Agency Mortgage-Backed Securities FEPC 04.000 CLQE8679 N/A 3133BJUC4 2052-08-01 4 N/A 1409370.00 767853.71 Agency Mortgage-Backed Securities FNMS 04.000 CLFS2025 N/A 3140XHHB6 2052-06-01 4 N/A 276000.00 223081.89 Agency Mortgage-Backed Securities FEPC 05.000 CLQF0297 N/A 3133BMKJ3 2052-09-01 5 N/A 1876122.00 1537406.97 Agency Mortgage-Backed Securities FEPC 03.500 CLQA6063 N/A 3133A0WY6 2050-01-01 3.5 N/A 1637176.00 1108759.17 Agency Mortgage-Backed Securities 04.000 FGPC Q11101 G N/A 3132HMGJ4 2042-09-01 4 N/A 2942492.00 724921.65 Agency Mortgage-Backed Securities FEPC 06.000 CLQF5419 N/A 3133BTAU4 2053-01-01 6 N/A 1043750.00 859211.67 Agency Mortgage-Backed Securities FNMS 05.500 CLCB7301 N/A 3140QTDF3 2053-10-01 5.5 N/A 11095370.00 10488558.24 Agency Mortgage-Backed Securities FNMS 06.000 CL851630 N/A 31408HEB7 2036-04-01 6 N/A 54326524.00 306912.35 Agency Mortgage-Backed Securities FNMS 07.000 NP888880 N/A 31410GQ97 2037-12-01 7 N/A 110000000.00 440027.31 Agency Mortgage-Backed Securities FNMS 04.500 CLBN5471 N/A 3140JNCH1 2049-01-01 4.5 N/A 3557693.00 632220.81 Agency Mortgage-Backed Securities FNMS 04.000 CLAT5134 N/A 3138WSV47 2043-04-01 4 N/A 1216506.00 78076.36 Agency Mortgage-Backed Securities FEPC 05.500 CLQF8892 N/A 3133BW2Z5 2053-03-01 5.5 N/A 1319612.00 1036665.86 Agency Mortgage-Backed Securities FNMS 06.000 CLDA2949 N/A 3140A3H30 2053-10-01 6 N/A 7686350.00 7027379.01 Agency Mortgage-Backed Securities 04.500 FGPC Q59886 G N/A 3132Y36Y5 2048-11-01 4.5 N/A 1709985.00 982096.60 Agency Mortgage-Backed Securities FNMS 02.500 CLCB3043 N/A 3140QNLZ3 2052-03-01 2.5 N/A 610576.00 439728.45 Agency Mortgage-Backed Securities 04.000 FGPC Q06696 G N/A 3132GRXZ9 2042-03-01 4 N/A 1639110.00 197114.42 Agency Mortgage-Backed Securities 04.500 FGPC Q63996 G N/A 3132VQNN2 2049-05-01 4.5 N/A 2192000.00 1409290.57 Agency Mortgage-Backed Securities FEPC 05.000 CLQE3851 N/A 3133BDH40 2052-06-01 5 N/A 1161386.00 982417.90 Agency Mortgage-Backed Securities FNMS 03.500 CLBA6389 N/A 3140EBC33 2045-11-01 3.5 N/A 3950276.00 367679.04 Agency Mortgage-Backed Securities 05.000 FGPC Q57806 G N/A 3132Y1U89 2048-08-01 5 N/A 2172724.00 721001.58 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8200 N/A 3132DWDD2 2052-03-01 2.5 N/A 14000.00 9879.90 Agency Mortgage-Backed Securities FNMS 04.500 CLBK1971 N/A 3140HFFM6 2048-03-01 4.5 N/A 1857000.00 466066.58 Agency Mortgage-Backed Securities FNMS 06.000 CLBX8918 N/A 3140ND4C8 2053-05-01 6 N/A 1169161.00 947994.20 Agency Mortgage-Backed Securities FEPC 06.000 CLQG1643 N/A 3133C1ZG8 2053-04-01 6 N/A 1035600.00 869477.52 Agency Mortgage-Backed Securities FEPC 05.000 CLQF0497 N/A 3133BMRS6 2052-09-01 5 N/A 353831.00 339594.10 Agency Mortgage-Backed Securities 05.000 FGPC Q58535 G N/A 3132Y2PV2 2048-09-01 5 N/A 2178396.00 647382.70 Agency Mortgage-Backed Securities 04.000 FGPC Q20297 G N/A 3132JMKJ7 2043-07-01 4 N/A 1997021.00 343863.27 Agency Mortgage-Backed Securities FNMS 05.500 CLBY3269 N/A 3140NKT35 2053-06-01 5.5 N/A 49250.00 48343.99 Agency Mortgage-Backed Securities FEPC 05.000 CLQE5506 N/A 3133BFDK3 2052-07-01 5 N/A 1011330.00 848211.12 Agency Mortgage-Backed Securities FNMS 05.000 CLFM9193 N/A 3140XDGB6 2050-06-01 5 N/A 813000.00 373810.70 Agency Mortgage-Backed Securities 03.500 FGPC U92993 G N/A 3132HDGA3 2045-06-01 3.5 N/A 1706831.00 545868.09 Agency Mortgage-Backed Securities FEPC 06.500 CLSD6288 N/A 3132DT6Z8 2054-09-01 6.5 N/A 52747.00 53419.82 Agency Mortgage-Backed Securities FNMS 06.500 CLCB7241 N/A 3140QTBK4 2053-10-01 6.5 N/A 1000.00 929.85 Agency Mortgage-Backed Securities FNMS 05.000 CLBW2054 N/A 3140MTH89 2052-09-01 5 N/A 1531830.00 1352613.35 Agency Mortgage-Backed Securities FNMS 03.500 CIFS1774 N/A 3140XG6L8 2037-05-01 3.5 N/A 17000.00 9817.43 Agency Mortgage-Backed Securities FNMS 05.000 CLBW9527 N/A 3140N2SR3 2052-10-01 5 N/A 1141766.00 626569.31 Agency Mortgage-Backed Securities FNMS 05.000 CLBN0714 N/A 3140JGYL3 2048-09-01 5 N/A 1310472.00 865259.05 Agency Mortgage-Backed Securities FEPC 05.500 CLQG2767 N/A 3133C3CC8 2053-05-01 5.5 N/A 1291100.00 1277057.52 Agency Mortgage-Backed Securities FEPC 03.500 CLQA0121 N/A 31334WD24 2049-06-01 3.5 N/A 1862018.00 638399.25 Agency Mortgage-Backed Securities FEPC 05.000 CLQF1004 N/A 3133BNDH3 2052-10-01 5 N/A 1410984.00 1024412.98 Agency Mortgage-Backed Securities FEPC 05.000 CLQG0552 N/A 3133C0TH5 2053-04-01 5 N/A 1050098.00 1017270.94 Agency Mortgage-Backed Securities FEPC 06.500 CLQF8289 N/A 3133BWF65 2053-01-01 6.5 N/A 1174118.00 1203469.73 Agency Mortgage-Backed Securities FEPC 05.000 CLQF0237 N/A 3133BMHN8 2052-09-01 5 N/A 1440214.00 1372632.02 Agency Mortgage-Backed Securities FEPC 05.000 CLQF0239 N/A 3133BMHQ1 2052-09-01 5 N/A 1296664.00 1207663.58 Agency Mortgage-Backed Securities FNMS 05.000 CLBW7934 N/A 3140N0Y82 2052-08-01 5 N/A 1096580.00 1053779.86 Agency Mortgage-Backed Securities FNMS 05.000 CLBW6140 N/A 3140MXZE7 2052-08-01 5 N/A 1632950.00 986187.48 Agency Mortgage-Backed Securities FNMS 04.500 CLBW7899 N/A 3140N0X59 2052-08-01 4.5 N/A 1699846.00 1418656.50 Agency Mortgage-Backed Securities FNMS 04.500 CLBK5337 N/A 3140HJ4X6 2048-07-01 4.5 N/A 27746624.00 5298788.38 Agency Mortgage-Backed Securities FNMS 05.000 CLBW1714 N/A 3140MS3Y9 2052-08-01 5 N/A 1200159.00 1153620.91 Agency Mortgage-Backed Securities 04.000 FGPC Q05155 G N/A 3132GLMC5 2041-12-01 4 N/A 6487800.00 695353.01 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7344 N/A 3140QFES4 2050-10-01 2 N/A 14128344.00 8178495.21 Agency Mortgage-Backed Securities FEPC 03.500 CLQA1257 N/A 31334XME6 2049-07-01 3.5 N/A 2107185.00 482506.44 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3259 N/A 3140QNTR3 2052-04-01 3.5 N/A 22021038.00 17138071.93 Agency Mortgage-Backed Securities FNMS 05.500 CLBY7472 N/A 3140NQJS8 2053-08-01 5.5 N/A 1116553.00 900818.23 Agency Mortgage-Backed Securities FNMS 07.000 CLDA0309 N/A 3140A0KX6 2054-01-01 7 N/A 1077726.00 876395.82 Agency Mortgage-Backed Securities FNMS 06.500 CLDB6296 N/A 3140AF7J9 2054-06-01 6.5 N/A 8780.00 8946.14 Agency Mortgage-Backed Securities FEPC 06.500 CLQG8729 N/A 3133C9VW0 2053-08-01 6.5 N/A 1053880.00 982044.27 Agency Mortgage-Backed Securities FNMS 04.000 CLAK1516 N/A 3138E5VJ4 2042-02-01 4 N/A 2003418.00 238950.50 Agency Mortgage-Backed Securities FNMS 04.500 CLBW5204 N/A 3140MWYA8 2052-12-01 4.5 N/A 1014386.00 949673.26 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8645 N/A 3133BJTA0 2052-08-01 5 N/A 1108074.00 774074.14 Agency Mortgage-Backed Securities FNMS 02.500 CLCA8596 N/A 3140QGRS8 2051-01-01 2.5 N/A 58568966.00 34135007.44 Agency Mortgage-Backed Securities FNMS 05.500 CLBY4873 N/A 3140NMMX2 2053-06-01 5.5 N/A 1204196.00 1182194.09 Agency Mortgage-Backed Securities FNMS 05.000 CLBW7022 N/A 3140MYYU0 2052-08-01 5 N/A 1445909.00 897663.57 Agency Mortgage-Backed Securities FEPC 05.500 CLQG2074 N/A 3133C2JT6 2053-05-01 5.5 N/A 1369533.00 1353261.14 Agency Mortgage-Backed Securities FNMS 04.500 CLBN7888 N/A 3140JQXS7 2049-05-01 4.5 N/A 1002237.00 554602.55 Agency Mortgage-Backed Securities FNMS 05.000 CLAL4769 N/A 3138EMJP7 2044-01-01 5 N/A 6514095.00 607164.04 Agency Mortgage-Backed Securities 04.000 FGPC Q51218 G N/A 3132XTK80 2047-10-01 4 N/A 3214616.00 965992.41 Agency Mortgage-Backed Securities FNMS 06.000 CLBY9275 N/A 3140NSJV7 2053-10-01 6 N/A 1536860.00 1119430.87 Agency Mortgage-Backed Securities FNMS 06.000 CLDC1916 N/A 3140APDW1 2054-09-01 6 N/A 2358760.00 2396802.48 Agency Mortgage-Backed Securities FEPC 05.000 CLQF1537 N/A 3133BNV67 2052-10-01 5 N/A 1066276.00 695190.09 Agency Mortgage-Backed Securities FNMS 05.500 CLFM3041 N/A 3140X6LX7 2049-08-01 5.5 N/A 424000.00 120428.08 Agency Mortgage-Backed Securities FNMS 06.000 CL852448 N/A 31408JBR1 2035-12-01 6 N/A 1907440.00 33205.55 Agency Mortgage-Backed Securities FNMS 04.000 CKAJ9329 N/A 3138E2LK9 2042-01-01 4 N/A 3126455.00 86293.84 Agency Mortgage-Backed Securities FNMS 06.500 CLBY9017 N/A 3140NSAT1 2053-08-01 6.5 N/A 569990.00 591297.07 Agency Mortgage-Backed Securities FNMS 03.500 CLFM5882 N/A 3140X9RC1 2049-11-01 3.5 N/A 250000.00 113420.97 Agency Mortgage-Backed Securities FNMS 04.500 CLBK7198 N/A 3140HL7L4 2048-09-01 4.5 N/A 1477587.00 345762.47 Agency Mortgage-Backed Securities FEPC 03.500 CLQA0721 N/A 31334WYS4 2049-06-01 3.5 N/A 1753258.00 714860.85 Agency Mortgage-Backed Securities FNMS 05.000 CLBN6064 N/A 3140JNW22 2049-05-01 5 N/A 2569585.00 433553.60 Agency Mortgage-Backed Securities FNMS 06.500 CLBX7350 N/A 3140NCEY1 2053-09-01 6.5 N/A 1093520.00 835286.18 Agency Mortgage-Backed Securities FNMS 06.500 NP878451 N/A 31409T5L8 2036-08-01 6.5 N/A 26802272.00 43661.81 Agency Mortgage-Backed Securities 04.000 FGPC Q39568 G N/A 3132QWT25 2046-03-01 4 N/A 7569944.00 1360546.29 Agency Mortgage-Backed Securities FEPC 03.500 CLQB0075 N/A 3133A6CL3 2050-06-01 3.5 N/A 3097564.00 1485223.09 Agency Mortgage-Backed Securities FEPC 05.000 CLQA0278 N/A 31334WJX0 2049-05-01 5 N/A 1592028.00 407337.45 Agency Mortgage-Backed Securities FNMS 05.500 NP913248 N/A 31411RTD0 2037-03-01 5.5 N/A 55949760.00 84257.80 Agency Mortgage-Backed Securities 05.000 FGPC Q58465 G N/A 3132Y2MP8 2048-09-01 5 N/A 2601780.00 778627.33 Agency Mortgage-Backed Securities FEPC 03.000 CLQC6994 N/A 3133ARXX8 2051-09-01 3 N/A 505194.00 333903.26 Agency Mortgage-Backed Securities FNMS 04.500 CLBK6879 N/A 3140HLUD6 2048-07-01 4.5 N/A 1229762.00 410236.20 Agency Mortgage-Backed Securities FNMS 03.000 CTAT2390 N/A 3138WPUQ5 2033-05-01 3 N/A 1172964.00 79774.24 Agency Mortgage-Backed Securities FNMS 02.500 CLCA8606 N/A 3140QGR41 2051-01-01 2.5 N/A 33147802.00 19821944.62 Agency Mortgage-Backed Securities FEPC 05.000 CLQF0798 N/A 3133BM3F0 2052-10-01 5 N/A 1203805.00 1145388.88 Agency Mortgage-Backed Securities FNMS 03.500 CLAB8231 N/A 31417FED6 2042-06-01 3.5 N/A 4991352.00 623607.58 Agency Mortgage-Backed Securities FNMS 05.500 CZ994095 N/A 31416AKG4 2048-11-01 5.5 N/A 54887424.00 585432.20 Agency Mortgage-Backed Securities FNMS 04.000 CLBC5201 N/A 3140F0X74 2046-01-01 4 N/A 1466671.00 337314.26 Agency Mortgage-Backed Securities 05.000 FGPC Q59601 G N/A 3132Y3U36 2048-11-01 5 N/A 1460034.00 256519.20 Agency Mortgage-Backed Securities 04.500 FGPC Q53573 G N/A 3132XV6K4 2048-01-01 4.5 N/A 2171820.00 738043.14 Agency Mortgage-Backed Securities FNMS 02.500 CLCB0438 N/A 3140QKPY8 2051-05-01 2.5 N/A 54034608.00 31058154.87 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8899 N/A 3133BJ3G5 2052-09-01 5 N/A 1321432.00 809946.33 Agency Mortgage-Backed Securities FNMS 07.000 CLCB8374 N/A 3140QUJU1 2054-04-01 7 N/A 26257788.00 24530348.34 Agency Mortgage-Backed Securities FNMS 04.500 CLFS2609 N/A 3140XH3T2 2052-08-01 4.5 N/A 1000.00 790.27 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8372 N/A 3140N1JS3 2052-08-01 5 N/A 1656082.00 1401759.80 Agency Mortgage-Backed Securities FNMS 03.000 CLBV3421 N/A 3140MGYT2 2052-05-01 3 N/A 1894324.00 1475197.41 Agency Mortgage-Backed Securities FNMS 05.000 CLBV8001 N/A 3140MM3K2 2052-08-01 5 N/A 784977.00 605897.53 Agency Mortgage-Backed Securities FNMS 03.000 CLAS7537 N/A 3138WHLT7 2046-07-01 3 N/A 2996000.00 987567.08 Agency Mortgage-Backed Securities FNMS 06.500 CLDA7162 N/A 3140A75Y6 2054-01-01 6.5 N/A 1093160.00 995029.83 Agency 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P-1 Fitch NR 2024-11-01 2024-11-01 2024-11-01 N N N 0.0487 2500000000.00 2500000000.00 0.0141 N Y Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 5.01000120 3130AYES1 2549001DPIFGXC1TOL40 US3130AYES17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's AA+ Moody's Agency Fitch AA+ 2024-11-01 2026-01-08 2026-01-08 N N N 0.0509 500115405.00 500115405.00 0.0028 N N N N Federal Home Loan Mortgage Corp. Variable Rate Notes Federal Home Loan Mortgage Corp. Variable Rate Notes 4.95000000 3134HATA1 S6XOOCT0IEG5ABCC6L87 US3134HATA17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Agency Standard & Poor's AA+ 2024-11-01 2026-10-16 2026-10-16 N N N 0.0504 344659412.49 344659412.49 0.0019 N N N N BNP Paribas SA BNP Paribas SA 5.00000000 N/A R0MUWSFPU8MPRO8K5P83 BRWX5W460 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FHLMC_5130A N/A 3137H1NH5 2051-08-25 0 N/A 35000000.00 159314.00 Agency Collateralized Mortgage Obligation FNMA_06-44H N/A 31395NBF3 2036-06-25 1.6287 N/A 42412200.00 52177.12 Agency Collateralized Mortgage Obligation FHLMC_5351F N/A 3137HB2B9 2053-10-25 1.07318 N/A 108971934.00 4180543.62 Agency Collateralized Mortgage Obligation GNMA_15-57 N/A 38379LKS4 2045-04-20 0.72637 N/A 136500000.00 1106997.43 Agency Collateralized Mortgage Obligation FNMA_14-24 N/A 3136AJZ25 2044-05-25 1.0787 N/A 33000000.00 163666.68 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179W5E4 2052-05-20 4 N/A 18229328.00 14458066.09 Agency Mortgage-Backed Securities FREDDIE MAC FHLMC_3238 N/A 31397C7G8 2036-11-15 1.36571 N/A 30000000.00 92189.48 Agency Collateralized Mortgage Obligation FHLMC_5426B N/A 3137HCYA4 2054-06-25 0.94318 N/A 18461972.00 631758.27 Agency Collateralized Mortgage Obligation GNMA_19-85A N/A 38381XPG5 2049-07-20 1.22637 N/A 28514769.00 1088845.92 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618APYX1 2058-04-15 5.08 N/A 6472011.00 6462050.94 Agency Mortgage-Backed Securities FREDDIE MAC FHLMC_3549 N/A 31398EPV0 2039-07-15 0.67571 N/A 56066666.00 8290.40 Agency Collateralized Mortgage Obligation GNMA_24-H01 N/A 38383KNL2 2074-01-20 0.57216 N/A 129601393.00 9211133.88 Agency Collateralized Mortgage Obligation FHLMC_5426A N/A 3137HCY97 2054-06-25 0.89318 N/A 73328863.00 3094679.01 Agency Collateralized Mortgage Obligation GNMA_22-208C N/A 38383LZ86 2052-12-20 1.37972 N/A 32384320.00 2202988.79 Agency Collateralized Mortgage Obligation FNSTR_429 N/A 31423YVP1 2053-02-25 6 N/A 8851414.00 1814345.54 Agency Collateralized Mortgage Obligation FHLMC_45-50 N/A 3137BN3A0 2046-02-15 0.92571 N/A 13250000.00 339600.67 Agency Collateralized Mortgage Obligation GNMA_20-61X N/A 38382EQ91 2048-05-20 3.23371 N/A 22279518.00 1116628.29 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_06-47 N/A 38374NLX3 2036-08-16 1.8996 N/A 207160131.00 393017.42 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_2924 N/A 31395LAV3 2035-01-15 1.57571 N/A 128670867.00 73784.44 Agency Collateralized Mortgage Obligation GNMA_20-76A N/A 38382EWB9 2050-05-20 1.22637 N/A 15622546.00 697997.58 Agency Collateralized Mortgage Obligation FNMA_17-23A N/A 3136AV5K1 2047-04-25 1.1287 N/A 38000000.00 491482.82 Agency Collateralized Mortgage Obligation GNMA_24-H14A N/A 38383KF98 2074-08-20 0.49539 N/A 31378568.00 2078887.40 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618BHJV9 2053-09-15 6.5 N/A 5344819.00 5406972.10 Agency Mortgage-Backed Securities FREDDIE MAC FHLMC_3287 N/A 31397G7A2 2037-03-15 1.57571 N/A 27000000.00 70008.28 Agency Collateralized Mortgage Obligation FNMA_23-43C N/A 3136BQJT7 2053-04-25 5.5 N/A 38732078.00 7621011.76 Agency Collateralized Mortgage Obligation GNMA_14-118F N/A 38379EHH8 2044-08-16 0.6996 N/A 35501323.00 736958.42 Agency Collateralized Mortgage Obligation GNMA_22-197F N/A 38383LEU0 2048-03-20 1.27637 N/A 4587781.00 465367.73 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618AVAP1 2058-04-15 4.67 N/A 1586015.00 1540548.57 Agency Mortgage-Backed Securities FHLMC_4990B N/A 3137FURR7 2050-07-25 1.1287 N/A 16295770.00 1042033.18 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-15 N/A 38381RLG2 2049-02-20 1.17637 N/A 70798857.00 1232231.06 Agency Collateralized Mortgage Obligation GNMA_09-106 N/A 38376JCQ5 2036-04-20 1.22637 N/A 161210059.00 280598.47 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622ABBT8 2051-07-20 4 N/A 7130203.00 5453278.23 Agency Mortgage-Backed Securities FHLMC_37-61 N/A 3137A2LT6 2040-11-15 0 N/A 25000000.00 60190.94 Agency Collateralized Mortgage Obligation FNMA_20-75 N/A 3136BCJC5 2050-11-25 2.5 N/A 2079055.00 209841.09 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3575 N/A 31398JUG6 2039-04-15 1.47571 N/A 20000000.00 22333.95 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625 N/A 203300.00 168592.67 U.S. Treasuries (including strips) GNMA_21-137P N/A 38382WXU6 2051-07-20 0 N/A 89365000.00 385729.14 Agency Collateralized Mortgage Obligation GNMA_23-153D N/A 38384E5Z4 2053-10-20 0.01 N/A 129653.00 12.89 Agency Collateralized Mortgage 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N/A 31164258.00 535013.79 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_10-42 N/A 31398PRP6 2040-05-25 1.4287 N/A 42500000.00 11480.75 Agency Collateralized Mortgage Obligation FHLMC_3988 N/A 3137AKWP2 2042-01-15 1.35075 N/A 60000000.00 501649.80 Agency Collateralized Mortgage Obligation FNMA_15-26 N/A 3136ANQT7 2045-05-25 1.4787 N/A 15000000.00 328929.77 Agency Collateralized Mortgage Obligation GNMA_23-48H N/A 38383WUB0 2053-03-20 5.89028 N/A 5449015.00 3510390.25 Agency Collateralized Mortgage Obligation GNMA_21-155N N/A 38383AJY1 2051-07-20 1.42637 N/A 7000000.00 678713.83 Agency Collateralized Mortgage Obligation GNMA_19-65K N/A 38381VKS8 2049-05-20 4.5 N/A 1018.00 221.30 Agency Collateralized Mortgage Obligation GNMA_23-17A N/A 38383VA32 2053-02-20 0.70972 N/A 52612866.00 2429238.78 Agency Collateralized Mortgage Obligation FNMA_24-8A N/A 3136BQU72 2054-03-25 2.14318 N/A 71993363.00 5268206.88 Agency Collateralized Mortgage Obligation GNMA_23-76E N/A 38383X5B6 2053-05-20 5.89028 N/A 8097536.00 6270721.71 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617LNSS4 2050-02-15 3 N/A 16000000.00 7138545.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618H0NK9 2054-09-20 6.5 N/A 4399295.00 4684419.98 Agency Mortgage-Backed Securities FHLMC_4942G N/A 3137FQW90 2050-01-25 1.0287 N/A 23332918.00 1143750.64 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618F3TN3 2053-07-20 6 N/A 25604.00 21521.98 Agency Mortgage-Backed Securities FNMA_24-38A N/A 3136BR4R5 2054-06-25 1.09318 N/A 19793856.00 841813.36 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_2322 N/A 3133TUK64 2029-06-15 3.47571 N/A 36910347.00 4009.06 Agency Collateralized Mortgage Obligation FNMA_18-76A N/A 3136B3EZ9 2045-06-25 1.1287 N/A 100000.00 3243.31 Agency Collateralized Mortgage Obligation GNMA_23-83E N/A 38384BVY4 2053-06-20 1.20972 N/A 34478208.00 2883913.81 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WA32 2036-03-20 2 N/A 12000000.00 5790200.44 Agency Mortgage-Backed Securities FNMA_23-20B N/A 3136BP3E9 2061-03-25 1.038623 N/A 1987966.00 77079.73 Agency Collateralized Mortgage Obligation GNMA_18-48D N/A 38380WPK9 2048-04-20 0 N/A 4032446.00 31493.71 Agency Collateralized Mortgage Obligation GNMA_19-128G N/A 38382AFJ9 2049-10-20 0 N/A 20000000.00 200314.70 Agency Collateralized Mortgage Obligation GNMA_14-131 N/A 38379E3D2 2044-09-20 1.32637 N/A 57430828.00 1019446.65 Agency Collateralized Mortgage Obligation GNMA_23-135D N/A 38384EHN8 2053-09-20 0.2 N/A 50000000.00 89624.45 Agency Collateralized Mortgage Obligation GNMA_20-11C N/A 38382B5H2 2048-10-20 0 N/A 100000.00 799.94 Agency Collateralized Mortgage Obligation GNMA_23-54K N/A 38383XNQ3 2053-04-20 1.30972 N/A 30110464.00 1498855.47 Agency Collateralized Mortgage Obligation FNMA_12-128 N/A 3136A9RC4 2042-11-25 1.1787 N/A 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225865.58 Agency Collateralized Mortgage Obligation FNMA_12-14 N/A 3136A4WV7 2042-03-25 1.5287 N/A 40416816.00 361396.59 Agency Collateralized Mortgage Obligation GNMA_22-197M N/A 38383LFZ8 2052-11-20 8.75664 N/A 803244.00 1009609.50 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VFP0 2050-02-20 3 N/A 180179585.00 32392352.18 Agency Mortgage-Backed Securities FHSTR_377 N/A 3133Q5E51 2051-01-25 2 N/A 100000.00 9141.92 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VN30 2050-06-20 3 N/A 1000.00 275.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31288RA81 2050-02-01 5.97 N/A 398546.00 391695.09 Agency Mortgage-Backed Securities FHLMC_5437C N/A 3137HF5U5 2054-08-25 2.24318 N/A 11686651.00 831880.38 Agency Collateralized Mortgage Obligation GNMA_23-H03 N/A 38382YR62 2073-02-20 0.68662 N/A 144543252.00 10292519.10 Agency Collateralized Mortgage 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N/A 38378HBF2 2042-08-20 1.22637 N/A 50739057.00 947173.67 Agency Collateralized Mortgage Obligation GNMA_23-176C N/A 38384DQ75 2053-11-20 6.39028 N/A 32100645.00 22559477.84 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834WC8 2050-08-15 0 N/A 0.16 0.05 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617XKUX3 2051-12-20 4 N/A 4305510.00 3600585.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618AWXY5 2053-06-20 6 N/A 481080.00 483772.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_03-5 N/A 38374BAG8 2033-06-20 1.82637 N/A 79814838.00 3807.44 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YU69 2054-04-20 5.5 N/A 32092485.00 31590761.51 Agency Mortgage-Backed Securities FHLMC_5426F N/A 3137HCYR7 2054-06-25 0.29318 N/A 64979240.00 2707329.26 Agency Collateralized Mortgage Obligation FNMA_11-110 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Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KKZN2 2051-01-01 2.5 N/A 1000.00 510.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DV7B5 2050-09-01 2 N/A 50000.00 25329.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132D6HT0 2039-08-01 4 N/A 20828.00 19514.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140KTUJ2 2036-03-01 1.5 N/A 34276363.00 19253264.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWK93 2054-04-01 5.5 N/A 6919358.00 6518833.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QF2V0 2050-12-01 2 N/A 1325372.00 734551.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WJUP1 2047-01-01 3.5 N/A 21510849.00 5229795.00 Agency 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Citigroup Global Markets, Inc. 4.87000000 N/A MBNUM2BPBDO7JBLYG310 BYDAGSF53 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y 4 1/8 NOTE AB 28 N/A 91282CHQ7 2028-07-31 4.125 N/A 88081500.00 88937255.81 U.S. Treasuries (including strips) 4 1/8 NOTE AD 27 N/A 91282CFM8 2027-09-30 4.125 N/A 89221700.00 89562798.93 U.S. Treasuries (including strips) Y Fitch F1 Standard & Poor's A-1 Moody's P-1 2024-11-01 2024-11-01 2024-11-01 N N N 0.0487 175000000.00 175000000.00 0.0010 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797LD7 254900HROIFWPRGM1V77 US912797LD70 U.S. Treasury Debt Y Standard & Poor's A-1+ Moody's Govt Fitch F1+ 2024-11-14 2024-11-14 2024-11-14 N N N 0.0440 1878449655.94 1878449655.94 0.0106 N Y Y N BlackRock Liquidity Funds 2024-11-06 Chuck Pulsfort Chuck Pulsfort Assistant Treasurer