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2.84994 N/A 53333333.00 3812548.44 Agency Collateralized Mortgage Obligation GNMA_24-64Q N/A 38384MNQ6 2054-04-20 1.69994 N/A 40000000.00 2549279.96 Agency Collateralized Mortgage Obligation GNMA_24-64U N/A 38384MPW1 2054-04-20 1.54994 N/A 200000.00 13216.01 Agency Collateralized Mortgage Obligation GNMA_24-64V N/A 38384MQA8 2054-04-20 0.84994 N/A 50000000.00 2608688.40 Agency Collateralized Mortgage Obligation GNMA_24-64W N/A 38384MQH3 2054-04-20 2.29994 N/A 50000000.00 2808604.07 Agency Collateralized Mortgage Obligation GNMA_24-64X N/A 38384MZZ3 2054-04-20 0.89994 N/A 48772317.00 1823940.03 Agency Collateralized Mortgage Obligation GNMA_24-79C N/A 38384PBE9 2054-05-20 2.89994 N/A 50000000.00 2880414.76 Agency Collateralized Mortgage Obligation GNMA_24-79C N/A 38384PBA7 2054-05-20 1.64994 N/A 50000000.00 2457998.35 Agency Collateralized Mortgage Obligation GNMA_24-79F N/A 38384PBS8 2054-05-20 2.89994 N/A 14562154.00 1621870.07 Agency Collateralized Mortgage Obligation GNMA_24-79G N/A 38384PCD0 2054-05-20 0.89994 N/A 70000000.00 3509019.41 Agency Collateralized Mortgage Obligation GNMA_24-79M N/A 38384PKF6 2054-05-20 6.48987 N/A 1786857.00 1918167.85 Agency Collateralized Mortgage Obligation GNMA_24-79X N/A 38384PLC2 2064-05-20 2.29994 N/A 82236891.00 3598920.92 Agency Collateralized Mortgage Obligation GNMA_24-79Y N/A 38384PFC9 2064-05-20 1.54994 N/A 100000.00 1695.99 Agency Collateralized Mortgage Obligation GNMA_24-97B N/A 38384PPV6 2054-03-20 0.2 N/A 100026.00 358.92 Agency Collateralized Mortgage Obligation GNMA_24-97D N/A 38384PRB8 2054-06-20 0.94994 N/A 8389207.00 391482.22 Agency Collateralized Mortgage Obligation GNMA_24-97M N/A 38384PRY8 2054-06-20 0.1 N/A 100000.00 228.54 Agency Collateralized Mortgage Obligation GNMA_24-97N N/A 38384PSD3 2054-06-20 2.89994 N/A 40000000.00 4242358.18 Agency Collateralized Mortgage Obligation GNMA_24-97S N/A 38384PTF7 2064-06-20 2.87994 N/A 50000000.00 1709908.05 Agency Collateralized Mortgage Obligation GNMA_24-97V N/A 38384PTM2 2054-06-20 0.79994 N/A 202133.00 3844.10 Agency Collateralized Mortgage Obligation GNMA_24-97W N/A 38384PTP5 2054-06-20 0.1 N/A 100000.00 231.33 Agency Collateralized Mortgage Obligation GNMA_24-97X N/A 38384PTV2 2054-06-20 0.99994 N/A 100000.00 6769.08 Agency Collateralized Mortgage Obligation GNMA_24-H05B N/A 38383KTY8 2074-02-20 0.74445 N/A 62457148.00 4045431.66 Agency Collateralized Mortgage Obligation GNMA_24-H14A N/A 38383KG22 2074-08-20 0.90421 N/A 50140000.00 3468221.99 Agency Collateralized Mortgage Obligation GNMA_24-H18D N/A 38383KU59 2074-10-20 0.89324 N/A 100000.00 7982.26 Agency Collateralized Mortgage Obligation GNMA_24-H20D N/A 38383K2D3 2074-11-20 1.07252 N/A 100000.00 8873.54 Agency Collateralized Mortgage Obligation GNMA_24-H21E N/A 38383K5P3 2074-12-20 0.88221 N/A 5769905.00 425173.95 Agency Collateralized Mortgage Obligation GNMA_25-31 N/A 38381L6J6 2067-08-16 0.90263 N/A 100000.00 5504.52 Agency Collateralized Mortgage Obligation GNMA_25-54 N/A 38381MAS9 2067-08-16 0.63587 N/A 75910059.00 4525006.62 Agency Collateralized Mortgage Obligation GNMA_25-H03C N/A 38383K6S6 2075-01-20 0.91478 N/A 71909767.00 5660802.58 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38379KZT8 2055-04-16 0.20524 N/A 10690000.00 17026.74 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38378KUV9 2047-03-16 0.51196 N/A 34050003.00 18892.13 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38379UY67 2058-08-16 0.7661 N/A 25250000.00 342771.25 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38379UH41 2058-02-16 1.16262 N/A 55100000.00 786061.65 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_14-50 N/A 38378NF99 2055-09-16 0.58828 N/A 420000.00 1870.45 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_16-51 N/A 38379WWN8 2046-04-20 1.61693 N/A 800000.00 19067.42 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-171 N/A 38380JGF9 2059-09-16 0.65253 N/A 16000000.00 202625.95 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-56 N/A 38380JZE1 2059-11-16 0.60591 N/A 100000.00 1242.22 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-69 N/A 38380JQ50 2060-04-16 0.60747 N/A 55026781.00 708842.53 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-53 N/A 38380M4K4 2061-06-16 0.77084 N/A 130000000.00 1739636.33 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-3 N/A 38381ETV0 2061-02-16 0.63988 N/A 100000.00 4579.01 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR_14-47 N/A 38378NK51 2048-02-16 0.16022 N/A 399999.00 73.27 Agency Collateralized Mortgage Obligation Y Fitch NR Moody's NR Standard & Poor's A-1 2025-05-01 2025-05-07 2025-05-07 Y BMO CAPITAL MARKETS CORP 1.0000 7 N Fitch NR Moody's NR Standard & Poor's NR N N 0.0444 250000000.00 250000000.00 0.0015 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp. 4.38000000 N/A RUC0QBLBRPRCU4W1NE59 BYDJ9JZ01 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 3132DPUT3 2052-11-01 4.5 N/A 520000.00 422227.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140J73D5 2028-03-01 3.266 N/A 616000.00 61447.70 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJW2 2029-01-31 4 N/A 668300.00 682164.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLQ2 2027-10-15 3.875 N/A 50000300.00 50380208.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625 N/A 49995100.00 44304390.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKE0 2027-03-15 4.25 N/A 14210000.00 14436230.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHY0 2026-09-15 4.625 N/A 42000000.00 42718042.50 U.S. Treasuries (including strips) Y Fitch NR Moody's NR Standard & Poor's A-1 2025-05-01 2025-05-01 2025-05-01 N N N 0.0438 150000000.00 150000000.00 0.0009 N Y Y N BNP Paribas SA BNP Paribas SA 4.40000000 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 FANNIE MAE ACES FNMA_16-M3 N/A 3136ARTE8 2026-02-25 2.702 N/A 400000.00 192268.19 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_13-79 N/A 3136AFAE4 2043-07-25 3.5 N/A 1000.00 853.22 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_20-56 N/A 3136BBMQ2 2050-08-25 2.5 N/A 2099997.00 240378.65 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_20-74 N/A 3136BCAY6 2050-10-25 2.5 N/A 315141.00 37035.87 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31425SAA8 2033-12-01 4.581 N/A 2024.00 2019.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5010 N/A 3137FVQG0 2050-09-25 2.5 N/A 1648152.00 201694.37 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140J2DV5 2030-11-01 1.22 N/A 97065.00 82746.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NLJV2 2053-05-01 6.5 N/A 1000.00 1045.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NMHB6 2053-06-01 6.5 N/A 1000.00 1042.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LLCD1 2038-07-01 5.17 N/A 1306700.00 1327217.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NPY61 2053-08-01 6.5 N/A 1000.00 1025.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QGVJ3 2051-01-01 2 N/A 5189389.00 3030614.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NPYJ3 2053-07-01 7 N/A 1000.00 1039.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QKZC5 2051-06-01 3 N/A 1011634.00 658864.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_20-89 N/A 3136BCD80 2050-12-25 2.5 N/A 300000.00 30985.37 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_22-22 N/A 3136BMZX9 2051-10-25 2.5 N/A 2361283.00 345061.31 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PAS N/A 3137BLAD0 2025-06-25 0.293172 N/A 2303856.00 176.59 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K734 N/A 3137FLN34 2026-02-25 3.208 N/A 64586.00 63293.55 Agency Collateralized Mortgage Obligation FHLMC_3990 N/A 3137AL6H7 2027-01-15 2.19081 N/A 127805.00 39.59 Agency Collateralized Mortgage Obligation FHLMC_5063F N/A 3137F8UQ4 2051-01-25 2 N/A 3800000.00 395543.12 Agency Collateralized Mortgage Obligation FHLMC_5069 N/A 3137F9CW9 2051-02-25 2.5 N/A 100000.00 10249.48 Agency Collateralized Mortgage Obligation FHLMC_5144D N/A 3137H26W9 2051-04-25 2.5 N/A 8800000.00 787769.70 Agency Collateralized Mortgage Obligation FHLMC_5196A N/A 3137H5WH6 2051-07-25 2.5 N/A 7861120.00 743618.12 Agency Collateralized Mortgage Obligation FHLMC_5249B N/A 3137H8LW9 2052-08-25 5 N/A 1949.00 1881.00 Agency Collateralized Mortgage Obligation FHLMC_5255A N/A 3137H8VL2 2052-09-25 5.5 N/A 2648.00 970.06 Agency Collateralized Mortgage Obligation FHLMC_5265A N/A 3137H94G1 2052-10-25 5.5 N/A 1000.00 580.00 Agency Collateralized Mortgage Obligation FHLMC_5330B N/A 3137HAG26 2053-08-25 0 N/A 2098098.00 1315634.14 Agency Collateralized Mortgage Obligation FHLMC_5344C N/A 3137HAMZ6 2053-10-25 0 N/A 4235860.00 2752265.92 Agency Collateralized Mortgage Obligation FHLMC_5355A N/A 3137HATP1 2053-11-25 0 N/A 8321270.00 4834140.58 Agency Collateralized Mortgage Obligation FHLMC_5357D N/A 3137HAXQ4 2053-11-25 0 N/A 7142858.00 3887317.21 Agency Collateralized Mortgage Obligation FHLMC_5364A N/A 3137HBAY0 2053-12-25 0 N/A 1317799.00 774545.26 Agency Collateralized Mortgage Obligation FHLMC_5452K N/A 3137HFNE1 2054-09-25 2.19631 N/A 25943354.00 2469813.15 Agency Collateralized Mortgage Obligation FHLMC_5474B N/A 3137HHAS0 2054-11-25 0.99631 N/A 29847745.00 1666107.81 Agency Collateralized Mortgage Obligation FHLMC_5502D N/A 3137HJTF4 2055-02-25 0 N/A 495000000.00 2392.61 Agency Collateralized Mortgage Obligation FHLMC_5502D N/A 3137HJTL1 2055-02-25 0 N/A 250000000.00 1208.39 Agency Collateralized Mortgage Obligation FHLMC_5505C N/A 3137HJ7A9 2055-02-25 0.69631 N/A 121682473.00 5917357.01 Agency Collateralized Mortgage Obligation FHLMC_5505D N/A 3137HJ7K7 2055-02-25 0.64631 N/A 87810011.00 3214860.05 Agency Collateralized Mortgage Obligation FHLMC_5505E N/A 3137HJ7J0 2055-02-25 0.54631 N/A 80000000.00 2400690.30 Agency Collateralized Mortgage Obligation FHLMC_5507B N/A 3137HJPX9 2055-02-25 0.64631 N/A 34936400.00 924340.75 Agency Collateralized Mortgage Obligation FHLMC_5518C N/A 3137HK4E1 2055-03-25 0.82631 N/A 37504192.00 1659811.73 Agency Collateralized Mortgage Obligation FHLMC_5530B N/A 3137HKTX2 2055-04-25 0.99631 N/A 100000.00 5814.14 Agency Collateralized Mortgage Obligation FHR_5148 N/A 3137H2UN2 2049-06-25 2 N/A 997620.00 104984.66 Agency Collateralized Mortgage Obligation FNMA_10-113B N/A 31398T7D7 2040-10-25 2.13183 N/A 32968162.00 67988.55 Agency Collateralized Mortgage Obligation FNMA_11-101 N/A 3136A1ZD0 2041-10-25 4 N/A 4765.00 961.75 Agency Collateralized Mortgage Obligation FNMA_12-14 N/A 3136A4WV7 2042-03-25 2.03183 N/A 1377934.00 13302.36 Agency Collateralized Mortgage Obligation FNMA_12-86A N/A 3136A7PS5 2042-08-25 1.03183 N/A 119725333.00 972122.50 Agency Collateralized Mortgage Obligation FNMA_13-60E N/A 3136AEW52 2042-10-25 1.75 N/A 3789.00 252.90 Agency Collateralized Mortgage Obligation FNMA_15-34A N/A 3136AN4B0 2045-06-25 0 N/A 804368.00 66.51 Agency Collateralized Mortgage Obligation FNMA_17-30H N/A 3136AWRD1 2047-05-25 2.213587 N/A 94471505.00 756278.29 Agency Collateralized Mortgage Obligation FNMA_17-54E N/A 3136AXDX0 2047-07-25 2.345773 N/A 167905859.00 1422421.72 Agency Collateralized Mortgage Obligation FNMA_17-90 N/A 3136AYYZ0 2047-11-25 3.5 N/A 27579.00 11910.20 Agency Collateralized Mortgage Obligation FNMA_18-53D N/A 3136B2PA4 2048-07-25 2.123621 N/A 14683700.00 154734.72 Agency Collateralized Mortgage Obligation FNMA_18-76A N/A 3136B3EZ9 2045-06-25 1.63183 N/A 101661.00 3030.66 Agency Collateralized Mortgage Obligation FNMA_20-15C N/A 3136B8L64 2060-03-25 2.159533 N/A 44448234.00 732439.40 Agency Collateralized Mortgage Obligation FNMA_20-61D N/A 3136BBK68 2050-09-25 4 N/A 8092372.00 648637.03 Agency Collateralized Mortgage Obligation FNMA_20-62B N/A 3136BBXG2 2050-09-25 2.5 N/A 2700008.00 330605.39 Agency Collateralized Mortgage Obligation FNMA_20-77A N/A 3136BCVL1 2050-11-25 2.5 N/A 56296644.00 5503146.62 Agency Collateralized Mortgage Obligation FNMA_20-97A N/A 3136BDEF1 2051-01-25 2 N/A 300000.00 33531.69 Agency Collateralized Mortgage Obligation FNMA_21-3 N/A 3136BDYC6 2051-02-25 2.5 N/A 2799076.00 354798.25 Agency Collateralized Mortgage Obligation FNMA_21-33 N/A 3136BHUP2 2047-05-25 2.5 N/A 4400000.00 466209.50 Agency Collateralized Mortgage Obligation FNMA_21-34G N/A 3136BHVZ9 2049-12-25 1.53183 N/A 45340933.00 2023065.96 Agency Collateralized Mortgage Obligation FNMA_21-43C N/A 3136BH7G8 2051-06-25 2.5 N/A 1499623.00 176592.45 Agency Collateralized Mortgage Obligation FNMA_21-49A N/A 3136BHK40 2048-10-25 2.5 N/A 400000.00 39991.18 Agency Collateralized Mortgage Obligation FNMA_21-61E N/A 3136BGVA6 2049-04-25 2.5 N/A 600000.00 74578.85 Agency Collateralized Mortgage Obligation FNMA_21-62C N/A 3136BGZQ7 2047-10-25 2.5 N/A 6300000.00 750261.11 Agency Collateralized Mortgage Obligation FNMA_21-69G N/A 3136BJPW9 2049-01-25 2.5 N/A 6100000.00 768761.09 Agency Collateralized Mortgage Obligation FNMA_21-82C N/A 3136BKEP3 2051-12-25 2.398909 N/A 21791680.00 640424.68 Agency Collateralized Mortgage Obligation FNMA_21-82F N/A 3136BKFD9 2051-11-25 3.5 N/A 1011.00 239.16 Agency Collateralized Mortgage Obligation FNMA_22-18F N/A 3136BMGK8 2051-11-25 4 N/A 15671256.00 2110151.00 Agency Collateralized Mortgage Obligation FNMA_22-3B N/A 3136BLBK5 2052-02-25 2.318392 N/A 24793712.00 717152.26 Agency Collateralized Mortgage Obligation FNMA_22-86 N/A 3136BPPT2 2050-05-25 2.5 N/A 323685.00 39987.77 Agency Collateralized Mortgage Obligation FNMA_23-49D N/A 3136BQKM0 2048-05-25 5 N/A 46813628.00 5819504.99 Agency Collateralized Mortgage Obligation FNMA_23-49E N/A 3136BQKN8 2061-09-25 5.5 N/A 100000.00 16399.07 Agency Collateralized Mortgage Obligation FNMA_23-54C N/A 3136BQRF8 2053-11-25 0 N/A 25191968.00 15503841.14 Agency Collateralized Mortgage Obligation FNMA_24-54D N/A 3136BSSJ5 2046-12-25 0 N/A 110680678.00 2642.60 Agency Collateralized Mortgage Obligation FNMA_24-56C N/A 3136BSSY2 2054-08-25 2.74631 N/A 12915169.00 1113413.32 Agency Collateralized Mortgage Obligation FNMA_24-80C N/A 3136BTSR5 2054-11-25 1.54631 N/A 59518845.00 4236298.71 Agency Collateralized Mortgage Obligation FNMA_24-82F N/A 3136BTEZ2 2054-11-25 5.60369 N/A 33602802.00 31134782.50 Agency Collateralized Mortgage Obligation FNMA_25-18D N/A 3136BVBU1 2055-03-25 5.50369 N/A 90002.00 88685.66 Agency Collateralized Mortgage Obligation FNMA_25-7D N/A 3136BUVX5 2054-06-25 0.59631 N/A 125000000.00 3358526.36 Agency Collateralized Mortgage Obligation FNR_20-96 N/A 3136BDKW7 2061-01-25 2.30959 N/A 30180584.00 705806.72 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_2084 N/A 3133TG4V8 2028-08-15 4.29081 N/A 603889.00 57.98 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_2322 N/A 3133TUK64 2029-06-15 4.14081 N/A 374.00 0.03 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3837 N/A 3137A8US5 2041-04-15 4 N/A 1001.00 446.87 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5010 N/A 3137FVQ54 2050-09-25 2.5 N/A 600000.00 57271.51 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5013 N/A 3137FW3E8 2050-09-25 2.5 N/A 700000.00 88347.01 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5059 N/A 3137F86B4 2051-01-25 2.5 N/A 900000.00 118957.56 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5071 N/A 3137F9R37 2051-02-25 2.5 N/A 299990.00 26079.83 Agency Collateralized Mortgage Obligation FREDDIE MAC REMICS FHLMC_5377 N/A 3137HBDW1 2051-12-25 2.5 N/A 5961500.00 706504.35 Agency Collateralized Mortgage Obligation GNMA_02-32 N/A 38373WU97 2032-05-20 6 N/A 1196.00 36.67 Agency Collateralized Mortgage Obligation GNMA_10-106 N/A 38377DBX3 2040-08-20 1.56693 N/A 102857142.00 1057875.17 Agency Collateralized Mortgage Obligation GNMA_11-80 N/A 38376LTT6 2041-06-20 2.23693 N/A 150000000.00 494431.54 Agency Collateralized Mortgage Obligation GNMA_12-106C N/A 38378HKR6 2042-09-20 5.62333 N/A 500000.00 13408.75 Agency Collateralized Mortgage Obligation GNMA_13-10 N/A 38378FAV2 2043-01-20 1.86693 N/A 83866385.00 423349.85 Agency Collateralized Mortgage Obligation GNMA_14-100A N/A 38379DJC9 2041-04-20 0.01675 N/A 42674465.00 177703.52 Agency Collateralized Mortgage Obligation GNMA_14-129G N/A 38379GLA3 2041-10-20 0 N/A 42270863.00 130788.44 Agency Collateralized Mortgage Obligation GNMA_14-181 N/A 38379HNK7 2040-02-20 0 N/A 26202046.00 96404.44 Agency Collateralized Mortgage Obligation GNMA_14-69 N/A 38379BG44 2036-06-20 0 N/A 52040339.00 237507.35 Agency Collateralized Mortgage Obligation GNMA_14-69 N/A 38379BG28 2037-09-20 0.00378 N/A 104785743.00 283668.39 Agency Collateralized Mortgage Obligation GNMA_14-8 N/A 38378P8A9 2044-01-16 0.06459 N/A 198453000.00 418714.50 Agency Collateralized Mortgage Obligation GNMA_14-90M N/A 38379CWZ5 2038-10-20 0 N/A 61239231.00 187801.14 Agency Collateralized Mortgage Obligation GNMA_14-99 N/A 38379DDR2 2036-11-20 0 N/A 72459294.00 340659.71 Agency Collateralized Mortgage Obligation GNMA_15-152C N/A 38379FAR0 2040-05-20 0 N/A 30325747.00 138201.00 Agency Collateralized Mortgage Obligation GNMA_15-57 N/A 38379LKS4 2045-04-20 1.16693 N/A 136500000.00 1166539.75 Agency Collateralized Mortgage Obligation GNMA_15-63A N/A 38379PBG1 2042-03-20 0 N/A 126723829.00 308425.48 Agency Collateralized Mortgage Obligation GNMA_15-63C N/A 38379PBY2 2040-01-20 0 N/A 41565066.00 128734.28 Agency Collateralized Mortgage Obligation GNMA_15-80 N/A 38379NAW2 2043-02-20 0 N/A 67553541.00 201775.89 Agency Collateralized Mortgage Obligation GNMA_15-82 N/A 38379NMT6 2041-04-20 0.08651 N/A 58404259.00 252932.43 Agency Collateralized Mortgage Obligation GNMA_16-121J N/A 38380AC88 2040-12-20 0.04303 N/A 94316353.00 460485.61 Agency Collateralized Mortgage Obligation GNMA_16-135G N/A 38380AL88 2041-08-20 0 N/A 101868319.00 529827.20 Agency Collateralized Mortgage Obligation GNMA_16-29G N/A 38379T4F3 2042-05-20 0 N/A 40317194.00 159989.55 Agency Collateralized Mortgage Obligation GNMA_16-29H N/A 38379T4H9 2038-11-20 0 N/A 22783027.00 95310.84 Agency Collateralized Mortgage Obligation GNMA_17-132C N/A 38380GZA5 2040-02-20 0.02824 N/A 60685062.00 350463.80 Agency Collateralized Mortgage Obligation GNMA_17-59D N/A 38376MR33 2042-06-20 0.00293 N/A 23468606.00 111209.91 Agency Collateralized Mortgage Obligation GNMA_17-60A N/A 38376UEJ4 2038-10-20 2.06693 N/A 13891689.00 99230.90 Agency Collateralized Mortgage Obligation GNMA_17-66A N/A 38376UFR5 2041-04-20 0 N/A 63354203.00 278107.12 Agency Collateralized Mortgage Obligation GNMA_17-77 N/A 38376UTX7 2047-05-20 3.5 N/A 1001.00 371.22 Agency Collateralized Mortgage Obligation GNMA_17-91A N/A 38376M4J3 2038-11-20 0 N/A 36294701.00 151859.80 Agency Collateralized Mortgage Obligation GNMA_18-18A N/A 38380KL78 2043-11-20 0 N/A 84926629.00 721121.97 Agency Collateralized Mortgage Obligation GNMA_18-51B N/A 38380WGF0 2046-11-20 0.07206 N/A 25850460.00 131569.61 Agency Collateralized Mortgage Obligation GNMA_18-92A N/A 38380XSU2 2046-08-20 0.04646 N/A 68850447.00 456421.89 Agency Collateralized Mortgage Obligation GNMA_19-108C N/A 38381XZA7 2032-02-20 4.5 N/A 19275832.00 119811.67 Agency Collateralized Mortgage Obligation GNMA_19-129F N/A 38381Y7U2 2046-02-20 0 N/A 73811077.00 490191.91 Agency Collateralized Mortgage Obligation GNMA_19-69B N/A 38381WPY8 2049-06-20 1.66693 N/A 22804857.00 607661.68 Agency Collateralized Mortgage Obligation GNMA_19-69G N/A 38381WQR2 2044-07-20 0 N/A 39767332.00 341644.01 Agency Collateralized Mortgage Obligation GNMA_20-116B N/A 38382HXX3 2050-08-20 0 N/A 100062.00 1260.16 Agency Collateralized Mortgage Obligation GNMA_20-11C N/A 38382B5H2 2048-10-20 0 N/A 2509205.00 18785.95 Agency Collateralized Mortgage Obligation GNMA_20-129N N/A 38382JZD1 2050-09-20 3 N/A 19799952.00 1890000.01 Agency Collateralized Mortgage Obligation GNMA_20-76A N/A 38382EWB9 2050-05-20 1.66693 N/A 31245111.00 1469925.85 Agency Collateralized Mortgage Obligation GNMA_21-135D N/A 38382XAJ4 2051-08-20 1.86693 N/A 89231562.00 9381571.17 Agency Collateralized Mortgage Obligation GNMA_21-155N N/A 38383AJY1 2051-07-20 1.86693 N/A 10500000.00 1064644.00 Agency Collateralized Mortgage Obligation GNMA_21-213A N/A 38383FKK8 2051-12-20 2.5 N/A 8936961.00 5580967.46 Agency Collateralized Mortgage Obligation GNMA_21-41N N/A 38382PCP5 2050-10-20 2 N/A 100301.00 6387.78 Agency Collateralized Mortgage Obligation GNMA_21-64M N/A 38382QLF5 2051-04-20 4.88346 N/A 2655880.00 1214371.86 Agency Collateralized Mortgage Obligation GNMA_21-97D N/A 38382VEJ4 2051-06-20 3.5 N/A 35764301.00 2130600.87 Agency Collateralized Mortgage Obligation GNMA_22-101E N/A 38383F6E8 2052-06-20 1.69994 N/A 80000000.00 6267326.06 Agency Collateralized Mortgage Obligation GNMA_22-114B N/A 38383TGW7 2052-06-20 5.76647 N/A 200000.00 171722.46 Agency Collateralized Mortgage Obligation GNMA_22-127F N/A 38383UNN6 2052-07-20 4.5 N/A 1356816.00 1016068.68 Agency Collateralized Mortgage Obligation GNMA_22-128L N/A 38383UAR1 2052-07-20 5.43313 N/A 100000.00 84329.05 Agency Collateralized Mortgage Obligation GNMA_22-159A N/A 38383YKV3 2052-09-20 1.60994 N/A 67810991.00 5363562.30 Agency Collateralized Mortgage Obligation GNMA_22-170D N/A 38381T3E3 2052-09-20 5.35006 N/A 9964212.00 7086774.91 Agency Collateralized Mortgage Obligation GNMA_22-175D N/A 38383U7L8 2052-10-20 6.78311 N/A 100000.00 58251.36 Agency Collateralized Mortgage Obligation GNMA_22-213F N/A 38383LYW4 2052-12-20 5.25006 N/A 4842428.00 3455204.98 Agency Collateralized Mortgage Obligation GNMA_22-218A N/A 38383L6P0 2052-12-20 2.49994 N/A 31487488.00 2294220.41 Agency Collateralized Mortgage Obligation GNMA_22-45A N/A 38383MC97 2050-06-20 4.5 N/A 204373.00 103411.13 Agency Collateralized Mortgage Obligation GNMA_22-45B N/A 38383MD62 2050-05-20 5 N/A 1070.00 86.49 Agency Collateralized Mortgage Obligation GNMA_22-81E N/A 38383RWT0 2052-05-20 4.5 N/A 1223.00 902.89 Agency Collateralized Mortgage Obligation GNMA_23-101A N/A 38384CBM0 2053-07-20 5.37006 N/A 10530977.00 9225108.70 Agency Collateralized Mortgage Obligation GNMA_23-123D N/A 38384CRT8 2053-08-20 0.03 N/A 20000000.00 10432.09 Agency Collateralized Mortgage Obligation GNMA_23-153D N/A 38384E5Z4 2053-10-20 0.01 N/A 106594.00 13.28 Agency Collateralized Mortgage Obligation GNMA_23-164J N/A 38384D7N1 2053-11-20 2.74994 N/A 14401167.00 1307685.74 Agency Collateralized Mortgage Obligation GNMA_23-17C N/A 38383VA99 2053-02-20 1.89994 N/A 50000000.00 3020665.53 Agency Collateralized Mortgage Obligation GNMA_23-187C N/A 38384GMT4 2053-12-20 5.65006 N/A 9327116.00 4464674.56 Agency Collateralized Mortgage Obligation GNMA_23-187F N/A 38384GNF3 2053-12-20 5.60006 N/A 3835478.00 2294724.21 Agency Collateralized Mortgage Obligation GNMA_23-187F N/A 38384GNG1 2053-12-20 0.89994 N/A 100000000.00 2248802.98 Agency Collateralized Mortgage Obligation GNMA_23-1D N/A 38383VCJ5 2053-01-20 5.30006 N/A 8525041.00 7036858.32 Agency Collateralized Mortgage Obligation GNMA_23-22H N/A 38383VVM7 2053-02-20 5.25006 N/A 9245755.00 7363657.88 Agency Collateralized Mortgage Obligation GNMA_23-38G N/A 38383WHM1 2053-03-20 1.94994 N/A 30000000.00 1345753.12 Agency Collateralized Mortgage Obligation GNMA_23-48H N/A 38383WUB0 2053-03-20 5.35006 N/A 8330621.00 4241700.44 Agency Collateralized Mortgage Obligation GNMA_23-48K N/A 38383WUJ3 2053-03-20 1.94994 N/A 49040491.00 2524808.05 Agency Collateralized Mortgage Obligation GNMA_23-63A N/A 38384ACW1 2053-05-20 5.35006 N/A 6321260.00 4417277.02 Agency Collateralized Mortgage Obligation GNMA_23-70A N/A 38384ADT7 2053-05-20 5.35006 N/A 9977126.00 8140601.10 Agency Collateralized Mortgage Obligation GNMA_23-76D N/A 38383X4Z4 2053-05-20 5.35006 N/A 8986466.00 4559334.34 Agency Collateralized Mortgage Obligation GNMA_23-76E N/A 38383X5B6 2053-05-20 5.35006 N/A 765207.00 505715.36 Agency Collateralized Mortgage Obligation GNMA_23-98D N/A 38384BXX4 2053-07-20 5.35006 N/A 11702327.00 6406151.44 Agency Collateralized Mortgage Obligation GNMA_23-H05D N/A 38382YY23 2073-01-20 1.10244 N/A 7068735.00 580343.71 Agency Collateralized Mortgage Obligation GNMA_23-H10D N/A 38382Y4Y6 2071-06-20 0.53644 N/A 100000.00 2012.97 Agency Collateralized Mortgage Obligation GNMA_23-H16D N/A 38383KAV4 2073-06-20 0.48434 N/A 100000.00 4015.69 Agency Collateralized Mortgage Obligation GNMA_23-H28D N/A 38383KLV2 2073-12-20 0.75257 N/A 25510540.00 1684767.16 Agency Collateralized Mortgage Obligation GNMA_24-126J N/A 38384UWF2 2054-08-20 0.89994 N/A 99900000.00 4878199.60 Agency Collateralized Mortgage Obligation GNMA_24-128B N/A 38384UMS5 2054-08-20 2.31994 N/A 44800000.00 3115902.93 Agency Collateralized Mortgage Obligation GNMA_24-132A N/A 38384UNZ8 2054-08-20 5.60006 N/A 2173504.00 1953273.26 Agency Collateralized Mortgage Obligation GNMA_24-132D N/A 38384UQL6 2054-08-20 8.99976 N/A 11235627.00 12117910.73 Agency Collateralized Mortgage Obligation GNMA_24-134D N/A 38384VAY3 2054-08-20 5.45006 N/A 4970652.00 4775138.91 Agency Collateralized Mortgage Obligation GNMA_24-134G N/A 38384VBH9 2053-08-20 2.14994 N/A 115248996.00 5260202.69 Agency Collateralized Mortgage Obligation GNMA_24-157D N/A 38384WBY0 2053-08-20 0 N/A 9792440.00 6441254.33 Agency Collateralized Mortgage Obligation GNMA_24-160A N/A 38384YRG8 2054-10-20 5.30006 N/A 1281773.00 1248034.80 Agency Collateralized Mortgage Obligation GNMA_24-172B N/A 38384XRH8 2054-10-20 5.45006 N/A 5936634.00 5619344.85 Agency Collateralized Mortgage Obligation GNMA_24-184H N/A 38384XZU0 2054-11-20 5.40006 N/A 9628581.00 7259511.14 Agency Collateralized Mortgage Obligation GNMA_24-196C N/A 38385BNE6 2054-12-20 5.55006 N/A 2361.00 2319.14 Agency Collateralized Mortgage Obligation GNMA_24-200C N/A 38385BQT0 2054-12-20 1.69994 N/A 14803456.00 1180220.69 Agency Collateralized Mortgage Obligation GNMA_24-200D N/A 38385BRB8 2053-03-20 6 N/A 1321412.00 197956.04 Agency Collateralized Mortgage Obligation GNMA_24-200D N/A 38385BQV5 2053-04-20 1.84994 N/A 54843500.00 4923682.29 Agency Collateralized Mortgage Obligation GNMA_24-21A N/A 38384JBJ2 2054-02-20 5.55006 N/A 15491221.00 8932477.94 Agency Collateralized Mortgage Obligation GNMA_24-21B N/A 38384JBL7 2053-10-20 1.64994 N/A 62562923.00 3900106.16 Agency Collateralized Mortgage Obligation GNMA_24-21C N/A 38384JBW3 2054-02-20 1.59994 N/A 74779345.00 4181778.93 Agency Collateralized Mortgage Obligation GNMA_24-27B N/A 38384JES9 2054-02-20 5.5 N/A 57593358.00 10305585.11 Agency Collateralized Mortgage Obligation GNMA_24-28B N/A 38384JAH7 2054-02-20 6.5 N/A 12941000.00 2102115.79 Agency Collateralized Mortgage Obligation GNMA_24-40C N/A 38384K3D1 2054-01-20 6 N/A 22481123.00 2908289.41 Agency Collateralized Mortgage Obligation GNMA_24-44J N/A 38384K2M2 2054-03-20 1.04994 N/A 200070.00 12151.67 Agency Collateralized Mortgage Obligation GNMA_24-59D N/A 38384MN29 2054-04-20 1.09994 N/A 152748445.00 7082072.19 Agency Collateralized Mortgage Obligation GNMA_24-5B N/A 38384HSF6 2054-01-20 5.5 N/A 2630859.00 2644114.73 Agency Collateralized Mortgage Obligation GNMA_24-61G N/A 38384MFB8 2054-04-20 5.75 N/A 7361800.00 7496954.88 Agency Collateralized Mortgage Obligation GNMA_24-64A N/A 38384MKG1 2054-04-20 5 N/A 9530600.00 5852763.94 Agency Collateralized Mortgage Obligation GNMA_24-64K N/A 38384MMH7 2054-04-20 0.84994 N/A 50100992.00 2484868.31 Agency Collateralized Mortgage Obligation GNMA_24-66A N/A 38383KUE0 2054-04-20 5.38006 N/A 8590720.00 6905775.94 Agency Collateralized Mortgage Obligation GNMA_24-7A N/A 38384GL24 2054-01-20 5.45006 N/A 7912911.00 4543614.70 Agency Collateralized Mortgage Obligation GNMA_24-7B N/A 38384GL99 2054-01-20 1.75994 N/A 50000000.00 2085592.67 Agency Collateralized Mortgage Obligation GNMA_24-89A N/A 38384N4A0 2054-05-20 5.5 N/A 232276.00 235014.89 Agency Collateralized Mortgage Obligation GNMA_24-96H N/A 38384PD31 2054-06-20 0.99994 N/A 3897477.00 157886.46 Agency Collateralized Mortgage Obligation GNMA_24-9B N/A 38384G5Q9 2054-01-20 1.49994 N/A 75000000.00 3655382.40 Agency Collateralized Mortgage Obligation GNMA_24-H02C N/A 38383KNJ7 2074-01-20 0.82241 N/A 3514100.00 237648.68 Agency Collateralized Mortgage Obligation GNMA_24-H03J N/A 38383KQQ8 2074-02-20 0.8904 N/A 30000000.00 2228105.44 Agency Collateralized Mortgage Obligation GNMA_24-H07E N/A 38383KXB3 2074-04-20 0.862 N/A 50000000.00 3165024.89 Agency Collateralized Mortgage Obligation GNMA_24-H17D N/A 38383KS78 2074-09-20 0.98432 N/A 73200000.00 5656333.72 Agency Collateralized Mortgage Obligation GNMA_24-H20E N/A 38383K3X8 2074-11-20 0.94744 N/A 24312851.00 1768651.28 Agency Collateralized Mortgage Obligation GNMA_25-10A N/A 38385BE22 2055-01-20 1.57994 N/A 63435982.00 4777587.52 Agency Collateralized Mortgage Obligation GNMA_25-26B N/A 38385CF45 2055-02-20 1.64994 N/A 54715948.00 3881319.37 Agency Collateralized Mortgage Obligation GNMA_25-26C N/A 38385CF94 2055-02-20 2.21994 N/A 11944717.00 1085963.56 Agency Collateralized Mortgage Obligation GNMA_25-26D N/A 38385CG36 2055-02-20 0 N/A 100000000.00 1520480.81 Agency Collateralized Mortgage Obligation GNMA_25-8D N/A 38385B6H8 2054-08-20 0 N/A 100000000.00 1931901.78 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36225EWJ7 2039-12-20 6.5 N/A 2750000.00 38750.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179MF39 2042-06-20 7.375 N/A 1000000.00 21086.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622A3C65 2043-06-20 6.558 N/A 4416379.00 459625.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_03-5 N/A 38374BAG8 2033-06-20 2.26615 N/A 185156.00 9.10 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-15 N/A 38381RLG2 2049-02-20 1.61693 N/A 70798857.00 1334519.70 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-15 N/A 38382MY37 2051-01-20 3.5 N/A 36367389.00 4228855.32 Agency Collateralized Mortgage Obligation Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2025-05-01 2025-05-07 2025-05-07 Y BNP PARIBAS SA 1.0000 7 N Fitch A+ Moody's A1 Standard & Poor's A+ N N 0.0440 400000000.00 400000000.00 0.0024 N N Y N BNP Paribas SA BNP Paribas SA 4.55000000 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 FANNIE MAE ACES FNMA_17-M13 N/A 3136AY2C6 2027-09-25 3.032 N/A 45000.00 29383.91 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_05-89 N/A 31394FUZ6 2035-10-25 2.23183 N/A 31962174.00 37811.31 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_09-87 N/A 31398FM65 2039-11-25 1.78183 N/A 103151785.00 165351.68 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_10-42 N/A 31398PRP6 2040-05-25 1.93183 N/A 42500000.00 12083.11 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_16-4 N/A 3136AQ3E8 2046-02-25 3 N/A 4375000.00 3693124.17 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_20-56 N/A 3136BBMQ2 2050-08-25 2.5 N/A 200001.00 22893.35 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_23-56 N/A 3136BQMZ9 2053-11-25 5.75369 N/A 1750000.00 1090718.17 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_30437 N/A 31394FH24 2035-02-25 2.22183 N/A 14545453.00 15127.98 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN CORPORATION FHLMC_5505 N/A 3137HJ6X0 2055-02-25 5.85369 N/A 5713643.00 5555562.60 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132WWA93 2052-05-01 4.236 N/A 1341.00 1147.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5010 N/A 3137FVQG0 2050-09-25 2.5 N/A 3551802.00 434655.59 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EB90 2052-03-01 2.5 N/A 2525000.00 1720845.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WJYW2 2047-02-01 4 N/A 1026.00 323.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ECR9 2052-04-01 3 N/A 3098990.00 2213721.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138XE2D9 2044-02-01 4.5 N/A 1000.00 86.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B8NR8 2055-04-01 7 N/A 1433888.00 1512037.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NPYJ3 2053-07-01 7 N/A 1000.00 1039.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XJFF5 2052-09-01 5 N/A 1010.00 832.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31401JNR5 2033-06-01 5.5 N/A 2439527.00 5039.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31381SVS8 2041-11-01 4.68 N/A 649000.00 490167.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LFLZ5 2037-02-01 2.57 N/A 161705.00 130788.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31416PQ67 2039-07-01 6 N/A 5006786.00 365626.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NTBH4 2053-12-01 7 N/A 1001.00 1045.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31409YUJ4 2036-06-01 6 N/A 4000000.00 10482.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418SL80 2035-05-01 7 N/A 1001.00 86.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NMHB6 2053-06-01 6.5 N/A 1000.00 1042.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_20-89 N/A 3136BCD80 2050-12-25 2.5 N/A 300110.00 30996.72 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_24-54 N/A 3136BSSL0 2054-08-25 5.60369 N/A 4219000.00 3193625.53 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-12 N/A 3136BVGS1 2055-03-25 5.70369 N/A 618621.00 594066.51 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_KG04 N/A 3137F84T7 2030-11-25 0.933056 N/A 4977392.00 186828.64 Agency Collateralized Mortgage Obligation FHLMC_2484 N/A 31392R3H2 2032-07-15 6.5 N/A 4977157.00 198036.15 Agency Collateralized Mortgage Obligation FHLMC_37-61 N/A 3137A2LT6 2040-11-15 0.29081 N/A 25000000.00 74911.97 Agency Collateralized Mortgage Obligation FHLMC_3988 N/A 3137AKWP2 2042-01-15 2.01585 N/A 60000000.00 522620.72 Agency Collateralized Mortgage Obligation FHLMC_3990 N/A 3137AL6H7 2027-01-15 2.19081 N/A 103468.00 32.05 Agency Collateralized Mortgage Obligation FHLMC_433 N/A 3137B83U9 2044-02-15 2.19081 N/A 100005.00 985.11 Agency Collateralized Mortgage Obligation FHLMC_4456A N/A 3137BGRD3 2045-03-15 3 N/A 2311060.00 1899427.09 Agency Collateralized Mortgage Obligation FHLMC_45-50 N/A 3137BN3A0 2046-02-15 1.59081 N/A 13250000.00 356551.36 Agency Collateralized Mortgage Obligation FHLMC_4656E N/A 3137BVBM7 2047-02-15 4 N/A 115000.00 149071.90 Agency Collateralized Mortgage Obligation FHLMC_4657 N/A 3137BVPF7 2047-02-15 1.54081 N/A 36091396.00 998483.32 Agency Collateralized Mortgage Obligation FHLMC_4770C N/A 3137F35M2 2043-08-15 2.294731 N/A 76400829.00 1021286.45 Agency Collateralized Mortgage Obligation FHLMC_4900G N/A 3137FMZC9 2049-07-25 1.58183 N/A 2561122.00 80698.87 Agency Collateralized Mortgage Obligation FHLMC_4908E N/A 3137FNE63 2042-12-15 2.106243 N/A 43734086.00 953768.54 Agency Collateralized Mortgage Obligation FHLMC_4923 N/A 3137FPZ73 2048-04-25 1.53183 N/A 33156137.00 1802105.79 Agency Collateralized Mortgage Obligation FHLMC_4942G N/A 3137FQW90 2050-01-25 1.53183 N/A 23332918.00 1035393.68 Agency Collateralized Mortgage Obligation FHLMC_5000W N/A 3137FVFM9 2050-07-25 2.5 N/A 28610532.00 2421270.61 Agency Collateralized Mortgage Obligation FHLMC_5056B N/A 3137F73Z6 2050-12-25 2.5 N/A 15378983.00 1150735.28 Agency Collateralized Mortgage Obligation FHLMC_5069 N/A 3137F9CW9 2051-02-25 2.5 N/A 3700000.00 379230.94 Agency Collateralized Mortgage Obligation FHLMC_5069E N/A 3137F9C66 2051-02-25 3 N/A 6659439.00 627576.83 Agency Collateralized Mortgage Obligation FHLMC_5070A N/A 3137F9XF3 2050-09-25 3 N/A 7028533.00 837975.65 Agency Collateralized Mortgage Obligation FHLMC_5092Y N/A 3137FYDY9 2051-02-25 0 N/A 32887478.00 64188.20 Agency Collateralized Mortgage Obligation FHLMC_5095A N/A 3137FXZM3 2051-04-25 2.5 N/A 13055000.00 1208300.45 Agency Collateralized Mortgage Obligation FHLMC_5130A N/A 3137H1NH5 2051-08-25 0 N/A 35000000.00 85140.16 Agency Collateralized Mortgage Obligation FHLMC_5149M N/A 3137H2TB0 2051-01-25 2.5 N/A 2421200.00 292858.74 Agency Collateralized Mortgage Obligation FHLMC_5149R N/A 3137H2SY1 2051-10-25 3 N/A 6967517.00 656681.56 Agency Collateralized Mortgage Obligation FHLMC_5160G N/A 3137H3WN8 2050-11-25 2.5 N/A 13200000.00 1433175.56 Agency Collateralized Mortgage Obligation FHLMC_5161D N/A 3137H4AC4 2051-03-25 2 N/A 1800000.00 210427.34 Agency Collateralized Mortgage Obligation FHLMC_5164F N/A 3137H3Q21 2051-11-25 4 N/A 2365120.00 284846.78 Agency Collateralized Mortgage Obligation FHLMC_5173D N/A 3137H4D49 2050-05-25 2.5 N/A 4802098.00 626289.42 Agency Collateralized Mortgage Obligation FHLMC_5178G N/A 3137H53Z8 2051-11-25 4 N/A 41029039.00 5325981.30 Agency Collateralized Mortgage Obligation FHLMC_5179B N/A 3137H4YQ7 2052-01-25 2.5 N/A 5000000.00 694017.07 Agency Collateralized Mortgage Obligation FHLMC_5181L N/A 3137H4T67 2049-03-25 2.5 N/A 14000000.00 1790420.93 Agency Collateralized Mortgage Obligation FHLMC_5196D N/A 3137H5XH5 2052-02-25 0 N/A 214578.00 56.87 Agency Collateralized Mortgage Obligation FHLMC_5312B N/A 3137HA3V6 2053-05-25 1.74631 N/A 27289562.00 2035229.96 Agency Collateralized Mortgage Obligation FHLMC_5336A N/A 3137HAJS6 2053-09-25 0 N/A 5510103.00 3371744.86 Agency Collateralized Mortgage Obligation FHLMC_5355A N/A 3137HATQ9 2053-11-25 0 N/A 8646818.00 5280765.48 Agency Collateralized Mortgage Obligation FHLMC_5362A N/A 3137HB5W0 2053-12-25 0 N/A 4642858.00 2665322.01 Agency Collateralized Mortgage Obligation FHLMC_5371F N/A 3137HBDS0 2054-01-25 28.64834 N/A 4125855.00 5553779.90 Agency Collateralized Mortgage Obligation FHLMC_5383B N/A 3137HBGZ1 2047-08-15 2.17951 N/A 46905024.00 2307701.48 Agency Collateralized Mortgage Obligation FHLMC_5420G N/A 3137HDCY4 2054-06-25 1.59631 N/A 12301441.00 948198.00 Agency Collateralized Mortgage Obligation FHLMC_5426A N/A 3137HCY97 2054-06-25 1.39631 N/A 73328879.00 2986321.33 Agency Collateralized Mortgage Obligation FHLMC_5426F N/A 3137HCYR7 2054-06-25 0.79631 N/A 64979240.00 3025813.99 Agency Collateralized Mortgage Obligation FHLMC_5426G N/A 3137HCYQ9 2054-06-25 0.79631 N/A 43124993.00 1554108.04 Agency Collateralized Mortgage Obligation FHLMC_5427A N/A 3137HDRD4 2054-07-25 0 N/A 1923077.00 1203059.37 Agency Collateralized Mortgage Obligation FHLMC_5437C N/A 3137HF5U5 2054-08-25 2.74631 N/A 28974766.00 2091187.55 Agency Collateralized Mortgage Obligation FHLMC_5444A N/A 3137HFDC6 2054-08-25 2.74631 N/A 51607232.00 3387790.10 Agency Collateralized Mortgage Obligation FHLMC_5445D N/A 3137HDWM8 2054-08-25 2.69631 N/A 36862800.00 3122566.03 Agency Collateralized Mortgage Obligation FHLMC_5452K N/A 3137HFNE1 2054-09-25 2.19631 N/A 13857066.00 1319195.80 Agency Collateralized Mortgage Obligation FHLMC_5502D N/A 3137HJTA5 2055-02-25 0.059444 N/A 595000000.00 229074.27 Agency Collateralized Mortgage Obligation FHLMC_5507B N/A 3137HJPX9 2055-02-25 0.64631 N/A 15063600.00 398549.92 Agency Collateralized Mortgage Obligation FHLMC_5530B N/A 3137HKTX2 2055-04-25 0.99631 N/A 100319.00 5832.68 Agency Collateralized Mortgage Obligation FHLMC_5530B N/A 3137HKTD6 2052-04-25 5 N/A 31971020.00 31755839.76 Agency Collateralized Mortgage Obligation FHMS_K106 N/A 3137FRUV1 2030-01-25 1.438816 N/A 100000.00 5042.84 Agency Collateralized Mortgage Obligation FNMA_02-8 N/A 31392BYZ3 2032-03-25 3.64583 N/A 55000000.00 3201.47 Agency Collateralized Mortgage Obligation FNMA_06-44H N/A 31395NBF3 2036-06-25 2.13183 N/A 42412200.00 55020.89 Agency Collateralized Mortgage Obligation FNMA_07-22E N/A 31396PW31 2037-03-25 2.28183 N/A 94696183.00 335875.85 Agency Collateralized Mortgage Obligation FNMA_10-136 N/A 31398STD5 2040-12-25 1.53183 N/A 118886400.00 812597.25 Agency Collateralized Mortgage Obligation FNMA_10-150 N/A 31397QAX6 2041-01-25 2.02183 N/A 27857143.00 395857.87 Agency Collateralized Mortgage Obligation FNMA_11-101 N/A 3136A1ZD0 2041-10-25 4 N/A 1131.00 228.28 Agency Collateralized Mortgage Obligation FNMA_11-110 N/A 3136A2CR2 2041-04-25 2.18183 N/A 50000115.00 28107.15 Agency Collateralized Mortgage Obligation FNMA_12-128 N/A 3136A9RC4 2042-11-25 1.68183 N/A 30000000.00 390967.69 Agency Collateralized Mortgage Obligation FNMA_12-14 N/A 3136A4WV7 2042-03-25 2.03183 N/A 40416825.00 390177.67 Agency Collateralized Mortgage Obligation FNMA_12-2 N/A 3136A3XL0 2042-02-25 2.03183 N/A 15333333.00 201449.45 Agency Collateralized Mortgage Obligation FNMA_14-24 N/A 3136AJZ25 2044-05-25 1.58183 N/A 33000000.00 172471.08 Agency Collateralized Mortgage Obligation FNMA_15-2 N/A 3136AMQB8 2045-02-25 1.63183 N/A 56835041.00 819452.77 Agency Collateralized Mortgage Obligation FNMA_15-26 N/A 3136ANQT7 2045-05-25 1.98183 N/A 15000000.00 264439.71 Agency Collateralized Mortgage Obligation FNMA_15-34A N/A 3136AN4B0 2045-06-25 0 N/A 105935.00 8.76 Agency Collateralized Mortgage Obligation FNMA_15-91 N/A 3136AQTM2 2045-12-25 2.19903 N/A 82366191.00 434942.19 Agency Collateralized Mortgage Obligation FNMA_16-40J N/A 3136ASM78 2046-07-25 1.51012 N/A 157677272.00 627969.17 Agency Collateralized Mortgage Obligation FNMA_16-65A N/A 3136ATST2 2046-09-25 1.63183 N/A 31164258.00 556404.66 Agency Collateralized Mortgage Obligation FNMA_17-23A N/A 3136AV5K1 2047-04-25 1.63183 N/A 38000000.00 510709.99 Agency Collateralized Mortgage Obligation FNMA_18-53D N/A 3136B2PA4 2048-07-25 2.123621 N/A 4368424.00 46033.82 Agency Collateralized Mortgage Obligation FNMA_18-76A N/A 3136B3EZ9 2045-06-25 1.63183 N/A 29492770.00 879223.89 Agency Collateralized Mortgage Obligation FNMA_19-59C N/A 3136B6KT9 2049-10-25 1.60183 N/A 6405661.00 336077.72 Agency Collateralized Mortgage Obligation FNMA_19-59F N/A 3136B6LD3 2049-10-25 2.326827 N/A 63684502.00 794714.72 Agency Collateralized Mortgage Obligation FNMA_19-82A N/A 3136B7V24 2050-01-25 3 N/A 1724.00 759.86 Agency Collateralized Mortgage Obligation FNMA_20-57 N/A 3136BBEL2 2050-08-25 2.5 N/A 952416.00 122914.79 Agency Collateralized Mortgage Obligation FNMA_20-61D N/A 3136BBK68 2050-09-25 4 N/A 4109167.00 329366.70 Agency Collateralized Mortgage Obligation FNMA_21-25D N/A 3136BHDB2 2051-05-25 2.520367 N/A 21675862.00 542394.67 Agency Collateralized Mortgage Obligation FNMA_21-49A N/A 3136BHK40 2048-10-25 2.5 N/A 12100900.00 1209823.23 Agency Collateralized Mortgage Obligation FNMA_21-81E N/A 3136BKAQ5 2061-12-25 2.347161 N/A 31347966.00 849341.13 Agency Collateralized Mortgage Obligation FNMA_22-18F N/A 3136BMGK8 2051-11-25 4 N/A 15220091.00 2049401.16 Agency Collateralized Mortgage Obligation FNMA_23-20B N/A 3136BP3E9 2061-03-25 2.152925 N/A 1987966.00 76555.68 Agency Collateralized Mortgage Obligation FNMA_24-38A N/A 3136BR4R5 2054-06-25 1.59631 N/A 19793856.00 1066001.43 Agency Collateralized Mortgage Obligation FNMA_24-56C N/A 3136BSSY2 2054-08-25 2.74631 N/A 100215.00 8639.51 Agency Collateralized Mortgage Obligation FNMA_24-8A N/A 3136BQU72 2054-03-25 2.64631 N/A 71993363.00 5224285.43 Agency Collateralized Mortgage Obligation FNMA_24-94B N/A 3136BTK69 2054-08-25 0 N/A 23860782.00 17174012.07 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_2084 N/A 3133TG4V8 2028-08-15 4.29081 N/A 37043247.00 3556.78 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_2322 N/A 3133TUK64 2029-06-15 4.14081 N/A 36910346.00 3475.02 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_2924 N/A 31395LAV3 2035-01-15 2.24081 N/A 128670867.00 70733.53 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3238 N/A 31397C7G8 2036-11-15 2.03081 N/A 30000000.00 92412.37 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3287 N/A 31397G7A2 2037-03-15 2.24081 N/A 27000000.00 70758.39 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3549 N/A 31398EPV0 2039-07-15 1.34081 N/A 56066666.00 8557.13 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3575 N/A 31398JUG6 2039-04-15 2.14081 N/A 20000000.00 22245.51 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5010 N/A 3137FVQ54 2050-09-25 2.5 N/A 700000.00 66816.76 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5013 N/A 3137FW3E8 2050-09-25 2.5 N/A 500000.00 63105.00 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5059 N/A 3137F86B4 2051-01-25 2.5 N/A 300000.00 39652.52 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5444C N/A 3137HFD77 2054-08-25 5.47369 N/A 928024.00 814586.23 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5458 N/A 3137HFXQ3 2054-09-25 5.35369 N/A 1117602.00 1085050.29 Agency Collateralized Mortgage Obligation FREDDIE MAC GOLD N/A 3128MJTY6 2044-01-01 3.5 N/A 2622770.00 222240.39 Agency Mortgage-Backed Securities GNMA_09-106 N/A 38376JCQ5 2036-04-20 1.66693 N/A 161210059.00 262326.43 Agency Collateralized Mortgage Obligation GNMA_09-13E N/A 38374TMZ4 2039-03-16 1.56459 N/A 50000000.00 175047.68 Agency Collateralized Mortgage Obligation GNMA_10-42 N/A 38377ELA0 2040-04-20 1.26693 N/A 273000000.00 1002344.02 Agency Collateralized Mortgage Obligation GNMA_12-96 N/A 38378HBF2 2042-08-20 1.66693 N/A 50739057.00 990702.43 Agency Collateralized Mortgage Obligation GNMA_13-188 N/A 38378PKQ0 2043-12-16 1.11459 N/A 88104086.00 910265.42 Agency Collateralized Mortgage Obligation GNMA_14-118F N/A 38379EHH8 2044-08-16 1.16459 N/A 35501323.00 786456.33 Agency Collateralized Mortgage Obligation GNMA_14-152 N/A 38379GYJ0 2044-10-20 1.16693 N/A 57000000.00 501481.84 Agency Collateralized Mortgage Obligation GNMA_14-56 N/A 38379BCZ9 2039-12-16 1.66459 N/A 299414.00 2228.47 Agency Collateralized Mortgage Obligation GNMA_15-161B N/A 38379FUD9 2045-11-20 1.76693 N/A 625238.00 17022.99 Agency Collateralized Mortgage Obligation GNMA_16-61 N/A 38379WE24 2046-05-20 1.61693 N/A 7000000.00 230911.65 Agency Collateralized Mortgage Obligation GNMA_19-115E N/A 38381YVM3 2049-09-20 1.61693 N/A 62300250.00 2955753.49 Agency Collateralized Mortgage Obligation GNMA_19-128 N/A 38382AFS9 2049-10-20 1.61693 N/A 23561122.00 817477.38 Agency Collateralized Mortgage Obligation GNMA_19-65K N/A 38381VKS8 2049-05-20 4.5 N/A 2159.00 453.42 Agency Collateralized Mortgage Obligation GNMA_19-84E N/A 38381XCQ7 2049-07-20 1.66693 N/A 74239973.00 1343412.29 Agency Collateralized Mortgage Obligation GNMA_19-85A N/A 38381XPG5 2049-07-20 1.66693 N/A 28514769.00 1138455.19 Agency Collateralized Mortgage Obligation GNMA_19-86 N/A 38381WH50 2049-07-20 4.83307 N/A 30409306.00 8758512.58 Agency Collateralized Mortgage Obligation GNMA_19-97D N/A 38381YHY3 2049-08-20 1.61693 N/A 33952064.00 1220237.89 Agency Collateralized Mortgage Obligation GNMA_20-11C N/A 38382B5H2 2048-10-20 0 N/A 100030.00 748.91 Agency Collateralized Mortgage Obligation GNMA_20-126A N/A 38382HWW6 2050-08-20 2.5 N/A 6488507.00 565059.65 Agency Collateralized Mortgage Obligation GNMA_20-126A N/A 38382HWQ9 2050-08-20 3 N/A 18485964.00 1623887.71 Agency Collateralized Mortgage Obligation GNMA_20-165L N/A 38382K2N2 2050-08-20 3 N/A 27694635.00 1989318.33 Agency Collateralized Mortgage Obligation GNMA_20-36A N/A 38382DS83 2050-03-20 0 N/A 200000000.00 985033.82 Agency Collateralized Mortgage Obligation GNMA_20-76A N/A 38382EWB9 2050-05-20 1.66693 N/A 15622546.00 734962.48 Agency Collateralized Mortgage Obligation GNMA_20-7J N/A 38382DCP2 2050-01-20 4.88307 N/A 71341186.00 31114518.44 Agency Collateralized Mortgage Obligation GNMA_21-116N N/A 38382WSD0 2051-06-20 3.5 N/A 52118480.00 4969722.47 Agency Collateralized Mortgage Obligation GNMA_21-137P N/A 38382WXU6 2051-07-20 0 N/A 89365000.00 383532.62 Agency Collateralized Mortgage Obligation GNMA_21-155N N/A 38383AJY1 2051-07-20 1.86693 N/A 7000000.00 709762.66 Agency Collateralized Mortgage Obligation GNMA_21-214A N/A 38383FBN2 2051-12-20 2.5 N/A 2442560.00 1567161.31 Agency Collateralized Mortgage Obligation GNMA_22-128L N/A 38383UAR1 2052-07-20 5.43313 N/A 5181096.00 4369168.75 Agency Collateralized Mortgage Obligation GNMA_22-160A N/A 38383YRC8 2052-09-20 5 N/A 5993810.00 945010.80 Agency Collateralized Mortgage Obligation GNMA_22-197F N/A 38383LEU0 2048-03-20 1.71693 N/A 4587781.00 491334.63 Agency Collateralized Mortgage Obligation GNMA_22-197M N/A 38383LFF2 2052-11-20 0 N/A 412023.00 238444.00 Agency Collateralized Mortgage Obligation GNMA_22-208C N/A 38383LZ86 2052-12-20 1.91994 N/A 32384320.00 1933744.45 Agency Collateralized Mortgage Obligation GNMA_22-45A N/A 38383MC97 2050-06-20 4.5 N/A 1000.00 505.99 Agency Collateralized Mortgage Obligation GNMA_23-106C N/A 38384BH38 2053-07-20 1.59994 N/A 39064000.00 1146872.56 Agency Collateralized Mortgage Obligation GNMA_23-116G N/A 38384EEH4 2053-08-20 5.55006 N/A 237080.00 139096.93 Agency Collateralized Mortgage Obligation GNMA_23-135D N/A 38384EHN8 2053-09-20 0.2 N/A 50000000.00 74748.79 Agency Collateralized Mortgage Obligation GNMA_23-13A N/A 38383HLR8 2053-01-20 1.89994 N/A 14422000.00 811982.47 Agency Collateralized Mortgage Obligation GNMA_23-151F N/A 38384DKU0 2053-10-20 2.64994 N/A 33052669.00 1942525.60 Agency Collateralized Mortgage Obligation GNMA_23-164J N/A 38384D7N1 2053-11-20 2.74994 N/A 10601971.00 962702.97 Agency Collateralized Mortgage Obligation GNMA_23-176A N/A 38384DP84 2053-11-20 6.25006 N/A 1728891.00 858532.38 Agency Collateralized Mortgage Obligation GNMA_23-187F N/A 38384GNF3 2053-12-20 5.60006 N/A 1649200.00 986698.18 Agency Collateralized Mortgage Obligation GNMA_23-54K N/A 38383XNQ3 2053-04-20 1.84994 N/A 30299593.00 2410523.48 Agency Collateralized Mortgage Obligation GNMA_23-66A N/A 38384AQF3 2053-05-20 1.79994 N/A 5000000.00 300266.92 Agency Collateralized Mortgage Obligation GNMA_23-66H N/A 38384ARV7 2053-05-20 1.79994 N/A 16750000.00 797028.94 Agency Collateralized Mortgage Obligation GNMA_23-70A N/A 38384ADT7 2053-05-20 5.35006 N/A 512025.00 417774.74 Agency Collateralized Mortgage Obligation GNMA_23-98D N/A 38384BYY1 2053-07-20 6.05528 N/A 5119081.00 2961791.92 Agency Collateralized Mortgage Obligation GNMA_24-105E N/A 38384MY68 2054-06-20 0.99994 N/A 133333334.00 5481930.82 Agency Collateralized Mortgage Obligation GNMA_24-132D N/A 38384UQL6 2054-08-20 8.99976 N/A 587639.00 633783.67 Agency Collateralized Mortgage Obligation GNMA_24-157D N/A 38384WBY0 2053-08-20 0 N/A 6716768.00 4418144.10 Agency Collateralized Mortgage Obligation GNMA_24-172A N/A 38384XRF2 2054-10-20 5.35006 N/A 836727.00 813734.97 Agency Collateralized Mortgage Obligation GNMA_24-172B N/A 38384XRH8 2054-10-20 5.45006 N/A 762005.00 721278.91 Agency Collateralized Mortgage Obligation GNMA_24-186A N/A 38384XUV3 2054-11-20 5.95006 N/A 6256.00 6158.52 Agency Collateralized Mortgage Obligation GNMA_24-186E N/A 38384XVT7 2053-02-20 1.19994 N/A 29000242.00 1735855.71 Agency Collateralized Mortgage Obligation GNMA_24-190B N/A 38385AET5 2054-11-20 1.64994 N/A 49828352.00 3333337.01 Agency Collateralized Mortgage Obligation GNMA_24-200C N/A 38385BQT0 2054-12-20 1.69994 N/A 36303995.00 2894373.20 Agency Collateralized Mortgage Obligation GNMA_24-200D N/A 38385BQX1 2053-05-20 1.79994 N/A 20070981.00 1372838.67 Agency Collateralized Mortgage Obligation GNMA_24-204B N/A 38385BRZ5 2054-12-20 1.69994 N/A 52255055.00 3878287.22 Agency Collateralized Mortgage Obligation GNMA_24-21F N/A 38384JCG7 2053-07-20 0.1 N/A 5239356.00 9408.15 Agency Collateralized Mortgage Obligation GNMA_24-4V N/A 38384HB23 2054-01-20 3.5 N/A 3383800.00 2745401.09 Agency Collateralized Mortgage Obligation GNMA_24-5B N/A 38384HSF6 2054-01-20 5.5 N/A 5210091.00 5236342.33 Agency Collateralized Mortgage Obligation GNMA_24-61G N/A 38384MFB8 2054-04-20 5.75 N/A 362200.00 368849.61 Agency Collateralized Mortgage Obligation GNMA_24-65N N/A 38384NLH6 2053-12-20 1.44994 N/A 136451552.00 3896653.40 Agency Collateralized Mortgage Obligation GNMA_24-66B N/A 38383KUG5 2054-04-20 5.48006 N/A 1164148.00 935736.21 Agency Collateralized Mortgage Obligation GNMA_24-81E N/A 38384NC29 2054-05-20 0.99994 N/A 100000000.00 4225821.88 Agency Collateralized Mortgage Obligation GNMA_24-89A N/A 38384N4A0 2054-05-20 5.5 N/A 1044685.00 1057003.46 Agency Collateralized Mortgage Obligation GNMA_24-H08D N/A 38383KYT3 2074-05-20 0.92072 N/A 7183017.00 492582.09 Agency Collateralized Mortgage Obligation GNMA_24-H18E N/A 38383KY55 2074-09-20 0.9118 N/A 33500000.00 2323357.40 Agency Collateralized Mortgage Obligation GNMA_25-6M N/A 38385B5W6 2055-01-16 3.5 N/A 3675000.00 3059714.76 Agency Collateralized Mortgage Obligation GNMA_25-8A N/A 38385B6B1 2054-08-20 0 N/A 34886121.00 611227.62 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38378ARN3 2040-08-20 5 N/A 101797.00 17.99 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38379FYH6 2045-10-20 3 N/A 485836.00 531301.61 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38379QQS7 2045-09-20 1.81693 N/A 17857142.00 600689.13 Agency Collateralized Mortgage Obligation 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877679.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618KSZX3 2065-04-20 7 N/A 1551530.00 1595435.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622ADPG7 2048-05-20 4.736 N/A 3229388.00 3101165.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_03-5 N/A 38374BAG8 2033-06-20 2.26615 N/A 79814844.00 3923.86 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_05-39 N/A 38374LNT4 2035-06-20 1.76693 N/A 50000000.00 37898.41 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_06-47 N/A 38374NLX3 2036-08-16 2.36459 N/A 207160131.00 362882.14 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_07-17 N/A 38375JSQ9 2037-04-16 2.11459 N/A 40000000.00 88728.69 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-12 N/A 38376TAG7 2040-01-16 1.96459 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254900HROIFWPRGM1V77 912810PV4 2028-01-15 1.75 N/A 49483500.00 77124839.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828ZN3 2027-04-30 0.5 N/A 100.00 93.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RK6 2045-02-15 2.5 N/A 100.00 71.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RL4 2045-02-15 0.75 N/A 5000000.00 4992730.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEV9 2029-06-30 3.25 N/A 137100.00 136027.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKL4 2029-04-15 2.125 N/A 6712000.00 7135236.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834JP4 2041-02-15 0 N/A 20502.90 9619.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGZ8 2030-04-30 3.5 N/A 25579200.00 25242577.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.5 N/A 18837700.00 18295507.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SD1 2048-08-15 3 N/A 57548400.00 43620110.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.25 N/A 15566900.00 14552616.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834VM7 2050-02-15 0 N/A 296.85 88.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803EN9 2045-05-15 0 N/A 4371500.00 1681746.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFM8 2027-09-30 4.125 N/A 47828200.00 48526020.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RR1 2046-02-15 1 N/A 100200.00 103357.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBH3 2026-01-31 0.375 N/A 6900.00 6717.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMN8 2028-02-15 4.25 N/A 98100.00 100500.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2 N/A 100.00 60.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMD0 2029-12-31 4.375 N/A 1600.00 1664.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJY8 2034-01-15 1.75 N/A 151036100.00 155696476.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803FR9 2050-08-15 0 N/A 13230200.00 3958184.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875 N/A 6127600.00 4866060.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMP3 2027-02-28 4.125 N/A 16629700.00 16866800.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAT8 2025-10-31 0.25 N/A 3364700.00 3298920.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834AU2 2039-02-15 0 N/A 1.59 0.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4 N/A 2121500.00 2164066.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834PM4 2045-08-15 0 N/A 5.22 1.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDF5 2028-10-31 1.375 N/A 101400.00 93742.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SG4 2049-02-15 1 N/A 500000.00 466509.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.25 N/A 21100.00 18021.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128282L3 2027-07-15 0.375 N/A 100.00 129.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128335A4 2035-08-15 0 N/A 8233.73 5247.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828Y38 2028-07-15 0.75 N/A 6474700.00 8166147.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125 N/A 3908300.00 4534889.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCV1 2028-08-31 1.125 N/A 274100.00 252788.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHP9 2033-07-15 1.375 N/A 19044800.00 19423483.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKN0 2031-04-30 4.625 N/A 220500.00 229035.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803DM2 2040-05-15 0 N/A 248900.00 126109.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLT6 2026-10-31 4.475609516 N/A 100.00 100.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128337V6 2034-05-15 0 N/A 33.45 22.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFE6 2025-08-15 3.125 N/A 1809900.00 1814683.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912833X96 2035-11-15 0 N/A 0.01 0.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834NF1 2044-02-15 0 N/A 0.01 0.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803HB2 2054-05-15 0 N/A 46628400.00 12164976.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLH2 2026-08-31 3.75 N/A 7244700.00 7281546.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.25 N/A 825500.00 988233.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLP4 2026-09-30 3.5 N/A 100400.00 100268.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834QH4 2046-05-15 0 N/A 30.95 11.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128337E4 2036-08-15 0 N/A 63.07 38.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803EL3 2045-02-15 0 N/A 15576900.00 6062342.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDX6 2032-01-15 0.125 N/A 21900.00 22696.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912833X88 2035-05-15 0 N/A 79.47 51.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.25 N/A 32675500.00 33511304.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803EQ2 2045-11-15 0 N/A 28400.00 10646.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803EP4 2045-08-15 0 N/A 48230700.00 18313293.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLX7 2027-11-15 4.125 N/A 46346600.00 47744679.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375 N/A 12731900.00 12329145.68 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2025-05-01 2025-05-01 2025-05-01 Y BNP PARIBAS SA 1.0000 1 N Fitch A+ Moody's A1 Standard & Poor's A+ N N 0.0448 1800000000.00 1800000000.00 0.0107 N Y Y N BNP Paribas SA BNP Paribas SA 4.38000000 N/A R0MUWSFPU8MPRO8K5P83 BYDJ9JXZ6 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FANNIE MAE FNMA_20-56 N/A 3136BBMQ2 2050-08-25 2.5 N/A 200002.00 22893.46 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_20-74 N/A 3136BCAY6 2050-10-25 2.5 N/A 200008.00 23505.26 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWPJ6 2055-04-01 6 N/A 1000.00 1012.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GSE53 2054-07-01 5.5 N/A 1000.00 977.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5010 N/A 3137FVQG0 2050-09-25 2.5 N/A 100007.00 12238.47 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NLQS1 2053-06-01 5 N/A 1008.00 885.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140GRX41 2047-07-01 4 N/A 2544186.00 756776.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QGVJ3 2051-01-01 2 N/A 6000.00 3504.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AWTE9 2055-01-01 6 N/A 113301.00 115179.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AHG89 2054-10-01 5.5 N/A 1094373.00 1086430.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QGVT1 2051-02-01 2 N/A 3023.00 1642.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ABXV2 2054-05-01 6 N/A 890986.00 690491.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QF2V0 2050-12-01 2 N/A 9976241.00 5268648.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FMR81 2047-01-01 3 N/A 406413.00 110738.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WGJH8 2046-01-01 3.5 N/A 890000.00 164230.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QE4G4 2050-09-01 2.5 N/A 35169192.00 15734614.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WD4M0 2045-02-01 4.5 N/A 1001.00 197.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AYCE3 2055-01-01 6 N/A 739710.00 757576.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X92S3 2051-03-01 2 N/A 6000.00 3142.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WGG65 2046-01-01 3.5 N/A 88000.00 10746.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W0W27 2052-04-01 2.5 N/A 1000.00 823.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_21-1 N/A 3136BDY93 2051-02-25 2.5 N/A 400000.00 43470.56 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_22-22 N/A 3136BMZX9 2051-10-25 2.5 N/A 6589840.00 962992.94 Agency Collateralized Mortgage Obligation FHLMC_4454D N/A 3137BGZV4 2045-03-15 3 N/A 1100.00 672.64 Agency Collateralized Mortgage Obligation FHLMC_5069 N/A 3137F9CW9 2051-02-25 2.5 N/A 100000.00 10249.48 Agency Collateralized Mortgage Obligation FHLMC_5123F N/A 3137H15T9 2048-08-25 2.5 N/A 5923232.00 604801.23 Agency Collateralized Mortgage Obligation FHLMC_5330B N/A 3137HAG26 2053-08-25 0 N/A 100000.00 62706.04 Agency Collateralized Mortgage Obligation FHLMC_5344A N/A 3137HAN28 2053-10-25 0 N/A 199213.00 120595.60 Agency Collateralized Mortgage Obligation FHLMC_5355A N/A 3137HATQ9 2053-11-25 0 N/A 2112560.00 1290177.95 Agency Collateralized Mortgage Obligation FHLMC_5359B N/A 3137HATC0 2053-11-25 0 N/A 3571429.00 1947785.45 Agency Collateralized Mortgage Obligation FHLMC_5364A N/A 3137HBAY0 2053-12-25 0 N/A 2069731.00 1216498.38 Agency Collateralized Mortgage Obligation FHLMC_5389D N/A 3137HBW34 2051-10-25 2.5 N/A 129300.00 15961.02 Agency Collateralized Mortgage Obligation FHLMC_5418A N/A 3137HD5G1 2054-06-25 0 N/A 1940494.00 1230926.44 Agency Collateralized Mortgage Obligation FHLMC_5426B N/A 3137HCYS5 2054-06-25 18.80203 N/A 1884279.00 2014524.78 Agency Collateralized Mortgage Obligation FHLMC_5530B N/A 3137HKTX2 2055-04-25 0.99631 N/A 100097.00 5819.78 Agency Collateralized Mortgage Obligation FHLMC_5537 N/A 3137HLC75 2055-05-25 0.55 N/A 113686954.00 4821280.56 Agency Collateralized Mortgage Obligation FHLMC_5537 N/A 3137HLBD3 2055-05-25 5.93769 N/A 33325452.00 34764534.31 Agency Collateralized Mortgage Obligation FHLMC_5539C N/A 3137HL3Y6 2055-05-25 5.85 N/A 45233288.00 46972575.78 Agency Collateralized Mortgage Obligation FNMA_07-30 N/A 31396VJN9 2037-04-25 2.27183 N/A 48672317.00 458670.73 Agency Collateralized Mortgage Obligation FNMA_11-41 N/A 31397SQ23 2041-05-25 2.11183 N/A 31387088.00 101184.51 Agency Collateralized Mortgage Obligation FNMA_20-29F N/A 3136B9TH0 2050-05-25 1.977352 N/A 4124584.00 62382.32 Agency Collateralized Mortgage Obligation FNMA_20-57 N/A 3136BBEL2 2050-08-25 2.5 N/A 4099999.00 529128.61 Agency Collateralized Mortgage Obligation FNMA_20-97A N/A 3136BDEF1 2051-01-25 2 N/A 200001.00 22354.57 Agency Collateralized Mortgage Obligation FNMA_21-3 N/A 3136BDR26 2051-02-25 2.5 N/A 1100000.00 118445.79 Agency Collateralized Mortgage Obligation FNMA_21-33 N/A 3136BHUP2 2047-05-25 2.5 N/A 10800000.00 1144332.42 Agency Collateralized Mortgage Obligation FNMA_21-43C N/A 3136BH7G8 2051-06-25 2.5 N/A 800007.00 94207.14 Agency Collateralized Mortgage Obligation FNMA_21-46A N/A 3136BH3Z0 2048-12-25 2.5 N/A 14048631.00 1652754.27 Agency Collateralized Mortgage Obligation FNMA_21-49A N/A 3136BHK40 2048-10-25 2.5 N/A 400005.00 39991.69 Agency Collateralized Mortgage Obligation FNMA_21-54F N/A 3136BGKD2 2049-05-25 2.5 N/A 2056400.00 189690.90 Agency Collateralized Mortgage Obligation FNMA_22-86 N/A 3136BPPT2 2050-05-25 2.5 N/A 293325.00 36237.12 Agency Collateralized Mortgage Obligation FNMA_23-2 N/A 3136BPVA6 2051-04-25 2.5 N/A 5150000.00 710349.20 Agency Collateralized Mortgage Obligation FNMA_23-27A N/A 3136BP3R0 2050-08-25 4 N/A 11428143.00 10838408.06 Agency Collateralized Mortgage Obligation FNMA_23-54C N/A 3136BQRF8 2053-11-25 0 N/A 5231350.00 3219518.99 Agency Collateralized Mortgage Obligation FNMA_23-58G N/A 3136BQYF0 2053-12-25 17.50203 N/A 2805717.00 3937973.80 Agency Collateralized Mortgage Obligation FNMA_24-94B N/A 3136BTK69 2054-08-25 0 N/A 100000.00 71975.90 Agency Collateralized Mortgage Obligation FNMA_25-19A N/A 3136BVBZ0 2055-03-25 1.48631 N/A 103185478.00 7293212.99 Agency Collateralized Mortgage Obligation FNMA_25-29K N/A 3136BV4H8 2055-05-25 5.85 N/A 45234352.00 46984175.05 Agency Collateralized Mortgage Obligation FNMA_25-33C N/A 3136BVVD7 2054-08-25 5.93802 N/A 45106582.00 45628137.01 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5010 N/A 3137FVQ54 2050-09-25 2.5 N/A 1400190.00 133651.66 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5059 N/A 3137F86B4 2051-01-25 2.5 N/A 2599936.00 343646.70 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5085 N/A 3137FFZS9 2051-03-25 2 N/A 1400000.00 135018.10 Agency Collateralized Mortgage Obligation FREDDIE MAC REMICS FHLMC_5377 N/A 3137HBDW1 2051-12-25 2.5 N/A 2138500.00 253436.14 Agency Collateralized Mortgage Obligation GNMA_12-133B N/A 38377X3Y6 2042-10-20 0 N/A 70076120.00 31753.17 Agency Collateralized Mortgage Obligation GNMA_18-51B N/A 38380WGF0 2046-11-20 0.07206 N/A 2029949.00 10331.72 Agency Collateralized Mortgage Obligation GNMA_20-148E N/A 38382KYS6 2050-10-20 2.5 N/A 100000.00 8814.15 Agency Collateralized Mortgage Obligation GNMA_20-65F N/A 38382E6V4 2046-04-20 0.00615 N/A 78776162.00 752167.97 Agency Collateralized Mortgage Obligation GNMA_21-193E N/A 38383DRG5 2050-02-20 3 N/A 6786400.00 485843.53 Agency Collateralized Mortgage Obligation GNMA_22-177H N/A 38383UE48 2052-10-20 0 N/A 11773272.00 7323503.39 Agency Collateralized Mortgage Obligation GNMA_22-178C N/A 38383UU99 2052-10-20 0 N/A 11927799.00 7280223.57 Agency Collateralized Mortgage Obligation GNMA_22-197M N/A 38383LFF2 2052-11-20 0 N/A 3754644.00 2172869.78 Agency Collateralized Mortgage Obligation GNMA_24-157C N/A 38384WBX2 2053-06-20 0 N/A 46906249.00 32846915.79 Agency Collateralized Mortgage Obligation GNMA_24-157D N/A 38384WBY0 2053-08-20 0 N/A 573517.00 377247.03 Agency Collateralized Mortgage Obligation GNMA_24-172A N/A 38384XRG0 2054-10-20 1.14994 N/A 5498948.00 308999.11 Agency Collateralized Mortgage Obligation GNMA_24-4C N/A 38384HW38 2054-01-20 2.59994 N/A 69861005.00 4054952.72 Agency Collateralized Mortgage Obligation GNMA_24-59D N/A 38384MN29 2054-04-20 1.09994 N/A 114773.00 5321.37 Agency Collateralized Mortgage Obligation GNMA_25-26B N/A 38385CE87 2055-02-20 1.62994 N/A 251875157.00 15232495.37 Agency Collateralized Mortgage Obligation GNMA_25-5K N/A 38385CVU9 2055-01-20 0.79994 N/A 50000000.00 2915060.55 Agency Collateralized Mortgage Obligation GNMA_25-63J N/A 38385E2T0 2055-04-20 0.83997 N/A 50000000.00 2756916.25 Agency Collateralized Mortgage Obligation GNMA_25-64E N/A 38385ER97 2055-04-20 1.50696 N/A 50000000.00 2140130.00 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36180JBW3 2048-01-15 2.5 N/A 50987.00 25937.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36213CYP9 2035-11-15 5 N/A 268450.00 7302.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3622AAEN0 2039-07-15 6.5 N/A 59070.00 13565.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36225DUX0 2035-10-20 4.75 N/A 45431.00 1093.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618KP5C8 2065-02-20 6.5 N/A 289532.00 295685.00 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMN8 2028-02-15 4.25 N/A 59000.00 60443.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLU3 2031-10-31 4.125 N/A 100.00 101.02 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2025-05-01 2025-05-01 2025-05-01 N N N 0.0438 309000000.00 309000000.00 0.0018 N Y Y N BNP Paribas SA BNP Paribas SA 4.37000000 N/A R0MUWSFPU8MPRO8K5P83 BYDJ9JYC6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMS7 2028-03-15 3.875 N/A 2208100.00 2232949.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803FA6 2047-11-15 0 N/A 499200.00 168939.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803EJ8 2044-08-15 0 N/A 6764200.00 2697962.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128337P9 2031-05-15 0 N/A 6.06 4.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QP6 2041-02-15 2.125 N/A 100.00 144.03 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2025-05-01 2025-05-01 2025-05-01 N N N 0.0437 5000000.00 5000000.00 0.0000 N Y Y N Bank of America Securities, Inc. Bank of America Securities, Inc. 0.00000000 N/A 549300HN4UKV1E2R3U73 BYDHZDTM8 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FANNIE MAE FNMA_06-115 N/A 31396LU73 2036-12-25 1.91183 N/A 59909900.00 151427.78 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_18-21 N/A 3136B1RR7 2048-04-25 1.73183 N/A 57325888.00 1188820.04 Agency Collateralized Mortgage Obligation FANNIEMAE WHOLE LOAN FNMA FNMA_06-43 N/A 31395DE88 2036-06-25 2.23183 N/A 54534000.00 151922.36 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPO N/A 3137BRCG8 2041-06-15 1.64081 N/A 297858048.00 3878340.81 Agency Collateralized Mortgage Obligation FHLMC_44-94 N/A 3137BKV80 2045-07-15 1.72081 N/A 8284064.00 165150.73 Agency Collateralized Mortgage Obligation FHLMC_4628C N/A 3137BSWX7 2046-11-15 1.54081 N/A 48916672.00 1142797.99 Agency Collateralized Mortgage Obligation FHLMC_4716A N/A 3137FAYU6 2047-10-15 1.69081 N/A 38171760.00 1257940.04 Agency Collateralized Mortgage Obligation FHLMC_4758D N/A 3137FE6C9 2048-02-15 1.74081 N/A 53650944.00 1136822.86 Agency Collateralized Mortgage Obligation FHLMC_4833D N/A 3137FJBM0 2044-04-15 1.54081 N/A 46303120.00 1130504.65 Agency Collateralized Mortgage Obligation FHLMC_5009E N/A 3137FWCG3 2050-06-25 1.68183 N/A 41463168.00 2272166.51 Agency Collateralized Mortgage Obligation FHLMC_5080A N/A 3137FXU71 2051-03-25 0 N/A 63745408.00 1191233.10 Agency Collateralized Mortgage Obligation FHLMC_5192A N/A 3137H5EU7 2052-02-25 0 N/A 72897408.00 140659.24 Agency Collateralized Mortgage Obligation FHLMC_5225F N/A 3137H7LD3 2045-03-25 1.13183 N/A 34469888.00 2548008.49 Agency Collateralized Mortgage Obligation FHLMC_5235C N/A 3137H7S20 2052-06-25 0 N/A 50000000.00 577201.37 Agency Collateralized Mortgage Obligation FHLMC_5252B N/A 3137H8Y62 2052-09-25 0.99631 N/A 61500000.00 4462883.41 Agency Collateralized Mortgage Obligation FHLMC_5258D N/A 3137H8YZ8 2052-08-25 1.59631 N/A 73237200.00 4786425.96 Agency Collateralized Mortgage Obligation FHLMC_5266B N/A 3137H9AH2 2052-09-25 0.82631 N/A 84743808.00 4240368.76 Agency Collateralized Mortgage Obligation FHLMC_5268A N/A 3137H94S5 2052-10-25 0.24631 N/A 76948000.00 3182902.54 Agency Collateralized Mortgage Obligation FHLMC_5269B N/A 3137H97L7 2052-10-25 0.17631 N/A 200000000.00 7436772.43 Agency Collateralized Mortgage Obligation FHLMC_5269E N/A 3137H9A33 2052-10-25 0.82631 N/A 82672000.00 3378196.84 Agency Collateralized Mortgage Obligation FHLMC_5273A N/A 3137H9FT1 2052-11-25 0.39631 N/A 170645504.00 6568987.49 Agency Collateralized Mortgage Obligation FHLMC_5306B N/A 3137H9YF0 2053-04-25 1.24631 N/A 75000000.00 2862969.45 Agency Collateralized Mortgage Obligation FHLMC_5334C N/A 3137HAJ31 2053-09-25 1.34631 N/A 75000000.00 3238060.20 Agency Collateralized Mortgage Obligation FHLMC_5348 N/A 3137HARE8 2053-10-25 2.14631 N/A 150000000.00 9649274.41 Agency Collateralized Mortgage Obligation FHLMC_5355A N/A 3137HATS5 2053-11-25 1.69631 N/A 125000000.00 6289316.15 Agency Collateralized Mortgage Obligation FHLMC_5355A N/A 3137HATT3 2053-11-25 1.69631 N/A 125000000.00 6131266.20 Agency Collateralized Mortgage Obligation FHLMC_5355B N/A 3137HATU0 2053-11-25 1.61631 N/A 125000000.00 6074770.87 Agency Collateralized Mortgage Obligation FHLMC_5368B N/A 3137HBAV6 2053-12-25 1.14631 N/A 62667776.00 2133472.80 Agency Collateralized Mortgage Obligation FHLMC_5387D N/A 3137HBRG1 2054-03-25 1.44631 N/A 66666624.00 3232148.11 Agency Collateralized Mortgage Obligation FHLMC_5387D N/A 3137HBTR5 2054-03-25 2.64631 N/A 6500000.00 482667.79 Agency Collateralized Mortgage Obligation FHLMC_5397J N/A 3137HCJW3 2054-04-25 0.94631 N/A 25344256.00 1193032.69 Agency Collateralized Mortgage Obligation FHLMC_5408C N/A 3137HCND0 2054-05-25 2.74631 N/A 150312448.00 12718297.46 Agency Collateralized Mortgage Obligation FHLMC_5409A N/A 3137HCS78 2054-05-25 1.59631 N/A 103500000.00 5571205.31 Agency Collateralized Mortgage Obligation FHLMC_5411G N/A 3137HCS37 2054-05-25 2.73822 N/A 50000000.00 4486400.82 Agency Collateralized Mortgage Obligation FHLMC_5413H N/A 3137HCVR0 2054-05-25 1.49631 N/A 10000000.00 659691.82 Agency Collateralized Mortgage Obligation FHLMC_5421E N/A 3137HCZX3 2054-06-25 0.79631 N/A 170226688.00 5900429.52 Agency Collateralized Mortgage Obligation FHLMC_5438D N/A 3137HFA39 2054-08-25 1.54631 N/A 147517184.00 5971195.82 Agency Collateralized Mortgage Obligation FHLMC_5438G N/A 3137HFE35 2054-08-25 1.39631 N/A 150000000.00 7891822.61 Agency Collateralized Mortgage Obligation FHLMC_5438H N/A 3137HFE43 2054-08-25 0.84631 N/A 150000000.00 4601078.01 Agency Collateralized Mortgage Obligation FHLMC_5439E N/A 3137HF4K8 2054-08-25 2.74631 N/A 75000000.00 4998995.34 Agency Collateralized Mortgage Obligation FHLMC_5441E N/A 3137HF2P9 2054-08-25 2.74631 N/A 15000000.00 1507076.57 Agency Collateralized Mortgage Obligation FHLMC_5449B N/A 3137HFJK2 2054-07-25 1.54631 N/A 108000000.00 4500451.73 Agency Collateralized Mortgage Obligation FHLMC_5449E N/A 3137HFJD8 2054-07-25 2.74631 N/A 100000000.00 7919194.76 Agency Collateralized Mortgage Obligation FHLMC_5452E N/A 3137HFGA7 2054-09-25 1.54631 N/A 100000000.00 4935217.50 Agency Collateralized Mortgage Obligation FHLMC_5473C N/A 3137HHGJ4 2054-11-25 0.34631 N/A 236500000.00 6476787.71 Agency Collateralized Mortgage Obligation FHLMC_5473F N/A 3137HHGK1 2054-11-25 0.09631 N/A 293016000.00 6577432.78 Agency Collateralized Mortgage Obligation FHLMC_5473J N/A 3137HHGQ8 2054-11-25 0.76631 N/A 93937792.00 2709471.78 Agency Collateralized Mortgage Obligation FHLMC_5475C N/A 3137HHDZ1 2054-11-25 0.99631 N/A 97538944.00 4083368.91 Agency Collateralized Mortgage Obligation FHLMC_5479A N/A 3137HHMP3 2054-12-25 1.21298 N/A 150000000.00 5295408.58 Agency Collateralized Mortgage Obligation FHLMC_5484A N/A 3137HHKY6 2054-12-25 1.44631 N/A 85000000.00 3815109.64 Agency Collateralized Mortgage Obligation FHLMC_5491A N/A 3137HHVZ1 2055-01-25 0.84631 N/A 276681216.00 10150093.75 Agency Collateralized Mortgage Obligation FHLMC_5491B N/A 3137HJ5Q6 2055-01-25 1.48255 N/A 41388864.00 2490428.10 Agency Collateralized Mortgage Obligation FHLMC_5499A N/A 3137HJLS4 2055-02-25 0.59631 N/A 252000000.00 7522771.87 Agency Collateralized Mortgage Obligation FHLMC_5499A N/A 3137HJLJ4 2055-02-25 0.74631 N/A 250000000.00 8153778.39 Agency Collateralized Mortgage Obligation FHLMC_5499B N/A 3137HJZ83 2055-02-25 1 N/A 5100000.00 101894.37 Agency Collateralized Mortgage Obligation FHLMC_5499C N/A 3137HJYV3 2055-02-25 0.64631 N/A 162000000.00 4923094.63 Agency Collateralized Mortgage Obligation FHLMC_5499E N/A 3137HJYX9 2055-02-25 0.69631 N/A 102000000.00 3210469.86 Agency Collateralized Mortgage Obligation FHLMC_5499F N/A 3137HJYY7 2055-02-25 0.59631 N/A 50000000.00 1657785.14 Agency Collateralized Mortgage Obligation FHLMC_5499H N/A 3137HJYZ4 2055-02-25 1.14631 N/A 202000000.00 7561971.25 Agency Collateralized Mortgage Obligation FHLMC_5513C N/A 3137HKEQ3 2054-11-25 2.79631 N/A 58524800.00 5841080.30 Agency Collateralized Mortgage Obligation FHLMC_5516C N/A 3137HKC28 2055-03-25 0.73147 N/A 77500000.00 3216517.08 Agency Collateralized Mortgage Obligation FHLMC_5518B N/A 3137HK4F8 2055-03-25 0 N/A 57037824.00 1200750.86 Agency Collateralized Mortgage Obligation FHLMC_5526C N/A 3137HKT95 2054-12-25 11.70369 N/A 4384359.00 4584160.46 Agency Collateralized Mortgage Obligation FHLMC_5529B N/A 3137HKUV4 2055-03-25 0.94631 N/A 50000000.00 1736971.55 Agency Collateralized Mortgage Obligation FHLMC_5535 N/A 3137HL6Z0 2055-05-25 0 N/A 307000000.00 5370044.00 Agency Collateralized Mortgage Obligation FHLMC_5535E N/A 3137HL7D8 2055-05-25 0.75 N/A 110000000.00 3036348.33 Agency Collateralized Mortgage Obligation FHLMC_5539A N/A 3137HL4F6 2055-05-25 2.75 N/A 60810112.00 5495771.30 Agency Collateralized Mortgage Obligation FHR_43-72 N/A 3137BDAG1 2044-08-15 1.64081 N/A 121841120.00 1274881.14 Agency Collateralized Mortgage Obligation FHSTR_406 N/A 3142G5WL8 2053-10-25 1.34631 N/A 125255000.00 5179645.46 Agency Collateralized Mortgage Obligation FHSTR_406 N/A 3142G5WY0 2053-10-25 1.74631 N/A 75000000.00 3716327.09 Agency Collateralized Mortgage Obligation FHSTR_406 N/A 3142G5WM6 2053-10-25 1.29631 N/A 150000000.00 5987590.62 Agency Collateralized Mortgage Obligation FHSTR_406 N/A 3142G5YH5 2053-10-25 2.84631 N/A 50000000.00 3712212.24 Agency Collateralized Mortgage Obligation FNMA FNRA CL003TS R23F003 N/A BRYD8NT39 2052-12-25 0 N/A 65864240.00 4942022.85 Agency Mortgage-Backed Securities FNMA_10-141E N/A 31398SYF4 2040-12-25 0.28183 N/A 39173568.00 96740.92 Agency Collateralized Mortgage Obligation FNMA_12-40 N/A 3136A5AU0 2042-04-25 2.03183 N/A 11907776.00 196680.73 Agency Collateralized Mortgage Obligation FNMA_12-49 N/A 3136A5R32 2042-05-25 2.03183 N/A 57142848.00 525313.81 Agency Collateralized Mortgage Obligation FNMA_16-32D N/A 3136ASUH7 2046-06-25 1.53183 N/A 21263648.00 509887.17 Agency Collateralized Mortgage Obligation FNMA_16-75 N/A 3136AT2D5 2046-10-25 1.63183 N/A 37262912.00 635843.37 Agency Collateralized Mortgage Obligation FNMA_17-35A N/A 3136AWMK0 2047-05-25 1.68183 N/A 21000000.00 722115.12 Agency Collateralized Mortgage Obligation FNMA_18-19C N/A 3136B1PT5 2048-04-25 1.73183 N/A 20327840.00 569565.28 Agency Collateralized Mortgage Obligation FNMA_19-8C N/A 3136B3X39 2049-03-25 1.33183 N/A 15739808.00 318340.29 Agency Collateralized Mortgage Obligation FNMA_20-49 N/A 3136BAC36 2050-07-25 1.63183 N/A 44997376.00 1973345.58 Agency Collateralized Mortgage Obligation FNMA_21-45L N/A 3136BH6V6 2051-07-25 0 N/A 99860224.00 462145.08 Agency Collateralized Mortgage Obligation FNMA_22-23E N/A 3136BMYW2 2050-03-25 0.04631 N/A 201469952.00 6598243.89 Agency Collateralized Mortgage Obligation FNMA_22-49C N/A 3136BNB39 2052-08-25 0.99631 N/A 50000000.00 3381323.42 Agency Collateralized Mortgage Obligation FNMA_22-66C N/A 3136BN6Q4 2052-10-25 0.84631 N/A 75000000.00 3607055.08 Agency Collateralized Mortgage Obligation FNMA_22-67B N/A 3136BPBQ3 2052-10-25 0.84631 N/A 250000000.00 12108869.32 Agency Collateralized Mortgage Obligation FNMA_22-70A N/A 3136BPAR2 2052-10-25 0.78631 N/A 110000000.00 5230747.88 Agency Collateralized Mortgage Obligation FNMA_22-78K N/A 3136BPHF1 2052-11-25 0.39631 N/A 101314944.00 3012971.74 Agency Collateralized Mortgage Obligation FNMA_23-51C N/A 3136BQPS2 2053-11-25 1.59631 N/A 143872000.00 6087291.74 Agency Collateralized Mortgage Obligation FNMA_23-54A N/A 3136BQQY8 2053-11-25 2.54631 N/A 34000000.00 2158231.62 Agency Collateralized Mortgage Obligation FNMA_23-54C N/A 3136BQRE1 2053-11-25 1.69631 N/A 275000000.00 12328378.21 Agency Collateralized Mortgage Obligation FNMA_23-56B N/A 3136BQNG0 2053-11-25 2.54631 N/A 50000000.00 2917431.16 Agency Collateralized Mortgage Obligation FNMA_24-103D N/A 3136BUPA2 2055-01-25 2.19631 N/A 74500000.00 5570423.53 Agency Collateralized Mortgage Obligation FNMA_24-103F N/A 3136BUPP9 2055-01-25 1.44631 N/A 63132416.00 3556961.11 Agency Collateralized Mortgage Obligation FNMA_24-105F N/A 3136BUCC2 2055-01-25 2.14631 N/A 203697152.00 14793552.88 Agency Collateralized Mortgage Obligation FNMA_24-11B N/A 3136BRAE7 2054-03-25 2.64631 N/A 50500000.00 3884433.05 Agency Collateralized Mortgage Obligation FNMA_24-14A N/A 3136BRPH4 2054-04-25 2.69631 N/A 37500000.00 2961387.28 Agency Collateralized Mortgage Obligation FNMA_24-14B N/A 3136BRPS0 2054-04-25 1.59631 N/A 13000000.00 947946.01 Agency Collateralized Mortgage Obligation FNMA_24-22L N/A 3136BRP27 2054-05-25 2.66376 N/A 212000000.00 17308151.85 Agency Collateralized Mortgage Obligation FNMA_24-23A N/A 3136BRSQ1 2054-05-25 1.54631 N/A 100000000.00 3353151.89 Agency Collateralized Mortgage Obligation FNMA_24-41C N/A 3136BSMG7 2054-06-25 2.74631 N/A 35000000.00 3249165.70 Agency Collateralized Mortgage Obligation FNMA_24-54A N/A 3136BSSB2 2054-08-25 1.39631 N/A 90000000.00 3356407.55 Agency Collateralized Mortgage Obligation FNMA_24-54B N/A 3136BSSD8 2054-08-25 2.67631 N/A 140208640.00 8139463.60 Agency Collateralized Mortgage Obligation FNMA_24-54C N/A 3136BSSG1 2054-08-25 1.54631 N/A 84896640.00 3978964.58 Agency Collateralized Mortgage Obligation FNMA_24-58A N/A 3136BSWY7 2054-08-25 1.49631 N/A 27250000.00 1757215.19 Agency Collateralized Mortgage Obligation FNMA_24-76A N/A 3136BTMQ3 2053-09-25 2.84631 N/A 57059840.00 6354080.12 Agency Collateralized Mortgage Obligation FNMA_24-7C N/A 3136BQX53 2053-09-25 2.64631 N/A 40500000.00 3115238.39 Agency Collateralized Mortgage Obligation FNMA_24-82A N/A 3136BTEA7 2054-11-25 0.24631 N/A 179000000.00 4169890.10 Agency Collateralized Mortgage Obligation FNMA_24-82B N/A 3136BTFT5 2054-11-25 0.84631 N/A 50000000.00 1568063.28 Agency Collateralized Mortgage Obligation FNMA_24-82B N/A 3136BTED1 2054-11-25 0.09631 N/A 200000000.00 3568608.53 Agency Collateralized Mortgage Obligation FNMA_24-82B N/A 3136BTEC3 2054-11-25 1.58381 N/A 200000000.00 8393990.53 Agency Collateralized Mortgage Obligation FNMA_24-82C N/A 3136BTER0 2054-11-25 0.8606 N/A 175000000.00 5798659.79 Agency Collateralized Mortgage Obligation FNMA_24-82E N/A 3136BTEW9 2054-11-25 1.70736 N/A 113165696.00 6263126.51 Agency Collateralized Mortgage Obligation FNMA_24-82H N/A 3136BTFP3 2054-11-25 2.79631 N/A 83750000.00 7705072.15 Agency Collateralized Mortgage Obligation FNMA_24-88B N/A 3136BT5N9 2054-12-25 2.14631 N/A 238951424.00 14520121.87 Agency Collateralized Mortgage Obligation FNMA_24-88E N/A 3136BT6E8 2054-12-25 1.46049 N/A 130500000.00 5742023.90 Agency Collateralized Mortgage Obligation FNMA_24-90B N/A 3136BTXE8 2053-11-25 1.39631 N/A 82000000.00 4364634.38 Agency Collateralized Mortgage Obligation FNMA_24-91C N/A 3136BTZE6 2054-12-25 1.54631 N/A 9353744.00 567976.02 Agency Collateralized Mortgage Obligation FNMA_25-13C N/A 3136BU2E9 2055-03-25 0.84631 N/A 323948000.00 15164520.68 Agency Collateralized Mortgage Obligation FNMA_25-13D N/A 3136BU2S8 2055-03-25 0.84631 N/A 358040064.00 13515681.46 Agency Collateralized Mortgage Obligation FNMA_25-18F N/A 3136BVKJ6 2054-09-25 2.74631 N/A 84000000.00 7601596.63 Agency Collateralized Mortgage Obligation FNMA_25-1A N/A 3136BUZE3 2055-02-25 1 N/A 999998.00 19230.55 Agency Collateralized Mortgage Obligation FNMA_25-1A N/A 3136BUZG8 2055-02-25 0.59631 N/A 205000000.00 5451697.68 Agency Collateralized Mortgage Obligation FNMA_25-1A N/A 3136BUB33 2055-02-25 0.74631 N/A 200000000.00 5819884.58 Agency Collateralized Mortgage Obligation FNMA_25-1C N/A 3136BUZU7 2055-02-25 0 N/A 100000000.00 2117063.69 Agency Collateralized Mortgage Obligation FNMA_25-1E N/A 3136BUE89 2055-02-25 0.74631 N/A 171000000.00 5045213.58 Agency Collateralized Mortgage Obligation FNMA_25-1E N/A 3136BUF21 2055-02-25 1.14631 N/A 400000000.00 14518589.86 Agency Collateralized Mortgage Obligation FNMA_25-1E N/A 3136BUE71 2055-02-25 0.69631 N/A 152000000.00 4355816.36 Agency Collateralized Mortgage Obligation 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Bank of America Securities, Inc. 4.38000000 N/A 549300HN4UKV1E2R3U73 BYDJ9JXY9 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FERA 5411TC 05/25/54 N/A 3137HCS45 2054-05-25 0 N/A 250000.00 11.69 Agency Collateralized Mortgage Obligation FERA 5473TA 11/25/54 N/A 3137HHGR6 2054-11-25 0 N/A 250000.00 40.86 Agency Collateralized Mortgage Obligation FERA 5473TC 11/25/54 N/A 3137HHGS4 2054-11-25 1 N/A 100000.00 2104.02 Agency Collateralized Mortgage Obligation FERA 5473TM 11/25/54 N/A 3137HHGW5 2054-11-25 0 N/A 250000.00 49.01 Agency Collateralized Mortgage Obligation FERA 5491TB 01/25/55 N/A 3137HJ5R4 2055-01-25 0 N/A 100000.00 22.80 Agency Collateralized Mortgage Obligation FERA 5491TI 01/25/55 N/A 3137HJ5S2 2055-01-25 0 N/A 150000.00 7.05 Agency Collateralized Mortgage Obligation FERA 5499TQ 02/25/55 N/A 3137HJZ59 2055-02-25 0 N/A 250000.00 14.46 Agency Collateralized Mortgage Obligation FERA 5516TA 03/25/55 N/A 3137HKC36 2055-03-25 0 N/A 249999.00 47.68 Agency Collateralized Mortgage Obligation FERA 5516TD 03/25/55 N/A 3137HKC44 2055-03-25 0 N/A 250000.00 12.19 Agency Collateralized Mortgage Obligation FGRA 3247IA 08/15/36 N/A 31397EB79 2036-08-15 0 N/A 25000000.00 4.22 Agency Collateralized Mortgage Obligation FGRA 3320IL 09/15/36 N/A 31397HGD4 2036-09-15 0 N/A 95058510.00 54.19 Agency Collateralized Mortgage Obligation FGRA 3364SY 05/15/32 N/A 31397KL66 2032-05-15 0 N/A 79890963.00 5.40 Agency Collateralized Mortgage Obligation FGRA 3472ID 08/15/36 N/A 31397WNU5 2036-08-15 0 N/A 79982750.00 6.83 Agency Collateralized Mortgage Obligation FGRA 3519IH 07/15/37 N/A 31398C4U9 2037-07-15 0 N/A 21475526.00 24.33 Agency Collateralized Mortgage Obligation FGRA 3523BI 08/15/36 N/A 31398CFK9 2036-08-15 0 N/A 5938329.00 0.05 Agency Collateralized Mortgage Obligation FGRA 3533FI 07/15/36 N/A 31398CWQ7 2036-07-15 0 N/A 12224948.00 5.34 Agency Collateralized Mortgage Obligation FGRA 3538FI 07/15/36 N/A 31398EF90 2036-07-15 0 N/A 77242219.00 12.58 Agency Collateralized Mortgage Obligation FGRA 3538TN 06/15/36 N/A 31398EH31 2036-06-15 0 N/A 10000000.00 64.84 Agency Collateralized Mortgage Obligation FGRA 4194FI 04/15/43 N/A 3137B1JQ6 2043-04-15 0 N/A 19760200.00 12.11 Agency Collateralized Mortgage Obligation FNRA CL001TA R25F001 N/A 3136BUZF0 2055-02-25 1 N/A 7444159.00 143113.45 Agency Collateralized Mortgage Obligation FNRA CL003MI R09F003 N/A 31397MY50 2037-01-25 0 N/A 46460176.00 16.94 Agency Collateralized Mortgage Obligation FNRA CL022EI R09F022 N/A 31397NSP1 2037-02-25 0 N/A 5654180.00 0.34 Agency Collateralized Mortgage Obligation FNRA CL022TD R24F022 N/A 3136BRK63 2054-05-25 0 N/A 250000.00 54.24 Agency Collateralized Mortgage Obligation FNRA CL022TG R24F022 N/A 3136BRN60 2054-05-25 0 N/A 250000.00 58.49 Agency Collateralized Mortgage Obligation FNRA CL022TH R24F022 N/A 3136BRN94 2054-05-25 0 N/A 250000.00 8.30 Agency Collateralized Mortgage Obligation FNRA CL028IX R09F028 N/A 31397NA62 2037-04-25 0 N/A 23019827.00 1.47 Agency Collateralized Mortgage Obligation FNRA CL028XI R09F028 N/A 31397NA70 2036-07-25 0 N/A 14420183.00 3.46 Agency Collateralized Mortgage Obligation FNRA CL036FI R09F036 N/A 31397NP58 2037-06-25 0 N/A 16108173.00 9.70 Agency Collateralized Mortgage Obligation FNRA CL082TB R24F082 N/A 3136BTQY2 2054-11-25 0 N/A 250000.00 8.58 Agency Collateralized Mortgage Obligation FNRA CL088SB R24F088 N/A 3136BT5L3 2054-12-25 0 N/A 49999999.00 1046459.19 Agency Collateralized Mortgage Obligation FNRA CL088TD R24F088 N/A 3136BT6D0 2054-12-25 0 N/A 250000.00 19.18 Agency Collateralized Mortgage Obligation FNRA CL103TM R24F103 N/A 3136BUPU8 2055-01-25 0 N/A 312000.00 73.17 Agency Collateralized Mortgage Obligation GNRA 2002-26 IO N/A 38373MBU3 2042-03-16 0.00001 N/A 125000000.00 0.23 Agency Collateralized Mortgage Obligation GNRA 2002-83 IO N/A 38373VT91 2042-10-16 0.00008 N/A 112652320.00 0.06 Agency Collateralized Mortgage Obligation GNRA 2003-96 IO N/A 38373MJS0 2047-01-16 0 N/A 328812515.00 1.73 Agency Collateralized Mortgage Obligation GNRA 2007-040 IY N/A 38375KA36 2037-07-16 0 N/A 10000000.00 0.22 Agency Collateralized Mortgage Obligation GNRA 2008-059 IO N/A 38373MZ78 2047-11-16 0.17575 N/A 227119159.00 55.45 Agency Collateralized Mortgage Obligation GNRA 2009-042 FI N/A 38374UUX7 2037-04-20 0 N/A 77574754.00 1.22 Agency Collateralized Mortgage Obligation GNRA 2009-055 IL N/A 38374VND7 2038-02-20 0 N/A 112275765.00 1.92 Agency Collateralized Mortgage Obligation GNRA 2009-055 IW N/A 38374VNE5 2036-04-20 0 N/A 5650739.00 0.14 Agency Collateralized Mortgage Obligation GNRA 2009-093 SF N/A 38376KDP3 2039-10-16 0 N/A 125000000.00 15.90 Agency Collateralized Mortgage Obligation GNRA 2009-093 SI N/A 38376KDQ1 2039-10-16 0 N/A 100000000.00 27.98 Agency Collateralized Mortgage Obligation GNRA 2009-115 IO N/A 38376GCX6 2051-11-16 0.74997 N/A 28000000.00 4.97 Agency Collateralized Mortgage Obligation GNRA 2010-036 IO N/A 38376GGH7 2052-01-16 0 N/A 75000000.00 23.68 Agency Collateralized Mortgage Obligation GNRA 2010-046 DI N/A 38376YCJ8 2037-05-20 0 N/A 66987289.00 2.45 Agency Collateralized Mortgage Obligation GNRA 2012-H11 CI N/A 38375BSJ2 2062-04-20 3.08089 N/A 235000.00 55.88 Agency Collateralized Mortgage Obligation GNRA 2012-H20 MI N/A 38375BVM1 2061-04-20 0.33558 N/A 1000000.00 15.53 Agency Collateralized Mortgage Obligation GNRA 2012-H23 FI N/A 38375BXS6 2062-10-20 0.51799 N/A 2594291.00 95.63 Agency Collateralized Mortgage Obligation GNRA 2012-H28 SB N/A 38375BYH9 2061-11-20 0.50654 N/A 700000.00 94.83 Agency Collateralized Mortgage Obligation GNRA 2012-H29 HI N/A 38375BZZ8 2062-10-20 0.02092 N/A 12173605.00 37.81 Agency Collateralized Mortgage Obligation GNRA 2013-H03 FA N/A 38375BF64 2060-08-20 4.73919 N/A 500000.00 14.75 Agency Collateralized Mortgage Obligation GNRA 2013-H03 SA N/A 38375BF72 2060-08-20 0.62829 N/A 42696886.00 30.60 Agency Collateralized Mortgage Obligation GNRA 2024-042 TC N/A 38384KHR5 2054-03-20 0 N/A 250000.00 3.32 Agency Collateralized Mortgage Obligation GNRA 2024-061 TB N/A 38384MFQ5 2054-04-20 0 N/A 250000.00 1.98 Agency Collateralized Mortgage Obligation GNRA 2024-061 TC N/A 38384MFJ1 2054-04-20 0 N/A 250000.00 1.84 Agency Collateralized Mortgage Obligation GNRA 2024-083 TA N/A 38384NNE1 2054-05-20 0 N/A 250000.00 11.70 Agency Collateralized Mortgage Obligation GNRA 2024-108 SD N/A 38384UFF1 2054-07-20 2.24994 N/A 138317965.00 4056955.61 Agency Collateralized Mortgage Obligation GNRA 2024-164 TA N/A 38384XTM5 2054-10-20 0 N/A 249987.00 93.24 Agency Collateralized Mortgage Obligation GNRA 2024-180 TB N/A 38384YT50 2054-11-20 0 N/A 250000.00 27.58 Agency Collateralized Mortgage Obligation GNRA 2025-009 TB N/A 38385BB33 2055-01-20 0 N/A 250000.00 53.39 Agency Collateralized Mortgage Obligation GNRA 2025-009 TE N/A 38385BZQ6 2055-01-20 0 N/A 250000.00 42.71 Agency Collateralized Mortgage Obligation GNRA 2025-009 TH N/A 38385BZW3 2055-01-20 0 N/A 250000.00 1.48 Agency Collateralized Mortgage Obligation Y Fitch F1+ Moody's NR Standard & Poor's A-1 2025-05-01 2025-05-01 2025-05-01 N N N 0.0438 5000000.00 5000000.00 0.0000 N Y Y N Bank of America Securities, Inc. Bank of America Securities, Inc. 4.37000000 N/A 549300HN4UKV1E2R3U73 BYDJ9JZK7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHF1 2030-05-31 3.75 N/A 137439360.00 139434885.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625 N/A 26537760.00 27447155.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912833XS4 2029-05-15 0 N/A 57998279.00 49811821.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMS7 2028-03-15 3.875 N/A 192950160.00 195322048.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912833LZ1 2026-05-15 0 N/A 51324714.00 49382587.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912833PE4 2027-08-15 0 N/A 163842070.00 150601501.25 U.S. Treasuries (including strips) Y Fitch F1+ Moody's NR Standard & Poor's A-1 2025-05-01 2025-05-01 2025-05-01 N N N 0.0437 600000000.00 600000000.00 0.0036 N Y Y N Bank of Montreal Bank of Montreal 4.43000000 N/A NQQ6HPCNCCU6TUTQYE16 BYDGRBRK9 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FHSTR_390 N/A 31325YXY9 2052-11-15 5.5 N/A 26062416.00 5334606.21 Agency Collateralized Mortgage Obligation FHSTR_408 N/A 3142G6GA8 2053-04-25 3.5 N/A 43010440.00 7916506.16 Agency Collateralized Mortgage Obligation FHSTR_408 N/A 3142G6GE0 2053-07-25 4 N/A 74770755.00 15143295.76 Agency Collateralized Mortgage Obligation FNSTR_429 N/A 31423YVJ5 2051-03-25 2 N/A 100000000.00 11479767.67 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617XJLW8 2051-12-15 3.5 N/A 2590817.00 2149775.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618KM6F7 2055-03-20 7 N/A 2170782.00 2243644.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618NTQM2 2055-04-20 6.5 N/A 1272500.00 1341783.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618KRGZ1 2055-04-20 7 N/A 2132905.00 2257711.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618BDTQ8 2055-04-20 6.5 N/A 2030598.00 2143999.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618KUTZ0 2055-04-20 7 N/A 2091794.00 2163605.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618AWLH5 2053-03-20 5.5 N/A 3749084.00 2269160.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36180ACE1 2054-10-20 7.5 N/A 2312449.00 2385530.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618KJ2X9 2055-03-20 7 N/A 2106722.00 2177268.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618GRLK3 2054-03-20 6.5 N/A 5995135.00 2051339.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VTW0 2050-09-20 2.5 N/A 5526846.00 2188029.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618KFAN0 2055-03-20 5.5 N/A 2137681.00 2152419.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618K4FR1 2055-03-20 6 N/A 2177375.00 2205322.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618KMWM3 2055-04-20 6.5 N/A 2106470.00 2162651.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618NJSE0 2055-03-20 7 N/A 2022200.00 2129214.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618NPL60 2055-04-20 6.5 N/A 2028588.00 2099953.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618NLLD4 2055-03-20 7 N/A 2127711.00 2233758.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618JNRG2 2054-12-20 5 N/A 2091731.00 2064816.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618KQMF0 2055-04-20 5.5 N/A 2292899.00 2327954.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618K3RB5 2055-02-20 6 N/A 2201583.00 2263995.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618K0WT6 2055-03-20 6.5 N/A 2058755.00 2149060.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618NJW96 2055-04-20 6 N/A 2085594.00 2154604.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618K4EY7 2055-01-20 5 N/A 2088818.00 2036281.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618NJZP7 2055-04-20 6 N/A 2295941.00 2327467.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VTX8 2050-09-20 3 N/A 7333846.00 2389700.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618JLAF6 2055-01-20 6.5 N/A 2090604.00 2140755.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618K6LP3 2054-12-20 7 N/A 2107208.00 2172202.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36180AB85 2054-10-20 4.5 N/A 2500000.00 2370393.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618NQTG8 2055-03-20 7 N/A 2013626.00 2109456.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WFG8 2051-05-20 2.5 N/A 4198785.00 2294718.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618JCJE0 2054-10-20 5 N/A 2374619.00 2335119.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618KGN87 2055-01-20 6.5 N/A 2068934.00 2172077.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL 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Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618NTLY1 2055-03-20 6 N/A 2156914.00 2239728.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618NJZG7 2055-03-20 7 N/A 1997087.00 2063978.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618NSK99 2055-04-20 5.5 N/A 2351044.00 2378251.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618NL2D5 2055-04-20 6.5 N/A 2074397.00 2149894.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618K03P6 2054-11-20 5 N/A 2207065.00 2145009.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618KMVV4 2055-04-20 5.5 N/A 2062227.00 2078488.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618KEKW2 2055-03-20 5.5 N/A 2182922.00 2197928.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618JMW78 2054-11-20 5 N/A 2251000.00 2188641.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618GMF39 2054-03-20 5 N/A 3370508.00 2235225.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618K4FB6 2055-02-20 5.5 N/A 2352356.00 2348920.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618KBQN2 2055-03-20 7 N/A 2036569.00 2141706.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618KEFN8 2055-01-20 7 N/A 2200788.00 2253418.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618NPKE4 2055-03-20 7 N/A 1771428.00 1875084.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618KSS94 2055-04-20 6 N/A 2209842.00 2275490.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618KMW43 2055-04-20 6 N/A 2062756.00 2113721.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618NQTE3 2055-03-20 7 N/A 1996187.00 2063207.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618KMZP3 2055-04-20 7 N/A 2138998.00 2212438.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618H6PY4 2054-04-20 5 N/A 2366146.00 2296352.64 Agency Mortgage-Backed Securities Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2025-05-02 2025-05-02 2025-05-02 Y BANK OF MONTREAL 1.0000 2 N Fitch AA- Moody's Aa2 Standard & Poor's A+ N N 0.0443 160000000.00 160000000.00 0.0010 N N Y N Bank of Montreal Bank of Montreal 4.38000000 N/A NQQ6HPCNCCU6TUTQYE16 BYDJ9JXS2 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 3132DWCN1 2051-11-01 2 N/A 29568305.00 19160596.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION 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2051-01-25 1.94631 N/A 9600000.00 1152178.01 Agency Collateralized Mortgage Obligation FHLMC_5065H N/A 3137F8RG0 2051-01-25 3 N/A 21222181.00 2229364.53 Agency Collateralized Mortgage Obligation FHLMC_5068G N/A 3137F8PA5 2050-11-25 3 N/A 21700000.00 1788643.85 Agency Collateralized Mortgage Obligation FHLMC_5069E N/A 3137F9C66 2051-02-25 3 N/A 7500000.00 706790.20 Agency Collateralized Mortgage Obligation FHLMC_5069E N/A 3137F9CZ2 2051-02-25 3 N/A 26500000.00 3010150.65 Agency Collateralized Mortgage Obligation FHLMC_5069E N/A 3137F95J6 2051-02-25 3 N/A 8159241.00 966464.15 Agency Collateralized Mortgage Obligation FHLMC_5070A N/A 3137F9XF3 2050-09-25 3 N/A 25000000.00 2980620.73 Agency Collateralized Mortgage Obligation FHLMC_5070H N/A 3137F9WG2 2051-02-25 0 N/A 173779557.00 3414890.68 Agency Collateralized Mortgage Obligation FHLMC_5071W N/A 3137F9R60 2051-02-25 2.5 N/A 12076634.00 974759.32 Agency Collateralized Mortgage Obligation FHLMC_5080B N/A 3137FXV62 2050-04-25 3.5 N/A 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Agency Collateralized Mortgage Obligation FHLMC_5140R N/A 3137H24K7 2050-12-25 4.5 N/A 19326866.00 2575803.34 Agency Collateralized Mortgage Obligation FHLMC_5145C N/A 3137H27K4 2051-09-25 3 N/A 22104161.00 2694341.64 Agency Collateralized Mortgage Obligation FHLMC_5149E N/A 3137H2RT3 2051-07-25 3 N/A 39818336.00 3686788.82 Agency Collateralized Mortgage Obligation FHLMC_5150K N/A 3137H3EH1 2051-10-15 4.5 N/A 17578724.00 1889287.02 Agency Collateralized Mortgage Obligation FHLMC_5156F N/A 3137H2VF8 2051-09-25 2.5 N/A 25564130.00 2211513.87 Agency Collateralized Mortgage Obligation FHLMC_5162B N/A 3137H46Q8 2050-09-25 3 N/A 64890986.00 6907012.43 Agency Collateralized Mortgage Obligation FHLMC_5171B N/A 3137H4QY9 2051-12-25 3 N/A 27816473.00 3522051.35 Agency Collateralized Mortgage Obligation FHLMC_5172 N/A 3137H4PS3 2051-12-25 3 N/A 24348000.00 3004504.52 Agency Collateralized Mortgage Obligation FHLMC_5178H N/A 3137H53S4 2052-01-25 3 N/A 24780470.00 3241016.97 Agency Collateralized Mortgage Obligation FHLMC_5181A N/A 3137H4U32 2046-12-15 3 N/A 22368673.00 2481595.31 Agency Collateralized Mortgage Obligation FHLMC_5184B N/A 3137H4UU2 2052-01-25 3 N/A 21453737.00 2600181.20 Agency Collateralized Mortgage Obligation FHLMC_5187E N/A 3137H57K7 2052-01-25 4.5 N/A 29126065.00 3609748.57 Agency Collateralized Mortgage Obligation FHLMC_5196C N/A 3137H5WJ2 2052-02-25 3.5 N/A 23202878.00 3586570.74 Agency Collateralized Mortgage Obligation FHLMC_5240A N/A 3137H8EV9 2049-12-25 1.53183 N/A 16884639.00 1651527.64 Agency Collateralized Mortgage Obligation FHLMC_5257B N/A 3137H8WA5 2052-09-25 0.94631 N/A 60739852.00 3953077.70 Agency Collateralized Mortgage Obligation FHLMC_5278A N/A 3137H9H85 2052-11-25 0.69631 N/A 75000000.00 3255005.02 Agency Collateralized Mortgage Obligation FHLMC_5319B N/A 3137HAB70 2053-07-25 1.59631 N/A 100000000.00 3580850.44 Agency Collateralized Mortgage Obligation FHLMC_5349D N/A 3137HASA5 2053-10-25 2.69631 N/A 50000000.00 2404195.61 Agency 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1.44631 N/A 100000000.00 3894395.77 Agency Collateralized Mortgage Obligation FHLMC_5449D N/A 3137HFJP1 2054-08-25 0.79631 N/A 28871000.00 1649266.06 Agency Collateralized Mortgage Obligation FHLMC_5458A N/A 3137HFY66 2054-09-25 0.94631 N/A 60000000.00 4040663.51 Agency Collateralized Mortgage Obligation FHLMC_5458F N/A 3137HFYB5 2054-10-25 1.64631 N/A 9506621.00 844074.82 Agency Collateralized Mortgage Obligation FHLMC_5458G N/A 3137HFXT7 2054-09-25 1.64631 N/A 32975090.00 2716275.35 Agency Collateralized Mortgage Obligation FHLMC_5460E N/A 3137HFUF0 2054-10-25 1.64631 N/A 5405656.00 554409.12 Agency Collateralized Mortgage Obligation FHLMC_5460L N/A 3137HFUK9 2054-10-25 1.04631 N/A 86843196.00 6390346.50 Agency Collateralized Mortgage Obligation FHLMC_5460N N/A 3137HH5T4 2054-10-25 1.04631 N/A 85313426.00 3548389.76 Agency Collateralized Mortgage Obligation FHLMC_5462A N/A 3137HFQB4 2054-10-25 1.64631 N/A 43423364.00 3515529.99 Agency Collateralized Mortgage Obligation FHLMC_5462A 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Mortgage Obligation FHLMC_KW03 N/A 3137FAQG6 2030-08-25 3.160303 N/A 14853933.00 892109.39 Agency Collateralized Mortgage Obligation FHMS_K086 N/A 3137FKSL1 2046-11-25 2.377298 N/A 31623689.00 2366876.46 Agency Collateralized Mortgage Obligation FHMS_K146 N/A 3137H7ZE6 2049-06-25 3.686705 N/A 37099392.00 7505794.88 Agency Collateralized Mortgage Obligation FHMS_KG03 N/A 3137FVEF5 2033-07-25 3.068629 N/A 21909170.00 2652235.41 Agency Collateralized Mortgage Obligation FHMS_KSG1 N/A 3137FXLZ9 2030-09-25 3.033973 N/A 23715480.00 2977906.20 Agency Collateralized Mortgage Obligation FHR-5087 N/A 3137FFMC8 2051-03-25 3 N/A 35000000.00 3181554.90 Agency Collateralized Mortgage Obligation FHSTR_406 N/A 3142G5WZ7 2053-10-25 1.69631 N/A 75000000.00 3440395.49 Agency Collateralized Mortgage Obligation FHSTR_406 N/A 3142G5WP9 2053-10-25 1.19631 N/A 110435000.00 4219521.97 Agency Collateralized Mortgage Obligation FHSTR_413 N/A 3142G9J76 2054-05-25 1.44631 N/A 135500000.00 3907388.02 Agency Collateralized Mortgage Obligation FNMA_13-70 N/A 3136AE2H9 2043-01-25 3.5 N/A 28251856.00 117078.72 Agency Collateralized Mortgage Obligation FNMA_16-75 N/A 3136AT2D5 2046-10-25 1.63183 N/A 186086160.00 3175319.49 Agency Collateralized Mortgage Obligation FNMA_18-72 N/A 3136B27E6 2058-10-25 1.68183 N/A 47781022.00 2485377.34 Agency Collateralized Mortgage Obligation FNMA_19-15C N/A 3136B36U9 2049-04-25 1.53183 N/A 22000000.00 777348.19 Agency Collateralized Mortgage Obligation FNMA_19-59J N/A 3136B6MJ9 2049-10-25 1.53183 N/A 28912500.00 1324316.48 Agency Collateralized Mortgage Obligation FNMA_19-64J N/A 3136B7ED9 2049-11-25 1.53183 N/A 12825500.00 707514.35 Agency Collateralized Mortgage Obligation FNMA_20-100A N/A 3136BDDN5 2051-01-25 2 N/A 20650000.00 1924800.88 Agency Collateralized Mortgage Obligation FNMA_20-2E N/A 3136B8JL4 2059-07-25 1.58183 N/A 15000000.00 698578.76 Agency Collateralized Mortgage Obligation FNMA_20-36D N/A 3136B93L9 2050-06-25 3.5 N/A 13915215.00 1173616.48 Agency Collateralized Mortgage Obligation FNMA_20-36D N/A 3136B95E3 2050-06-25 3.5 N/A 26646000.00 2744515.38 Agency Collateralized Mortgage Obligation FNMA_20-36N N/A 3136B94J3 2050-06-25 3 N/A 8333333.00 858893.65 Agency Collateralized Mortgage Obligation FNMA_20-38M N/A 3136BACV4 2050-06-25 1.05 N/A 34769874.00 995733.34 Agency Collateralized Mortgage Obligation FNMA_20-38M N/A 3136BADA9 2050-06-25 1.05 N/A 40019492.00 1144727.22 Agency Collateralized Mortgage Obligation FNMA_20-40A N/A 3136B9P50 2050-06-25 3 N/A 9400000.00 964231.45 Agency Collateralized Mortgage Obligation FNMA_20-41J N/A 3136B9Z91 2050-06-25 1.63183 N/A 14861349.00 738902.31 Agency Collateralized Mortgage Obligation FNMA_20-56A N/A 3136BBMH2 2050-08-25 3.5 N/A 17423714.00 891548.06 Agency Collateralized Mortgage Obligation FNMA_20-60B N/A 3136BBVB5 2050-09-25 3.5 N/A 23000000.00 1816734.08 Agency Collateralized Mortgage Obligation FNMA_20-63B N/A 3136BBA36 2050-09-25 3 N/A 16433000.00 1967577.38 Agency Collateralized Mortgage Obligation FNMA_20-68E N/A 3136BB4J8 2050-10-25 3 N/A 15224105.00 1370006.83 Agency Collateralized Mortgage Obligation FNMA_20-73E N/A 3136BCFW5 2050-10-25 3 N/A 5674000.00 586505.22 Agency Collateralized Mortgage Obligation FNMA_20-75 N/A 3136BCJC5 2050-11-25 2.5 N/A 41500000.00 4079845.25 Agency Collateralized Mortgage Obligation FNMA_20-75 N/A 3136BCJE1 2050-11-25 2.5 N/A 12500000.00 1103645.26 Agency Collateralized Mortgage Obligation FNMA_20-77K N/A 3136BCVE7 2050-11-25 2.5 N/A 27276520.00 2813817.71 Agency Collateralized Mortgage Obligation FNMA_20-80F N/A 3136BCYT1 2049-04-25 2.5 N/A 33933500.00 3296088.29 Agency Collateralized Mortgage Obligation FNMA_20-89 N/A 3136BCF54 2050-12-25 2 N/A 24654901.00 2375403.54 Agency Collateralized Mortgage Obligation FNMA_20-89G N/A 3136BCL40 2050-12-25 3 N/A 34000000.00 3555085.06 Agency Collateralized Mortgage Obligation FNMA_20-92 N/A 3136BCK33 2050-02-25 2.5 N/A 20000000.00 1875839.41 Agency Collateralized Mortgage Obligation FNMA_20-99K N/A 3136BDHS0 2051-01-25 3 N/A 16179000.00 1933226.63 Agency Collateralized Mortgage Obligation FNMA_21-12E N/A 3136BFHY2 2051-03-25 3 N/A 22300000.00 2616438.46 Agency Collateralized Mortgage Obligation FNMA_21-3 N/A 3136BDYC6 2051-02-25 2.5 N/A 20385395.00 2583960.78 Agency Collateralized Mortgage Obligation FNMA_21-4 N/A 3136BDD39 2051-02-25 2.5 N/A 27431440.00 3202576.08 Agency Collateralized Mortgage Obligation FNMA_21-42H N/A 3136BGAW1 2051-03-25 2 N/A 12011000.00 1305512.70 Agency Collateralized Mortgage Obligation FNMA_21-44D N/A 3136BHF87 2051-07-25 3 N/A 19267988.00 2886152.68 Agency Collateralized Mortgage Obligation FNMA_21-46A N/A 3136BH3S6 2051-07-25 3 N/A 11105094.00 1385680.80 Agency Collateralized Mortgage Obligation FNMA_21-56D N/A 3136BGV99 2051-09-25 2.5 N/A 12171500.00 648100.55 Agency Collateralized Mortgage Obligation FNMA_21-56H N/A 3136BGM32 2051-09-25 2.5 N/A 35552900.00 2171454.47 Agency Collateralized Mortgage Obligation FNMA_21-63B N/A 3136BGT50 2050-04-25 3.5 N/A 25000000.00 3368616.25 Agency Collateralized Mortgage Obligation FNMA_21-68C N/A 3136BJFC4 2051-10-25 0 N/A 141714000.00 824695.47 Agency Collateralized Mortgage Obligation FNMA_21-77B N/A 3136BJUB9 2050-04-25 3 N/A 40084736.00 4279374.29 Agency Collateralized Mortgage Obligation FNMA_21-84A N/A 3136BKCG5 2051-11-25 3 N/A 18665764.00 1727347.77 Agency Collateralized Mortgage Obligation FNMA_23-20C N/A 3136BP3F6 2051-10-25 2.5 N/A 28556734.00 3882613.45 Agency Collateralized Mortgage Obligation FNMA_23-58F N/A 3136BQXW4 2053-12-25 2.64631 N/A 48409043.00 2052559.70 Agency Collateralized Mortgage Obligation FNMA_24-105C N/A 3136BUBT6 2055-01-25 1.59631 N/A 36892985.00 3060547.27 Agency Collateralized Mortgage Obligation FNMA_24-15 N/A 3136BRMF1 2054-04-25 1.34631 N/A 60000000.00 2177705.65 Agency Collateralized Mortgage Obligation FNMA_24-20D N/A 3136BRU62 2054-05-25 1.59631 N/A 32000000.00 2397130.20 Agency Collateralized Mortgage Obligation FNMA_24-20E N/A 3136BRV87 2054-05-25 2.84631 N/A 26000000.00 2086588.27 Agency Collateralized Mortgage Obligation FNMA_24-21F N/A 3136BRUS4 2054-05-25 2.69631 N/A 22000000.00 1680217.92 Agency Collateralized Mortgage Obligation FNMA_24-25A N/A 3136BRTK3 2054-05-25 1.04631 N/A 54747000.00 2261769.50 Agency Collateralized Mortgage Obligation FNMA_24-26F N/A 3136BRWN3 2054-05-25 2.09631 N/A 109913370.00 4204239.51 Agency Collateralized Mortgage Obligation FNMA_24-35C N/A 3136BSBU8 2054-06-25 1.37631 N/A 50000000.00 2487906.16 Agency Collateralized Mortgage Obligation FNMA_24-46A N/A 3136BSJU0 2054-07-25 1.39631 N/A 73500000.00 3401780.04 Agency Collateralized Mortgage Obligation FNMA_24-46C N/A 3136BSJR7 2054-07-25 1.49631 N/A 75870163.00 5426016.99 Agency Collateralized Mortgage Obligation FNMA_24-50A N/A 3136BSPQ2 2054-08-25 2.74631 N/A 75000000.00 3823448.39 Agency Collateralized Mortgage Obligation FNMA_24-60D N/A 3136BSR31 2054-08-25 0.84631 N/A 9503195.00 592390.89 Agency Collateralized Mortgage Obligation FNMA_24-7 N/A 3136BQY78 2053-09-25 1.44631 N/A 79000000.00 2949876.27 Agency Collateralized Mortgage Obligation FNMA_24-70F N/A 3136BS6Y6 2054-10-25 1.04631 N/A 52783626.00 2682380.65 Agency Collateralized Mortgage Obligation FNMA_24-73C N/A 3136BTBT9 2054-10-25 1.64631 N/A 43700638.00 3828974.84 Agency Collateralized Mortgage Obligation FNMA_24-73C N/A 3136BTBV4 2054-10-25 1.04631 N/A 51051278.00 4219777.58 Agency Collateralized Mortgage Obligation FNMA_24-75B N/A 3136BS4Y8 2054-10-25 1.59631 N/A 50000000.00 3201548.10 Agency Collateralized Mortgage Obligation FNMA_24-76H N/A 3136BTPE7 2054-11-25 0.89631 N/A 31150000.00 1132260.35 Agency Collateralized Mortgage Obligation FNMA_24-77B N/A 3136BTQL0 2053-10-25 0.34631 N/A 139780599.00 4063649.61 Agency Collateralized Mortgage Obligation FNMA_24-77C N/A 3136BTQQ9 2054-11-25 1.69631 N/A 70848453.00 2730195.28 Agency Collateralized Mortgage Obligation FNMA_24-84B N/A 3136BTTS2 2054-11-25 0.99631 N/A 60794807.00 4917758.51 Agency Collateralized Mortgage Obligation FNMA_24-87C N/A 3136BTC50 2054-12-25 0 N/A 50000000.00 964180.59 Agency Collateralized Mortgage Obligation FNMA_24-87D N/A 3136BTC76 2054-12-25 0 N/A 50000000.00 554040.51 Agency Collateralized Mortgage Obligation FNMA_24-87F N/A 3136BTD34 2054-12-25 0 N/A 115000000.00 2259092.58 Agency Collateralized Mortgage Obligation FNMA_24-87G N/A 3136BTF32 2035-06-25 6 N/A 5461958.00 995179.78 Agency Collateralized Mortgage Obligation FNMA_24-90A N/A 3136BTXC2 2054-12-25 0.64631 N/A 93000000.00 2408468.34 Agency Collateralized Mortgage Obligation FNMA_24-90D N/A 3136BTXU2 2054-12-25 2.74631 N/A 17235379.00 2461016.85 Agency Collateralized Mortgage Obligation FNMA_24-92A N/A 3136BT3E1 2054-12-25 1.44631 N/A 40000000.00 3074159.75 Agency Collateralized Mortgage Obligation FNMA_24-95B N/A 3136BTP64 2054-12-25 0.74631 N/A 32570338.00 1901017.95 Agency Collateralized Mortgage Obligation FNMA_24-95J N/A 3136BTT86 2054-12-25 1.49631 N/A 60000000.00 3902684.59 Agency Collateralized Mortgage Obligation FNMA_25-14C N/A 3136BVFS2 2055-03-25 1.54631 N/A 96663731.00 6555541.63 Agency Collateralized Mortgage Obligation FNMA_25-18D N/A 3136BVAK4 2055-03-25 1.49631 N/A 37982080.00 2753526.08 Agency Collateralized Mortgage Obligation FNMA_25-26B N/A 3136BVQZ4 2054-07-25 6 N/A 4586146.00 834822.95 Agency Collateralized Mortgage Obligation FNMA_25-5D N/A 3136BUJ84 2055-02-25 0.79631 N/A 80550000.00 4414920.79 Agency Collateralized Mortgage Obligation FNMA_25-7A N/A 3136BUWM8 2055-02-25 1.14631 N/A 100000000.00 3810983.47 Agency Collateralized Mortgage Obligation FNR_22-52 N/A 3136BNZK5 2045-12-25 4 N/A 37889063.00 4680516.16 Agency Collateralized Mortgage Obligation FREMF MORTGAGE TRUST FREMF_17-KW02 N/A 3137BWFY5 2027-01-25 2.914199 N/A 2267900.00 104571.85 Agency Collateralized Mortgage Obligation FREMF_21-K132 N/A 30322WAA5 2031-08-25 0.1 N/A 939216000.00 4567829.45 Agency Collateralized Mortgage Obligation FREMF_22-K140 N/A 30326KAQ2 2054-04-25 0.1 N/A 250300000.00 1322473.82 Agency Collateralized Mortgage Obligation FREMF_22_K747 N/A 35562DAN7 2028-11-25 0.1 N/A 831028000.00 2373081.42 Agency Collateralized Mortgage Obligation FREMF_22_K747 N/A 35562DAQ0 2028-12-25 0.1 N/A 212159495.00 655054.32 Agency Collateralized Mortgage Obligation FRESB_23-S111 N/A 30334CAE7 2043-09-25 0.57366 N/A 214000000.00 3968059.60 Agency Collateralized Mortgage Obligation GNMA_12-139 N/A 38378BV30 2053-02-16 0.55506 N/A 88200000.00 123199.18 Agency Collateralized Mortgage Obligation GNMA_13-125 N/A 38378KQ69 2054-10-16 0.24485 N/A 65000000.00 264456.58 Agency Collateralized Mortgage Obligation GNMA_13-129 N/A 38378WQ55 2043-09-20 1.66693 N/A 20708456.00 159029.94 Agency Collateralized Mortgage Obligation GNMA_13-18B N/A 38378FT34 2043-02-20 3.5 N/A 85714285.00 2017492.36 Agency Collateralized Mortgage Obligation GNMA_13-33 N/A 38378B7K9 2054-04-16 0.18089 N/A 116000000.00 81249.92 Agency Collateralized Mortgage Obligation GNMA_14-126 N/A 38378XMU2 2055-02-16 0.70726 N/A 40850000.00 218907.53 Agency Collateralized Mortgage Obligation GNMA_16-067 N/A 38379USK3 2057-07-16 0.76006 N/A 138981000.00 426240.17 Agency Collateralized Mortgage Obligation GNMA_16-78B N/A 38379XRL6 2046-06-20 4.5 N/A 17341919.00 73567.64 Agency Collateralized Mortgage Obligation GNMA_16-87 N/A 38379UVH6 2058-08-16 0.626 N/A 50000000.00 409000.62 Agency Collateralized Mortgage Obligation GNMA_16-92 N/A 38379UWY8 2058-04-16 0.61831 N/A 77251864.00 221419.06 Agency Collateralized Mortgage Obligation GNMA_17-154A N/A 38380JCQ9 2058-12-16 0.62022 N/A 45000000.00 969241.98 Agency Collateralized Mortgage Obligation GNMA_17-167 N/A 38380H2Y7 2047-11-20 4.5 N/A 90954488.00 4391844.44 Agency Collateralized Mortgage Obligation GNMA_18-127 N/A 38380YYA7 2044-10-20 5 N/A 6129737.00 325251.51 Agency Collateralized Mortgage Obligation GNMA_18-42E N/A 38380VQM6 2046-11-20 1.66693 N/A 100224619.00 3056465.75 Agency Collateralized Mortgage Obligation GNMA_19-119A N/A 38381YYQ1 2049-09-20 1.61693 N/A 74202080.00 3405584.78 Agency Collateralized Mortgage Obligation GNMA_19-122 N/A 38380NRV3 2061-07-16 1.00445 N/A 37500000.00 753490.01 Agency Collateralized Mortgage Obligation GNMA_19-125B N/A 38382ANW1 2049-10-20 1.61693 N/A 61643345.00 2487433.11 Agency Collateralized Mortgage Obligation GNMA_19-128F N/A 38382AFE0 2049-10-20 3.5 N/A 10731815.00 632252.51 Agency Collateralized Mortgage Obligation GNMA_19-141 N/A 38380NUM9 2062-01-16 0.61744 N/A 25719162.00 694713.56 Agency Collateralized Mortgage Obligation GNMA_19-151 N/A 38382BBL6 2049-12-20 4 N/A 110207694.00 5729448.41 Agency Collateralized Mortgage Obligation GNMA_19-152B N/A 38382BXF5 2049-12-20 1.56693 N/A 33948102.00 1155975.77 Agency Collateralized Mortgage Obligation GNMA_19-19 N/A 38380MP21 2060-11-16 0.91692 N/A 140000000.00 854298.86 Agency Collateralized Mortgage Obligation GNMA_19-59A N/A 38381VG20 2048-02-20 1.66693 N/A 96097941.00 2904808.97 Agency Collateralized Mortgage Obligation GNMA_20-029 N/A 38380N4W6 2060-01-16 0.93169 N/A 6100000.00 256797.78 Agency Collateralized Mortgage Obligation GNMA_20-039 N/A 38380PAR5 2062-02-16 0.74955 N/A 127000000.00 3574526.00 Agency Collateralized Mortgage Obligation GNMA_20-104D N/A 38382HGX2 2050-07-20 3 N/A 37916667.00 3762824.76 Agency Collateralized Mortgage Obligation GNMA_20-112 N/A 38382HLM0 2050-08-20 1.86693 N/A 53398000.00 4233256.56 Agency Collateralized Mortgage Obligation GNMA_20-112D N/A 38382HKS8 2050-08-20 1.81693 N/A 36932087.00 3065118.98 Agency Collateralized Mortgage Obligation GNMA_20-122K N/A 38382HPN4 2044-01-20 0.09394 N/A 58785697.00 848464.11 Agency Collateralized Mortgage Obligation GNMA_20-127C N/A 38382H6V7 2050-08-20 3 N/A 41662874.00 3181366.13 Agency Collateralized Mortgage Obligation GNMA_20-133H N/A 38382JB96 2050-09-20 1.86693 N/A 66796231.00 4887322.78 Agency Collateralized Mortgage Obligation GNMA_20-142A N/A 38382JPP5 2050-09-20 1.86693 N/A 41488602.00 3414459.27 Agency Collateralized Mortgage Obligation GNMA_20-142K N/A 38382JQR0 2050-09-20 3.5 N/A 24566517.00 1965659.67 Agency Collateralized Mortgage Obligation GNMA_20-146B N/A 38382KVE0 2050-09-20 3.5 N/A 19285714.00 2012132.35 Agency Collateralized Mortgage Obligation GNMA_20-147 N/A 38380P8J6 2062-06-16 0.90811 N/A 56000000.00 3221258.08 Agency Collateralized Mortgage Obligation GNMA_20-149V N/A 38382KER0 2050-10-20 3 N/A 18920483.00 2342289.70 Agency Collateralized Mortgage Obligation GNMA_20-164A N/A 38382LDX6 2050-11-20 0 N/A 72000000.00 1019467.74 Agency Collateralized Mortgage Obligation GNMA_20-166A N/A 38382LPZ8 2050-11-20 0 N/A 75000000.00 626340.51 Agency Collateralized Mortgage Obligation GNMA_20-167P N/A 38382LDU2 2050-11-20 3.5 N/A 44016000.00 3289585.38 Agency Collateralized Mortgage Obligation GNMA_20-17N N/A 38382CM65 2040-04-20 0.39555 N/A 138116787.00 648741.40 Agency Collateralized Mortgage Obligation GNMA_20-184 N/A 38380RKU3 2060-11-16 0.91154 N/A 45596000.00 2727381.60 Agency Collateralized Mortgage Obligation GNMA_20-185L N/A 38382LS85 2050-07-20 3.5 N/A 37247719.00 2966600.43 Agency Collateralized Mortgage Obligation GNMA_20-187F N/A 38382LB42 2050-12-20 3 N/A 11130983.00 1334253.79 Agency Collateralized Mortgage Obligation GNMA_20-191 N/A 38382MHB8 2050-12-20 0 N/A 72135472.00 480120.03 Agency Collateralized Mortgage Obligation GNMA_20-191M N/A 38382MKD0 2050-12-20 5.5 N/A 5032727.00 267435.17 Agency Collateralized Mortgage Obligation GNMA_20-31A N/A 38382DUC1 2050-03-20 1.66693 N/A 47654869.00 2512820.06 Agency Collateralized Mortgage Obligation GNMA_20-36 N/A 38382DT41 2050-03-20 1.61693 N/A 58333333.00 3017979.35 Agency Collateralized Mortgage Obligation GNMA_20-36F N/A 38382D3C1 2050-03-20 1.66693 N/A 32204571.00 2034097.90 Agency Collateralized Mortgage Obligation GNMA_20-57 N/A 38380PFH2 2060-01-16 1.79401 N/A 15700000.00 1234856.12 Agency Collateralized Mortgage Obligation GNMA_20-61 N/A 38382EU70 2048-01-20 4.5 N/A 39141711.00 3064873.55 Agency Collateralized Mortgage Obligation GNMA_20-69 N/A 38380PMP6 2062-04-16 1.29865 N/A 27400000.00 1858221.81 Agency Collateralized Mortgage Obligation GNMA_20-74B N/A 38382E4X2 2050-05-20 3.5 N/A 29290500.00 2399515.39 Agency Collateralized Mortgage Obligation GNMA_20-84K N/A 38382FT95 2050-06-20 1.71693 N/A 37458332.00 2565353.03 Agency Collateralized Mortgage Obligation GNMA_20-96F N/A 38382GK92 2046-01-20 1.76693 N/A 66473586.00 2794081.41 Agency Collateralized Mortgage Obligation GNMA_20-98A N/A 38382GRP9 2050-07-20 1.76693 N/A 49592185.00 3289186.08 Agency Collateralized Mortgage Obligation GNMA_21-105P N/A 38382TZA5 2051-06-20 3 N/A 50000000.00 4305172.45 Agency Collateralized Mortgage Obligation GNMA_21-112 N/A 38381DQY9 2063-10-16 0.95656 N/A 61000000.00 3421558.46 Agency Collateralized Mortgage Obligation GNMA_21-116N N/A 38382WSE8 2050-12-20 1.86693 N/A 45853393.00 3598798.07 Agency Collateralized Mortgage Obligation GNMA_21-122E N/A 38382WAU1 2051-07-20 0 N/A 75820849.00 501346.61 Agency Collateralized Mortgage Obligation GNMA_21-122L N/A 38382WDK0 2051-07-20 2.5 N/A 30220000.00 2321032.41 Agency Collateralized Mortgage Obligation GNMA_21-124 N/A 38381DUJ7 2062-10-16 0.99097 N/A 33300000.00 1810310.81 Agency Collateralized Mortgage Obligation GNMA_21-136G N/A 38382WT56 2051-08-20 3 N/A 33333333.00 3040459.04 Agency Collateralized Mortgage Obligation GNMA_21-136H N/A 38382WU39 2049-02-20 4 N/A 19235093.00 2371045.00 Agency Collateralized Mortgage Obligation GNMA_21-138A N/A 38382XYN9 2051-08-20 0 N/A 188559851.00 1204829.10 Agency Collateralized Mortgage Obligation GNMA_21-139L N/A 38382XKM6 2051-08-20 3 N/A 18522432.00 2369802.03 Agency Collateralized Mortgage Obligation GNMA_21-140K N/A 38382XVB8 2051-08-20 1.86693 N/A 25000000.00 2546641.14 Agency Collateralized Mortgage Obligation GNMA_21-146 N/A 38382WYP6 2045-12-20 4 N/A 10083352.00 1030883.46 Agency Collateralized Mortgage Obligation GNMA_21-146A N/A 38382WYK7 2043-08-20 3.5 N/A 11597408.00 1168759.99 Agency Collateralized Mortgage Obligation GNMA_21-146E N/A 38382WZH3 2051-08-20 4.5 N/A 8082783.00 853026.71 Agency Collateralized Mortgage Obligation GNMA_21-146M N/A 38382WM38 2050-07-20 2.5 N/A 21864966.00 1859516.69 Agency Collateralized Mortgage Obligation GNMA_21-147 N/A 38381DF96 2061-06-16 0.98553 N/A 53425000.00 3658703.16 Agency Collateralized Mortgage Obligation GNMA_21-154K N/A 38383AHH0 2051-09-20 3 N/A 44710131.00 3844208.49 Agency Collateralized Mortgage Obligation GNMA_21-158L N/A 38382XY82 2051-09-20 3 N/A 18758179.00 2681297.30 Agency Collateralized Mortgage Obligation GNMA_21-158Q N/A 38382X4G7 2051-09-20 2.5 N/A 21014707.00 2215709.56 Agency Collateralized Mortgage Obligation GNMA_21-159D N/A 38382XH57 2051-09-20 2.5 N/A 34505500.00 2509560.86 Agency Collateralized Mortgage Obligation GNMA_21-160S N/A 38383AWD2 2051-09-20 1.86693 N/A 26227344.00 3146313.64 Agency Collateralized Mortgage Obligation GNMA_21-165H N/A 38383ABV5 2051-09-20 2.5 N/A 44820000.00 3627105.74 Agency Collateralized Mortgage Obligation GNMA_21-17 N/A 38380RNX4 2061-01-16 1.05107 N/A 71213976.00 4942858.91 Agency Collateralized Mortgage Obligation GNMA_21-176B N/A 38383CCE8 2051-10-20 0 N/A 133375001.00 595628.86 Agency Collateralized Mortgage Obligation GNMA_21-176P N/A 38383CET3 2051-10-20 3 N/A 31242552.00 2262910.81 Agency Collateralized Mortgage Obligation GNMA_21-177M N/A 38383CJB7 2051-10-20 3.5 N/A 64957500.00 5642052.53 Agency Collateralized Mortgage Obligation GNMA_21-179J N/A 38383CZN3 2051-10-20 0 N/A 100001000.00 509679.65 Agency Collateralized Mortgage Obligation GNMA_21-18B N/A 38382G6D9 2051-01-20 2.5 N/A 28234438.00 3036202.29 Agency Collateralized Mortgage Obligation GNMA_21-1H N/A 38382MN39 2051-01-20 1.86693 N/A 27390980.00 2978507.00 Agency Collateralized Mortgage Obligation GNMA_21-225G N/A 38383FUX9 2051-12-20 2 N/A 17381626.00 1662027.36 Agency Collateralized Mortgage Obligation GNMA_21-226C N/A 38383FAE3 2051-12-20 0 N/A 111124000.00 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Agency Collateralized Mortgage Obligation GNMA_22-161F N/A 38383YTJ1 2052-09-20 1.62994 N/A 30000000.00 2087302.94 Agency Collateralized Mortgage Obligation GNMA_22-172F N/A 38383YT77 2052-10-20 3.85988 N/A 3726693.00 2976295.48 Agency Collateralized Mortgage Obligation GNMA_22-188A N/A 38383LHM5 2052-11-20 4.67467 N/A 4545455.00 3575465.24 Agency Collateralized Mortgage Obligation GNMA_22-189B N/A 38383LDN7 2052-09-20 3.79988 N/A 2387140.00 1803823.89 Agency Collateralized Mortgage Obligation GNMA_22-1C N/A 38383GRR4 2052-01-20 0 N/A 65765005.00 497998.63 Agency Collateralized Mortgage Obligation GNMA_22-218G N/A 38383L7F1 2050-07-20 3 N/A 23550497.00 2911728.15 Agency Collateralized Mortgage Obligation GNMA_22-22A N/A 38383MRV2 2051-08-20 3 N/A 42897337.00 4113052.01 Agency Collateralized Mortgage Obligation GNMA_22-22D N/A 38383MSA7 2052-02-20 0 N/A 50000000.00 96781.03 Agency Collateralized Mortgage Obligation GNMA_22-24A N/A 38383FW58 2052-02-20 0 N/A 250000000.00 969179.05 Agency Collateralized Mortgage Obligation GNMA_22-63D N/A 38383RAU1 2050-10-20 0 N/A 30000000.00 153588.56 Agency Collateralized Mortgage Obligation GNMA_22-63T N/A 38383RDW4 2050-08-20 4.5 N/A 8980929.00 1014008.76 Agency Collateralized Mortgage Obligation GNMA_22-6E N/A 38383GJW2 2052-01-20 0 N/A 54600000.00 780091.09 Agency Collateralized Mortgage Obligation GNMA_22-81F N/A 38383RWU7 2047-03-20 1.66693 N/A 50920532.00 4431370.52 Agency Collateralized Mortgage Obligation GNMA_23-1 N/A 38383VAM0 2047-11-20 4 N/A 30811165.00 3537896.73 Agency Collateralized Mortgage Obligation GNMA_23-103G N/A 38384CEH8 2053-07-20 1.59994 N/A 105000000.00 2010189.46 Agency Collateralized Mortgage Obligation GNMA_23-114E N/A 38384EAS4 2053-08-20 1.64994 N/A 150000000.00 2869188.21 Agency Collateralized Mortgage Obligation GNMA_23-116J N/A 38384EEX9 2053-08-20 6.5 N/A 3461538.00 438237.73 Agency Collateralized Mortgage Obligation GNMA_23-123F N/A 38384CSP5 2049-07-20 1.61693 N/A 33283888.00 3170859.38 Agency Collateralized Mortgage Obligation GNMA_23-130A N/A 38384EQA6 2053-09-20 1.34994 N/A 75000000.00 3087978.20 Agency Collateralized Mortgage Obligation GNMA_23-135D N/A 38384EHZ1 2053-09-20 1.24994 N/A 134019143.00 2289504.61 Agency Collateralized Mortgage Obligation GNMA_23-137B N/A 38384EVF9 2051-06-20 1.89994 N/A 33162715.00 4147806.21 Agency Collateralized Mortgage Obligation GNMA_23-137C N/A 38384EVL6 2051-08-20 1.89994 N/A 21391519.00 2632849.95 Agency Collateralized Mortgage Obligation GNMA_23-141B N/A 38384ED69 2046-10-20 1.58693 N/A 50308129.00 5260721.21 Agency Collateralized Mortgage Obligation GNMA_23-146F N/A 38384DAV9 2053-10-20 1.34994 N/A 62979008.00 1576736.61 Agency Collateralized Mortgage Obligation GNMA_23-147J N/A 38384DSJ7 2051-05-20 1.89994 N/A 5170476.00 628731.99 Agency Collateralized Mortgage Obligation GNMA_23-152L N/A 38384DWJ2 2051-04-20 2.49994 N/A 27543477.00 4199870.40 Agency Collateralized Mortgage Obligation GNMA_23-153D N/A 38384E5Y7 2053-10-20 1.97994 N/A 200000000.00 4887851.16 Agency Collateralized Mortgage Obligation GNMA_23-164H N/A 38384D3G0 2053-11-20 1.04994 N/A 85000000.00 2764972.86 Agency Collateralized Mortgage Obligation GNMA_23-165F N/A 38384D6M4 2050-07-20 1.71693 N/A 28890599.00 3248907.72 Agency Collateralized Mortgage Obligation GNMA_23-166B N/A 38384GAE0 2053-11-20 1.64994 N/A 150000000.00 3113885.94 Agency Collateralized Mortgage Obligation GNMA_23-173J N/A 38384GHA1 2053-11-20 1.14994 N/A 100000000.00 4172708.34 Agency Collateralized Mortgage Obligation GNMA_23-182D N/A 38384GPY0 2053-12-20 1.34994 N/A 50000000.00 2124592.91 Agency Collateralized Mortgage Obligation GNMA_23-183B N/A 38384HBE7 2053-12-20 1.49994 N/A 50000000.00 1676991.28 Agency Collateralized Mortgage Obligation GNMA_23-185A N/A 38384GTT7 2053-12-20 2.04994 N/A 150000000.00 3603867.35 Agency Collateralized Mortgage Obligation GNMA_23-185B N/A 38384GTV2 2053-12-20 1.34994 N/A 100000000.00 1837618.00 Agency Collateralized Mortgage Obligation GNMA_23-185C N/A 38384GTW0 2051-01-20 2.5 N/A 35549830.00 4420796.61 Agency Collateralized Mortgage Obligation GNMA_23-188D N/A 38384HRN0 2053-12-20 1.49994 N/A 50000000.00 2485036.55 Agency Collateralized Mortgage Obligation GNMA_23-189E N/A 38384GMN7 2053-12-20 1.64994 N/A 42880594.00 2779744.41 Agency Collateralized Mortgage Obligation GNMA_23-192F N/A 38384GD72 2053-12-20 7 N/A 10665013.00 1380346.48 Agency Collateralized Mortgage Obligation GNMA_23-195A N/A 38384HPE2 2053-12-20 1.79994 N/A 50000000.00 2224327.48 Agency Collateralized Mortgage Obligation GNMA_23-1A N/A 38383VAH1 2053-01-20 2.79994 N/A 55620961.00 3320355.08 Agency Collateralized Mortgage Obligation GNMA_23-23A N/A 38383V7X0 2053-02-20 1.34994 N/A 100000000.00 4499427.64 Agency Collateralized Mortgage Obligation GNMA_23-48L N/A 38383WUM6 2053-03-20 1.24994 N/A 100000000.00 2193613.59 Agency Collateralized Mortgage Obligation GNMA_23-54B N/A 38383XLM4 2053-04-20 1.79994 N/A 51071341.00 2020005.22 Agency Collateralized Mortgage Obligation GNMA_23-57F N/A 38383XKW3 2053-04-20 1.81994 N/A 58536982.00 4104099.86 Agency Collateralized Mortgage Obligation GNMA_23-58A N/A 38383XTC8 2053-04-20 1.20994 N/A 100000000.00 3308667.58 Agency Collateralized Mortgage Obligation GNMA_23-70H N/A 38384AFR9 2053-05-20 3.53988 N/A 8333334.00 5344582.17 Agency Collateralized Mortgage Obligation GNMA_23-70L N/A 38384AFS7 2053-05-20 2.99982 N/A 4166667.00 2698584.42 Agency Collateralized Mortgage Obligation GNMA_23-82D N/A 38384AQ63 2053-06-20 1.69994 N/A 14105893.00 1151120.86 Agency Collateralized Mortgage Obligation GNMA_23-85C N/A 38384BLG4 2053-06-20 4.07986 N/A 7158736.00 6517851.88 Agency Collateralized Mortgage Obligation GNMA_23-87 N/A 38384BQG9 2053-06-20 3.39988 N/A 3846154.00 1855415.92 Agency Collateralized Mortgage Obligation GNMA_23-98D N/A 38384BXZ9 2053-07-20 1.64994 N/A 71769230.00 2013988.53 Agency Collateralized Mortgage Obligation GNMA_24-111E N/A 38384QV21 2054-07-20 0.84994 N/A 100000000.00 3336367.39 Agency Collateralized Mortgage Obligation GNMA_24-117C N/A 38384Q2X5 2054-07-20 2.19994 N/A 34231517.00 2357345.00 Agency Collateralized Mortgage Obligation GNMA_24-117E N/A 38384Q3B2 2054-07-20 0.89994 N/A 300000000.00 6797747.05 Agency Collateralized Mortgage Obligation GNMA_24-117G N/A 38384Q4N5 2047-05-20 3.99999 N/A 6943298.00 1066057.11 Agency Collateralized Mortgage Obligation GNMA_24-118A N/A 38384UJC4 2054-07-20 1.59994 N/A 100000000.00 6459904.07 Agency Collateralized Mortgage Obligation GNMA_24-125B N/A 38384VLV7 2054-08-20 2.34994 N/A 37792169.00 3222023.28 Agency Collateralized Mortgage Obligation GNMA_24-126U N/A 38384UYN3 2054-08-20 0.93994 N/A 80000000.00 2978642.93 Agency Collateralized Mortgage Obligation GNMA_24-127D N/A 38384URT8 2054-08-20 0.91994 N/A 90000000.00 4454309.79 Agency Collateralized Mortgage Obligation GNMA_24-129A N/A 38384U2Q1 2050-07-20 1.84994 N/A 27284020.00 3588633.04 Agency Collateralized Mortgage Obligation GNMA_24-129C N/A 38384U2U2 2054-08-20 0.94994 N/A 85000000.00 2769199.45 Agency Collateralized Mortgage Obligation GNMA_24-130A N/A 38384VKX4 2054-08-20 2.29994 N/A 59747227.00 3889139.12 Agency Collateralized Mortgage Obligation GNMA_24-132B N/A 38384UPC7 2064-08-20 1.54994 N/A 85321161.00 1614783.10 Agency Collateralized Mortgage Obligation GNMA_24-136B N/A 38384UMB2 2054-08-20 0.87994 N/A 40000000.00 2075926.59 Agency Collateralized Mortgage Obligation GNMA_24-147A N/A 38384WW68 2054-09-20 0.91994 N/A 100000000.00 5186110.97 Agency Collateralized Mortgage Obligation GNMA_24-149A N/A 38384WXH3 2054-09-20 1.09994 N/A 100000000.00 5565958.73 Agency Collateralized Mortgage Obligation GNMA_24-151B N/A 38384WCR4 2054-09-20 0.34994 N/A 100000000.00 4346363.59 Agency Collateralized Mortgage Obligation GNMA_24-151D N/A 38384WDB8 2054-09-20 0.34994 N/A 80000000.00 3389860.96 Agency Collateralized Mortgage Obligation GNMA_24-159M N/A 38384YCY5 2054-10-20 1.04994 N/A 100000000.00 2683097.00 Agency Collateralized Mortgage Obligation GNMA_24-162A N/A 38384YM81 2054-10-20 1.14994 N/A 129491602.00 5571773.79 Agency Collateralized Mortgage Obligation GNMA_24-167F N/A 38384YZD6 2054-10-20 0.54994 N/A 200000000.00 6664455.30 Agency Collateralized Mortgage Obligation GNMA_24-171B N/A 38384XQG1 2054-10-20 0.49994 N/A 100000000.00 2754690.90 Agency Collateralized Mortgage Obligation GNMA_24-173J N/A 38384VRM1 2054-10-20 1.14994 N/A 17214656.00 1085561.67 Agency Collateralized Mortgage Obligation GNMA_24-173J N/A 38384VRK5 2054-10-20 1.14994 N/A 46837432.00 2111977.83 Agency Collateralized Mortgage Obligation GNMA_24-174A N/A 38384VRX7 2054-10-20 0.57641 N/A 170000000.00 4755010.58 Agency Collateralized Mortgage Obligation GNMA_24-174F N/A 38384VSL2 2051-07-20 1.86693 N/A 45451507.00 6163283.66 Agency Collateralized Mortgage Obligation GNMA_24-174H N/A 38384VSP3 2050-12-20 1.91693 N/A 54503825.00 6923818.61 Agency Collateralized Mortgage Obligation GNMA_24-174J N/A 38384VSR9 2051-04-20 2.24193 N/A 21566888.00 3212350.24 Agency Collateralized Mortgage Obligation GNMA_24-174L N/A 38384VSU2 2050-01-20 1.61693 N/A 44500075.00 5065173.83 Agency Collateralized Mortgage Obligation GNMA_24-175A N/A 38384VTD9 2054-10-20 1.66994 N/A 67391304.00 6571553.35 Agency Collateralized Mortgage Obligation GNMA_24-182 N/A 38384YZ20 2054-11-20 1.04994 N/A 65000000.00 2453511.29 Agency Collateralized Mortgage Obligation GNMA_24-183A N/A 38384XVV2 2054-11-20 0.14994 N/A 150000000.00 2960186.25 Agency Collateralized Mortgage Obligation GNMA_24-183C N/A 38384XWD1 2054-11-20 0.09994 N/A 50000000.00 912841.36 Agency Collateralized Mortgage Obligation GNMA_24-183D N/A 38384XWF6 2054-11-20 0 N/A 250000000.00 3475700.59 Agency Collateralized Mortgage Obligation GNMA_24-183E N/A 38384XWH2 2054-11-20 0 N/A 100000000.00 1842455.63 Agency Collateralized Mortgage Obligation GNMA_24-184T N/A 38384XG31 2054-11-20 0.24994 N/A 70000000.00 3441558.66 Agency Collateralized Mortgage Obligation GNMA_24-186A N/A 38384XUW1 2054-11-20 0.04994 N/A 100000000.00 1878916.42 Agency Collateralized Mortgage Obligation GNMA_24-196K N/A 38385BPL8 2054-02-20 2.19994 N/A 32644390.00 1828416.27 Agency Collateralized Mortgage Obligation GNMA_24-200B N/A 38385BQP8 2054-12-20 1.54994 N/A 100000000.00 6686001.18 Agency Collateralized Mortgage Obligation GNMA_24-21E N/A 38384JCC6 2054-02-20 0.89994 N/A 50000000.00 973555.82 Agency Collateralized Mortgage Obligation GNMA_24-23C N/A 38384J2G8 2054-02-20 2.19994 N/A 100000000.00 2854291.84 Agency Collateralized Mortgage Obligation GNMA_24-23L N/A 38384J4A9 2050-10-20 3 N/A 27300757.00 3203719.18 Agency Collateralized Mortgage Obligation GNMA_24-24A N/A 38384JU28 2054-02-20 2.64994 N/A 57420708.00 4026469.80 Agency Collateralized Mortgage Obligation GNMA_24-24D N/A 38384JV84 2054-02-20 1.59994 N/A 50000000.00 2411355.61 Agency Collateralized Mortgage Obligation GNMA_24-24G N/A 38384JW83 2051-08-20 2.5 N/A 68463353.00 6147323.16 Agency Collateralized Mortgage Obligation GNMA_24-24G N/A 38384JX74 2046-05-20 4 N/A 23484380.00 3403491.51 Agency Collateralized Mortgage Obligation GNMA_24-26C N/A 38384J5U4 2054-02-20 0.84994 N/A 100000000.00 1894974.94 Agency Collateralized Mortgage Obligation GNMA_24-30F N/A 38384JJX3 2054-02-20 1.44994 N/A 102500000.00 5491142.19 Agency Collateralized Mortgage Obligation GNMA_24-57B N/A 38384NCY9 2054-04-20 1.04994 N/A 50000000.00 2613732.62 Agency Collateralized Mortgage Obligation GNMA_24-58R N/A 38384NGB5 2054-04-20 1.54994 N/A 75000000.00 2541048.30 Agency Collateralized Mortgage Obligation GNMA_24-59A N/A 38384MC70 2054-04-20 1.04994 N/A 100500000.00 3905022.14 Agency Collateralized Mortgage Obligation GNMA_24-60B N/A 38384NHT5 2054-04-20 0.96661 N/A 150000000.00 4606881.24 Agency Collateralized Mortgage Obligation GNMA_24-61H N/A 38384MFP7 2054-04-20 0.99661 N/A 150000000.00 5683079.96 Agency Collateralized Mortgage Obligation GNMA_24-62B N/A 38384MDQ7 2054-04-20 1.09994 N/A 64958117.00 3428756.27 Agency Collateralized Mortgage Obligation GNMA_24-65F N/A 38384NKQ7 2051-06-20 2.74994 N/A 26962927.00 4424452.32 Agency Collateralized Mortgage Obligation GNMA_24-65G N/A 38384NKS3 2050-09-20 2.74994 N/A 12935418.00 2129314.45 Agency Collateralized Mortgage Obligation GNMA_24-65H N/A 38384NKV6 2051-04-20 2.74994 N/A 23993616.00 4037188.97 Agency Collateralized Mortgage Obligation GNMA_24-65J N/A 38384NKX2 2051-04-20 2.74994 N/A 12475179.00 2070280.45 Agency Collateralized Mortgage Obligation GNMA_24-71A N/A 38384K6H9 2054-04-20 1.14994 N/A 51000000.00 2610786.35 Agency Collateralized Mortgage Obligation GNMA_24-79C N/A 38384PBH2 2054-05-20 1.64994 N/A 50000000.00 2133949.73 Agency Collateralized Mortgage Obligation GNMA_24-83E N/A 38384NND3 2054-05-20 0.82494 N/A 120000000.00 2637538.35 Agency Collateralized Mortgage Obligation GNMA_24-84J N/A 38384NUY9 2054-05-20 2.84994 N/A 50000000.00 2836414.10 Agency Collateralized Mortgage Obligation GNMA_25-15 N/A 38381L2T8 2066-12-16 0.68771 N/A 82089646.00 5057609.17 Agency Collateralized Mortgage Obligation GNMA_25-1AA N/A 38385CHK7 2055-01-20 0.86994 N/A 100000000.00 2615340.77 Agency Collateralized Mortgage Obligation GNMA_25-1CC N/A 38385CJN9 2055-01-20 1.56994 N/A 24000000.00 2540682.01 Agency Collateralized Mortgage Obligation GNMA_25-1E N/A 38385CDL9 2055-01-20 2.24994 N/A 78965220.00 3633736.97 Agency Collateralized Mortgage Obligation GNMA_25-1J N/A 38385CEK0 2055-01-20 0 N/A 100000000.00 3064305.13 Agency Collateralized Mortgage Obligation GNMA_25-22E N/A 38385CR42 2055-02-20 7 N/A 14655955.00 2900586.26 Agency Collateralized Mortgage Obligation GNMA_25-23J N/A 38385DZQ2 2055-02-20 0.89994 N/A 102234978.00 3693158.32 Agency Collateralized Mortgage Obligation GNMA_25-24A N/A 38385CZ92 2055-02-20 0 N/A 200000000.00 2863303.70 Agency Collateralized Mortgage Obligation GNMA_25-24C N/A 38385C2S6 2055-02-20 1.53994 N/A 43102077.00 3034392.42 Agency Collateralized Mortgage Obligation GNMA_25-25Y N/A 38385DGC4 2055-02-20 0.89994 N/A 200000000.00 6429810.14 Agency Collateralized Mortgage Obligation GNMA_25-2N N/A 38385BX39 2055-01-20 2.24994 N/A 40000000.00 4073418.38 Agency Collateralized Mortgage Obligation GNMA_25-45A N/A 38385EEL4 2055-03-20 1.59994 N/A 37000000.00 3663924.71 Agency Collateralized Mortgage Obligation GNMA_25-45A N/A 38385EEJ9 2055-03-20 0.94994 N/A 75000000.00 4181395.88 Agency Collateralized Mortgage Obligation GNMA_25-45B N/A 38385EER1 2055-03-20 0.99994 N/A 93000000.00 5778277.13 Agency Collateralized Mortgage Obligation GNMA_25-4B N/A 38385CCJ5 2055-01-20 0.04994 N/A 100000000.00 2016411.87 Agency Collateralized Mortgage Obligation GNMA_25-4E N/A 38385CBJ6 2055-01-20 0.09105 N/A 253000000.00 5114471.99 Agency Collateralized Mortgage Obligation GNMA_25-69G N/A 38385FCG4 2055-04-20 2.26432 N/A 8719664.00 936596.35 Agency Collateralized Mortgage Obligation GNMA_41-97BB N/A 38385BLV0 2054-12-20 2.29994 N/A 23500000.00 2130924.24 Agency Collateralized Mortgage Obligation GNMA_41-97D 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MORTGAGE ASSOCIATION 1 N/A 3617M45U5 2050-01-15 3.5 N/A 3227305.00 97674.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618H6UQ5 2059-09-15 5.2 N/A 7240000.00 7292984.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618JQH84 2067-09-15 5.83 N/A 4909596.00 4921675.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617NATT7 2050-07-15 2.5 N/A 1594133.00 705532.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179TG33 2047-09-20 3 N/A 3756000.00 573530.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WFH6 2051-05-20 3 N/A 13006000.00 6607582.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VBH2 2049-12-20 4 N/A 754906.00 111831.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179TG41 2047-09-20 3.5 N/A 50000000.00 6075445.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YKR4 2053-11-20 5 N/A 43377501.00 39804426.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179UMM1 2049-02-20 4.5 N/A 6781554.00 516443.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YW34 2054-05-20 4.5 N/A 48424685.00 45411178.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179W5C8 2052-05-20 3 N/A 204054733.00 145048784.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617X9CK6 2045-04-20 4 N/A 2908464.00 1557606.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_15-160 N/A 38379K4K1 2056-01-16 0.2885 N/A 186465000.00 414029.90 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-104 N/A 38380X4E4 2040-02-16 5 N/A 55310692.00 2923956.83 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-173 N/A 38382LNX5 2050-11-20 2.5 N/A 49200000.00 3005761.19 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-61 N/A 38382EW52 2049-08-20 1.61693 N/A 190426859.00 5192395.39 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-199 N/A 38383DNJ3 2051-11-20 3.5 N/A 32013000.00 3644936.31 Agency Collateralized Mortgage Obligation Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2025-05-01 2025-05-07 2025-05-07 Y BARCLAYS BANK PLC 1.0000 7 N Fitch A+ Moody's A1 Standard & Poor's A+ N N 0.0441 1450000000.00 1450000000.00 0.0086 N N Y N Barclays Bank plc Barclays Bank plc 4.37000000 N/A G5GSEF7VJP5I7OUK5573 BYDJ9JXT0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SE9 2048-11-15 3.375 N/A 288248000.00 235371648.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SZ2 2051-08-15 2 N/A 277654400.00 163821759.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCJ8 2026-06-30 0.875 N/A 32922000.00 31904102.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.5 N/A 191781400.00 189285920.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SD1 2048-08-15 3 N/A 226959000.00 171409331.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKY6 2026-06-30 4.625 N/A 700.00 716.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLT6 2026-10-31 4.475609516 N/A 445669800.00 445742444.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RH3 2044-08-15 3.125 N/A 39828800.00 31993006.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TQ1 2043-02-15 3.875 N/A 9769500.00 8927850.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGS4 2030-03-31 3.625 N/A 85700.00 85435.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHW4 2030-08-31 4.125 N/A 100.00 102.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875 N/A 82835200.00 78369861.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TT5 2053-08-15 4.125 N/A 26579800.00 24386443.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810PT9 2037-02-15 4.75 N/A 100.00 105.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEM9 2029-04-30 2.875 N/A 337402000.00 327201325.33 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2025-05-01 2025-05-01 2025-05-01 N N N 0.0437 1675000000.00 1675000000.00 0.0100 N Y Y N Barclays Bank plc Barclays Bank plc 4.38000000 N/A G5GSEF7VJP5I7OUK5573 BYDJ9JXU7 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FHLK_09-1 N/A 3137FLNC4 2046-04-25 0 N/A 40934565.00 3461651.47 Agency Collateralized Mortgage Obligation FHMS_K085 N/A 3137FKJF4 2045-12-25 2.391418 N/A 28530506.00 2100855.79 Agency Collateralized Mortgage Obligation FREMF_17-K69 N/A 30305KAU8 2049-10-25 0.1 N/A 937356543.00 1618270.90 Agency Collateralized Mortgage Obligation FREMF_18-K158 N/A 30308PAN0 2033-11-25 0 N/A 58656261.00 24862629.35 Agency Collateralized Mortgage Obligation FREMF_18-K158 N/A 30308PAS9 2033-11-25 0.1 N/A 78207261.00 504323.83 Agency Collateralized Mortgage Obligation FREMF_18-K158 N/A 30308PAQ3 2033-11-25 0.1 N/A 703865000.00 3489209.91 Agency Collateralized Mortgage Obligation FREMF_18-K80 N/A 30307RAC1 2050-08-25 0.1 N/A 132838590.00 354354.24 Agency Collateralized Mortgage Obligation FREMF_18-KC02 N/A 30297FAF2 2025-08-25 0.1 N/A 483883935.00 18593.38 Agency Collateralized Mortgage Obligation FREMF_18-KW04 N/A 30296MAL5 2032-12-25 0.1 N/A 33470647.00 126604.60 Agency Collateralized Mortgage Obligation FREMF_18-KW04 N/A 30296MAJ0 2028-09-25 0.1 N/A 301231035.00 482653.68 Agency Collateralized Mortgage Obligation FREMF_20-K121 N/A 30318JAC6 2053-11-25 0.1 N/A 262295816.00 1237657.49 Agency Collateralized Mortgage Obligation FREMF_20-K121 N/A 30318JAE2 2053-11-25 0 N/A 105622816.00 54640900.80 Agency Collateralized Mortgage Obligation FREMF_20-K1518 N/A 30318AAE1 2035-10-25 0 N/A 62265384.00 36538012.25 Agency Collateralized Mortgage Obligation FREMF_20-K1518 N/A 30318AAA9 2035-10-25 0.1 N/A 767927000.00 5092886.79 Agency Collateralized Mortgage Obligation FREMF_20-K1518 N/A 30318AAC5 2035-10-25 0.1 N/A 62265384.00 460424.87 Agency Collateralized Mortgage Obligation FREMF_21-K127 N/A 30319JAS0 2054-03-25 0 N/A 108702686.00 55429238.83 Agency Collateralized Mortgage Obligation FREMF_21-K130 N/A 30321VAQ3 2031-07-25 0.1 N/A 230951341.00 1143568.27 Agency Collateralized Mortgage Obligation FRESB MULTIFAMILY MORTGAGE PASS-THROUGH FRESB_18-SB47 N/A 30296KAH8 2038-01-25 0.71362 N/A 125000000.00 185586.46 Agency Collateralized Mortgage Obligation FRESB MULTIFAMILY MORTGAGE PASS-THROUGH FRESB_20-SB78 N/A 30316KAE1 2040-06-25 1.74288 N/A 61500000.00 1649193.03 Agency Collateralized Mortgage Obligation FRESB_19-SB63 N/A 30298BAK9 2039-04-25 1.43311 N/A 17964000.00 301879.05 Agency Collateralized Mortgage Obligation FRESB_19-SB65 N/A 30298LAF8 2039-06-25 1.23506 N/A 10944000.00 161520.95 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618F8Z88 2066-04-15 5.83 N/A 10630828.00 11258231.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179UCA8 2048-09-20 3.5 N/A 7500428.00 845645.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618NQ2N2 2055-04-20 6 N/A 3461580.00 3574965.21 Agency Mortgage-Backed Securities Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2025-05-01 2025-05-01 2025-05-01 N N N 0.0438 200000000.00 200000000.00 0.0012 N Y Y N Barclays Bank plc Barclays Bank plc 4.37000000 N/A G5GSEF7VJP5I7OUK5573 BYDJ9JXW3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912833XN5 2029-02-15 0 N/A 123479836.38 107099865.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128285W6 2029-01-15 0.875 N/A 200.00 249.96 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2025-05-01 2025-05-01 2025-05-01 N N N 0.0437 105000000.00 105000000.00 0.0006 N Y Y N Barclays Capital, Inc. Barclays Capital, Inc. 4.48000000 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 FANNIE MAE FNMA_06-119 N/A 31396LM56 2036-12-25 2.73183 N/A 125000000.00 230013.32 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_10-134 N/A 31398SND1 2040-12-25 4.5 N/A 33120000.00 1835898.79 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_15-30A N/A 3136ANRY5 2045-05-25 1.13183 N/A 41575000.00 437056.32 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_15-35B N/A 3136ANM46 2045-06-25 1.14984 N/A 53140421.00 677354.70 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_16-60 N/A 3136ATMX9 2046-09-25 1.63183 N/A 52100000.00 671244.36 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_17-68 N/A 3136AXQ81 2047-09-25 4.5 N/A 39712487.00 1279342.96 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_18-30 N/A 3136B1K60 2048-05-25 4 N/A 4640000.00 5157171.88 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_18-32 N/A 3136B1C69 2048-05-25 2.02046 N/A 3000000.00 684133.40 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_18-73 N/A 3136B3DN7 2048-10-25 3.5 N/A 5190336.00 5655984.66 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_19-25 N/A 3136B4ZZ4 2049-06-25 3 N/A 11368232.00 9110160.47 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_19-25 N/A 3136B4ZB7 2049-06-25 1.58183 N/A 118240000.00 4480900.13 Agency Collateralized Mortgage Obligation FANNIE MAE REMICS FNMA_14-30 N/A 3136AJH90 2044-05-25 4 N/A 4285371.00 5665989.27 Agency Collateralized Mortgage Obligation FANNIE MAE REMICS FNR_24-16 N/A 3136BRQE0 2051-03-25 0 N/A 2840000.00 1830091.78 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4786 N/A 3137F4XQ0 2048-02-15 3.5 N/A 10101000.00 9733157.84 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4831 N/A 3137FHQK2 2048-10-15 3.5 N/A 8464536.00 9501057.85 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5056 N/A 3137F74L6 2050-12-25 2.5 N/A 11099121.00 1021251.90 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5159 N/A 3137H3UB6 2051-11-25 3 N/A 36942166.00 3592245.46 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_4835 N/A 3137FHRM7 2048-10-15 3.5 N/A 5140000.00 5446706.79 Agency Collateralized Mortgage Obligation FHLMC_3471D N/A 31397WVW2 2035-08-15 1.59081 N/A 200000000.00 200833.14 Agency Collateralized Mortgage Obligation FHLMC_3762 N/A 3137A3QW2 2040-11-15 2.14081 N/A 21863608.00 279747.74 Agency Collateralized Mortgage Obligation FHLMC_38-1 N/A 3137A6KN1 2031-02-15 0.33713 N/A 6000000.00 1331133.17 Agency Collateralized Mortgage Obligation FHLMC_38-38 N/A 3137AA3G6 2041-04-15 2.09081 N/A 21899370.00 317456.48 Agency Collateralized Mortgage Obligation FHLMC_3842 N/A 3137A9QW9 2041-04-15 2.14081 N/A 74504333.00 202279.64 Agency Collateralized Mortgage Obligation FHLMC_3864 N/A 3137ABE23 2039-03-15 1.54081 N/A 135757553.00 275074.25 Agency Collateralized Mortgage Obligation FHLMC_39-33 N/A 3137AFU83 2041-10-15 1.59081 N/A 62969777.00 117038.27 Agency Collateralized Mortgage Obligation FHLMC_39-66 N/A 3137AJXH2 2041-12-15 1.44081 N/A 48000000.00 311397.88 Agency Collateralized Mortgage Obligation FHLMC_3942 N/A 3137AFV25 2041-10-15 2.06081 N/A 40600000.00 300865.97 Agency Collateralized Mortgage Obligation FHLMC_40-30 N/A 3137APKN9 2042-04-15 1.99081 N/A 62000000.00 297577.67 Agency Collateralized Mortgage Obligation FHLMC_40-76 N/A 3137ASG40 2042-07-15 2.24081 N/A 23218083.00 176222.52 Agency Collateralized Mortgage Obligation FHLMC_4016 N/A 3137ANAR6 2042-03-15 2.04081 N/A 120553652.00 873932.24 Agency Collateralized Mortgage Obligation FHLMC_4057 N/A 3137ARJP2 2042-06-15 2.09081 N/A 88571428.00 842395.22 Agency Collateralized Mortgage Obligation FHLMC_4077 N/A 3137ASB37 2042-07-15 1.64081 N/A 110603899.00 618238.08 Agency Collateralized Mortgage Obligation FHLMC_4094 N/A 3137ASVS0 2042-08-15 1.59081 N/A 15661571.00 334576.54 Agency Collateralized Mortgage Obligation FHLMC_4194A N/A 3137B1JS2 2043-04-15 4 N/A 53867746.00 1216558.17 Agency Collateralized Mortgage Obligation FHLMC_42-40 N/A 3137B3VY1 2043-08-15 1.54081 N/A 300300000.00 5034195.92 Agency Collateralized Mortgage Obligation FHLMC_42-44 N/A 3137B3PK8 2028-08-15 4.5 N/A 898353.00 1.39 Agency Collateralized Mortgage Obligation FHLMC_4281 N/A 3137B6N23 2043-12-15 1.54081 N/A 14600000.00 108031.48 Agency Collateralized Mortgage Obligation FHLMC_4321C N/A 3137B8GM3 2044-03-15 3 N/A 7711038.00 9404087.07 Agency Collateralized Mortgage Obligation FHLMC_4385 N/A 3137BDSS6 2044-09-15 4.5 N/A 54151458.00 926367.71 Agency Collateralized Mortgage Obligation FHLMC_4395 N/A 3137BEX58 2026-05-15 4 N/A 1004960.00 1.45 Agency Collateralized Mortgage Obligation FHLMC_44-25B N/A 3137BG4U0 2045-01-15 1.59081 N/A 52600000.00 1112123.18 Agency Collateralized Mortgage Obligation FHLMC_4427 N/A 3137BGBD0 2045-01-15 1.14081 N/A 82000000.00 841076.24 Agency Collateralized Mortgage Obligation FHLMC_4473 N/A 3137BJAS2 2045-05-15 1.14081 N/A 36726000.00 448908.06 Agency Collateralized Mortgage Obligation FHLMC_4491 N/A 3137BKT67 2040-03-15 6 N/A 12467233.00 109220.83 Agency Collateralized Mortgage Obligation FHLMC_45-41 N/A 3137BMCT1 2045-12-15 3.5 N/A 3242000.00 3444631.87 Agency Collateralized Mortgage Obligation FHLMC_4585B N/A 3137BPFR5 2045-06-15 4 N/A 7651750.00 267143.04 Agency Collateralized Mortgage Obligation FHLMC_4601B N/A 3137BQUE5 2045-12-15 4 N/A 11966000.00 213149.56 Agency Collateralized Mortgage Obligation FHLMC_4616A N/A 3137BS3L5 2046-09-15 1.54081 N/A 51499650.00 1248945.13 Agency Collateralized Mortgage Obligation FHLMC_4617 N/A 3137BRXR1 2046-05-15 3.5 N/A 33920285.00 369555.41 Agency Collateralized Mortgage Obligation FHLMC_4621A N/A 3137BSHF3 2046-10-15 3.5 N/A 33242142.00 757543.51 Agency Collateralized Mortgage Obligation FHLMC_4631D N/A 3137BT2F7 2046-11-15 1.54081 N/A 107147046.00 4456521.48 Agency Collateralized Mortgage Obligation FHLMC_4698E N/A 3137F1XP8 2047-07-15 6 N/A 6841485.00 225124.56 Agency Collateralized Mortgage Obligation FHLMC_4701A N/A 3137F1N46 2047-07-15 0 N/A 100864805.00 891463.66 Agency Collateralized Mortgage Obligation FHLMC_4754D N/A 3137FDU42 2048-02-15 1.69081 N/A 11000000.00 340263.30 Agency Collateralized Mortgage Obligation FHLMC_4764D N/A 3137F3S39 2048-01-15 4 N/A 3118250.00 447704.98 Agency Collateralized Mortgage Obligation FHLMC_48-39 N/A 3137FJK81 2056-08-15 0 N/A 5986000.00 1722559.63 Agency Collateralized Mortgage Obligation FHLMC_4820C N/A 3137FHHV8 2048-03-15 1.74081 N/A 25941382.00 475163.99 Agency Collateralized Mortgage Obligation FHLMC_4853A N/A 3137FKT48 2049-02-15 2.14081 N/A 26168899.00 838504.64 Agency Collateralized Mortgage Obligation FHLMC_4877D N/A 3137FLXC3 2049-04-15 4 N/A 5931012.00 144689.36 Agency Collateralized Mortgage Obligation FHLMC_4882B N/A 3137FLVY7 2049-05-15 1.59081 N/A 9396431.00 265828.62 Agency Collateralized Mortgage Obligation FHLMC_4885A N/A 3137FMBE1 2049-06-15 1.59081 N/A 44489213.00 1705376.14 Agency Collateralized Mortgage Obligation FHLMC_4886B N/A 3137FM3U4 2042-03-15 1.54081 N/A 49937809.00 1504513.70 Agency Collateralized Mortgage Obligation FHLMC_4892D N/A 3137FMT69 2047-02-25 1.53183 N/A 114813627.00 4353138.18 Agency Collateralized Mortgage Obligation FHLMC_4897B N/A 3137FMNX6 2049-07-15 1.64081 N/A 65434452.00 2278469.56 Agency Collateralized Mortgage Obligation FHLMC_4898A N/A 3137FMPL0 2049-07-15 1.64081 N/A 56459014.00 1373391.39 Agency Collateralized Mortgage Obligation FHLMC_4903F N/A 3137FN5S5 2049-08-25 1.58183 N/A 44070264.00 1687362.58 Agency Collateralized Mortgage Obligation FHLMC_4906 N/A 3137FNWG1 2049-09-25 1.63183 N/A 61607054.00 1964016.94 Agency Collateralized Mortgage Obligation FHLMC_4906C N/A 3137FNWF3 2049-08-25 1.58183 N/A 75806978.00 2583740.58 Agency Collateralized Mortgage Obligation FHLMC_4908A N/A 3137FNDY3 2049-08-25 1.58183 N/A 28287714.00 900829.21 Agency Collateralized Mortgage Obligation FHLMC_4918B N/A 3137FP3P8 2049-10-25 1.58183 N/A 37957596.00 898644.70 Agency Collateralized Mortgage Obligation FHLMC_4923K N/A 3137FPZS7 2049-11-25 1.53183 N/A 24148291.00 1502788.68 Agency Collateralized Mortgage Obligation FHLMC_4933E N/A 3137FQJT1 2049-12-25 1.53183 N/A 40777284.00 1550473.16 Agency Collateralized Mortgage Obligation FHLMC_4938D N/A 3137FQFY4 2049-12-25 1.53183 N/A 46553866.00 2182946.19 Agency Collateralized Mortgage Obligation FHLMC_4941F N/A 3137FQV42 2049-11-25 3 N/A 7550000.00 5571561.32 Agency Collateralized Mortgage Obligation FHLMC_4941S N/A 3137FQSS3 2049-07-25 4.5 N/A 32180993.00 1504854.91 Agency Collateralized Mortgage Obligation FHLMC_4954A N/A 3137FR3C3 2050-02-25 1.58183 N/A 136016008.00 4800442.88 Agency Collateralized Mortgage Obligation FHLMC_4954B N/A 3137FRE31 2050-02-25 1.58183 N/A 118078268.00 5242274.12 Agency Collateralized Mortgage Obligation FHLMC_4958A N/A 3137FRPP0 2050-03-25 3.5 N/A 24192432.00 1013595.19 Agency Collateralized Mortgage Obligation FHLMC_4962A N/A 3137FRK34 2050-03-25 1.58183 N/A 8977500.00 345963.24 Agency Collateralized Mortgage Obligation FHLMC_4975D N/A 3137FT2T3 2050-05-25 1.53183 N/A 16666666.00 980260.54 Agency Collateralized Mortgage Obligation FHLMC_4977 N/A 3137FRZF1 2050-05-25 4.5 N/A 53072318.00 3768274.80 Agency Collateralized Mortgage Obligation FHLMC_4978 N/A 3137FT6T9 2040-05-25 4 N/A 98513688.00 4454228.19 Agency Collateralized Mortgage Obligation FHLMC_4979 N/A 3137FTXU6 2050-06-25 1.58183 N/A 14447000.00 565302.35 Agency Collateralized Mortgage Obligation FHLMC_4990B N/A 3137FURR7 2050-07-25 1.63183 N/A 29142400.00 2218957.18 Agency Collateralized Mortgage Obligation FHLMC_4998F N/A 3137FVDC3 2050-08-25 1.79631 N/A 25942664.00 1792895.76 Agency Collateralized Mortgage Obligation FHLMC_4999G N/A 3137FV3L4 2048-10-15 1.59081 N/A 14317301.00 663329.85 Agency Collateralized Mortgage Obligation FHLMC_4999L N/A 3137FV4F6 2049-03-25 1.58183 N/A 84300662.00 3025638.30 Agency Collateralized Mortgage Obligation FHLMC_4999N N/A 3137FV4P4 2044-03-25 1.48183 N/A 43898226.00 1392780.78 Agency Collateralized Mortgage Obligation FHLMC_5000 N/A 3137FVEK4 2050-08-25 2 N/A 12000000.00 8621762.33 Agency Collateralized Mortgage Obligation FHLMC_5000AA N/A 3137FVN65 2050-08-25 2 N/A 20000000.00 1537285.81 Agency Collateralized Mortgage Obligation FHLMC_5003B N/A 3137FVJQ6 2050-08-25 2.5 N/A 17226325.00 1422683.12 Agency Collateralized Mortgage Obligation FHLMC_5004D N/A 3137FVBE1 2050-07-25 1.68183 N/A 57228320.00 4619290.51 Agency Collateralized Mortgage Obligation FHLMC_5005B N/A 3137FVCJ9 2040-08-25 4 N/A 35713338.00 1285588.02 Agency Collateralized Mortgage Obligation FHLMC_5007M N/A 3137FVLY6 2050-08-25 1.63183 N/A 4500000.00 299245.95 Agency Collateralized Mortgage Obligation FHLMC_5018E N/A 3137FXA40 2050-10-25 4 N/A 23883521.00 2096614.64 Agency Collateralized Mortgage Obligation FHLMC_5031E N/A 3137FXGJ1 2040-01-25 5 N/A 34645900.00 1800496.69 Agency Collateralized Mortgage Obligation FHLMC_5036N N/A 3137F6TK3 2050-04-25 4 N/A 3251000.00 274095.71 Agency Collateralized Mortgage Obligation FHLMC_5039C N/A 3137F64E4 2045-01-15 4 N/A 21231370.00 841153.99 Agency Collateralized Mortgage Obligation FHLMC_5050E N/A 3137F7RY3 2050-10-25 3 N/A 5368180.00 507980.84 Agency Collateralized Mortgage Obligation FHLMC_5070A N/A 3137F9Y54 2050-08-25 3 N/A 39440000.00 4495834.23 Agency Collateralized Mortgage Obligation FHLMC_5071M N/A 3137F9T92 2048-04-25 4 N/A 35952899.00 3040153.23 Agency Collateralized Mortgage Obligation FHLMC_5076D N/A 3137F9M57 2051-02-25 3 N/A 19310978.00 2089053.97 Agency Collateralized Mortgage Obligation FHLMC_5084E N/A 3137FFL96 2044-10-25 4 N/A 39870250.00 3819336.64 Agency Collateralized Mortgage Obligation FHLMC_5086K N/A 3137FFHE0 2051-03-25 2.5 N/A 15000000.00 1751347.77 Agency Collateralized Mortgage Obligation FHLMC_5087 N/A 3137FFMB0 2051-03-25 4 N/A 32500000.00 2909822.30 Agency Collateralized Mortgage Obligation FHLMC_5103E N/A 3137H0BF4 2051-05-25 4 N/A 18000000.00 2221190.44 Agency Collateralized Mortgage Obligation FHLMC_5104F N/A 3137H0GJ1 2049-06-25 3.5 N/A 98370798.00 9103889.07 Agency Collateralized Mortgage Obligation FHLMC_5114H N/A 3137H0QK7 2047-06-15 1.54081 N/A 62164503.00 3858811.84 Agency Collateralized Mortgage Obligation FHLMC_5115N N/A 3137H0X45 2050-12-25 4.5 N/A 8869000.00 1250317.98 Agency Collateralized Mortgage Obligation FHLMC_5121C N/A 3137H0LW6 2051-06-25 4 N/A 3873000.00 412075.20 Agency Collateralized Mortgage Obligation FHLMC_5128D N/A 3137H1C79 2051-07-25 4.5 N/A 13509000.00 1568543.72 Agency Collateralized Mortgage Obligation FHLMC_5132 N/A 3137H1RR9 2051-08-25 3 N/A 21525173.00 2308921.33 Agency Collateralized Mortgage Obligation FHLMC_5134C N/A 3137H1X50 2051-08-25 4 N/A 44062559.00 4501254.47 Agency Collateralized Mortgage Obligation FHLMC_5138A N/A 3137H2JM7 2050-03-25 3.5 N/A 18863683.00 1610153.33 Agency Collateralized Mortgage Obligation FHLMC_5142L N/A 3137H2EQ3 2051-09-25 1.49631 N/A 17311159.00 1470343.61 Agency Collateralized Mortgage Obligation FHLMC_5153A N/A 3137H34D1 2051-10-25 3 N/A 65994666.00 5590729.10 Agency Collateralized Mortgage Obligation FHLMC_5156C N/A 3137H2V92 2050-02-25 3 N/A 38941887.00 4853986.48 Agency Collateralized Mortgage Obligation FHLMC_5158E N/A 3137H3XV9 2035-05-25 3 N/A 79247133.00 3292142.67 Agency Collateralized Mortgage Obligation FHLMC_5183B N/A 3137H4ZH6 2052-01-25 3 N/A 8075000.00 1103946.35 Agency Collateralized Mortgage Obligation FHLMC_5293B N/A 3137H9QH5 2051-02-25 2 N/A 2000000.00 236879.13 Agency Collateralized Mortgage Obligation FHLMC_5305B N/A 3137H9XZ7 2049-07-15 4 N/A 26101907.00 4299132.91 Agency Collateralized Mortgage Obligation FHLMC_5326 N/A 3137HAFL5 2050-10-25 0 N/A 1637000.00 961688.53 Agency Collateralized Mortgage Obligation FHLMC_5363E N/A 3137HBB86 2053-12-25 2.69631 N/A 25288459.00 1996632.72 Agency Collateralized Mortgage Obligation FHLMC_5386E N/A 3137HBYA6 2048-03-15 1.54081 N/A 58537884.00 5964378.38 Agency Collateralized Mortgage Obligation FHLMC_5386G N/A 3137HBYC2 2049-06-15 1.59081 N/A 23750082.00 2546577.80 Agency Collateralized Mortgage Obligation FHLMC_5413E N/A 3137HCPE6 2051-08-25 1 N/A 8562215.00 4911194.99 Agency Collateralized Mortgage Obligation FHLMC_5416B N/A 3137HD6M7 2054-06-25 1.44631 N/A 50000000.00 2458289.30 Agency Collateralized Mortgage Obligation FHLMC_5437A N/A 3137HF6J9 2054-08-25 0.69631 N/A 51662435.00 1577794.64 Agency Collateralized Mortgage Obligation FHLMC_5441A N/A 3137HF2W4 2054-08-25 0.59631 N/A 131800800.00 4438383.33 Agency Collateralized Mortgage Obligation FHLMC_5441B N/A 3137HF2X2 2054-08-25 0.67631 N/A 70000000.00 2731460.86 Agency Collateralized Mortgage Obligation FHLMC_5459A N/A 3137HFZA6 2054-10-25 1.66143 N/A 125888040.00 9045547.65 Agency Collateralized Mortgage Obligation FHLMC_5483A N/A 3137HHNJ6 2054-12-25 5.5 N/A 5672656.00 5520574.53 Agency Collateralized Mortgage Obligation FHLMC_5502A N/A 3137HJTE7 2055-02-25 1.18312 N/A 182000000.00 6933531.23 Agency Collateralized Mortgage Obligation FHLMC_5502B N/A 3137HJSD0 2055-02-25 0.52141 N/A 59750000.00 1842759.12 Agency Collateralized Mortgage Obligation FHLMC_5507A N/A 3137HJPB7 2035-11-25 6 N/A 5240167.00 845116.65 Agency Collateralized Mortgage Obligation FHLMC_5531A N/A 3137HKS39 2055-04-25 0.74631 N/A 31500000.00 1235860.10 Agency Collateralized Mortgage Obligation FHLMC_5531A N/A 3137HKSD7 2055-04-25 1.54631 N/A 75000000.00 4349082.38 Agency Collateralized Mortgage Obligation FHLMC_5531D N/A 3137HKSH8 2050-10-25 3 N/A 786666.00 137627.67 Agency Collateralized Mortgage Obligation FHLMC_5531D N/A 3137HKSC9 2050-10-25 1.63183 N/A 38298943.00 5011020.03 Agency Collateralized Mortgage Obligation FHLMC_5531E N/A 3137HKRW6 2051-09-25 3.5 N/A 54472151.00 10118079.54 Agency Collateralized Mortgage Obligation FHLMC_5531F N/A 3137HKSE5 2050-01-15 1.54081 N/A 48543875.00 5242661.16 Agency Collateralized Mortgage Obligation FHLMC_5531F N/A 3137HKSK1 2043-01-15 4 N/A 960964.00 163482.49 Agency Collateralized Mortgage Obligation FHLMC_5531G N/A 3137HKSL9 2048-09-15 4.5 N/A 555933.00 104680.14 Agency Collateralized Mortgage Obligation FHLMC_5531G N/A 3137HKSF2 2048-10-15 1.69081 N/A 43225082.00 5060303.06 Agency Collateralized Mortgage Obligation FHLMC_5539B N/A 3137HL4U3 2055-05-25 0 N/A 59000000.00 17523.00 Agency Collateralized Mortgage Obligation FHLMC_5539B N/A 3137HL3W0 2055-05-25 1.44237288 N/A 59000000.00 4731229.45 Agency Collateralized Mortgage Obligation FHLMC_5539C N/A 3137HL4W9 2055-05-25 0 N/A 100000000.00 1749700.00 Agency Collateralized Mortgage Obligation FHLMC_5539C N/A 3137HL3X8 2055-05-25 0 N/A 150000000.00 44850.00 Agency Collateralized Mortgage Obligation FHLMC_5539C N/A 3137HL4V1 2055-05-25 0.68333333 N/A 150000000.00 5458336.10 Agency Collateralized Mortgage Obligation FHR_4924 N/A 3137FPEA9 2049-10-25 1.58183 N/A 45076729.00 1519424.63 Agency Collateralized Mortgage Obligation FNMA_10-115 N/A 31398NPN8 2040-10-25 1.53183 N/A 33422321.00 315057.61 Agency Collateralized Mortgage Obligation FNMA_10-136 N/A 31398STD5 2040-12-25 1.53183 N/A 50000000.00 341753.66 Agency Collateralized Mortgage Obligation FNMA_11-126 N/A 3136A2WU3 2041-12-25 1.48183 N/A 107252046.00 573081.91 Agency Collateralized Mortgage Obligation FNMA_12-113 N/A 3136A82V1 2042-10-25 1.63183 N/A 36714285.00 246441.42 Agency Collateralized Mortgage Obligation FNMA_12-128 N/A 3136A9PU6 2042-11-25 1.68183 N/A 29250000.00 499813.79 Agency Collateralized Mortgage Obligation FNMA_12-141 N/A 3136AAAP0 2042-12-25 2.23183 N/A 45267000.00 751997.20 Agency Collateralized Mortgage Obligation FNMA_12-15 N/A 3136A4JZ3 2042-03-25 1.48183 N/A 85000000.00 824229.50 Agency Collateralized Mortgage Obligation FNMA_12-20D N/A 3136A4GQ6 2042-03-25 1.98183 N/A 91164018.00 792342.79 Agency Collateralized Mortgage Obligation FNMA_12-82 N/A 3136A7NM0 2042-08-25 1.60183 N/A 68500000.00 325768.01 Agency Collateralized Mortgage Obligation FNMA_13-107 N/A 3136AGXB3 2043-02-25 1.48183 N/A 123256386.00 2579758.88 Agency Collateralized Mortgage Obligation FNMA_13-20N N/A 3136ACWA5 2043-03-25 1.63183 N/A 13066000.00 281778.51 Agency Collateralized Mortgage Obligation FNMA_13-21 N/A 3136ACQP9 2033-03-25 3.5 N/A 19285714.00 112038.91 Agency Collateralized Mortgage Obligation FNMA_13-44 N/A 3136ADA90 2043-05-25 2.28183 N/A 69433333.00 1016680.01 Agency Collateralized Mortgage Obligation FNMA_14-74 N/A 3136ALXU0 2044-11-25 1.63183 N/A 100000000.00 1037472.32 Agency Collateralized Mortgage Obligation FNMA_14-74B N/A 3136ALWW7 2044-06-25 1.73183 N/A 32328000.00 278329.13 Agency Collateralized Mortgage Obligation FNMA_14-81 N/A 3136ALA43 2039-12-25 3 N/A 3549000.00 4384066.92 Agency Collateralized Mortgage Obligation FNMA_14-90 N/A 3136AMCR8 2045-01-25 1.68183 N/A 188839821.00 2903576.45 Agency Collateralized Mortgage Obligation FNMA_15-16C N/A 3136ANAH0 2045-04-25 4.5 N/A 50000000.00 1067415.41 Agency Collateralized Mortgage Obligation FNMA_15-27C N/A 3136ANWP8 2045-05-25 1.13183 N/A 85000000.00 1246080.17 Agency Collateralized Mortgage Obligation FNMA_15-29 N/A 3136ANUF2 2045-05-25 1.18183 N/A 61902119.00 994373.50 Agency Collateralized Mortgage Obligation FNMA_15-35A N/A 3136ANL88 2045-06-25 1.13183 N/A 160000000.00 1639886.76 Agency Collateralized Mortgage Obligation FNMA_15-37 N/A 3136ANZT7 2045-06-25 1.15183 N/A 59885082.00 947416.44 Agency Collateralized Mortgage Obligation FNMA_15-79 N/A 3136AQKZ2 2045-11-25 1.78183 N/A 24418550.00 379358.81 Agency Collateralized Mortgage Obligation FNMA_16-40 N/A 3136ASF76 2046-07-25 1.38183 N/A 39453154.00 1035100.85 Agency Collateralized Mortgage Obligation FNMA_16-45 N/A 3136ASXT8 2046-07-25 1.53183 N/A 20000000.00 675642.88 Agency Collateralized Mortgage Obligation FNMA_16-53A N/A 3136AS4Y9 2046-08-25 1.53183 N/A 38400349.00 1471457.12 Agency Collateralized Mortgage Obligation FNMA_16-75 N/A 3136AT2X1 2046-10-25 1.53183 N/A 18582352.00 675596.59 Agency Collateralized Mortgage Obligation FNMA_16-78 N/A 3136AUEP2 2039-05-25 1.63183 N/A 67900000.00 881231.10 Agency Collateralized Mortgage Obligation FNMA_16-88D N/A 3136AUTH4 2046-12-25 1.58183 N/A 83467352.00 1406882.95 Agency Collateralized Mortgage Obligation FNMA_17-34A N/A 3136AWUD7 2047-05-25 1.63183 N/A 141990914.00 3032501.57 Agency Collateralized Mortgage Obligation FNMA_18-1A N/A 3136B0XB7 2048-02-25 1.68183 N/A 50000000.00 806672.59 Agency Collateralized Mortgage Obligation FNMA_18-38B N/A 3136B1R63 2048-06-25 1.73183 N/A 80378666.00 1617391.41 Agency Collateralized Mortgage Obligation FNMA_18-60C N/A 3136B2D82 2048-08-25 1.23183 N/A 23967000.00 549371.59 Agency Collateralized Mortgage Obligation FNMA_18-65 N/A 3136B2N73 2048-01-25 4 N/A 9500000.00 283094.47 Agency Collateralized Mortgage Obligation FNMA_19-28B N/A 3136B4VC9 2049-06-25 1.58183 N/A 25240919.00 770544.71 Agency Collateralized Mortgage Obligation FNMA_19-45B N/A 3136B5PP4 2049-08-25 1.58183 N/A 104126044.00 4112579.49 Agency Collateralized Mortgage Obligation FNMA_19-57E N/A 3136B6QK2 2049-10-25 1.58183 N/A 55888578.00 1364919.02 Agency Collateralized Mortgage Obligation FNMA_19-57J N/A 3136B6RW5 2049-10-25 1.53183 N/A 22607858.00 561433.91 Agency Collateralized Mortgage Obligation FNMA_19-59H N/A 3136B6NN9 2049-10-25 1.58183 N/A 36516371.00 1165355.93 Agency Collateralized Mortgage Obligation FNMA_19-68H N/A 3136B6N90 2049-11-25 1.53183 N/A 32999250.00 1396023.55 Agency Collateralized Mortgage Obligation FNMA_19-71D N/A 3136B6B69 2049-11-25 1.58183 N/A 33282680.00 1259021.44 Agency Collateralized Mortgage Obligation FNMA_19-72E N/A 3136B7JL6 2049-12-25 4 N/A 16662375.00 321356.46 Agency Collateralized Mortgage Obligation FNMA_19-83B N/A 3136B8BC2 2050-01-25 1.48183 N/A 6305000.00 389760.17 Agency Collateralized Mortgage Obligation FNMA_20-12B N/A 3136B8H51 2050-03-25 1.58183 N/A 110398000.00 5004193.23 Agency Collateralized Mortgage Obligation FNMA_20-24B N/A 3136B9FT9 2050-04-25 3 N/A 26370279.00 2032731.98 Agency Collateralized Mortgage Obligation FNMA_20-26E N/A 3136B9YP6 2050-05-25 1.48183 N/A 11870512.00 583438.27 Agency Collateralized Mortgage Obligation FNMA_20-27G N/A 3136B87M5 2050-05-25 1.58183 N/A 22318291.00 1530755.09 Agency Collateralized Mortgage Obligation FNMA_20-34G N/A 3136BAJA3 2050-06-25 1.58183 N/A 31926820.00 2123986.92 Agency Collateralized Mortgage Obligation FNMA_20-35L N/A 3136BALS1 2050-02-25 4.5 N/A 40857782.00 1387345.47 Agency Collateralized Mortgage Obligation FNMA_20-52G N/A 3136BBFJ6 2050-08-25 4.5 N/A 14950008.00 1269473.30 Agency Collateralized Mortgage Obligation FNMA_20-62E N/A 3136BBYB2 2050-09-25 2 N/A 5400034.00 412526.82 Agency Collateralized Mortgage Obligation FNMA_20-95A N/A 3136BDNB0 2047-12-25 4 N/A 40026590.00 4087863.90 Agency Collateralized Mortgage Obligation FNMA_21-15D N/A 3136BFWT6 2051-04-25 4.5 N/A 2794000.00 366043.17 Agency Collateralized Mortgage Obligation FNMA_21-28D N/A 3136BHGN3 2051-05-25 0 N/A 25000000.00 809217.08 Agency Collateralized Mortgage Obligation FNMA_21-45A N/A 3136BHV48 2051-07-25 2.5 N/A 8705000.00 988569.19 Agency Collateralized Mortgage Obligation FNMA_21-51A N/A 3136BGUD1 2051-08-25 3 N/A 25750500.00 2557522.64 Agency Collateralized Mortgage Obligation FNMA_21-53D N/A 3136BGNB3 2050-06-25 3 N/A 69974000.00 7717305.38 Agency Collateralized Mortgage Obligation FNMA_21-56D N/A 3136BGJ36 2051-09-25 4.5 N/A 3279000.00 491988.52 Agency Collateralized Mortgage Obligation FNMA_21-70C N/A 3136BG5M9 2051-10-25 4 N/A 90846523.00 10276914.18 Agency Collateralized Mortgage Obligation FNMA_21-82D N/A 3136BKFQ0 2051-11-25 3 N/A 21374999.00 2026485.25 Agency Collateralized Mortgage Obligation FNMA_22-20C N/A 3136BL7M6 2048-04-25 4.5 N/A 56886493.00 6943143.16 Agency Collateralized Mortgage Obligation FNMA_22-31 N/A 3136BNCZ7 2052-03-25 2 N/A 5876311.00 4357445.99 Agency Collateralized Mortgage Obligation FNMA_22-3C N/A 3136BLFL9 2052-02-25 2 N/A 6000000.00 3596928.11 Agency Collateralized Mortgage Obligation FNMA_22-43B N/A 3136BNSV9 2052-07-25 1.04631 N/A 8786000.00 473127.00 Agency Collateralized Mortgage Obligation FNMA_22-62B N/A 3136BN2D7 2052-09-25 4.5 N/A 12871051.00 1872799.11 Agency Collateralized Mortgage Obligation FNMA_22-90B N/A 3136BPRM5 2050-01-25 4 N/A 36074928.00 5015808.72 Agency Collateralized Mortgage Obligation FNMA_23-53F N/A 3136BQTV1 2053-11-25 1.59631 N/A 74472971.00 3934244.06 Agency Collateralized Mortgage Obligation FNMA_23-57C N/A 3136BQQR3 2049-10-25 1.53183 N/A 54205919.00 4863328.81 Agency Collateralized Mortgage Obligation FNMA_24-27E N/A 3136BRZ67 2054-05-25 5.5 N/A 8459732.00 8780375.26 Agency Collateralized Mortgage Obligation FNMA_24-47B N/A 3136BSGS8 2054-07-25 0.84631 N/A 30000000.00 833038.91 Agency Collateralized Mortgage Obligation FNMA_24-67 N/A 3136BSQW8 2054-09-25 0.97631 N/A 125000000.00 4699257.15 Agency Collateralized Mortgage Obligation FNMA_24-9D N/A 3136BRGZ4 2049-11-25 1.58183 N/A 96587793.00 9687224.05 Agency Collateralized Mortgage Obligation FNMA_24-9D N/A 3136BRHC4 2049-11-25 1.53183 N/A 69606673.00 7319441.62 Agency Collateralized Mortgage Obligation FNMA_24-9D N/A 3136BRHB6 2048-05-25 1.63183 N/A 82712887.00 8800377.50 Agency Collateralized Mortgage Obligation FNMA_24-9D N/A 3136BRHA8 2050-03-25 1.53183 N/A 82901889.00 8662683.80 Agency Collateralized Mortgage Obligation FNMA_25-14A N/A 3136BU6X3 2055-03-25 5.5 N/A 6421094.00 6201986.51 Agency Collateralized Mortgage Obligation FNMA_25-27B N/A 3136BVKN7 2052-12-25 6 N/A 4112541.00 635268.79 Agency Collateralized Mortgage Obligation FNMA_25-27C N/A 3136BVKQ0 2050-06-25 1.53183 N/A 88819952.00 10431501.03 Agency Collateralized Mortgage Obligation FNMA_25-27C N/A 3136BVKR8 2050-06-25 4 N/A 1371181.00 266787.30 Agency Collateralized Mortgage Obligation FNMA_25-27D N/A 3136BVKS6 2049-09-25 1.58183 N/A 70650117.00 8116570.31 Agency Collateralized Mortgage Obligation FNMA_25-27D N/A 3136BVKT4 2048-05-25 4 N/A 639801.00 104252.89 Agency Collateralized Mortgage Obligation FNMA_25-27E N/A 3136BVKU1 2049-08-25 1.53183 N/A 52006853.00 5452136.70 Agency Collateralized Mortgage Obligation FNMA_25-27E N/A 3136BVKV9 2049-08-25 4.5 N/A 535378.00 98203.51 Agency Collateralized Mortgage Obligation FNMA_25-27F N/A 3136BVKX5 2049-03-25 5 N/A 859655.00 166596.44 Agency Collateralized Mortgage Obligation FNMA_25-27F N/A 3136BVKW7 2049-03-25 1.48183 N/A 50544901.00 4826548.45 Agency Collateralized Mortgage Obligation FNMA_25-32A N/A 3136BVWU8 2055-05-25 0.9 N/A 86889887.00 4355094.92 Agency Collateralized Mortgage Obligation FNMA_25-32A N/A 3136BVWX2 2055-05-25 5 N/A 6287115.00 6178491.11 Agency Collateralized Mortgage Obligation FNMA_25-32C N/A 3136BVXC7 2055-05-25 0.75 N/A 215000000.00 7825175.69 Agency Collateralized Mortgage Obligation FNMA_25-32C N/A 3136BVXF0 2055-05-25 0 N/A 125500000.00 2195497.00 Agency Collateralized Mortgage Obligation FNMA_25-6B N/A 3136BUUD0 2055-02-25 0 N/A 20000000.00 97838.23 Agency Collateralized Mortgage Obligation FNMA_25-6B N/A 3136BUUC2 2055-02-25 0.04631 N/A 20000000.00 66358.44 Agency Collateralized Mortgage Obligation FNMA_25-7C N/A 3136BUVV9 2054-09-25 0.74631 N/A 101000000.00 2979921.47 Agency Collateralized Mortgage Obligation FNMA_25-8C N/A 3136BURC6 2055-02-25 0.74631 N/A 77000000.00 2291082.40 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3780 N/A 3137A4T98 2040-12-15 2.04081 N/A 46000000.00 278091.91 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3972 N/A 3137AJPJ7 2041-12-15 4 N/A 5685192.00 3892118.26 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3996 N/A 3137ALXC8 2042-02-15 3.5 N/A 10908835.00 8002027.44 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_4526 N/A 3137BM2Z8 2045-11-15 3.5 N/A 8085219.00 7681594.10 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_4548 N/A 3137BMTN6 2046-01-15 3.5 N/A 5200000.00 4308779.19 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_4573 N/A 3137BP6P9 2046-04-15 3 N/A 9436750.00 9643541.79 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_4596 N/A 3137BQPF8 2046-06-15 3 N/A 3175000.00 3635132.16 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_4734 N/A 3137FBXR2 2047-12-15 4 N/A 2048914.00 103270.83 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_4817 N/A 3137FGS89 2048-08-15 3.5 N/A 7926912.00 8881491.08 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_4821 N/A 3137FHHM8 2048-05-15 4 N/A 7000000.00 3367583.02 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_4821 N/A 3137FHDN0 2048-07-15 4 N/A 7183818.00 7898005.70 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_4825 N/A 3137FH7M9 2048-09-15 3.5 N/A 4735000.00 5379816.74 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_4929 N/A 3137FPL29 2049-10-25 1.48183 N/A 50404811.00 3454313.87 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5155 N/A 3137H37F3 2051-10-25 3 N/A 86569995.00 8236514.92 Agency Collateralized Mortgage Obligation FREDDIE MAC REMICS FHR_4901 N/A 3137FMKD3 2049-07-25 1.63183 N/A 84449463.00 2614572.46 Agency Collateralized Mortgage Obligation GNMA_09-61 N/A 38376FAC6 2039-08-20 2.26693 N/A 258300000.00 510842.20 Agency Collateralized Mortgage Obligation GNMA_10-31 N/A 38376XF24 2040-03-20 1.31693 N/A 473125000.00 1748156.20 Agency Collateralized Mortgage Obligation GNMA_10-89 N/A 38377GU64 2040-07-20 1.49693 N/A 34433750.00 179491.19 Agency Collateralized Mortgage Obligation GNMA_11-141 N/A 38377YK33 2041-10-20 1.66693 N/A 54019000.00 580961.40 Agency Collateralized Mortgage Obligation GNMA_11-145 N/A 38378APA3 2041-11-16 1.66459 N/A 54000000.00 1177281.43 Agency Collateralized Mortgage Obligation GNMA_11-51 N/A 38377VCE4 2041-04-20 2.16693 N/A 19416000.00 124328.08 Agency Collateralized Mortgage Obligation GNMA_12-122 N/A 38378HG91 2042-10-20 4 N/A 17684560.00 331906.62 Agency Collateralized Mortgage Obligation GNMA_13-144B N/A 38378UZQ3 2043-01-20 3 N/A 1375760.00 1665516.22 Agency Collateralized Mortgage Obligation GNMA_13-169 N/A 38378YHW2 2043-11-20 1.61693 N/A 50655000.00 828449.58 Agency Collateralized Mortgage Obligation GNMA_13-184 N/A 38378PJN9 2043-12-16 2 N/A 420000.00 381135.18 Agency Collateralized Mortgage Obligation GNMA_13-38 N/A 38378JKM3 2040-12-16 4.5 N/A 30913676.00 178294.45 Agency Collateralized Mortgage Obligation GNMA_14-19 N/A 38379AGE4 2044-02-16 1.66459 N/A 38181818.00 314010.52 Agency Collateralized Mortgage Obligation GNMA_14-56 N/A 38379BCZ9 2039-12-16 1.66459 N/A 69177219.00 514871.02 Agency Collateralized Mortgage Obligation GNMA_15-107 N/A 38379KYN2 2057-03-16 0.51877 N/A 64102666.00 239547.86 Agency Collateralized Mortgage Obligation GNMA_15-111 N/A 38379MNM2 2045-08-20 1.76693 N/A 22237939.00 282611.75 Agency Collateralized Mortgage Obligation GNMA_15-156 N/A 38379QVF9 2045-10-20 1.21693 N/A 18160000.00 145019.25 Agency Collateralized Mortgage Obligation GNMA_15-162A N/A 38379FRN1 2045-11-20 1.76693 N/A 54871344.00 1787826.63 Agency Collateralized Mortgage Obligation GNMA_15-165 N/A 38379FF79 2044-08-20 1.76693 N/A 47506714.00 892460.85 Agency Collateralized Mortgage Obligation GNMA_15-186C N/A 38379TKW8 2045-12-20 4 N/A 20431000.00 501924.20 Agency Collateralized Mortgage Obligation GNMA_15-46 N/A 38379KKG2 2045-04-20 4.5 N/A 26500000.00 457976.09 Agency Collateralized Mortgage Obligation GNMA_15-60A N/A 38379LRC2 2045-04-20 4 N/A 35165143.00 967900.70 Agency Collateralized Mortgage Obligation GNMA_15-65C N/A 38379L4K9 2045-05-20 4 N/A 46727316.00 1162119.76 Agency Collateralized Mortgage Obligation GNMA_15-96C N/A 38379MCJ1 2045-07-20 3.5 N/A 77028571.00 542300.70 Agency Collateralized Mortgage Obligation GNMA_16-002 N/A 38379UCK0 2057-04-16 0.5056 N/A 110000000.00 581927.24 Agency Collateralized Mortgage Obligation GNMA_16-052 N/A 38379UNY8 2058-03-16 0.73992 N/A 27000000.00 185390.15 Agency Collateralized Mortgage Obligation GNMA_16-108F N/A 38379YXS2 2046-08-20 1.61693 N/A 9000000.00 346606.78 Agency Collateralized Mortgage Obligation GNMA_16-133 N/A 38379UR65 2057-12-16 0.70211 N/A 22500000.00 189993.46 Agency Collateralized Mortgage Obligation GNMA_16-153D N/A 38380BP58 2046-11-20 3.5 N/A 8370000.00 373134.96 Agency Collateralized Mortgage Obligation GNMA_16-177 N/A 38379RJQ7 2057-01-16 0.49299 N/A 35098788.00 220723.69 Agency Collateralized Mortgage Obligation GNMA_16-57A N/A 38379WRN4 2046-04-20 1.61693 N/A 42805266.00 1284517.89 Agency Collateralized Mortgage Obligation GNMA_16-60C N/A 38379WB35 2045-12-20 3.5 N/A 16818861.00 537299.14 Agency Collateralized Mortgage Obligation GNMA_16-68 N/A 38379XCC2 2046-05-20 4 N/A 7500000.00 221874.17 Agency Collateralized Mortgage Obligation GNMA_16-69F N/A 38379WN65 2046-05-20 1.66693 N/A 28666666.00 650142.81 Agency Collateralized Mortgage Obligation GNMA_16-75 N/A 38379YFD5 2045-08-20 3.5 N/A 25312449.00 174868.37 Agency Collateralized Mortgage Obligation GNMA_16-77G N/A 38379YLB2 2046-06-20 1.66693 N/A 66122517.00 1756619.82 Agency Collateralized Mortgage Obligation GNMA_16-79 N/A 38379XPB0 2046-06-20 3.5 N/A 60441196.00 503790.40 Agency Collateralized Mortgage Obligation GNMA_16-82M N/A 38379YGY8 2046-06-20 3.5 N/A 11455473.00 386210.00 Agency Collateralized Mortgage Obligation GNMA_17-11 N/A 38380CLL5 2047-01-20 1.66693 N/A 25259773.00 898121.14 Agency Collateralized Mortgage Obligation GNMA_18-104L N/A 38380X5F0 2048-08-20 1.76693 N/A 64759000.00 1525711.46 Agency Collateralized Mortgage Obligation GNMA_18-115K N/A 38380XW94 2048-08-20 1.76693 N/A 22045674.00 422492.92 Agency Collateralized Mortgage Obligation GNMA_18-11E N/A 38380UXH1 2046-07-20 3.5 N/A 50860570.00 585429.75 Agency Collateralized Mortgage Obligation GNMA_18-122J N/A 38380YU45 2048-08-20 1.66693 N/A 24689850.00 1087772.02 Agency Collateralized Mortgage Obligation GNMA_18-155D N/A 38381A3Y0 2048-11-20 1.66693 N/A 230000.00 6470.28 Agency Collateralized Mortgage Obligation GNMA_18-164B N/A 38381BDC5 2048-12-20 1.66693 N/A 8149158.00 204512.54 Agency Collateralized Mortgage Obligation GNMA_18-27B N/A 38380VFY2 2048-02-20 4.5 N/A 17217275.00 830870.89 Agency Collateralized Mortgage Obligation GNMA_18-29 N/A 38380WZF9 2042-03-20 2.16693 N/A 20000000.00 589726.06 Agency Collateralized Mortgage Obligation GNMA_18-49 N/A 38380WSD2 2048-04-20 4 N/A 8400000.00 356616.36 Agency Collateralized Mortgage Obligation GNMA_18-93D N/A 38380XQV2 2048-07-20 1.76693 N/A 50000000.00 1272319.60 Agency Collateralized Mortgage Obligation GNMA_19-103B N/A 38381XX50 2049-08-20 1.61693 N/A 12656000.00 410870.74 Agency Collateralized Mortgage Obligation GNMA_19-108A N/A 38381XXE1 2049-07-20 4.5 N/A 5630608.00 308449.02 Agency Collateralized Mortgage Obligation GNMA_19-112M N/A 38381Y4K7 2049-09-20 1.63693 N/A 9390125.00 316626.40 Agency Collateralized Mortgage Obligation GNMA_19-115C N/A 38381YUE2 2049-09-20 1.66693 N/A 7598875.00 181152.59 Agency Collateralized Mortgage Obligation GNMA_19-121E N/A 38382ABZ7 2049-08-20 1.66693 N/A 6500000.00 142919.18 Agency Collateralized Mortgage Obligation GNMA_19-122 N/A 38380NRV3 2061-07-16 1.00445 N/A 37500000.00 753490.01 Agency Collateralized Mortgage Obligation GNMA_19-128H N/A 38382AFP5 2049-10-20 1.56693 N/A 15292399.00 616656.23 Agency Collateralized Mortgage Obligation GNMA_19-141 N/A 38380NUM9 2062-01-16 0.61744 N/A 25700000.00 694195.97 Agency Collateralized Mortgage Obligation GNMA_19-152C N/A 38382BH89 2049-12-20 1.61693 N/A 6268000.00 181433.53 Agency Collateralized Mortgage Obligation GNMA_19-15E N/A 38381RKY4 2049-02-20 1.61693 N/A 3356000.00 92349.68 Agency Collateralized Mortgage Obligation GNMA_19-18 N/A 38381BX25 2049-02-20 4.5 N/A 17410888.00 74910.82 Agency Collateralized Mortgage Obligation GNMA_19-20 N/A 38381YJG0 2049-08-20 1.66693 N/A 67457884.00 1741299.48 Agency Collateralized Mortgage Obligation GNMA_19-23A N/A 38381RNT2 2049-02-20 1.61693 N/A 33304063.00 785923.06 Agency Collateralized Mortgage Obligation GNMA_19-36B N/A 38381RP45 2049-03-20 1.66693 N/A 16245490.00 468865.14 Agency Collateralized Mortgage Obligation GNMA_19-36B N/A 38381RP52 2049-03-20 1.61693 N/A 43490980.00 962935.00 Agency Collateralized Mortgage Obligation GNMA_19-43G N/A 38381TR49 2049-02-20 4.5 N/A 18153405.00 66140.68 Agency Collateralized Mortgage Obligation GNMA_19-49 N/A 38381TWQ4 2049-04-20 1.10693 N/A 50000000.00 1234428.29 Agency Collateralized Mortgage Obligation GNMA_19-52M N/A 38381VCT5 2049-04-20 1.66693 N/A 7640000.00 203174.71 Agency Collateralized Mortgage Obligation GNMA_19-56B N/A 38381VWL0 2049-05-20 1.71693 N/A 38251837.00 695791.27 Agency Collateralized Mortgage Obligation GNMA_19-5D N/A 38381BE83 2049-01-20 1.71693 N/A 30597675.00 810814.15 Agency Collateralized Mortgage Obligation GNMA_19-65 N/A 38381VKL3 2046-05-20 3.5 N/A 30926454.00 874037.57 Agency Collateralized Mortgage Obligation GNMA_19-65M N/A 38381VKZ2 2049-05-20 1.66693 N/A 8141610.00 260336.39 Agency Collateralized Mortgage Obligation GNMA_19-72B N/A 38381WJT6 2049-06-20 1.61693 N/A 35576285.00 1381775.60 Agency Collateralized Mortgage Obligation GNMA_19-78B N/A 38381WSR0 2049-06-20 1.66693 N/A 19160664.00 561017.13 Agency Collateralized Mortgage Obligation GNMA_19-90H N/A 38381XFH4 2049-07-20 1.66693 N/A 29690784.00 923252.97 Agency Collateralized Mortgage Obligation GNMA_20-039 N/A 38380PAR5 2062-02-16 0.74955 N/A 23000000.00 647355.10 Agency Collateralized Mortgage Obligation GNMA_20-116G N/A 38382HYM6 2050-08-20 1.76693 N/A 3823000.00 233362.21 Agency Collateralized Mortgage Obligation GNMA_20-116J N/A 38382HYW4 2050-08-20 1.76693 N/A 10000000.00 718432.86 Agency Collateralized Mortgage Obligation GNMA_20-11B N/A 38382B6A6 2050-01-20 1.66693 N/A 2254000.00 72669.55 Agency Collateralized Mortgage Obligation GNMA_20-122L N/A 38382HRV4 2050-08-20 3 N/A 27698155.00 1972945.70 Agency Collateralized Mortgage Obligation GNMA_20-134 N/A 38382JCF1 2050-09-20 3 N/A 8366886.00 644772.00 Agency Collateralized Mortgage Obligation GNMA_20-141A N/A 38382JNW2 2050-08-20 2.5 N/A 16906400.00 1153843.51 Agency Collateralized Mortgage Obligation GNMA_20-146E N/A 38382KVY6 2050-10-20 1.86693 N/A 10000000.00 831416.00 Agency Collateralized Mortgage Obligation GNMA_20-147 N/A 38380P8J6 2062-06-16 0.90811 N/A 20800000.00 1196467.29 Agency Collateralized Mortgage Obligation GNMA_20-148J N/A 38382KZW6 2050-10-20 1.86693 N/A 21538000.00 2007950.88 Agency Collateralized Mortgage Obligation GNMA_20-153J N/A 38382KSW4 2050-10-20 0 N/A 71572166.00 558555.41 Agency Collateralized Mortgage Obligation GNMA_20-160A N/A 38382KE58 2050-10-20 1.86693 N/A 10000000.00 1042428.58 Agency Collateralized Mortgage Obligation GNMA_20-167F N/A 38382LAV3 2050-11-20 1.86693 N/A 7396000.00 712054.85 Agency Collateralized Mortgage Obligation GNMA_20-181 N/A 38382LWF4 2050-12-20 1.86693 N/A 17121830.00 1898032.62 Agency Collateralized Mortgage Obligation GNMA_20-181F N/A 38382LWE7 2050-12-20 1.86693 N/A 7559000.00 677733.23 Agency Collateralized Mortgage Obligation GNMA_20-188L N/A 38382L3L3 2050-12-20 1.86693 N/A 2848000.00 268361.02 Agency Collateralized Mortgage Obligation GNMA_20-189L N/A 38382MFM6 2049-12-20 1.61693 N/A 31002000.00 1057433.61 Agency Collateralized Mortgage Obligation GNMA_20-30A N/A 38382DYS2 2050-03-20 1.61693 N/A 10560142.00 703049.93 Agency Collateralized Mortgage Obligation GNMA_20-30G N/A 38382DZM4 2050-03-20 1.61693 N/A 41545861.00 1806319.37 Agency Collateralized Mortgage Obligation GNMA_20-47 N/A 38382EFH5 2044-07-20 0.93693 N/A 15000000.00 408892.41 Agency Collateralized Mortgage Obligation GNMA_20-47J N/A 38382EBX4 2050-01-20 3.5 N/A 14462032.00 236059.05 Agency Collateralized Mortgage Obligation GNMA_20-47R N/A 38382EDK0 2050-04-20 4 N/A 6728012.00 308051.65 Agency Collateralized Mortgage Obligation GNMA_20-57 N/A 38380PFH2 2060-01-16 1.79401 N/A 7200000.00 566303.44 Agency Collateralized Mortgage Obligation GNMA_20-61 N/A 38382ET80 2046-01-20 0.12288 N/A 63634638.00 96064.24 Agency Collateralized Mortgage Obligation GNMA_20-69 N/A 38380PMP6 2062-04-16 1.29865 N/A 9100000.00 617146.66 Agency Collateralized Mortgage Obligation GNMA_20-7D N/A 38382DBD0 2050-01-20 1.61693 N/A 16686252.00 555038.99 Agency Collateralized Mortgage Obligation GNMA_20-85S N/A 38382FWT7 2049-10-20 3.5 N/A 21377446.00 1506445.33 Agency Collateralized Mortgage Obligation GNMA_20-95P N/A 38382G2E1 2050-07-20 1.76693 N/A 3037000.00 243958.55 Agency Collateralized Mortgage Obligation GNMA_20-96C N/A 38382GK68 2049-08-20 1.66693 N/A 8144000.00 320921.59 Agency Collateralized Mortgage Obligation GNMA_20-98G N/A 38382GWB4 2050-07-20 1.76693 N/A 2722000.00 172009.37 Agency Collateralized Mortgage Obligation GNMA_21-107 N/A 38382UEZ0 2051-06-20 3 N/A 3100000.00 352930.83 Agency Collateralized Mortgage Obligation GNMA_21-112 N/A 38381DQY9 2063-10-16 0.95656 N/A 22000000.00 1234004.69 Agency Collateralized Mortgage Obligation GNMA_21-117 N/A 38382WFL6 2051-07-20 5 N/A 12450000.00 1302813.22 Agency Collateralized Mortgage Obligation GNMA_21-117P N/A 38382WFS1 2051-07-20 4.5 N/A 13722717.00 1288436.81 Agency Collateralized Mortgage Obligation GNMA_21-135F N/A 38382XAQ8 2051-08-20 0 N/A 32416186.00 365085.77 Agency Collateralized Mortgage Obligation GNMA_21-138C N/A 38382XYV1 2051-08-20 2.5 N/A 23000000.00 1700679.52 Agency Collateralized Mortgage Obligation GNMA_21-156Q N/A 38383ARS5 2051-09-20 2.5 N/A 14841590.00 1210214.36 Agency Collateralized Mortgage Obligation GNMA_21-162G N/A 38383AD27 2051-09-20 2.5 N/A 25400000.00 1848797.89 Agency Collateralized Mortgage Obligation GNMA_21-175G N/A 38383CQ60 2051-10-20 3 N/A 3125000.00 390633.58 Agency Collateralized Mortgage Obligation GNMA_21-206A N/A 38383DWN4 2051-11-20 3.5 N/A 9825019.00 982672.26 Agency Collateralized Mortgage Obligation GNMA_21-214Q N/A 38383FHC0 2051-12-20 3.5 N/A 6405000.00 674767.39 Agency Collateralized Mortgage Obligation GNMA_21-216E N/A 38383D7E2 2051-12-20 3 N/A 11679366.00 1731107.33 Agency Collateralized Mortgage Obligation GNMA_21-26C N/A 38382NEP8 2051-02-20 2 N/A 21065270.00 1638782.74 Agency Collateralized Mortgage Obligation GNMA_21-42 N/A 38382PYS5 2051-03-20 1.91693 N/A 4137000.00 412251.19 Agency Collateralized Mortgage Obligation GNMA_21-78T N/A 38382QN63 2051-05-20 3.5 N/A 16541354.00 1558914.10 Agency Collateralized Mortgage Obligation GNMA_21-86L N/A 38382QPD6 2051-05-20 4.5 N/A 12569647.00 804356.73 Agency Collateralized Mortgage Obligation GNMA_21-96A N/A 38382UTU5 2051-06-20 3.5 N/A 13487545.00 1029023.96 Agency Collateralized Mortgage Obligation GNMA_21-96E N/A 38382UUS8 2051-06-20 1.86693 N/A 19218007.00 856044.52 Agency Collateralized Mortgage Obligation GNMA_21-96E N/A 38382UUR0 2051-06-20 3.5 N/A 15879716.00 1530552.26 Agency 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30000000.00 793063.02 Agency Collateralized Mortgage Obligation GNMA_23-166C N/A 38384GAG5 2053-11-20 0.78994 N/A 50000000.00 642827.39 Agency Collateralized Mortgage Obligation GNMA_23-167D N/A 38384FAT9 2053-11-20 1.14994 N/A 30000000.00 474449.52 Agency Collateralized Mortgage Obligation GNMA_23-173K N/A 38384GDB3 2053-11-20 0.79994 N/A 31000000.00 1653972.62 Agency Collateralized Mortgage Obligation GNMA_23-183C N/A 38384HBP2 2053-12-20 2.04994 N/A 44850000.00 1417921.00 Agency Collateralized Mortgage Obligation GNMA_23-188A N/A 38384HRA8 2053-12-20 2.69994 N/A 50000000.00 1560051.73 Agency Collateralized Mortgage Obligation GNMA_23-188B N/A 38384HRE0 2053-12-20 2.69994 N/A 30000000.00 1266851.80 Agency Collateralized Mortgage Obligation GNMA_23-23B N/A 38383V8A9 2053-02-20 0 N/A 50000000.00 826627.08 Agency Collateralized Mortgage Obligation GNMA_23-47A N/A 38383WP67 2053-03-20 1.99994 N/A 12500000.00 618451.59 Agency Collateralized Mortgage Obligation GNMA_23-59A N/A 38383XUH5 2053-04-20 1.29994 N/A 14000000.00 474339.03 Agency Collateralized Mortgage Obligation GNMA_23-69C N/A 38384AXQ1 2051-10-20 2.5 N/A 21552512.00 1957457.88 Agency Collateralized Mortgage Obligation GNMA_23-70M N/A 38384AEV1 2048-10-20 1.16693 N/A 20573726.00 1770248.30 Agency Collateralized Mortgage Obligation GNMA_23-88 N/A 38381JLC9 2065-10-16 0.92357 N/A 8840000.00 616068.95 Agency Collateralized Mortgage Obligation GNMA_24-107 N/A 38384PE63 2054-06-20 1.34994 N/A 30000000.00 686408.70 Agency Collateralized Mortgage Obligation GNMA_24-110M N/A 38384QVZ8 2054-07-20 2.29994 N/A 21555943.00 1743161.89 Agency Collateralized Mortgage Obligation GNMA_24-127D N/A 38384URQ4 2054-08-20 1.29994 N/A 30000000.00 1775939.65 Agency Collateralized Mortgage Obligation GNMA_24-128D N/A 38384UNC9 2054-08-20 2.29994 N/A 19500000.00 1658836.84 Agency Collateralized Mortgage Obligation GNMA_24-129B N/A 38384U2S7 2054-08-20 0.84994 N/A 45000000.00 1508759.27 Agency Collateralized Mortgage Obligation GNMA_24-130C N/A 38384VLE5 2054-08-20 1.04994 N/A 20000000.00 744490.70 Agency Collateralized Mortgage Obligation GNMA_24-132A N/A 38384UPA1 2054-08-20 0.89994 N/A 39000000.00 1440594.61 Agency Collateralized Mortgage Obligation GNMA_24-157A N/A 38384WBM6 2054-09-20 1.04994 N/A 30000000.00 1120279.24 Agency Collateralized Mortgage Obligation GNMA_24-19P N/A 38384KCU3 2054-02-20 1.53994 N/A 46010169.00 1966548.94 Agency Collateralized Mortgage Obligation GNMA_24-30C N/A 38384JRY2 2054-02-20 2.09994 N/A 50000000.00 1150303.10 Agency Collateralized Mortgage Obligation GNMA_24-31 N/A 38381J7R2 2065-03-16 0.5 N/A 3000000.00 71955.70 Agency Collateralized Mortgage Obligation GNMA_24-60C N/A 38384NHY4 2054-04-20 0.96994 N/A 30000000.00 1455701.65 Agency Collateralized Mortgage Obligation GNMA_24-61N N/A 38384MFZ5 2054-02-20 0.84994 N/A 99346744.00 1659869.49 Agency Collateralized Mortgage Obligation GNMA_24-61P N/A 38384MGB7 2053-10-20 0.84994 N/A 71381618.00 1456092.96 Agency Collateralized Mortgage Obligation GNMA_24-76C N/A 38384NTL9 2054-05-20 1.39994 N/A 47000000.00 1990338.74 Agency Collateralized Mortgage Obligation GNMA_25-23E N/A 38385DYU4 2051-07-20 1.64994 N/A 13438826.00 1776386.92 Agency Collateralized Mortgage Obligation GNMA_25-45D N/A 38385EFG4 2055-03-20 0.94994 N/A 355075.00 22388.85 Agency Collateralized Mortgage Obligation GNMA_25-45E N/A 38385EFN9 2055-03-20 0.99994 N/A 30000000.00 1277831.34 Agency Collateralized Mortgage Obligation GNMA_25-70A N/A 38385FSQ5 2055-04-20 0.9 N/A 50000000.00 2637200.00 Agency Collateralized Mortgage Obligation GNMA_25-70A N/A 38385FSS1 2055-04-20 1.61566 N/A 100000000.00 7294279.44 Agency Collateralized Mortgage Obligation GNMA_25-70B N/A 38385FRX1 2055-04-20 0.1 N/A 50000000.00 876338.89 Agency Collateralized Mortgage Obligation GNMA_25-70B N/A 38385FRQ6 2055-04-20 0.85 N/A 70000000.00 2291317.78 Agency Collateralized Mortgage Obligation GNMA_25-70B N/A 38385FRY9 2055-04-20 0.9 N/A 70000000.00 2641800.00 Agency Collateralized Mortgage Obligation GNMA_25-70B N/A 38385FRW3 2055-04-20 5 N/A 5662150.00 5633277.44 Agency Collateralized Mortgage Obligation GNMA_25-70C N/A 38385FSU6 2055-04-20 0.9 N/A 102000000.00 4492080.00 Agency Collateralized Mortgage Obligation GNMA_25-70D N/A 38385FSV4 2055-04-20 0.8 N/A 60000000.00 3540133.33 Agency Collateralized Mortgage Obligation GNMA_41-97BB N/A 38385BLV0 2054-12-20 2.29994 N/A 18800000.00 1704739.40 Agency Collateralized Mortgage Obligation GNR_21-1 N/A 38382MV71 2051-01-20 3.5 N/A 22557207.00 1936138.53 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORGAGE ASSOCIATION GNR_19-151 N/A 38382BDB6 2049-10-20 3.5 N/A 9882721.00 387120.45 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38380ABR7 2045-10-20 4 N/A 62293030.00 1245156.43 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38379WD90 2046-05-20 3 N/A 1515001.00 1290423.84 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38379WHL9 2046-04-20 3.5 N/A 1109.00 927.17 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_03-84 N/A 38374CYN5 2033-10-20 5.5 N/A 2000000.00 562855.64 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_07-69 N/A 38373MM31 2049-03-16 4.5 N/A 3310000.00 1382909.79 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-20 N/A 38376VHU4 2040-02-20 1.81693 N/A 121950000.00 509771.90 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_13-163 N/A 38378NEU3 2046-02-16 1.00585 N/A 265344000.00 248055.60 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_13-30 N/A 38378KBK4 2053-09-16 0.53265 N/A 100000000.00 178560.24 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_13-98 N/A 38378VCH6 2043-07-20 1.81693 N/A 51408180.00 502095.91 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_15-112 N/A 38379MRS5 2045-08-20 1.30693 N/A 161020746.00 1734790.80 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-101 N/A 38380FH25 2047-07-20 1.76693 N/A 17800000.00 552361.36 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-134 N/A 38380GG40 2047-09-20 1.76693 N/A 50000000.00 1253935.91 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-104 N/A 38380X4H7 2044-07-20 1.16693 N/A 56774729.00 1307519.63 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-147 N/A 38381AHF6 2048-10-20 1.76693 N/A 63301674.00 1903123.61 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-110 N/A 38381YXT6 2049-09-20 1.66693 N/A 34167000.00 1081480.89 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE 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Collateralized Mortgage Obligation Y Fitch F1 Moody's NR Standard & Poor's A-1 2025-05-01 2025-06-04 2025-06-04 Y BARCLAYS CAPITAL INC 1.0000 35 N Fitch A+ Moody's NR Standard & Poor's A+ N N 0.0448 799000000.00 799000000.00 0.0047 N N N Y Citibank NA Citibank NA 4.37000000 N/A E57ODZWZ7FF32TWEFA76 BYDJ9JYY8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 0 1/4 TRIB 50 N/A 912810SM1 2050-02-15 0.25 N/A 31618700.00 23025256.63 U.S. Treasuries (including strips) 1 TRIB 48 N/A 912810SB5 2048-02-15 1 N/A 2814300.00 2712100.50 U.S. Treasuries (including strips) 2 1/4 BOND 52 N/A 912810TD0 2052-02-15 2.25 N/A 15900.00 9990.76 U.S. Treasuries (including strips) 3 1/2 NOTE AD 29 N/A 91282CLN9 2029-09-30 3.5 N/A 4650300.00 4616766.00 U.S. Treasuries (including strips) 3 1/8 BOND 43 N/A 912810QZ4 2043-02-15 3.125 N/A 100.00 82.09 U.S. Treasuries (including strips) 3 7/8 BOND 40 N/A 912810QK7 2040-08-15 3.875 N/A 7200.00 6744.61 U.S. Treasuries (including strips) 3 7/8 NOTE AH 27 N/A 91282CGC9 2027-12-31 3.875 N/A 93252400.00 95009863.08 U.S. Treasuries (including strips) 4 1/4 BOND 54 N/A 912810UC0 2054-08-15 4.25 N/A 105900.00 99804.17 U.S. Treasuries (including strips) 4 1/4 NOTE F 34 N/A 91282CLW9 2034-11-15 4.25 N/A 25484600.00 26136469.31 U.S. Treasuries (including strips) 4 1/8 NOTE AU 27 N/A 91282CLX7 2027-11-15 4.125 N/A 200.00 206.03 U.S. Treasuries (including strips) 4 5/8 BOND 54 N/A 912810UA4 2054-05-15 4.625 N/A 1363500.00 1382723.39 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2025-05-01 2025-05-01 2025-05-01 N N N 0.0437 150000000.00 150000000.00 0.0009 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 4.41000000 N/A MBNUM2BPBDO7JBLYG310 BRTBNRY29 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 FHLMC_5008 N/A 3137FVYJ5 2050-09-25 2 N/A 12650000.00 943286.22 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5040 N/A 3137F6P92 2050-11-25 2.5 N/A 1100000.00 96651.42 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5118 N/A 3137H0TS7 2051-02-25 2 N/A 20767726.00 2187958.43 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5482 N/A 3137HHLT6 2054-12-25 5.5 N/A 5876207.00 5747755.00 Agency Collateralized Mortgage Obligation FHLMC_3793 N/A 3137A5FJ8 2033-06-15 5 N/A 10427542.00 29709.69 Agency Collateralized Mortgage Obligation FHLMC_41-16 N/A 3137AVMU8 2042-10-15 4 N/A 50000000.00 561278.69 Agency Collateralized Mortgage Obligation FHLMC_41-41 N/A 3137AWZX6 2042-12-15 3.5 N/A 37328571.00 838188.98 Agency Collateralized Mortgage Obligation FHLMC_4116 N/A 3137AVMJ3 2042-10-15 4 N/A 116604589.00 1747963.93 Agency Collateralized Mortgage Obligation FHLMC_4143D N/A 3137AXHC0 2042-12-15 3.5 N/A 1201256.00 73393.25 Agency Collateralized Mortgage Obligation FHLMC_4213 N/A 3137B32P2 2043-06-15 4 N/A 56941625.00 899634.58 Agency Collateralized Mortgage Obligation FHLMC_4462C N/A 3137BHJ40 2045-04-15 4 N/A 29115218.00 608825.06 Agency Collateralized Mortgage Obligation FHLMC_4501C N/A 3137BKZ94 2045-08-15 5 N/A 13470764.00 223991.68 Agency Collateralized Mortgage Obligation FHLMC_4559C N/A 3137BNDH4 2046-03-15 4 N/A 7647525.00 116196.98 Agency Collateralized Mortgage Obligation FHLMC_4808K N/A 3137FGGP4 2048-05-15 4 N/A 44833709.00 1196757.94 Agency Collateralized Mortgage Obligation FHLMC_4860G N/A 3137FKVG8 2047-08-15 4.5 N/A 4969307.00 120783.56 Agency Collateralized Mortgage Obligation FHLMC_4924E N/A 3137FPDY8 2049-10-25 1.58183 N/A 57978474.00 2281557.24 Agency Collateralized Mortgage Obligation FHLMC_4930E N/A 3137FPV77 2049-11-25 1.58183 N/A 8000000.00 352145.34 Agency Collateralized Mortgage Obligation FHLMC_4941A N/A 3137FQSU8 2047-12-15 4 N/A 46000000.00 2761104.42 Agency Collateralized Mortgage Obligation FHLMC_4949B N/A 3137FR5N7 2049-04-25 4 N/A 15583875.00 847750.66 Agency Collateralized Mortgage Obligation FHLMC_5003B N/A 3137FVJU7 2050-08-25 2.5 N/A 23381735.00 1609112.15 Agency Collateralized Mortgage Obligation FHLMC_5007D N/A 3137FVL91 2050-08-25 1.85 N/A 6614696.00 192119.48 Agency Collateralized Mortgage Obligation FHLMC_5007L N/A 3137FVLL4 2050-08-25 3 N/A 25573529.00 2373645.88 Agency Collateralized Mortgage Obligation FHLMC_5008D N/A 3137FVYR7 2050-09-25 3 N/A 1079309.00 91821.30 Agency Collateralized Mortgage Obligation FHLMC_5008E N/A 3137FVXY3 2050-09-25 3.5 N/A 707479.00 43784.15 Agency Collateralized Mortgage Obligation FHLMC_5024C N/A 3137FWJW1 2050-10-25 2 N/A 9375000.00 701063.22 Agency Collateralized Mortgage Obligation FHLMC_5034C N/A 3137F6K55 2050-11-25 2 N/A 6700000.00 697557.80 Agency Collateralized Mortgage Obligation FHLMC_5036E N/A 3137F6TN7 2050-11-25 3.5 N/A 1080000.00 139710.64 Agency Collateralized Mortgage Obligation FHLMC_5038H N/A 3137FXPE2 2050-11-25 0 N/A 12500000.00 468286.76 Agency Collateralized Mortgage Obligation FHLMC_5040H N/A 3137F6PH4 2050-11-25 3.5 N/A 800000.00 84932.27 Agency Collateralized Mortgage Obligation FHLMC_5048A N/A 3137F7FG5 2050-12-25 0 N/A 30232137.00 620008.18 Agency Collateralized Mortgage Obligation FHLMC_5050D N/A 3137F7PY5 2050-04-25 2 N/A 4125000.00 326961.23 Agency Collateralized Mortgage Obligation FHLMC_5061B N/A 3137F8SP9 2051-01-25 2 N/A 12500000.00 1049447.05 Agency Collateralized Mortgage Obligation FHLMC_5062A N/A 3137F8UF8 2051-01-25 1.94631 N/A 5495615.00 440611.86 Agency Collateralized Mortgage Obligation FHLMC_5070J N/A 3137F9Y21 2051-02-25 2 N/A 11564407.00 1303271.84 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3132E0AE2 2053-08-01 5.5 N/A 2048.00 1851.14 Agency Mortgage-Backed Securities FEPC 05.500 CLSD5639 N/A 3132DTHQ6 2054-06-01 5.5 N/A 2000.00 1882.15 Agency Mortgage-Backed Securities FEPC 05.500 CLSD7576 N/A 3132DVMZ5 2055-01-01 5.5 N/A 1008.00 1004.12 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8533 N/A 3132DWPS6 2055-04-01 5.5 N/A 691355.00 692720.81 Agency Mortgage-Backed Securities FEPC 06.000 CLQF3362 N/A 3133BQWX0 2052-11-01 6 N/A 2000.00 1514.47 Agency Mortgage-Backed Securities FEPC 06.000 CLQF7606 N/A 3133BVNX9 2053-02-01 6 N/A 1008.00 889.68 Agency Mortgage-Backed Securities FEPC 06.000 CLQG5014 N/A 3133C5SB8 2053-06-01 6 N/A 2000.00 1859.59 Agency Mortgage-Backed Securities FEPC 06.000 CLRA9451 N/A 3133KRQC1 2053-07-01 6 N/A 1000.00 909.91 Agency Mortgage-Backed Securities FEPC 06.000 CLRA9452 N/A 3133KRQD9 2053-07-01 6 N/A 3225566.00 2874908.52 Agency Mortgage-Backed Securities FEPC 06.000 CLRA9638 N/A 3133KRV76 2053-08-01 6 N/A 187128576.00 162459866.67 Agency Mortgage-Backed Securities FEPC 06.000 CLRA9852 N/A 3133KR5M2 2053-09-01 6 N/A 174362835.00 155508215.39 Agency Mortgage-Backed Securities FEPC 06.000 CLSD3740 N/A 3132E0EM0 2053-09-01 6 N/A 1024.00 900.24 Agency Mortgage-Backed Securities FEPC 06.000 CLSD7570 N/A 3132DVMT9 2054-05-01 6 N/A 2000.00 1857.86 Agency Mortgage-Backed Securities FEPC 06.000 CLSL0623 N/A 31427MVR9 2054-09-01 6 N/A 27841243.00 27826669.01 Agency Mortgage-Backed Securities FEPC 06.500 CLQF7800 N/A 3133BVUZ6 2053-02-01 6.5 N/A 1000.00 783.27 Agency Mortgage-Backed Securities FEPC 06.500 CLQG6448 N/A 3133C7EV5 2053-07-01 6.5 N/A 1000.00 934.56 Agency Mortgage-Backed Securities FEPC 06.500 CLQG7990 N/A 3133C82X2 2053-07-01 6.5 N/A 1000.00 915.14 Agency Mortgage-Backed Securities FEPC 06.500 CLQH7874 N/A 3133CLXB7 2054-01-01 6.5 N/A 1000.00 999.40 Agency Mortgage-Backed Securities FEPC 06.500 CLQI5176 N/A 3133WBXD3 2054-05-01 6.5 N/A 1000.00 920.50 Agency Mortgage-Backed Securities FEPC 06.500 CLRA8905 N/A 3133KQ3N4 2053-04-01 6.5 N/A 11001.00 8621.81 Agency Mortgage-Backed Securities FEPC 06.500 CLRA9869 N/A 3133KR6E9 2053-09-01 6.5 N/A 51077341.00 42870811.87 Agency Mortgage-Backed Securities FNMS 02.000 CLBP7525 N/A 3140KFLF0 2050-11-01 2 N/A 337578496.00 186777385.50 Agency Mortgage-Backed Securities FNMS 02.000 CLBR7563 N/A 3140L6MM3 2051-03-01 2 N/A 90182908.00 54225655.64 Agency Mortgage-Backed Securities FNMS 02.000 CLBV8499 N/A 3140MNNR3 2052-04-01 2 N/A 2000.00 1272.13 Agency Mortgage-Backed Securities FNMS 02.000 CLCA6490 N/A 3140QEF80 2050-07-01 2 N/A 2000.00 946.80 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7272 N/A 3140QFCJ6 2050-10-01 2 N/A 1024.00 534.06 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7343 N/A 3140QFER6 2050-10-01 2 N/A 3584.00 1904.25 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7344 N/A 3140QFES4 2050-10-01 2 N/A 2048.00 1127.84 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7967 N/A 3140QFZ93 2050-12-01 2 N/A 1288747.00 714462.38 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7983 N/A 3140QF2R9 2050-12-01 2 N/A 252637899.00 140535795.69 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8011 N/A 3140QF3V9 2050-12-01 2 N/A 1000.00 552.68 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8012 N/A 3140QF3W7 2050-12-01 2 N/A 3048.00 1689.32 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8063 N/A 3140QF5Z8 2050-12-01 2 N/A 250782735.00 144022271.21 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8507 N/A 3140QGNZ6 2051-01-01 2 N/A 2016.00 1156.42 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8578 N/A 3140QGQ83 2051-01-01 2 N/A 2048.00 1092.94 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8749 N/A 3140QGWK9 2051-01-01 2 N/A 250720014.00 142279750.92 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8805 N/A 3140QGYB7 2051-01-01 2 N/A 125180944.00 69701350.29 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8854 N/A 3140QGZU4 2051-02-01 2 N/A 2048.00 1174.82 Agency Mortgage-Backed Securities FNMS 02.000 CLCA9037 N/A 3140QHBF1 2051-02-01 2 N/A 18076413.00 10089164.38 Agency Mortgage-Backed Securities FNMS 02.000 CLCA9039 N/A 3140QHBH7 2051-02-01 2 N/A 250264169.00 141576305.92 Agency Mortgage-Backed Securities FNMS 02.000 CLCA9085 N/A 3140QHCX1 2051-02-01 2 N/A 2452.00 1425.49 Agency Mortgage-Backed Securities FNMS 02.000 CLCA9178 N/A 3140QHFU4 2051-02-01 2 N/A 51711858.00 31815768.18 Agency Mortgage-Backed Securities FNMS 02.000 CLCA9209 N/A 3140QHGT6 2051-02-01 2 N/A 3000.00 1706.41 Agency Mortgage-Backed Securities FNMS 02.000 CLCB0070 N/A 3140QKCG1 2051-04-01 2 N/A 3729946.00 2187352.80 Agency Mortgage-Backed Securities FNMS 02.000 CLCB0828 N/A 3140QK4N5 2051-06-01 2 N/A 19508307.00 11954977.78 Agency Mortgage-Backed Securities FNMS 02.000 CLCB1016 N/A 3140QLDW3 2051-07-01 2 N/A 1024.00 639.50 Agency Mortgage-Backed Securities FNMS 02.000 CLCB1792 N/A 3140QL7E0 2051-10-01 2 N/A 250543572.00 157635898.35 Agency Mortgage-Backed Securities FNMS 02.500 CLBU0168 N/A 3140M1FJ8 2051-10-01 2.5 N/A 2002.00 1341.14 Agency Mortgage-Backed Securities FNMS 02.500 CLCA5963 N/A 3140QDTV6 2050-06-01 2.5 N/A 2048.00 913.41 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6038 N/A 3140QDV84 2050-06-01 2.5 N/A 3024.00 1352.86 Agency Mortgage-Backed Securities FNMS 02.500 CLCB0036 N/A 3140QKBE7 2051-04-01 2.5 N/A 52821459.00 36335683.02 Agency Mortgage-Backed Securities FNMS 02.500 CLCB0178 N/A 3140QKFU7 2051-04-01 2.5 N/A 227526364.00 155144478.69 Agency Mortgage-Backed Securities FNMS 02.500 CLCB0702 N/A 3140QKX86 2051-06-01 2.5 N/A 250438369.00 169234296.52 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1301 N/A 3140QLNT9 2051-08-01 2.5 N/A 1000.00 627.74 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1554 N/A 3140QLWQ5 2051-09-01 2.5 N/A 6267794.00 3846650.69 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1628 N/A 3140QLY26 2051-09-01 2.5 N/A 1049.00 746.85 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1667 N/A 3140QLZ90 2051-09-01 2.5 N/A 4586.00 2931.77 Agency Mortgage-Backed Securities FNMS 02.500 CLFA1021 N/A 3140W1D34 2052-03-01 2.5 N/A 1024.00 860.46 Agency Mortgage-Backed Securities FNMS 02.500 CLFM9876 N/A 3140XD6N1 2051-12-01 2.5 N/A 1117000.00 739306.45 Agency Mortgage-Backed Securities FNMS 02.500 CLFS1107 N/A 3140XGGR4 2051-12-01 2.5 N/A 900000.00 563715.91 Agency Mortgage-Backed Securities FNMS 03.000 CLAS8000 N/A 3138WH3J9 2046-09-01 3 N/A 100711296.00 26977728.32 Agency Mortgage-Backed Securities FNMS 03.000 CLAS8004 N/A 3138WH3N0 2046-09-01 3 N/A 2048.00 289.20 Agency Mortgage-Backed Securities FNMS 03.000 CLAS8269 N/A 3138WJFK9 2046-11-01 3 N/A 153031056.00 27561284.77 Agency Mortgage-Backed Securities FNMS 03.000 CLBO9365 N/A 3140K5MP9 2049-12-01 3 N/A 1000.00 258.56 Agency Mortgage-Backed Securities FNMS 03.000 CLBV8425 N/A 3140MNLF1 2052-04-01 3 N/A 1002870.00 782015.96 Agency Mortgage-Backed Securities FNMS 03.000 CLFM8080 N/A 3140XB6S4 2051-07-01 3 N/A 2022.00 1212.59 Agency Mortgage-Backed Securities FNMS 03.500 CIFM3387 N/A 3140X6XR7 2035-03-01 3.5 N/A 2823000.00 541387.16 Agency Mortgage-Backed Securities FNMS 03.500 CIFS1163 N/A 3140XGJH3 2037-01-01 3.5 N/A 1000.00 548.54 Agency Mortgage-Backed Securities FNMS 03.500 CLAL7201 N/A 3138EQAB8 2045-08-01 3.5 N/A 4096.00 796.69 Agency Mortgage-Backed Securities FNMS 03.500 CLAS9006 N/A 3138WKAG0 2043-08-01 3.5 N/A 1000.00 137.56 Agency Mortgage-Backed Securities FNMS 03.500 CLAT2728 N/A 3138WQA69 2043-05-01 3.5 N/A 2048.00 403.07 Agency Mortgage-Backed Securities FNMS 03.500 CLAZ0446 N/A 3138YRP85 2045-05-01 3.5 N/A 1000.00 159.94 Agency Mortgage-Backed Securities FNMS 03.500 CLBC0285 N/A 3140EUJ75 2046-03-01 3.5 N/A 1024.00 150.27 Agency Mortgage-Backed Securities FNMS 03.500 CLBM5313 N/A 3140J93X7 2048-03-01 3.5 N/A 1024.00 293.21 Agency Mortgage-Backed Securities FNMS 03.500 CLBN7933 N/A 3140JQY72 2049-06-01 3.5 N/A 1000.00 412.85 Agency Mortgage-Backed Securities FNMS 03.500 CLBN8300 N/A 3140JRGJ4 2049-07-01 3.5 N/A 1000.00 457.64 Agency Mortgage-Backed Securities FNMS 03.500 CLBN8599 N/A 3140JRRV5 2049-05-01 3.5 N/A 1000.00 171.18 Agency Mortgage-Backed Securities FNMS 03.500 CLBO1161 N/A 3140JVJF0 2049-07-01 3.5 N/A 1000.00 286.43 Agency Mortgage-Backed Securities FNMS 03.500 CLBO2365 N/A 3140JWTX8 2049-11-01 3.5 N/A 1000.00 494.67 Agency Mortgage-Backed Securities FNMS 03.500 CLBO5233 N/A 3140K0Y77 2050-01-01 3.5 N/A 1000.00 332.93 Agency Mortgage-Backed Securities FNMS 03.500 CLBO6102 N/A 3140K1X84 2049-11-01 3.5 N/A 1000.00 275.35 Agency Mortgage-Backed Securities FNMS 03.500 CLBO7287 N/A 3140K3CZ3 2050-02-01 3.5 N/A 1000.00 345.30 Agency Mortgage-Backed Securities FNMS 03.500 CLBP0048 N/A 3140K7BS1 2050-01-01 3.5 N/A 3230535.00 1240530.84 Agency Mortgage-Backed Securities FNMS 03.500 CLBP1133 N/A 3140K8HK0 2050-01-01 3.5 N/A 1000.00 442.75 Agency Mortgage-Backed Securities FNMS 03.500 CLBP1137 N/A 3140K8HP9 2050-01-01 3.5 N/A 1000.00 450.64 Agency Mortgage-Backed Securities FNMS 03.500 CLBP1145 N/A 3140K8HX2 2050-01-01 3.5 N/A 1000.00 499.99 Agency Mortgage-Backed Securities FNMS 03.500 CLBW0464 N/A 3140MRQS9 2047-05-01 3.5 N/A 1000.00 849.66 Agency Mortgage-Backed Securities FNMS 03.500 CLCA0813 N/A 3140Q73X3 2047-11-01 3.5 N/A 4048.00 775.57 Agency Mortgage-Backed Securities FNMS 03.500 CLCA3470 N/A 3140QA2C3 2049-05-01 3.5 N/A 1000.00 183.91 Agency Mortgage-Backed Securities FNMS 03.500 CLCA3625 N/A 3140QBA32 2049-06-01 3.5 N/A 2000.00 608.50 Agency Mortgage-Backed Securities FNMS 03.500 CLCB0543 N/A 3140QKS90 2051-05-01 3.5 N/A 11610896.00 5903973.54 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3771 N/A 3140QPFM4 2052-06-01 3.5 N/A 1000.00 766.69 Agency Mortgage-Backed Securities FNMS 03.500 CLCB4316 N/A 3140QPYN1 2052-07-01 3.5 N/A 1024.00 817.27 Agency Mortgage-Backed Securities FNMS 03.500 CLFS2253 N/A 3140XHQF7 2050-04-01 3.5 N/A 3112.00 2118.45 Agency Mortgage-Backed Securities FNMS 04.000 CLAS2259 N/A 3138WBQM0 2044-04-01 4 N/A 1020.00 148.86 Agency Mortgage-Backed Securities FNMS 04.000 CLAS2947 N/A 3138WCHZ9 2044-07-01 4 N/A 2000.00 249.25 Agency Mortgage-Backed Securities FNMS 04.000 CLBD5369 N/A 3140FC6F0 2047-06-01 4 N/A 1470714.00 659209.53 Agency Mortgage-Backed Securities FNMS 04.000 CLBN3872 N/A 3140JLJS4 2049-04-01 4 N/A 1000.00 52.69 Agency Mortgage-Backed Securities FNMS 04.000 CLBO7785 N/A 3140K3UK6 2049-12-01 4 N/A 1000.00 439.68 Agency Mortgage-Backed Securities FNMS 04.000 CLCA1005 N/A 3140Q8DK8 2048-01-01 4 N/A 13959.00 4152.21 Agency Mortgage-Backed Securities FNMS 04.000 CLCA3375 N/A 3140QAXD7 2049-04-01 4 N/A 1622199.00 301265.28 Agency Mortgage-Backed Securities FNMS 04.000 CLCB6504 N/A 3140QSGN5 2053-06-01 4 N/A 1000.00 844.00 Agency Mortgage-Backed Securities FNMS 04.000 CLFM3158 N/A 3140X6QL8 2048-11-01 4 N/A 3300000.00 978882.24 Agency Mortgage-Backed Securities FNMS 04.000 CLFS2443 N/A 3140XHWD5 2052-08-01 4 N/A 1039.00 824.81 Agency Mortgage-Backed Securities FNMS 04.000 CLFS2581 N/A 3140XH2P1 2052-08-01 4 N/A 1024.00 860.58 Agency Mortgage-Backed Securities FNMS 04.500 CLBD0976 N/A 3140F8CN5 2046-04-01 4.5 N/A 3362024.00 357661.57 Agency Mortgage-Backed Securities FNMS 04.500 CLBK6032 N/A 3140HKV21 2048-11-01 4.5 N/A 2104480.00 983073.75 Agency Mortgage-Backed Securities FNMS 04.500 CLBK6083 N/A 3140HKXM5 2048-09-01 4.5 N/A 152837.00 81561.07 Agency Mortgage-Backed Securities FNMS 04.500 CLBK6134 N/A 3140HKY85 2048-07-01 4.5 N/A 1000.00 307.90 Agency Mortgage-Backed Securities FNMS 04.500 CLBK7243 N/A 3140HMBM5 2048-10-01 4.5 N/A 1000.00 442.68 Agency Mortgage-Backed Securities FNMS 04.500 CLBK7660 N/A 3140HMQN7 2048-10-01 4.5 N/A 1999.00 131.02 Agency Mortgage-Backed Securities FNMS 04.500 CLBK8690 N/A 3140HNUQ3 2048-07-01 4.5 N/A 1000.00 336.80 Agency Mortgage-Backed Securities FNMS 04.500 CLBK8866 N/A 3140HNZ88 2048-09-01 4.5 N/A 3024.00 625.50 Agency Mortgage-Backed Securities FNMS 04.500 CLBK9008 N/A 3140HPAJ6 2048-09-01 4.5 N/A 1000.00 298.17 Agency Mortgage-Backed Securities FNMS 04.500 CLBM4518 N/A 3140J9AU5 2048-10-01 4.5 N/A 1000.00 277.01 Agency Mortgage-Backed Securities FNMS 04.500 CLBN1033 N/A 3140JHEF6 2049-04-01 4.5 N/A 1000.00 254.33 Agency Mortgage-Backed Securities FNMS 04.500 CLBN1864 N/A 3140JJCA5 2048-09-01 4.5 N/A 1000.00 414.17 Agency Mortgage-Backed Securities FNMS 04.500 CLBN2084 N/A 3140JJJ67 2048-10-01 4.5 N/A 2284873.00 693456.07 Agency Mortgage-Backed Securities FNMS 04.500 CLBN2981 N/A 3140JKJ31 2048-11-01 4.5 N/A 1000.00 413.73 Agency Mortgage-Backed Securities FNMS 04.500 CLBN2995 N/A 3140JKKH8 2048-11-01 4.5 N/A 1000.00 305.51 Agency Mortgage-Backed Securities FNMS 04.500 CLBN4845 N/A 3140JML34 2049-03-01 4.5 N/A 1000.00 261.24 Agency Mortgage-Backed Securities FNMS 04.500 CLBN5471 N/A 3140JNCH1 2049-01-01 4.5 N/A 3557693.00 628444.71 Agency Mortgage-Backed Securities FNMS 04.500 CLBN6554 N/A 3140JPH81 2049-05-01 4.5 N/A 1000.00 475.89 Agency Mortgage-Backed Securities FNMS 04.500 CLBN6952 N/A 3140JPWN1 2049-02-01 4.5 N/A 1000.00 236.28 Agency Mortgage-Backed Securities FNMS 04.500 CLBN7874 N/A 3140JQXC2 2049-05-01 4.5 N/A 1000.00 308.47 Agency Mortgage-Backed Securities FNMS 04.500 CLBN8879 N/A 3140JR2M2 2049-05-01 4.5 N/A 1000.00 45.02 Agency Mortgage-Backed Securities FNMS 04.500 CLBW7896 N/A 3140N0X26 2052-08-01 4.5 N/A 1000.00 842.79 Agency Mortgage-Backed Securities FNMS 04.500 CLBX2374 N/A 3140N6T85 2053-02-01 4.5 N/A 1000.00 766.92 Agency Mortgage-Backed Securities FNMS 04.500 CLBY7077 N/A 3140NP2K5 2053-08-01 4.5 N/A 2000.00 1869.15 Agency Mortgage-Backed Securities FNMS 04.500 CLCA3213 N/A 3140QASB7 2049-03-01 4.5 N/A 3072.00 793.14 Agency Mortgage-Backed Securities FNMS 04.500 CLCA3342 N/A 3140QAWC0 2049-04-01 4.5 N/A 7395424.00 1613671.13 Agency Mortgage-Backed Securities FNMS 04.500 CLCA3685 N/A 3140QBCX4 2049-06-01 4.5 N/A 1024.00 348.24 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4889 N/A 3140QQNF8 2052-10-01 4.5 N/A 2048.00 1595.46 Agency Mortgage-Backed Securities FNMS 04.500 CLCB6132 N/A 3140QRY64 2053-04-01 4.5 N/A 2000.00 1710.32 Agency Mortgage-Backed Securities FNMS 04.500 CLCB9446 N/A 3140QVP81 2054-11-01 4.5 N/A 1008.00 949.90 Agency Mortgage-Backed Securities FNMS 04.500 CLCB9453 N/A 3140QVQF4 2054-11-01 4.5 N/A 1024.00 965.90 Agency Mortgage-Backed Securities FNMS 04.500 CTAL2748 N/A 3138EKBS3 2031-08-01 4.5 N/A 2035.00 131.61 Agency Mortgage-Backed Securities FNMS 05.000 CLBN1028 N/A 3140JHEA7 2049-03-01 5 N/A 1000.00 93.99 Agency Mortgage-Backed Securities FNMS 05.000 CLBN9486 N/A 3140JSRG6 2049-04-01 5 N/A 1000.00 407.41 Agency Mortgage-Backed Securities FNMS 05.000 CLBW1686 N/A 3140MS2U8 2052-07-01 5 N/A 1000.00 781.25 Agency Mortgage-Backed Securities FNMS 05.000 CLBW3002 N/A 3140MUKQ2 2052-08-01 5 N/A 1000.00 719.03 Agency Mortgage-Backed Securities FNMS 05.000 CLBW3675 N/A 3140MVCM8 2052-07-01 5 N/A 1000.00 773.80 Agency Mortgage-Backed Securities FNMS 05.000 CLBW3706 N/A 3140MVDL9 2052-07-01 5 N/A 1000.00 694.80 Agency Mortgage-Backed Securities FNMS 05.000 CLBW4160 N/A 3140MVTS7 2052-08-01 5 N/A 1000.00 496.65 Agency Mortgage-Backed Securities FNMS 05.000 CLBW6349 N/A 3140MYBT8 2052-08-01 5 N/A 1000.00 503.61 Agency Mortgage-Backed Securities FNMS 05.000 CLBW7776 N/A 3140N0UA1 2052-09-01 5 N/A 1174064.00 915704.23 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8371 N/A 3140N1JR5 2052-09-01 5 N/A 1636408.00 1101081.34 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8578 N/A 3140N1Q89 2052-10-01 5 N/A 57090.00 43627.60 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8794 N/A 3140N1XY4 2052-09-01 5 N/A 1000.00 711.51 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8910 N/A 3140N13U5 2052-09-01 5 N/A 1286425.00 1236873.38 Agency Mortgage-Backed Securities FNMS 05.000 CLBX0410 N/A 3140N4N45 2052-11-01 5 N/A 2003.00 1672.76 Agency Mortgage-Backed Securities FNMS 05.000 CLBX1142 N/A 3140N5HU1 2052-11-01 5 N/A 1000.00 831.24 Agency Mortgage-Backed Securities FNMS 05.000 CLBX1247 N/A 3140N5L51 2052-10-01 5 N/A 1000.00 752.67 Agency Mortgage-Backed Securities FNMS 05.000 CLBY3392 N/A 3140NKXW6 2053-06-01 5 N/A 1053320.00 902193.50 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4627 N/A 3140QQD93 2052-09-01 5 N/A 1000.00 718.49 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4680 N/A 3140QQFW0 2052-09-01 5 N/A 3000.00 2388.03 Agency Mortgage-Backed Securities FNMS 05.000 CLCB9317 N/A 3140QVK78 2054-10-01 5 N/A 4096.00 3953.49 Agency Mortgage-Backed Securities FNMS 05.000 CLCB9651 N/A 3140QVWM2 2054-12-01 5 N/A 2658605.00 2542968.72 Agency Mortgage-Backed Securities FNMS 05.000 CLDC5521 N/A 3140ATD37 2054-11-01 5 N/A 1008.00 988.24 Agency Mortgage-Backed Securities FNMS 05.000 CLFA0397 N/A 3140W0NP6 2054-12-01 5 N/A 67719424.00 66474210.47 Agency Mortgage-Backed Securities FNMS 05.000 CLFA0486 N/A 3140W0RG2 2054-11-01 5 N/A 2010.00 1964.31 Agency Mortgage-Backed Securities FNMS 05.000 CLFS4027 N/A 3140XKPM6 2053-03-01 5 N/A 2048.00 1647.29 Agency Mortgage-Backed Securities FNMS 05.500 CLBU4620 N/A 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Mortgage-Backed Securities FEPC 03.000 CLSD7544 N/A 3132DVLZ6 2051-07-01 3 N/A 206749.00 124834.32 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8016 N/A 3132DV3Z6 2049-10-01 3 N/A 1000.00 153.95 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8206 N/A 3132DWDK6 2052-04-01 3 N/A 1000.00 717.86 Agency Mortgage-Backed Securities FEPC 03.000 CLZM1931 N/A 3131XVEC5 2046-10-01 3 N/A 16626981.00 4091382.80 Agency Mortgage-Backed Securities FEPC 03.500 CISB8170 N/A 3132D6CF5 2037-08-01 3.5 N/A 43000.00 28679.01 Agency Mortgage-Backed Securities FEPC 03.500 CLQA2848 N/A 31339SEV3 2049-09-01 3.5 N/A 31376199.00 9512562.82 Agency Mortgage-Backed Securities FEPC 03.500 CLQA3869 N/A 31339UJN1 2049-10-01 3.5 N/A 1429.00 367.60 Agency Mortgage-Backed Securities FEPC 03.500 CLQE2057 N/A 3133BBJA8 2052-05-01 3.5 N/A 58999.00 45765.59 Agency Mortgage-Backed Securities FEPC 03.500 CLRA2572 N/A 3133KH2D7 2050-05-01 3.5 N/A 1000.00 260.96 Agency Mortgage-Backed Securities FEPC 03.500 CLRA7128 N/A 3133KN4M2 2052-04-01 3.5 N/A 135000.00 98973.38 Agency Mortgage-Backed Securities FEPC 03.500 CLRA7378 N/A 3133KPFT0 2052-05-01 3.5 N/A 98999.00 77446.10 Agency Mortgage-Backed Securities FEPC 03.500 CLRA7380 N/A 3133KPFV5 2052-05-01 3.5 N/A 51000.00 35564.13 Agency Mortgage-Backed Securities FEPC 03.500 CLRA7519 N/A 3133KPK80 2052-06-01 3.5 N/A 140000.00 107338.91 Agency Mortgage-Backed Securities FEPC 03.500 CLSD0419 N/A 3132DMPC3 2048-02-01 3.5 N/A 536749.00 223988.65 Agency Mortgage-Backed Securities FEPC 03.500 CLSD0962 N/A 3132DNB77 2052-04-01 3.5 N/A 940352.00 685514.03 Agency Mortgage-Backed Securities FEPC 03.500 CLSD1087 N/A 3132DNF40 2052-06-01 3.5 N/A 23656.00 18206.87 Agency Mortgage-Backed Securities FEPC 03.500 CLSD1352 N/A 3132DNQD8 2052-07-01 3.5 N/A 2004.00 1461.76 Agency Mortgage-Backed Securities FEPC 03.500 CLSD2107 N/A 3132DPKU1 2052-12-01 3.5 N/A 43000.00 33514.99 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8226 N/A 3132DWD75 2052-07-01 3.5 N/A 1001.00 768.68 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8243 N/A 3132DWEQ2 2052-09-01 3.5 N/A 20085.00 15767.11 Agency Mortgage-Backed Securities FEPC 03.500 CLZA1224 N/A 31329JLD7 2042-06-01 3.5 N/A 40405689.00 4526884.86 Agency Mortgage-Backed Securities FEPC 03.500 CLZM5074 N/A 3131XYT74 2047-12-01 3.5 N/A 1003.00 202.25 Agency Mortgage-Backed Securities FEPC 03.500 CLZS3619 N/A 3132A4AU2 2042-11-01 3.5 N/A 2112.00 273.77 Agency Mortgage-Backed Securities FEPC 03.500 CLZS4717 N/A 3132A5G25 2047-05-01 3.5 N/A 1007.00 108.13 Agency Mortgage-Backed Securities FEPC 03.500 CLZS4730 N/A 3132A5HF5 2047-08-01 3.5 N/A 2320.00 259.51 Agency Mortgage-Backed Securities FEPC 03.500 CTSC0321 N/A 3132D9LA0 2042-10-01 3.5 N/A 90000.00 67314.96 Agency Mortgage-Backed Securities FEPC 03.500 ZLSI2061 N/A 3133USJE2 2050-09-01 3.5 N/A 105000.00 82280.61 Agency Mortgage-Backed Securities FEPC 04.000 CLQE5860 N/A 3133BFQM5 2052-07-01 4 N/A 9677968.00 7276348.25 Agency Mortgage-Backed Securities FEPC 04.000 CLQE7123 N/A 3133BG4G0 2052-08-01 4 N/A 1590603.00 1347414.43 Agency Mortgage-Backed Securities FEPC 04.000 CLRA7185 N/A 3133KN6W8 2052-04-01 4 N/A 4101000.00 3013077.71 Agency Mortgage-Backed Securities FEPC 04.000 CLSD1051 N/A 3132DNEY5 2052-07-01 4 N/A 1000.00 780.77 Agency Mortgage-Backed Securities FEPC 04.000 CLSD1524 N/A 3132DNVR1 2052-08-01 4 N/A 2000.00 1548.27 Agency Mortgage-Backed Securities FEPC 04.000 CLSD5830 N/A 3132DTPP9 2052-11-01 4 N/A 1263000.00 1101282.48 Agency Mortgage-Backed Securities FEPC 04.000 CLSD6787 N/A 3132DURG4 2053-05-01 4 N/A 1000.00 901.95 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8222 N/A 3132DWD34 2052-06-01 4 N/A 1000.00 775.29 Agency Mortgage-Backed Securities FEPC 04.500 3VSF5027 N/A 3133SSSQ8 2044-05-01 4.5 N/A 162017.00 148869.49 Agency Mortgage-Backed Securities FEPC 04.500 CLQF3213 N/A 3133BQSA5 2052-11-01 4.5 N/A 200000.00 163577.77 Agency Mortgage-Backed Securities FEPC 04.500 CLRA7672 N/A 3133KPQZ4 2052-07-01 4.5 N/A 37000.00 29990.09 Agency Mortgage-Backed Securities FEPC 04.500 CLRA7928 N/A 3133KPYZ5 2052-09-01 4.5 N/A 285000.00 232002.01 Agency Mortgage-Backed Securities FEPC 04.500 CLSD1272 N/A 3132DNMV2 2052-07-01 4.5 N/A 498000.00 376194.95 Agency Mortgage-Backed Securities FEPC 04.500 CLSD1775 N/A 3132DN6L2 2052-11-01 4.5 N/A 200000.00 165695.93 Agency Mortgage-Backed Securities FEPC 04.500 CLSD6901 N/A 3132DUU21 2054-12-01 4.5 N/A 1000.00 949.44 Agency Mortgage-Backed Securities FEPC 04.500 CLZA5438 N/A 31329PBF9 2048-06-01 4.5 N/A 1205.00 227.94 Agency Mortgage-Backed Securities FEPC 04.500 CLZA5622 N/A 31329PG72 2048-08-01 4.5 N/A 1081.00 281.96 Agency Mortgage-Backed Securities FEPC 04.500 CLZM3524 N/A 3131XW4H3 2047-06-01 4.5 N/A 478049.00 132897.67 Agency Mortgage-Backed Securities FEPC 04.500 CLZM8310 N/A 3131Y3GT7 2048-09-01 4.5 N/A 1224.00 340.66 Agency Mortgage-Backed Securities FEPC 04.500 CLZN4257 N/A 3131YAWS5 2049-03-01 4.5 N/A 1843.00 409.37 Agency Mortgage-Backed Securities FEPC 04.500 CLZN6139 N/A 3131YCZC3 2049-05-01 4.5 N/A 18207544.00 5499294.99 Agency Mortgage-Backed Securities FEPC 04.500 CLZT0543 N/A 3132ACS84 2048-08-01 4.5 N/A 944294.00 212661.02 Agency Mortgage-Backed Securities FEPC 04.500 CLZT0794 N/A 3132AC3B4 2048-10-01 4.5 N/A 536000.00 119623.44 Agency Mortgage-Backed Securities FEPC 05.000 CLQE7321 N/A 3133BHD29 2052-08-01 5 N/A 7052457.00 5436063.71 Agency Mortgage-Backed Securities FEPC 05.000 CLQE9082 N/A 3133BKCT4 2052-08-01 5 N/A 1003.00 842.20 Agency Mortgage-Backed Securities FEPC 05.000 CLQI2213 N/A 3133W8N66 2054-03-01 5 N/A 55620.00 54067.72 Agency Mortgage-Backed Securities FEPC 05.000 CLQX5673 N/A 31426BJT4 2055-01-01 5 N/A 4258.00 4187.11 Agency Mortgage-Backed Securities FEPC 05.000 CLRA9611 N/A 3133KRVC5 2053-08-01 5 N/A 1000.00 879.46 Agency Mortgage-Backed Securities FEPC 05.000 CLSD1514 N/A 3132DNVF7 2052-08-01 5 N/A 1024.00 800.28 Agency Mortgage-Backed Securities FEPC 05.000 CLSD1561 N/A 3132DNWW9 2052-09-01 5 N/A 1000.00 773.83 Agency Mortgage-Backed Securities FEPC 05.000 CLSD1882 N/A 3132DPCT3 2052-11-01 5 N/A 31000.00 25056.38 Agency Mortgage-Backed Securities FEPC 05.000 CLSD2390 N/A 3132DPUP1 2053-03-01 5 N/A 11000.00 9312.54 Agency Mortgage-Backed Securities FEPC 05.000 CLSD2961 N/A 3132DQJE7 2052-11-01 5 N/A 3996.00 3046.07 Agency Mortgage-Backed Securities FEPC 05.000 CLSD5388 N/A 3132DS6Z0 2054-04-01 5 N/A 10764192.00 9829702.71 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8233 N/A 3132DWEE9 2052-07-01 5 N/A 1080.00 836.28 Agency Mortgage-Backed Securities FEPC 05.500 CLQF0486 N/A 3133BMRF4 2052-09-01 5.5 N/A 4558889.00 3312470.70 Agency Mortgage-Backed Securities FEPC 05.500 CLQF1972 N/A 3133BPFM5 2052-10-01 5.5 N/A 17978.00 13501.36 Agency Mortgage-Backed Securities FEPC 05.500 CLQF6520 N/A 3133BUG50 2053-01-01 5.5 N/A 1008.00 758.56 Agency Mortgage-Backed Securities FEPC 05.500 CLQF6522 N/A 3133BUG76 2053-01-01 5.5 N/A 6206696.00 4217295.56 Agency Mortgage-Backed Securities FEPC 05.500 CLQF6778 N/A 3133BUQ75 2053-02-01 5.5 N/A 1008.00 879.93 Agency Mortgage-Backed Securities FEPC 05.500 CLQG2225 N/A 3133C2PJ1 2053-05-01 5.5 N/A 861463.00 796955.88 Agency Mortgage-Backed Securities FEPC 05.500 CLQH8790 N/A 3133CMXT6 2054-02-01 5.5 N/A 1128030.00 1094584.56 Agency Mortgage-Backed Securities FEPC 05.500 CLQJ2087 N/A 3133CSJ85 2054-08-01 5.5 N/A 1024.00 955.50 Agency Mortgage-Backed Securities FEPC 05.500 CLQX6200 N/A 31426B3J3 2055-02-01 5.5 N/A 1292098.00 1301191.80 Agency Mortgage-Backed Securities FEPC 05.500 CLQX6936 N/A 31426CV68 2055-02-01 5.5 N/A 1549348.00 1565499.59 Agency Mortgage-Backed Securities FEPC 05.500 CLQY0389 N/A 31426JNF2 2055-04-01 5.5 N/A 1942874.00 1961114.78 Agency Mortgage-Backed Securities FEPC 05.500 CLRA8135 N/A 3133KQBC9 2052-10-01 5.5 N/A 41000.00 31882.74 Agency Mortgage-Backed Securities FEPC 05.500 CLRA8664 N/A 3133KQTV8 2053-03-01 5.5 N/A 1000.00 864.99 Agency Mortgage-Backed Securities FEPC 05.500 CLRA9621 N/A 3133KRVN1 2053-08-01 5.5 N/A 7125798.00 6419129.53 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ1064 N/A 3142GRFE5 2054-03-01 5.5 N/A 361590.00 329991.54 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ1068 N/A 3142GRFJ4 2054-03-01 5.5 N/A 30264491.00 29125079.55 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ1517 N/A 3142GRVK3 2054-05-01 5.5 N/A 1000.00 929.69 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ1856 N/A 3142GSB23 2054-06-01 5.5 N/A 1000.00 964.66 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ3266 N/A 3142GTTY2 2055-02-01 5.5 N/A 72797223.00 72725794.92 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ3577 N/A 3142GT6P6 2055-03-01 5.5 N/A 684061.00 685522.07 Agency Mortgage-Backed Securities FEPC 05.500 CLSD1779 N/A 3132DN6Q1 2052-10-01 5.5 N/A 15437597.00 12595502.01 Agency Mortgage-Backed Securities FEPC 05.500 CLSD1872 N/A 3132DPCH9 2052-11-01 5.5 N/A 4072912.00 3363792.99 Agency Mortgage-Backed Securities FEPC 05.500 CLSD1873 N/A 3132DPCJ5 2052-11-01 5.5 N/A 1008.00 825.03 Agency Mortgage-Backed Securities FEPC 05.500 CLSD2259 N/A 3132DPQL5 2053-01-01 5.5 N/A 1977631.00 1697836.74 Agency Mortgage-Backed Securities FEPC 05.500 CLSD2913 N/A 3132DQGW0 2053-05-01 5.5 N/A 125000.00 100743.72 Agency Mortgage-Backed Securities FEPC 05.500 CLSD3010 N/A 3132DQKX3 2053-06-01 5.5 N/A 30000.00 26454.76 Agency Mortgage-Backed Securities FEPC 05.500 CLSD3173 N/A 3132DQQ25 2053-07-01 5.5 N/A 11401794.00 10324178.23 Agency Mortgage-Backed Securities FEPC 05.500 CLSD7559 N/A 3132DVMG7 2053-03-01 5.5 N/A 1000.00 819.11 Agency Mortgage-Backed Securities FEPC 05.500 CLSD7562 N/A 3132DVMK8 2053-04-01 5.5 N/A 13235929.00 11096324.05 Agency Mortgage-Backed Securities FEPC 05.500 CLSD7568 N/A 3132DVMR3 2054-02-01 5.5 N/A 563000.00 514756.74 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8268 N/A 3132DWFH1 2052-11-01 5.5 N/A 50000.00 40096.05 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8289 N/A 3132DWF65 2053-01-01 5.5 N/A 11552284.00 9506525.33 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8367 N/A 3132DWJL8 2053-10-01 5.5 N/A 12760995.00 11182649.40 Agency Mortgage-Backed Securities FEPC 05.850 6GZM9113 N/A 3131Y4DS0 2037-11-01 5.85 N/A 2807562.00 70924.59 Agency Mortgage-Backed Securities FEPC 06.000 CLQF4924 N/A 3133BSPH9 2052-12-01 6 N/A 99000.00 63308.42 Agency Mortgage-Backed Securities FEPC 06.000 CLQF4946 N/A 3133BSP71 2052-12-01 6 N/A 1000.00 823.29 Agency Mortgage-Backed Securities FEPC 06.000 CLQF5828 N/A 3133BTPM6 2053-01-01 6 N/A 8924669.00 7133217.59 Agency Mortgage-Backed Securities FEPC 06.000 CLQF6096 N/A 3133BTXZ8 2053-01-01 6 N/A 35000.00 33166.81 Agency Mortgage-Backed Securities FEPC 06.000 CLQF8720 N/A 3133BWVM2 2053-03-01 6 N/A 3519958.00 3102087.73 Agency Mortgage-Backed Securities FEPC 06.000 CLQG8618 N/A 3133C9SF1 2053-08-01 6 N/A 1025.00 853.61 Agency Mortgage-Backed Securities FEPC 06.000 CLQI8011 N/A 3133WE3U2 2054-06-01 6 N/A 20003803.00 18237735.33 Agency Mortgage-Backed Securities FEPC 06.000 CLQX3766 N/A 31425YFG7 2055-01-01 6 N/A 8561541.00 8762052.37 Agency Mortgage-Backed Securities FEPC 06.000 CLQX6097 N/A 31426BX35 2055-02-01 6 N/A 217794.00 223045.76 Agency Mortgage-Backed Securities FEPC 06.000 CLQX7743 N/A 31426DS94 2055-03-01 6 N/A 234571.00 240508.20 Agency Mortgage-Backed Securities FEPC 06.000 CLQX7775 N/A 31426DT93 2055-03-01 6 N/A 334870.00 342684.77 Agency Mortgage-Backed Securities FEPC 06.000 CLQX7872 N/A 31426DXA5 2055-03-01 6 N/A 195331.00 200657.53 Agency Mortgage-Backed Securities FEPC 06.000 CLRA8272 N/A 3133KQFM3 2053-01-01 6 N/A 14673494.00 12759699.25 Agency Mortgage-Backed Securities FEPC 06.000 CLRA9452 N/A 3133KRQD9 2053-07-01 6 N/A 423948.00 377859.80 Agency Mortgage-Backed Securities FEPC 06.000 CLSD1881 N/A 3132DPCS5 2052-10-01 6 N/A 1024.00 739.23 Agency Mortgage-Backed Securities FEPC 06.000 CLSD3642 N/A 3132E0BK7 2053-09-01 6 N/A 1000.00 854.77 Agency Mortgage-Backed Securities FEPC 06.000 CLSD5881 N/A 3132DTRA0 2054-07-01 6 N/A 3116450.00 3030890.96 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8301 N/A 3132DWGJ6 2053-02-01 6 N/A 39362.00 29662.41 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8350 N/A 3132DWH30 2053-08-01 6 N/A 420042.00 346192.04 Agency Mortgage-Backed Securities FEPC 06.000 CLSL0424 N/A 31427MPJ4 2055-02-01 6 N/A 1000.00 1006.56 Agency Mortgage-Backed Securities FEPC 06.500 CLQX3694 N/A 31425YC88 2055-01-01 6.5 N/A 12224773.00 12481383.96 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ1987 N/A 3142GSF52 2054-07-01 6.5 N/A 8592164.00 8546296.29 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ2317 N/A 3142GSSF6 2054-09-01 6.5 N/A 1346008.00 1339197.05 Agency Mortgage-Backed Securities FEPC 06.500 CLSD4348 N/A 3132E0ZM7 2053-12-01 6.5 N/A 443182.00 373886.69 Agency Mortgage-Backed Securities FEPC 06.500 CLSD5969 N/A 3132DTT26 2054-07-01 6.5 N/A 100000.00 99513.25 Agency Mortgage-Backed Securities FEPC 07.000 CLQX4801 N/A 31426AKP2 2055-02-01 7 N/A 1155704.00 1225011.57 Agency Mortgage-Backed Securities FEPC 07.500 CLSD8412 N/A 3132DWKZ5 2054-03-01 7.5 N/A 209447.00 125259.31 Agency Mortgage-Backed Securities FNMS 01.500 CIBQ7784 N/A 3140KTUJ2 2036-03-01 1.5 N/A 34276363.00 18167596.51 Agency Mortgage-Backed Securities FNMS 01.500 CIBR0962 N/A 3140KYB86 2036-04-01 1.5 N/A 83920633.00 45518597.53 Agency Mortgage-Backed Securities FNMS 01.500 CLMA4254 N/A 31418DWQ1 2051-02-01 1.5 N/A 34043860.00 19605565.22 Agency Mortgage-Backed Securities FNMS 02.000 CLBP6679 N/A 3140KEM54 2050-09-01 2 N/A 25035554.00 13108654.98 Agency Mortgage-Backed Securities FNMS 02.000 CLBQ6682 N/A 3140KSM87 2051-08-01 2 N/A 1000.00 568.70 Agency Mortgage-Backed Securities FNMS 02.000 CLBR2231 N/A 3140L0PR2 2051-08-01 2 N/A 1001.00 643.50 Agency Mortgage-Backed Securities FNMS 02.000 CLBR2644 N/A 3140L05E3 2051-02-01 2 N/A 200000.00 98637.65 Agency Mortgage-Backed Securities FNMS 02.000 CLBR4756 N/A 3140L3JA0 2051-03-01 2 N/A 300000.00 153804.37 Agency Mortgage-Backed Securities FNMS 02.000 CLBR5633 N/A 3140L4HK8 2051-03-01 2 N/A 99000.00 56173.40 Agency Mortgage-Backed Securities FNMS 02.000 CLBT1268 N/A 3140LPMS8 2051-07-01 2 N/A 118000.00 70015.70 Agency Mortgage-Backed Securities FNMS 02.000 CLBU0720 N/A 3140M1YS7 2051-10-01 2 N/A 520000.00 334943.11 Agency Mortgage-Backed Securities FNMS 02.000 CLBU1842 N/A 3140M3BL3 2052-01-01 2 N/A 45599.00 27745.55 Agency Mortgage-Backed Securities FNMS 02.000 CLBU2785 N/A 3140M4CX4 2051-11-01 2 N/A 904240.00 572860.63 Agency Mortgage-Backed Securities FNMS 02.000 CLCA6580 N/A 3140QEJ29 2050-08-01 2 N/A 22536272.00 11979835.42 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7289 N/A 3140QFC31 2050-10-01 2 N/A 35152592.00 18330173.86 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7332 N/A 3140QFEE5 2050-10-01 2 N/A 34169017.00 19498711.95 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7333 N/A 3140QFEF2 2050-10-01 2 N/A 48135284.00 27061429.95 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7334 N/A 3140QFEG0 2050-10-01 2 N/A 54088343.00 29773129.75 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7338 N/A 3140QFEL9 2050-10-01 2 N/A 9202109.00 4951713.82 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7341 N/A 3140QFEP0 2050-10-01 2 N/A 1024.00 551.11 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7351 N/A 3140QFEZ8 2050-10-01 2 N/A 33134685.00 18266338.70 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7449 N/A 3140QFH36 2050-10-01 2 N/A 1119.00 610.76 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7452 N/A 3140QFH69 2050-10-01 2 N/A 53567118.00 29534226.47 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7632 N/A 3140QFPS2 2050-11-01 2 N/A 17056000.00 9120392.32 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7683 N/A 3140QFRD3 2050-11-01 2 N/A 24816128.00 13675911.57 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7713 N/A 3140QFSB6 2050-11-01 2 N/A 13571903.00 7233361.84 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7918 N/A 3140QFYQ6 2050-11-01 2 N/A 1024.00 562.23 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7967 N/A 3140QFZ93 2050-12-01 2 N/A 1024.00 567.69 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7986 N/A 3140QF2U2 2050-12-01 2 N/A 14760245.00 8148051.60 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7987 N/A 3140QF2V0 2050-12-01 2 N/A 1325372.00 699954.90 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8019 N/A 3140QF4D8 2050-12-01 2 N/A 24050122.00 15073820.95 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8504 N/A 3140QGNW3 2051-01-01 2 N/A 30533344.00 19410852.70 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8578 N/A 3140QGQ83 2051-01-01 2 N/A 1157.00 617.45 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8579 N/A 3140QGQ91 2051-01-01 2 N/A 13678385.00 7344834.46 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8729 N/A 3140QGVX2 2051-01-01 2 N/A 2654833.00 1551478.10 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8752 N/A 3140QGWN3 2051-01-01 2 N/A 14446543.00 8132151.45 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8804 N/A 3140QGYA9 2051-02-01 2 N/A 9204590.00 5136645.38 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8928 N/A 3140QG4N4 2051-02-01 2 N/A 12080000.00 7031611.22 Agency Mortgage-Backed Securities FNMS 02.000 CLCA9249 N/A 3140QHH32 2051-02-01 2 N/A 18888480.00 10482286.33 Agency Mortgage-Backed Securities FNMS 02.000 CLCB1826 N/A 3140QMA46 2051-10-01 2 N/A 39430629.00 25638366.76 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4378 N/A 31418D2L5 2051-07-01 2 N/A 2000.00 1245.78 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4437 N/A 31418D4X7 2051-10-01 2 N/A 3000.00 1923.90 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4562 N/A 31418EB82 2052-03-01 2 N/A 1000.00 672.42 Agency Mortgage-Backed Securities FNMS 02.000 REBQ5447 N/A 3140KRBR9 2050-10-01 2 N/A 100000.00 56901.13 Agency Mortgage-Backed Securities FNMS 02.500 CIBO4725 N/A 3140K0HB7 2034-11-01 2.5 N/A 92344.00 27601.64 Agency Mortgage-Backed Securities FNMS 02.500 CIMA2868 N/A 31418CFJ8 2032-01-01 2.5 N/A 3000.00 501.51 Agency Mortgage-Backed Securities FNMS 02.500 CIMA4628 N/A 31418EEA4 2037-06-01 2.5 N/A 3000.00 2039.91 Agency Mortgage-Backed Securities FNMS 02.500 CLAB8464 N/A 31417FMN5 2043-02-01 2.5 N/A 3000.00 624.22 Agency Mortgage-Backed Securities FNMS 02.500 CLBR0999 N/A 3140KYDD3 2051-05-01 2.5 N/A 1000.00 658.81 Agency Mortgage-Backed Securities FNMS 02.500 CLBR6496 N/A 3140L5GE0 2051-04-01 2.5 N/A 84000.00 43881.52 Agency Mortgage-Backed Securities FNMS 02.500 CLBT0139 N/A 3140LNEM5 2051-06-01 2.5 N/A 2393721.00 1323678.24 Agency Mortgage-Backed Securities FNMS 02.500 CLBU6891 N/A 3140M8UR8 2052-03-01 2.5 N/A 300000.00 196130.23 Agency Mortgage-Backed Securities FNMS 02.500 CLBU9880 N/A 3140MB6S6 2052-01-01 2.5 N/A 91419276.00 56805212.48 Agency Mortgage-Backed Securities FNMS 02.500 CLBV3089 N/A 3140MGNF4 2052-02-01 2.5 N/A 300000.00 186310.55 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6402 N/A 3140QEDG4 2045-07-01 2.5 N/A 49145505.00 18397781.63 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6911 N/A 3140QEVD1 2050-09-01 2.5 N/A 2568167.00 1301137.90 Agency Mortgage-Backed Securities FNMS 02.500 CLCA7033 N/A 3140QEY71 2050-09-01 2.5 N/A 95027765.00 49054746.54 Agency Mortgage-Backed Securities FNMS 02.500 CLCA8955 N/A 3140QG5R4 2051-02-01 2.5 N/A 1001.00 505.44 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1125 N/A 3140QLHB5 2051-07-01 2.5 N/A 39819544.00 24633679.90 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1382 N/A 3140QLRC2 2051-08-01 2.5 N/A 314027.00 194970.37 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2548 N/A 3140QMZN7 2052-01-01 2.5 N/A 85000.00 57099.72 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2629 N/A 3140QM4P6 2052-01-01 2.5 N/A 200000.00 130726.71 Agency Mortgage-Backed Securities FNMS 02.500 CLFA0097 N/A 3140W0DB8 2052-03-01 2.5 N/A 1003.00 818.49 Agency Mortgage-Backed Securities FNMS 02.500 CLFM4063 N/A 3140X7QR3 2050-08-01 2.5 N/A 3854927.00 1966378.27 Agency Mortgage-Backed Securities FNMS 02.500 CLFS0967 N/A 3140XGCD9 2052-03-01 2.5 N/A 1000.00 668.55 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4438 N/A 31418D4Y5 2051-10-01 2.5 N/A 2000.00 1262.85 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4548 N/A 31418EBS8 2052-02-01 2.5 N/A 3000.00 2029.68 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4578 N/A 31418ECQ1 2052-04-01 2.5 N/A 1000.00 696.99 Agency Mortgage-Backed Securities FNMS 02.500 CTCA9358 N/A 3140QHMG7 2041-03-01 2.5 N/A 100000.00 58208.27 Agency Mortgage-Backed Securities FNMS 02.500 RIBH9343 N/A 3140GYLZ0 2032-09-01 2.5 N/A 1500000.00 116361.63 Agency Mortgage-Backed Securities FNMS 03.000 CKAS8184 N/A 3138WJCW6 2046-10-01 3 N/A 2381000.00 310430.64 Agency Mortgage-Backed Securities FNMS 03.000 CLAS7343 N/A 3138WHER9 2046-06-01 3 N/A 36130663.00 5369597.76 Agency Mortgage-Backed Securities FNMS 03.000 CLAS8269 N/A 3138WJFK9 2046-11-01 3 N/A 799000.00 143901.94 Agency Mortgage-Backed Securities FNMS 03.000 CLAT2698 N/A 3138WP7L2 2043-05-01 3 N/A 1347040.00 387148.85 Agency Mortgage-Backed Securities FNMS 03.000 CLAY1106 N/A 3138YEGQ4 2045-04-01 3 N/A 87899008.00 14453487.72 Agency Mortgage-Backed Securities FNMS 03.000 CLAY2259 N/A 3138YFQM9 2045-04-01 3 N/A 10997900.00 1970419.19 Agency Mortgage-Backed Securities FNMS 03.000 CLBM1181 N/A 3140J5J34 2043-08-01 3 N/A 69331904.00 19512846.07 Agency Mortgage-Backed Securities FNMS 03.000 CLBN7658 N/A 3140JQQL0 2049-07-01 3 N/A 64001279.00 11020078.80 Agency Mortgage-Backed Securities FNMS 03.000 CLBO2084 N/A 3140JWJ68 2049-08-01 3 N/A 33987265.00 9052634.32 Agency Mortgage-Backed Securities FNMS 03.000 CLBP5487 N/A 3140KDCZ1 2050-06-01 3 N/A 1099000.00 306388.44 Agency Mortgage-Backed Securities FNMS 03.000 CLBP8713 N/A 3140KGVF7 2050-08-01 3 N/A 100000.00 41166.69 Agency Mortgage-Backed Securities FNMS 03.000 CLBU1421 N/A 3140M2SK9 2052-01-01 3 N/A 1600000.00 1103158.40 Agency Mortgage-Backed Securities FNMS 03.000 CLBU5925 N/A 3140M7SP7 2051-12-01 3 N/A 97000.00 58950.62 Agency Mortgage-Backed Securities FNMS 03.000 CLBV4148 N/A 3140MHTE9 2052-03-01 3 N/A 1414.00 900.01 Agency Mortgage-Backed Securities FNMS 03.000 CLBV5391 N/A 3140MJ7D1 2047-04-01 3 N/A 7935088.00 5137155.63 Agency Mortgage-Backed Securities FNMS 03.000 CLCA0525 N/A 3140Q7SP3 2047-10-01 3 N/A 14851200.00 3076793.72 Agency Mortgage-Backed Securities FNMS 03.000 CLCA4141 N/A 3140QBS74 2049-09-01 3 N/A 600000.00 185865.99 Agency Mortgage-Backed Securities FNMS 03.000 CLCA6998 N/A 3140QEX49 2050-09-01 3 N/A 8128027.00 3039930.49 Agency Mortgage-Backed Securities FNMS 03.000 CLCA9307 N/A 3140QHKV6 2051-02-01 3 N/A 13318063.00 8091163.77 Agency Mortgage-Backed Securities FNMS 03.000 CLCB3582 N/A 3140QN6U1 2052-05-01 3 N/A 98000.00 70788.61 Agency Mortgage-Backed Securities FNMS 03.000 CLFM9419 N/A 3140XDPD2 2051-10-01 3 N/A 12602515.00 8321722.12 Agency Mortgage-Backed Securities FNMS 03.000 CLFS5127 N/A 3140XLVV7 2052-01-01 3 N/A 1000.00 782.14 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4079 N/A 31418DQ96 2050-07-01 3 N/A 3310000.00 971947.73 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4564 N/A 31418ECA6 2052-03-01 3 N/A 1000.00 686.92 Agency Mortgage-Backed Securities FNMS 03.000 CRAL3160 N/A 3138EKQN8 2043-02-01 3 N/A 60386304.00 14345617.03 Agency Mortgage-Backed Securities FNMS 03.000 CRAL5166 N/A 3138EMW49 2033-11-01 3 N/A 59254854.00 8519026.75 Agency Mortgage-Backed Securities FNMS 03.000 U3BF0307 N/A 3140FXKV3 2043-01-01 3 N/A 111999.00 35387.65 Agency Mortgage-Backed Securities FNMS 03.500 CLAL2226 N/A 3138EJPL6 2042-08-01 3.5 N/A 74745472.00 9841767.48 Agency Mortgage-Backed Securities FNMS 03.500 CLAP2358 N/A 3138M5TQ2 2042-08-01 3.5 N/A 1000.00 126.55 Agency Mortgage-Backed Securities FNMS 03.500 CLAR8582 N/A 3138W6RC2 2043-06-01 3.5 N/A 1024.00 196.76 Agency Mortgage-Backed Securities FNMS 03.500 CLAR9279 N/A 3138W7JZ8 2043-04-01 3.5 N/A 138552832.00 16007651.22 Agency Mortgage-Backed Securities FNMS 03.500 CLAS4338 N/A 3138WDZC8 2045-01-01 3.5 N/A 24698752.00 4110745.10 Agency Mortgage-Backed Securities FNMS 03.500 CLAS4770 N/A 3138WEJQ3 2045-04-01 3.5 N/A 16468401.00 1482661.50 Agency Mortgage-Backed Securities FNMS 03.500 CLAS4791 N/A 3138WEKD0 2045-04-01 3.5 N/A 1000.00 190.72 Agency Mortgage-Backed Securities FNMS 03.500 CLAS4920 N/A 3138WEPE3 2045-05-01 3.5 N/A 1024.00 90.50 Agency Mortgage-Backed Securities FNMS 03.500 CLAS4996 N/A 3138WERS0 2045-05-01 3.5 N/A 11432446.00 999343.35 Agency Mortgage-Backed Securities FNMS 03.500 CLAS5130 N/A 3138WEVY2 2045-06-01 3.5 N/A 10150752.00 1823195.24 Agency Mortgage-Backed Securities FNMS 03.500 CLAS5762 N/A 3138WFML7 2045-09-01 3.5 N/A 28324640.00 5549906.73 Agency Mortgage-Backed Securities FNMS 03.500 CLAS7917 N/A 3138WHYP1 2046-09-01 3.5 N/A 12985380.00 3575233.95 Agency Mortgage-Backed Securities FNMS 03.500 CLAS8057 N/A 3138WH5T5 2046-10-01 3.5 N/A 50112832.00 12100517.96 Agency Mortgage-Backed Securities FNMS 03.500 CLAS8089 N/A 3138WH7B2 2046-10-01 3.5 N/A 16941324.00 4655767.44 Agency Mortgage-Backed Securities FNMS 03.500 CLAS8689 N/A 3138WJUP1 2047-01-01 3.5 N/A 21510849.00 5036940.49 Agency Mortgage-Backed Securities FNMS 03.500 CLAS8922 N/A 3138WJ4G0 2047-03-01 3.5 N/A 2975872.00 640518.17 Agency Mortgage-Backed Securities FNMS 03.500 CLAS8946 N/A 3138WJ5G9 2047-03-01 3.5 N/A 620000.00 128013.72 Agency Mortgage-Backed Securities FNMS 03.500 CLAS9404 N/A 3138WKNW1 2047-04-01 3.5 N/A 15022496.00 4611534.26 Agency Mortgage-Backed Securities FNMS 03.500 CLAT3487 N/A 3138WQ2V3 2043-04-01 3.5 N/A 6491000.00 792217.72 Agency Mortgage-Backed Securities FNMS 03.500 CLAY8124 N/A 3138YNA23 2045-06-01 3.5 N/A 11749536.00 3391497.62 Agency Mortgage-Backed Securities FNMS 03.500 CLAZ0858 N/A 3138YR5U8 2045-07-01 3.5 N/A 82513876.00 16546166.64 Agency Mortgage-Backed Securities FNMS 03.500 CLAZ2078 N/A 3138YTJY1 2045-09-01 3.5 N/A 29364704.00 9702868.55 Agency Mortgage-Backed Securities FNMS 03.500 CLBC1500 N/A 3140EVU21 2046-08-01 3.5 N/A 1000.00 223.94 Agency Mortgage-Backed Securities FNMS 03.500 CLBC9077 N/A 3140F5CP6 2046-12-01 3.5 N/A 101000.00 25328.46 Agency Mortgage-Backed Securities FNMS 03.500 CLBD2440 N/A 3140F9WA9 2047-01-01 3.5 N/A 4003.00 698.66 Agency Mortgage-Backed Securities FNMS 03.500 CLBH7055 N/A 3140GVZV0 2047-12-01 3.5 N/A 186705250.00 44049051.36 Agency Mortgage-Backed Securities FNMS 03.500 CLBH9215 N/A 3140GYGZ6 2048-01-01 3.5 N/A 168008.00 26603.50 Agency Mortgage-Backed Securities FNMS 03.500 CLBJ0122 N/A 3140H1D49 2047-10-01 3.5 N/A 59308694.00 15795803.93 Agency Mortgage-Backed Securities FNMS 03.500 CLBJ1321 N/A 3140H2PF9 2047-11-01 3.5 N/A 1754296.00 447364.52 Agency Mortgage-Backed Securities FNMS 03.500 CLBJ7905 N/A 3140H9YB3 2048-03-01 3.5 N/A 44893601.00 11733333.30 Agency Mortgage-Backed Securities FNMS 03.500 CLBM4751 N/A 3140J9H53 2043-03-01 3.5 N/A 200000.00 56242.87 Agency Mortgage-Backed Securities FNMS 03.500 CLBM5012 N/A 3140J9SA0 2048-03-01 3.5 N/A 18059478.00 5469636.03 Agency Mortgage-Backed Securities FNMS 03.500 CLBU8932 N/A 3140MA4S0 2052-04-01 3.5 N/A 1000.00 722.90 Agency Mortgage-Backed Securities FNMS 03.500 CLBV0811 N/A 3140MD3V8 2052-01-01 3.5 N/A 2190013.00 1866832.43 Agency Mortgage-Backed Securities FNMS 03.500 CLBV9888 N/A 3140MP7A3 2052-05-01 3.5 N/A 10891840.00 7497510.60 Agency Mortgage-Backed Securities FNMS 03.500 CLCA0483 N/A 3140Q7RD1 2047-10-01 3.5 N/A 800000.00 184402.12 Agency Mortgage-Backed Securities FNMS 03.500 CLFM3217 N/A 3140X6SF9 2050-05-01 3.5 N/A 2002000.00 609344.20 Agency Mortgage-Backed Securities FNMS 03.500 CLFS2425 N/A 3140XHVT1 2052-05-01 3.5 N/A 150202.00 109206.64 Agency Mortgage-Backed Securities FNMS 03.500 CLFS8356 N/A 3140XQJA6 2052-08-01 3.5 N/A 75983268.00 64611829.72 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3057 N/A 31418CMF8 2047-07-01 3.5 N/A 3000.00 336.43 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4580 N/A 31418ECS7 2052-04-01 3.5 N/A 3000.00 2145.33 Agency Mortgage-Backed Securities FNMS 03.500 CRAL3532 N/A 3138EK4S1 2042-09-01 3.5 N/A 92608113.00 12153093.10 Agency Mortgage-Backed Securities FNMS 03.500 CRAL6348 N/A 3138EPBS2 2045-02-01 3.5 N/A 1605376.00 288090.37 Agency Mortgage-Backed Securities FNMS 03.500 CRAQ6238 N/A 3138MM4Y5 2042-12-01 3.5 N/A 60000000.00 9200792.26 Agency Mortgage-Backed Securities FNMS 03.500 CRAQ9089 N/A 3138MRC33 2042-12-01 3.5 N/A 50046238.00 7547678.28 Agency Mortgage-Backed Securities FNMS 03.500 I4BF0131 N/A 3140FXED0 2056-08-01 3.5 N/A 90000.00 27022.30 Agency Mortgage-Backed Securities FNMS 03.500 I4BF0179 N/A 3140FXFV9 2057-01-01 3.5 N/A 1044435.00 372077.14 Agency Mortgage-Backed Securities FNMS 04.000 CKAJ9329 N/A 3138E2LK9 2042-01-01 4 N/A 1104.00 25.90 Agency Mortgage-Backed Securities FNMS 04.000 CLAS8955 N/A 3138WJ5R5 2047-03-01 4 N/A 8552051.00 2104180.33 Agency Mortgage-Backed Securities FNMS 04.000 CLAS9453 N/A 3138WKQF5 2047-04-01 4 N/A 2001.00 326.24 Agency Mortgage-Backed Securities FNMS 04.000 CLAT9653 N/A 3138WXWP8 2043-07-01 4 N/A 1998.00 393.23 Agency Mortgage-Backed Securities FNMS 04.000 CLAU5883 N/A 3138X5RD1 2043-09-01 4 N/A 13793671.00 2302186.11 Agency Mortgage-Backed Securities FNMS 04.000 CLBC1516 N/A 3140EVVJ3 2046-08-01 4 N/A 3662336.00 600654.39 Agency Mortgage-Backed Securities FNMS 04.000 CLBD7082 N/A 3140FE2Q6 2047-03-01 4 N/A 1040.00 207.71 Agency Mortgage-Backed Securities FNMS 04.000 CLBE3702 N/A 3140FPDG1 2047-06-01 4 N/A 110765298.00 12730335.67 Agency Mortgage-Backed Securities FNMS 04.000 CLBH4014 N/A 3140GSN81 2047-09-01 4 N/A 1000.00 308.09 Agency Mortgage-Backed Securities FNMS 04.000 CLBM2007 N/A 3140J6GR2 2048-09-01 4 N/A 721001.00 65424.34 Agency Mortgage-Backed Securities FNMS 04.000 CLBM4517 N/A 3140J9AT8 2048-09-01 4 N/A 14588656.00 1330135.76 Agency Mortgage-Backed Securities FNMS 04.000 CLBM4682 N/A 3140J9FY2 2045-01-01 4 N/A 36100941.00 8136814.20 Agency Mortgage-Backed Securities FNMS 04.000 CLBN8876 N/A 3140JR2J9 2049-05-01 4 N/A 21614806.00 4551980.42 Agency Mortgage-Backed Securities FNMS 04.000 CLBW0022 N/A 3140MRAY3 2052-07-01 4 N/A 975000.00 620955.73 Agency Mortgage-Backed Securities FNMS 04.000 CLCA0660 N/A 3140Q7WW3 2047-11-01 4 N/A 1113918.00 263026.56 Agency Mortgage-Backed Securities FNMS 04.000 CLCA2429 N/A 3140Q9VX8 2048-10-01 4 N/A 19839081.00 4579265.32 Agency Mortgage-Backed Securities FNMS 04.000 CLCB3909 N/A 3140QPKX4 2052-06-01 4 N/A 45000.00 35631.92 Agency Mortgage-Backed Securities FNMS 04.000 CLCB4121 N/A 3140QPSK4 2052-07-01 4 N/A 85000.00 66615.65 Agency Mortgage-Backed Securities FNMS 04.000 CLFS2887 N/A 3140XJF57 2052-09-01 4 N/A 32603720.00 24909363.40 Agency Mortgage-Backed Securities FNMS 04.000 CLFS5259 N/A 3140XLZZ4 2053-01-01 4 N/A 1001.00 823.45 Agency Mortgage-Backed Securities FNMS 04.000 CLMA2930 N/A 31418CHG2 2047-03-01 4 N/A 3000.00 293.56 Agency Mortgage-Backed Securities FNMS 04.000 CLMA5089 N/A 31418EUP3 2053-07-01 4 N/A 1000.00 844.40 Agency Mortgage-Backed Securities FNMS 04.000 CRAS9144 N/A 3138WKES0 2043-06-01 4 N/A 5183560.00 389594.10 Agency Mortgage-Backed Securities FNMS 04.000 CTAL6035 N/A 3138ENV55 2034-05-01 4 N/A 1000.00 144.98 Agency Mortgage-Backed Securities FNMS 04.000 CTBM3123 N/A 3140J7PH2 2037-04-01 4 N/A 1001.00 304.46 Agency Mortgage-Backed Securities FNMS 04.000 U4BF0195 N/A 3140FXGD8 2051-05-01 4 N/A 146379.00 44491.53 Agency Mortgage-Backed Securities FNMS 04.500 CLBE3780 N/A 3140FPFW4 2047-07-01 4.5 N/A 1001.00 191.23 Agency Mortgage-Backed Securities FNMS 04.500 CLBK5338 N/A 3140HJ4Y4 2048-07-01 4.5 N/A 1069.00 212.04 Agency Mortgage-Backed Securities FNMS 04.500 CLBN5411 N/A 3140JNAM2 2049-04-01 4.5 N/A 17913316.00 4425631.49 Agency Mortgage-Backed Securities FNMS 04.500 CLBV2615 N/A 3140MF3Z4 2052-07-01 4.5 N/A 49000.00 34658.44 Agency Mortgage-Backed Securities FNMS 04.500 CLBW1374 N/A 3140MSQ40 2052-11-01 4.5 N/A 45318.00 37836.13 Agency Mortgage-Backed Securities FNMS 04.500 CLBW1442 N/A 3140MSS89 2052-06-01 4.5 N/A 7777408.00 5463868.06 Agency Mortgage-Backed Securities FNMS 04.500 CLBW1505 N/A 3140MSU78 2052-07-01 4.5 N/A 5572358.00 4443233.29 Agency Mortgage-Backed Securities FNMS 04.500 CLBW3918 N/A 3140MVK80 2052-08-01 4.5 N/A 3916736.00 3059842.91 Agency Mortgage-Backed Securities FNMS 04.500 CLCA1218 N/A 3140Q8K87 2048-02-01 4.5 N/A 1108378.00 125817.21 Agency Mortgage-Backed Securities FNMS 04.500 CLCA1390 N/A 3140Q8RL1 2048-03-01 4.5 N/A 18509376.00 2376570.46 Agency Mortgage-Backed Securities FNMS 04.500 CLCA1558 N/A 3140Q8WU5 2048-04-01 4.5 N/A 10781500.00 2217956.92 Agency Mortgage-Backed Securities FNMS 04.500 CLCA1897 N/A 3140Q9DB6 2048-06-01 4.5 N/A 1024.00 254.16 Agency Mortgage-Backed Securities FNMS 04.500 CLCB5892 N/A 3140QRRN5 2053-03-01 4.5 N/A 147000.00 126113.25 Agency Mortgage-Backed Securities FNMS 04.500 CLDD3749 N/A 3140B4EX4 2055-02-01 4.5 N/A 1000.00 959.01 Agency Mortgage-Backed Securities FNMS 04.500 CLMA4733 N/A 31418EHK9 2052-09-01 4.5 N/A 1000.00 798.53 Agency Mortgage-Backed Securities FNMS 04.500 I3BF0328 N/A 3140FXLJ9 2048-07-01 4.5 N/A 225000.00 94175.76 Agency Mortgage-Backed Securities FNMS 04.500 REAL8405 N/A 3138ETKT2 2041-05-01 4.5 N/A 6030475.00 408551.60 Agency Mortgage-Backed Securities FNMS 04.500 U4BF0247 N/A 3140FXHZ8 2051-06-01 4.5 N/A 3000.00 902.53 Agency Mortgage-Backed Securities FNMS 05.000 CICC0172 N/A 3140Y6FN5 2040-03-01 5 N/A 1859754.00 1871920.05 Agency Mortgage-Backed Securities FNMS 05.000 CKBV2554 N/A 3140MFZU0 2052-06-01 5 N/A 50000.00 41473.56 Agency Mortgage-Backed Securities FNMS 05.000 CLBT7909 N/A 3140LWYF8 2052-10-01 5 N/A 9859523.00 8823128.80 Agency Mortgage-Backed Securities FNMS 05.000 CLBW0044 N/A 3140MRBN6 2052-07-01 5 N/A 164000.00 107421.07 Agency Mortgage-Backed Securities FNMS 05.000 CLBW0048 N/A 3140MRBS5 2052-07-01 5 N/A 15001.00 10504.49 Agency Mortgage-Backed Securities FNMS 05.000 CLBW1447 N/A 3140MSTD7 2052-06-01 5 N/A 1008.00 695.79 Agency Mortgage-Backed Securities FNMS 05.000 CLBW6307 N/A 3140MYAH5 2052-08-01 5 N/A 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1 5/8 NOTE S 26 N/A 912828YU8 2026-11-30 1.625 N/A 399800.00 389719.87 U.S. Treasuries (including strips) 1 7/8 NOTE B 32 N/A 91282CDY4 2032-02-15 1.875 N/A 500.00 440.07 U.S. Treasuries (including strips) 2 1/2 NOTE H 26 N/A 9128286F2 2026-02-28 2.5 N/A 3859700.00 3827494.75 U.S. Treasuries (including strips) 2 1/4 NOTE J 26 N/A 9128286L9 2026-03-31 2.25 N/A 4000000.00 3945541.05 U.S. Treasuries (including strips) 2 3/4 NOTE B 28 N/A 9128283W8 2028-02-15 2.75 N/A 2403700.00 2361783.19 U.S. Treasuries (including strips) 2 3/4 NOTE P 25 N/A 9128284Z0 2025-08-31 2.75 N/A 9799800.00 9789396.77 U.S. Treasuries (including strips) 2 3/8 BOND 51 N/A 912810SX7 2051-05-15 2.375 N/A 6871300.00 4500556.41 U.S. Treasuries (including strips) 2 5/8 NOTE G 26 N/A 9128286A3 2026-01-31 2.625 N/A 17404000.00 17330567.81 U.S. Treasuries (including strips) 2 5/8 NOTE T 25 N/A 9128285T3 2025-12-31 2.625 N/A 5000000.00 4995768.29 U.S. Treasuries (including strips) 3 1/2 NOTE BH 26 N/A 91282CLP4 2026-09-30 3.5 N/A 111737000.00 111656644.56 U.S. Treasuries (including strips) 3 1/4 BOND 42 N/A 912810TH1 2042-05-15 3.25 N/A 20000000.00 17007926.30 U.S. Treasuries (including strips) 3 1/8 BOND 48 N/A 912810SC3 2048-05-15 3.125 N/A 3970400.00 3107529.29 U.S. Treasuries (including strips) 3 3/4 NOTE AR 27 N/A 91282CLG4 2027-08-15 3.75 N/A 100.00 101.05 U.S. Treasuries (including strips) 3 3/4 NOTE BG 26 N/A 91282CLH2 2026-08-31 3.75 N/A 63244800.00 63603210.37 U.S. Treasuries (including strips) 3 3/4 NOTE P 31 N/A 91282CLJ8 2031-08-31 3.75 N/A 8655600.00 8627668.66 U.S. Treasuries (including strips) 3 3/8 NOTE AS 27 N/A 91282CLL3 2027-09-15 3.375 N/A 1257800.00 1256617.35 U.S. Treasuries (including strips) 3 5/8 BOND 44 N/A 912810RE0 2044-02-15 3.625 N/A 45037800.00 39309362.10 U.S. Treasuries (including strips) 3 5/8 NOTE AC 29 N/A 91282CLK5 2029-08-31 3.625 N/A 1999300.00 2004439.86 U.S. Treasuries (including strips) 3 7/8 NOTE AL 28 N/A 91282CMS7 2028-03-15 3.875 N/A 12846900.00 13004823.73 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3594500.00 3591552.51 U.S. Treasuries (including strips) BILL 06/20/25 N/A 912797NV5 2025-06-20 0 N/A 7476000.00 7432183.16 U.S. Treasuries (including strips) BILL 07/10/25 N/A 912797LW5 2025-07-10 0 N/A 6619600.00 6565630.40 U.S. Treasuries (including strips) BILL 07/29/25 N/A 912797QC4 2025-07-29 0 N/A 239400.00 236922.45 U.S. Treasuries (including strips) BILL 08/21/25 N/A 912797PP6 2025-08-21 0 N/A 666600.00 657923.53 U.S. Treasuries (including strips) BILL 08/26/25 N/A 912797QL4 2025-08-26 0 N/A 4344000.00 4284852.10 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2025-05-01 2025-05-01 2025-05-01 N N N 0.0438 1000000000.00 1000000000.00 0.0059 N Y Y N Fixed Income Clearing Corporation - WF Fixed Income Clearing Corporation - WF 4.38000000 N/A 549300H47WTHXPU08X20 BYDED4016 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y UNITED STATES TREASURY 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2031-04-25 2.87689 N/A 13400000.00 1786615.23 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K130 N/A 3137H1YY6 2048-08-25 3.202952 N/A 13487621.00 2112109.61 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K154 N/A 3137H9UG2 2056-02-25 5.277075 N/A 12000000.00 3642839.72 Agency Collateralized Mortgage Obligation FHLMC STRUCTURED PASS THROUGH SECURITIES FSPC_T-42 N/A 31392MH47 2042-02-25 9.5 N/A 128000.00 3851.88 Agency Collateralized Mortgage Obligation FHLMC_08-3451 N/A 31397TP71 2037-02-15 1.57081 N/A 2000000.00 540.28 Agency Collateralized Mortgage Obligation FHLMC_304 N/A 31325UNW2 2042-12-15 4 N/A 43497000.00 910739.57 Agency Collateralized Mortgage Obligation FHLMC_3667B N/A 31398QG35 2040-05-15 1.99081 N/A 5000000.00 1787.25 Agency Collateralized Mortgage Obligation FHLMC_40-10 N/A 3137AMUR6 2042-01-15 4.5 N/A 92501111.00 360803.42 Agency Collateralized Mortgage Obligation FHLMC_40-91 N/A 3137ATDJ8 2042-08-15 2.09081 N/A 22372053.00 489793.99 Agency Collateralized Mortgage Obligation FHLMC_4046 N/A 3137AQGR3 2042-05-15 4.5 N/A 33346994.00 322907.35 Agency Collateralized Mortgage Obligation FHLMC_4104C N/A 3137ATU42 2042-09-15 1.64081 N/A 21428571.00 401426.36 Agency Collateralized Mortgage Obligation FHLMC_4161B N/A 3137AYNW7 2043-02-15 1.69081 N/A 20500000.00 552385.87 Agency Collateralized Mortgage Obligation FHLMC_42-99 N/A 3137B74T3 2043-07-15 4 N/A 28735375.00 30220.43 Agency Collateralized Mortgage Obligation FHLMC_4215 N/A 3137B33X4 2032-07-15 3 N/A 62500000.00 128608.48 Agency Collateralized Mortgage Obligation FHLMC_4301 N/A 3137B8CC9 2037-07-15 1.64081 N/A 77000000.00 569757.00 Agency Collateralized Mortgage Obligation FHLMC_4351 N/A 3137BBPE4 2044-06-15 1.74081 N/A 50000000.00 308560.10 Agency Collateralized Mortgage Obligation FHLMC_44-17 N/A 3137BFWP2 2043-12-15 0.04984 N/A 22473927.00 65649.84 Agency Collateralized Mortgage Obligation FHLMC_4472F N/A 3137BJ3M3 2045-05-15 5 N/A 45430594.00 645790.91 Agency Collateralized Mortgage Obligation FHLMC_45-44 N/A 3137BMQA7 2044-11-15 4 N/A 10062114.00 2066931.19 Agency Collateralized Mortgage Obligation FHLMC_4524 N/A 3137BM5V4 2041-05-15 5 N/A 33500000.00 572355.02 Agency Collateralized Mortgage Obligation FHLMC_4564F N/A 3137BNGB4 2043-04-15 0 N/A 26456473.00 90433.17 Agency Collateralized Mortgage Obligation FHLMC_4584 N/A 3137BPUR8 2044-05-15 0.04081 N/A 4814646.00 39742.62 Agency Collateralized Mortgage Obligation FHLMC_4686 N/A 3137BY2A7 2047-03-15 4 N/A 11500000.00 11002452.68 Agency Collateralized Mortgage Obligation FHLMC_4698B N/A 3137F1XH6 2047-07-15 0 N/A 50000000.00 388312.93 Agency Collateralized Mortgage Obligation FHLMC_4701D N/A 3137F1JS8 2036-01-15 5 N/A 30122470.00 797266.16 Agency Collateralized Mortgage Obligation FHLMC_4701E N/A 3137F1K49 2040-04-15 5 N/A 25803798.00 716752.23 Agency Collateralized Mortgage Obligation FHLMC_4707C N/A 3137F2MZ6 2047-08-15 0 N/A 103816691.00 685775.38 Agency Collateralized Mortgage Obligation FHLMC_4733E N/A 3137FBSK3 2038-07-15 5.5 N/A 6761737.00 239317.74 Agency Collateralized Mortgage Obligation FHLMC_4783B N/A 3137F4Y48 2033-07-15 3.5 N/A 124269272.00 400545.93 Agency Collateralized Mortgage Obligation FHLMC_4795G N/A 3137F5S67 2048-03-15 1.69081 N/A 21176438.00 398659.03 Agency Collateralized Mortgage Obligation FHLMC_4833D N/A 3137FJBD0 2044-04-15 0.05 N/A 34129268.00 13188.22 Agency Collateralized Mortgage Obligation FHLMC_4935F N/A 3137FQ6B4 2043-03-15 0.06 N/A 13906717.00 8086.97 Agency Collateralized Mortgage Obligation FHLMC_4935G N/A 3137FQ6G3 2041-08-15 0.53 N/A 8997993.00 65419.52 Agency Collateralized Mortgage Obligation FHLMC_4935H N/A 3137FQ6J7 2042-06-15 0.65 N/A 5451206.00 46369.89 Agency Collateralized Mortgage Obligation FHLMC_5060E N/A 3137F86R9 2041-04-15 5 N/A 7685360.00 299373.53 Agency Collateralized Mortgage Obligation FHLMC_5083T N/A 3137FFNG8 2050-11-25 5.00333 N/A 4100000.00 2663008.20 Agency Collateralized Mortgage Obligation FHLMC_5121B N/A 3137H0MZ8 2042-04-15 0.4 N/A 16135008.00 124465.15 Agency Collateralized Mortgage Obligation FHLMC_5121B N/A 3137H0N20 2044-03-15 0.02 N/A 9834426.00 3048.55 Agency Collateralized Mortgage Obligation FHLMC_5121B N/A 3137H0N38 2044-08-15 0.05 N/A 14302766.00 14595.88 Agency Collateralized Mortgage Obligation FHLMC_5331D N/A 3137HAEJ1 2044-08-15 0.05 N/A 11538316.00 19084.50 Agency Collateralized Mortgage Obligation FHLMC_5343E N/A 3137HAQA7 2042-10-15 3.5 N/A 13993688.00 1289266.47 Agency Collateralized Mortgage Obligation FHLMC_5352E N/A 3137HAWW2 2046-10-15 0.973513 N/A 14260417.00 1563106.05 Agency Collateralized Mortgage Obligation FHLMC_5394A N/A 3137HBQN7 2043-02-15 0 N/A 5454332.00 3652425.52 Agency Collateralized Mortgage Obligation FHLMC_5444D N/A 3137HFDJ1 2044-08-15 0.05 N/A 29762511.00 42952.92 Agency Collateralized Mortgage Obligation FHLMC_5444D N/A 3137HFDH5 2048-11-15 1.54081 N/A 58554444.00 5692962.07 Agency Collateralized Mortgage Obligation FHLMC_5444D N/A 3137HFDA0 2048-11-15 0.1 N/A 6237243.00 25378.80 Agency Collateralized Mortgage Obligation FHLMC_K056 N/A 3137BQYW1 2026-06-25 2.188963 N/A 1916000.00 45840.93 Agency Collateralized Mortgage Obligation FHLMC_Q025 N/A 3137HCKT8 2034-02-25 0.36031 N/A 324636000.00 8241548.09 Agency Collateralized Mortgage Obligation FHMS-K760 N/A 3137HKPD0 2062-03-25 5.21192 N/A 24396000.00 6712131.59 Agency Collateralized Mortgage Obligation FHMS_K053 N/A 3137BN6J8 2044-03-25 1.704186 N/A 24717000.00 309056.85 Agency Collateralized Mortgage Obligation FHMS_K085 N/A 3137FKJF4 2045-12-25 2.391418 N/A 4265750.00 314110.30 Agency Collateralized Mortgage Obligation FHMS_K102 N/A 3137FQKF9 2046-12-25 1.955585 N/A 25000000.00 1868933.30 Agency Collateralized Mortgage Obligation FHMS_K105 N/A 3137FRUM1 2030-06-25 2.040726 N/A 34625000.00 2876607.54 Agency Collateralized Mortgage Obligation FHMS_K143 N/A 3137H74D2 2032-04-25 3.247989 N/A 7000000.00 1211717.05 Agency Collateralized Mortgage Obligation FHMS_K150 N/A 3137H9CC1 2054-10-25 4.571448 N/A 15000000.00 3840833.33 Agency Collateralized Mortgage Obligation FHMS_K163 N/A 3137HCXN7 2034-04-25 5.880069 N/A 15327418.00 5722916.42 Agency Collateralized Mortgage Obligation FHMS_K169 N/A 3137HK2G8 2062-03-25 5.48678 N/A 42900147.00 16027354.81 Agency Collateralized Mortgage Obligation FHMS_K743 N/A 3137H14E3 2049-06-25 3.055673 N/A 9500000.00 776534.88 Agency Collateralized Mortgage Obligation FHMS_K748 N/A 3137H5YF8 2050-02-25 2.784894 N/A 14432000.00 1234966.26 Agency Collateralized Mortgage Obligation FHMS_K758 N/A 3137HHJJ1 2056-11-25 5.349765 N/A 6400000.00 1725744.21 Agency Collateralized Mortgage Obligation FHMS_K759 N/A 3137HJZV2 2062-02-25 5.435148 N/A 9000000.00 2590382.83 Agency Collateralized Mortgage Obligation FHMS_KG03 N/A 3137FVEF5 2033-07-25 3.068629 N/A 7733000.00 936125.67 Agency Collateralized Mortgage Obligation FHMS_KS07 N/A 3137BS6G3 2025-09-25 0.714647 N/A 13609000.00 35054.15 Agency Collateralized Mortgage Obligation FHMS_KX04 N/A 3137FWHN3 2034-01-25 1.768647 N/A 19940000.00 703341.78 Agency Collateralized Mortgage Obligation FHSTR_390 N/A 31325YYR3 2052-11-15 4.556156 N/A 2624331.00 384039.43 Agency Collateralized Mortgage Obligation FNMA_01-51 N/A 313921RM2 2031-10-25 6.5 N/A 500000.00 5107.75 Agency Collateralized Mortgage Obligation FNMA_10-109 N/A 31398NTR5 2040-10-25 6.04824 N/A 18305750.00 601048.83 Agency Collateralized Mortgage Obligation FNMA_10-150 N/A 31397QDV7 2040-10-25 1.98183 N/A 135801587.00 3565.16 Agency Collateralized Mortgage Obligation FNMA_12-103 N/A 3136A8A42 2042-09-25 1.58183 N/A 82285920.00 1246912.97 Agency Collateralized Mortgage Obligation FNMA_12-131A N/A 3136AABL8 2041-05-25 1.18183 N/A 59814291.00 808.10 Agency Collateralized Mortgage Obligation FNMA_12-24D N/A 3136A4DV8 2042-03-25 1.98183 N/A 13150872.00 242751.41 Agency Collateralized Mortgage Obligation FNMA_12-43 N/A 3136A5YL4 2041-07-25 4.46817 N/A 7000000.00 10166.77 Agency Collateralized Mortgage Obligation FNMA_12-52E N/A 3136A6AM6 2042-05-25 2.11183 N/A 104663303.00 1176330.03 Agency Collateralized Mortgage Obligation FNMA_12-99J N/A 3136A8WB2 2042-09-25 4 N/A 23159229.00 199616.16 Agency Collateralized Mortgage Obligation FNMA_13-15 N/A 3136ACN49 2033-03-25 0.11981 N/A 18391622.00 3475628.18 Agency Collateralized Mortgage Obligation FNMA_13-23 N/A 3136ADAK5 2033-03-25 0.11981 N/A 7025000.00 1977436.44 Agency Collateralized Mortgage Obligation FNMA_13-35 N/A 3136ADRQ4 2033-04-25 3 N/A 24015467.00 254831.19 Agency Collateralized Mortgage Obligation FNMA_13-35 N/A 3136ADRU5 2033-04-25 3 N/A 24874298.00 267869.48 Agency Collateralized Mortgage Obligation FNMA_13-6 N/A 3136ABY49 2033-02-25 3 N/A 27672262.00 204193.82 Agency Collateralized Mortgage Obligation FNMA_14-2 N/A 3136AJCJ3 2044-02-25 5.999994 N/A 21709187.00 320935.88 Agency Collateralized Mortgage Obligation FNMA_14-60 N/A 3136ALDV0 2044-10-25 3 N/A 2825000.00 3393818.87 Agency Collateralized Mortgage Obligation FNMA_16-26 N/A 3136AR4T2 2043-01-25 0 N/A 5220322.00 27906.96 Agency Collateralized Mortgage Obligation FNMA_16-72 N/A 3136ATH72 2046-10-25 3 N/A 1475530.00 1249372.81 Agency Collateralized Mortgage Obligation FNMA_16-9B N/A 3136AQ5V8 2046-03-25 3.5 N/A 580734.00 657564.36 Agency Collateralized Mortgage Obligation FNMA_17-78B N/A 3136AX6Z3 2047-10-25 3.5 N/A 13304714.00 200170.81 Agency Collateralized Mortgage Obligation FNMA_17-96A N/A 3136B0AB2 2057-12-25 1.63183 N/A 48519741.00 1785258.68 Agency Collateralized Mortgage Obligation FNMA_17-96F N/A 3136B0AW6 2041-08-25 4.5 N/A 44518053.00 847110.63 Agency Collateralized Mortgage Obligation FNMA_18-55A N/A 3136B2TM4 2048-08-25 1.78183 N/A 58135875.00 1327055.25 Agency Collateralized Mortgage Obligation FNMA_19-21C N/A 3136B4QY7 2049-05-25 4 N/A 4947753.00 5161517.67 Agency Collateralized Mortgage Obligation FNMA_19-61A N/A 3136B66Q1 2059-11-25 1.58183 N/A 14507222.00 740290.43 Agency Collateralized Mortgage Obligation FNMA_19-62A N/A 3136B6Z89 2059-11-25 1.53183 N/A 10012996.00 683154.53 Agency Collateralized Mortgage Obligation FNMA_20-38A N/A 3136BABX1 2050-06-25 2.5 N/A 21151655.00 1783793.99 Agency Collateralized Mortgage Obligation FNMA_20-59C N/A 3136BBKT8 2042-09-25 0.1 N/A 10240264.00 13015.78 Agency Collateralized Mortgage Obligation FNMA_20-59C N/A 3136BBKV3 2044-01-25 0.6 N/A 10176126.00 77063.59 Agency Collateralized Mortgage Obligation FNMA_20-91C N/A 3136BCX47 2043-11-25 4 N/A 22639231.00 814870.45 Agency Collateralized Mortgage Obligation FNMA_20-96D N/A 3136BDKK3 2051-01-25 2.5 N/A 27963530.00 5002316.62 Agency Collateralized Mortgage Obligation FNMA_20J-63 N/A 3136BBC67 2050-09-25 2 N/A 1168359.00 817399.45 Agency Collateralized Mortgage Obligation FNMA_21-22D N/A 3136BFSG9 2051-04-25 0 N/A 10000000.00 6940.50 Agency Collateralized Mortgage Obligation FNMA_21-55C N/A 3136BGGM7 2061-08-25 0 N/A 184283299.00 2237585.55 Agency Collateralized Mortgage Obligation FNMA_21-59 N/A 3136BGB42 2051-09-25 2 N/A 2035000.00 1088510.56 Agency Collateralized Mortgage Obligation FNMA_21-61C N/A 3136BGVN8 2051-09-25 0 N/A 46500000.00 38339.69 Agency Collateralized Mortgage Obligation FNMA_21-75B N/A 3136BJS89 2051-11-25 3.5 N/A 24439250.00 2792108.98 Agency Collateralized Mortgage Obligation FNMA_21-75F N/A 3136BJ3N3 2051-11-25 3 N/A 78463000.00 7880432.43 Agency Collateralized Mortgage Obligation FNMA_22-12J N/A 3136BMDC9 2045-05-25 4 N/A 22088980.00 2816851.78 Agency Collateralized Mortgage Obligation FNMA_22-41D N/A 3136BNJG2 2049-05-25 0.05 N/A 7193861.00 9615.01 Agency Collateralized Mortgage Obligation FNMA_22-42B N/A 3136BNRW8 2050-06-25 1.64631 N/A 26210120.00 1806362.41 Agency Collateralized Mortgage Obligation FNMA_22-58B N/A 3136BN4Y9 2052-09-25 0.94631 N/A 65225362.00 2635606.53 Agency Collateralized Mortgage Obligation FNMA_23-50C N/A 3136BQLT4 2049-07-25 0.1 N/A 20341106.00 63807.85 Agency Collateralized Mortgage Obligation FNMA_23-50C N/A 3136BQLS6 2044-04-25 0.05 N/A 1254090.00 2024.74 Agency Collateralized Mortgage Obligation FNMA_23-64C N/A 3136BQZR3 2048-07-25 0.05 N/A 5118934.00 10093.33 Agency Collateralized Mortgage Obligation FNMA_23-64C N/A 3136BQZQ5 2048-07-25 1.68183 N/A 19429077.00 1840527.85 Agency Collateralized Mortgage Obligation FNMA_24-20E N/A 3136BRV87 2054-05-25 2.84631 N/A 55000000.00 4413936.72 Agency Collateralized Mortgage Obligation FNMA_24-22L N/A 3136BRM61 2054-05-25 5.5 N/A 12205917.00 12656609.02 Agency Collateralized Mortgage Obligation FNMA_24-24A N/A 3136BRRQ2 2054-05-25 6.5 N/A 109000000.00 17072907.76 Agency Collateralized Mortgage Obligation FNMA_24-37 N/A 3136BR7B7 2054-06-25 2.66631 N/A 50000000.00 3938413.50 Agency Collateralized Mortgage Obligation FNMA_24-42B N/A 3136BSHD0 2054-07-25 2.72631 N/A 30000000.00 2152262.50 Agency Collateralized Mortgage Obligation FNMA_24-5C N/A 3136BQ4W6 2054-03-25 2.04631 N/A 112217640.00 8698973.68 Agency Collateralized Mortgage Obligation FNMA_24-62C N/A 3136BSZX6 2054-09-25 0.02 N/A 92941546.00 58879.08 Agency Collateralized Mortgage Obligation FNMA_24-62C N/A 3136BSB20 2054-09-25 0.89631 N/A 172071737.00 6358242.36 Agency Collateralized Mortgage Obligation FNMA_24-63A N/A 3136BSQZ1 2054-09-25 1.54631 N/A 45000000.00 2509538.65 Agency Collateralized Mortgage Obligation FNMA_24-6B N/A 3136BQ2Q1 2054-03-25 2.66631 N/A 63668669.00 4781192.41 Agency Collateralized Mortgage Obligation FNMA_24-6C N/A 3136BQ2S7 2047-09-25 0.1 N/A 17892014.00 76347.39 Agency Collateralized Mortgage Obligation FNMA_24-6C N/A 3136BQ2T5 2042-07-25 0.5 N/A 15645496.00 292750.40 Agency Collateralized Mortgage Obligation FNMA_24-6E N/A 3136BQ2X6 2045-04-25 0 N/A 10816174.00 6529642.16 Agency Collateralized Mortgage Obligation FNMA_24-6E N/A 3136BQ2W8 2043-07-25 2.16684 N/A 6098639.00 974725.73 Agency Collateralized Mortgage Obligation FNMA_24-86A N/A 3136BTZY2 2054-12-25 0.05 N/A 93100000.00 118088.05 Agency Collateralized Mortgage Obligation FNMA_24-96G N/A 3136BTM34 2054-12-25 0.25 N/A 100617472.00 351135.06 Agency Collateralized Mortgage Obligation FNMA_24-99A N/A 3136BUKR0 2055-01-25 1.56631 N/A 58257019.00 4642297.83 Agency Collateralized Mortgage Obligation FNMA_24-99A N/A 3136BUKC3 2055-01-25 1.49631 N/A 70000000.00 4086553.95 Agency Collateralized Mortgage Obligation FNMA_24-99A N/A 3136BUKB5 2055-01-25 0.07 N/A 41742981.00 83919.46 Agency Collateralized Mortgage Obligation FNMA_24-9A N/A 3136BRFV4 2054-03-25 1.75219 N/A 85000000.00 4358894.86 Agency Collateralized Mortgage Obligation FNMA_25-30B N/A 3136BVP85 2055-05-25 0.7 N/A 200000000.00 7518244.44 Agency Collateralized Mortgage Obligation FNSTR_427 N/A 31423XPH8 2037-02-25 1.5 N/A 106000000.00 4348334.94 Agency Collateralized Mortgage Obligation FNSTR_428 N/A 31423YKB4 2037-11-25 1.5 N/A 150699597.00 5886127.73 Agency Collateralized Mortgage Obligation FNSTR_430 N/A 31424QKY0 2052-06-25 2.5 N/A 5539424.00 702406.70 Agency Collateralized Mortgage Obligation FNSTR_433 N/A 31423XYP0 2052-03-25 2 N/A 5134783.00 600464.36 Agency Collateralized Mortgage Obligation FNSTR_437 N/A 31424UPB6 2052-10-25 2 N/A 220553255.00 26541357.03 Agency Collateralized Mortgage Obligation FNSTR_438 N/A 31424UVK9 2052-07-25 2 N/A 120509562.00 14030465.73 Agency Collateralized Mortgage Obligation FNSTR_440 N/A 31424U8P4 2053-11-25 6.5 N/A 49796960.00 8009948.69 Agency Collateralized Mortgage Obligation FNSTR_440 N/A 31424U8A7 2053-10-25 4 N/A 30000000.00 6176390.57 Agency Collateralized Mortgage Obligation FNSTR_440 N/A 31424U8L3 2053-11-25 5.5 N/A 189204201.00 39466503.24 Agency Collateralized Mortgage Obligation FNW_07-2 N/A 31396VAQ1 2037-03-25 0 N/A 19777901.00 241259.96 Agency Collateralized Mortgage Obligation FNW_07-W3 N/A 31396VPT9 2037-04-25 0 N/A 8074073.00 70913.00 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3662 N/A 31398VSY3 2036-08-15 5.5 N/A 5286000.00 916809.14 Agency Collateralized Mortgage Obligation FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K138 N/A 3137H5XX0 2032-01-25 3.082565 N/A 4493000.00 714423.74 Agency Collateralized Mortgage Obligation FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K749 N/A 3137H74Q3 2029-04-25 2.12 N/A 2662000.00 2466259.89 Agency Collateralized Mortgage Obligation FREMF MORTGAGE TRUST FREMF_21-SB92 N/A 30323PAJ0 2041-08-25 0.673317 N/A 101474124.00 2374436.48 Agency Collateralized Mortgage Obligation FREMF MORTGAGE TRUST FREMF_22-K140 N/A 30328BAE7 2029-07-25 6.40136 N/A 70480000.00 52830584.94 Agency Collateralized Mortgage Obligation FREMF_15-K51 N/A 30293XAN0 2048-10-25 0 N/A 89686280.00 82411639.14 Agency Collateralized Mortgage Obligation FREMF_16-K56 N/A 30289UAW2 2026-06-25 0 N/A 61470190.00 54001193.09 Agency Collateralized Mortgage Obligation FREMF_16-K59 N/A 30295RAW1 2026-11-25 0 N/A 16609000.00 10167149.52 Agency Collateralized Mortgage Obligation FREMF_17-K62 N/A 302949AU6 2027-01-25 0 N/A 108305106.00 76147184.68 Agency Collateralized Mortgage Obligation FREMF_17-KF40 N/A 30306JAJ5 2027-12-25 13.46717 N/A 39927982.00 12156642.21 Agency Collateralized Mortgage Obligation FREMF_18-KC02 N/A 30297FAJ4 2025-08-25 0 N/A 76080350.00 74335447.17 Agency Collateralized Mortgage Obligation FREMF_18-KF53 N/A 35708AAJ7 2025-10-25 6.26899 N/A 54431987.00 13313058.21 Agency Collateralized Mortgage Obligation FREMF_18-SB45 N/A 30308AAK9 2037-08-25 0.61965 N/A 66534907.00 166820.44 Agency Collateralized Mortgage Obligation FREMF_18-SB45 N/A 30308AAC7 2037-11-25 4.53413 N/A 5886000.00 2013222.51 Agency Collateralized Mortgage Obligation FREMF_18-SB45 N/A 30308AAJ2 2037-11-25 1.33974 N/A 108859383.00 130809.79 Agency Collateralized Mortgage Obligation FREMF_18-SB56 N/A 302966AN6 2038-08-25 0.43534 N/A 68497124.00 231356.72 Agency Collateralized Mortgage Obligation FREMF_18-SB56 N/A 302966AQ9 2038-11-25 0.37726 N/A 143846917.00 481668.06 Agency Collateralized Mortgage Obligation FREMF_19-60 N/A 30308HAJ7 2026-02-25 10.44813 N/A 75693532.00 12959620.80 Agency Collateralized Mortgage Obligation FREMF_19-K95 N/A 30311MAW2 2030-01-25 0 N/A 13380142.00 7906312.53 Agency Collateralized Mortgage Obligation FREMF_19-KC06 N/A 30312MAN1 2026-09-25 3.95204 N/A 45627000.00 43295487.08 Agency Collateralized Mortgage Obligation FREMF_19-KF65 N/A 30298JAJ5 2029-07-25 10.44813 N/A 62395000.00 28846104.99 Agency Collateralized Mortgage Obligation FREMF_19-KF72 N/A 30314JAC0 2026-11-25 10.44813 N/A 58664060.00 28049188.12 Agency Collateralized Mortgage Obligation FREMF_19-KLU2 N/A 302974AW0 2029-08-25 0 N/A 28913000.00 20058767.91 Agency Collateralized Mortgage Obligation FREMF_19-SB58 N/A 30308MAJ6 2038-11-25 0.737 N/A 271423788.00 2350413.34 Agency Collateralized Mortgage Obligation FREMF_20-K109 N/A 3137FTG35 2048-05-25 3.499543 N/A 20000000.00 2897581.52 Agency Collateralized Mortgage Obligation FREMF_20-KF74 N/A 30313MAC4 2027-01-25 6.35567 N/A 3650000.00 549625.74 Agency Collateralized Mortgage Obligation FREMF_20-KF80 N/A 30315FAG8 2030-06-25 13.44813 N/A 75910000.00 15308528.78 Agency Collateralized Mortgage Obligation FREMF_20-KF81 N/A 30317LAG3 2027-06-25 13.46717 N/A 67165464.00 15789910.57 Agency Collateralized Mortgage Obligation FREMF_21-F108 N/A 30319WAE2 2031-02-25 6.80081 N/A 76047000.00 15654210.13 Agency Collateralized Mortgage Obligation FREMF_21-KF107 N/A 30321AAE6 2028-03-25 10.58365 N/A 78177000.00 37797720.51 Agency Collateralized Mortgage Obligation FREMF_21-KF125 N/A 30323QAE9 2028-10-25 10.73568 N/A 29769602.00 21109557.13 Agency Collateralized Mortgage Obligation FREMF_21-KF97 N/A 30318DAA3 2030-12-25 12.83568 N/A 35116000.00 5880672.75 Agency Collateralized Mortgage Obligation FREMF_21-KHG3 N/A 30323AAS3 2028-09-25 6.63568 N/A 8048000.00 6749079.69 Agency Collateralized Mortgage Obligation FREMF_K-142 N/A 3137H73S0 2032-03-25 3.20324 N/A 23700000.00 3990141.20 Agency Collateralized Mortgage Obligation FREMF_K-148 N/A 3137H8UC3 2054-08-25 4.287668 N/A 5300000.00 1265210.46 Agency Collateralized Mortgage Obligation FREMF_K-164 N/A 3137HDUY4 2062-05-25 5.861376 N/A 15000000.00 5943654.96 Agency Collateralized Mortgage Obligation FREMF_K-167 N/A 3137HHUK5 2061-12-15 5.490065 N/A 15000000.00 5533403.28 Agency Collateralized Mortgage Obligation FREMF_K-756 N/A 3137HDVD9 2062-07-25 5.805333 N/A 5000000.00 1428732.59 Agency Collateralized Mortgage Obligation FREMF_K-G05 N/A 3137FFXP7 2034-01-25 2.702048 N/A 1625000.00 195277.31 Agency Collateralized Mortgage Obligation FRESB MORTGAGE TRUST FRESB_21-SB87 N/A 30320VAE1 2041-04-25 0.735457 N/A 209249861.00 4700766.31 Agency Collateralized Mortgage Obligation FRESB MULTIFAMILY MORTGAGE PASS-THROUGH FRESB_18-SB49 N/A 302961AG2 2038-04-25 0.42294 N/A 79334227.00 447182.60 Agency Collateralized Mortgage Obligation FRESB MULTIFAMILY MORTGAGE PASS-THROUGH FRESB_18-SB49 N/A 302961AF4 2038-03-25 0.80737 N/A 168448788.00 279077.55 Agency Collateralized Mortgage Obligation FRESB MULTIFAMILY MORTGAGE PASS-THROUGH 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Obligation FRESB_18-SB52 N/A 30297CAL6 2038-06-25 0.62154 N/A 148083821.00 451014.39 Agency Collateralized Mortgage Obligation FRESB_18-SB52 N/A 30297CAM4 2038-07-25 0.70388 N/A 96789390.00 105022.88 Agency Collateralized Mortgage Obligation FRESB_18-SB53 N/A 30297DAQ3 2038-06-25 0.28069 N/A 256952913.00 491938.39 Agency Collateralized Mortgage Obligation FRESB_18-SB54 N/A 30297JAF4 2038-08-25 0.80513 N/A 234440144.00 280058.40 Agency Collateralized Mortgage Obligation FRESB_18-SB55 N/A 30297PAL7 2038-08-25 0.71733 N/A 177390777.00 903519.04 Agency Collateralized Mortgage Obligation FRESB_18-SB57 N/A 30308LAF6 2038-09-25 0.60003 N/A 251299455.00 912336.70 Agency Collateralized Mortgage Obligation FRESB_19-SB58 N/A 30308MAA5 2038-11-25 4.87803 N/A 62248000.00 27048835.71 Agency Collateralized Mortgage Obligation FRESB_19-SB62 N/A 30298AAT2 2039-03-25 1.09772 N/A 623416713.00 10310387.35 Agency Collateralized Mortgage Obligation FRESB_19-SB64 N/A 30298DAG4 2039-03-25 1.44474 N/A 155000000.00 2452171.79 Agency Collateralized Mortgage Obligation FRESB_19-SB64 N/A 30298DAA7 2039-06-25 5.8799 N/A 44262383.00 29341652.27 Agency Collateralized Mortgage Obligation FRESB_19-SB67 N/A 30314KAX1 2039-07-25 0.88475 N/A 529411508.00 6613578.35 Agency Collateralized Mortgage Obligation FRESB_20-SB70 N/A 302987AJ1 2039-10-25 4.22179 N/A 41272141.00 25300432.86 Agency Collateralized Mortgage Obligation FRESB_20-SB73 N/A 30314BAK9 2040-02-25 1.49736 N/A 299054265.00 14576086.50 Agency Collateralized Mortgage Obligation FRESB_20-SB75 N/A 30314WAJ6 2040-04-25 1.87115 N/A 444201323.00 12585254.19 Agency Collateralized Mortgage Obligation FRESB_20-SB79 N/A 30316VAF4 2040-07-25 1.67747 N/A 23692000.00 814422.29 Agency Collateralized Mortgage Obligation FRESB_20-SB80 N/A 30316XAK9 2040-09-25 1.14587 N/A 89500000.00 3323921.79 Agency Collateralized Mortgage Obligation FRESB_21-SB85 N/A 30321KAJ3 2041-02-25 0.99981 N/A 150000000.00 2731018.80 Agency Collateralized Mortgage Obligation FRESB_21-SB90 N/A 30322KAJ2 2041-06-25 1.22807 N/A 145462875.00 2591113.74 Agency Collateralized Mortgage Obligation FRESB_21-SB91 N/A 30322XAE5 2041-08-25 1.16858 N/A 72000000.00 1757226.00 Agency Collateralized Mortgage Obligation FRESB_23-S107 N/A 30332EAF2 2043-06-25 0 N/A 242892125.00 4694893.59 Agency Collateralized Mortgage Obligation GINNIE MAE STRIP GNS_1 N/A 37610VAA3 2034-07-20 0 N/A 1671972.00 21413.42 Agency Collateralized Mortgage Obligation GNMA_14-3 N/A 38378YZZ5 2039-07-20 1.56693 N/A 41202319.00 132860.84 Agency Collateralized Mortgage Obligation GNMA_22-9A N/A 38383FN33 2052-01-20 2.5 N/A 100000000.00 64519715.83 Agency Collateralized Mortgage Obligation GNMA_23-116A N/A 38384ECZ6 2053-08-20 1.59994 N/A 43409091.00 2588532.80 Agency Collateralized Mortgage Obligation GNMA_23-151F N/A 38384DKT3 2053-10-20 2.09994 N/A 75000000.00 4723125.65 Agency Collateralized Mortgage Obligation GNMA_23-69D N/A 38384AXZ1 2053-05-20 5.41006 N/A 56329000.00 30326369.55 Agency Collateralized Mortgage Obligation GNMA_24-142B N/A 38384XDR1 2054-09-20 5.51006 N/A 168238299.00 121012243.95 Agency Collateralized Mortgage Obligation GNMA_25-27A N/A 38385DQU3 2055-02-20 6 N/A 100000000.00 93984233.28 Agency Collateralized Mortgage Obligation GNMA_25-5D N/A 38385CUY2 2055-01-20 1.59994 N/A 83109805.00 5220670.79 Agency Collateralized Mortgage Obligation GNMA_25-71C N/A 38385FR94 2055-04-20 0.90696 N/A 80000000.00 3619594.67 Agency Collateralized Mortgage Obligation MSCR 2023-MN6 N/A 355920AA7 2043-05-25 11.10135 N/A 11000000.00 12008173.97 Agency Collateralized Mortgage Obligation Y Fitch NR Moody's P-1 Standard & Poor's A-1 2025-05-01 2025-06-04 2025-06-04 Y MIZUHO SECURITIES USA LLC 1.0000 35 N Fitch NR Moody's A1 Standard & Poor's A N N 0.0450 1600000000.00 1600000000.00 0.0095 N N N Y Mizuho Securities USA LLC Mizuho Securities USA LLC 4.32000000 N/A 7TK5RJIZDFROZCA6XF66 BYDJ0VGB0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 1 1/2 NOTE G 27 N/A 912828Z78 2027-01-31 1.5 N/A 12405200.00 11986125.61 U.S. Treasuries (including strips) 1 5/8 NOTE C 26 N/A 912828R36 2026-05-15 1.625 N/A 10128400.00 9966068.66 U.S. Treasuries (including strips) 2 5/8 NOTE N 29 N/A 91282CFC0 2029-07-31 2.625 N/A 111512700.00 107384692.65 U.S. Treasuries (including strips) 2 7/8 NOTE K 29 N/A 91282CEM9 2029-04-30 2.875 N/A 184544100.00 178759196.10 U.S. Treasuries (including strips) 3 3/8 NOTE AS 27 N/A 91282CLL3 2027-09-15 3.375 N/A 12001000.00 11979383.20 U.S. Treasuries (including strips) 4 1/2 NOTE AM 27 N/A 91282CKJ9 2027-04-15 4.5 N/A 5000200.00 5086159.75 U.S. Treasuries (including strips) 4 1/4 NOTE BM 26 N/A 91282CME8 2026-12-31 4.25 N/A 31146400.00 31838423.11 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1 2025-05-01 2025-05-01 2025-05-01 N N N 0.0432 350000000.00 350000000.00 0.0021 N Y Y N Mizuho Securities USA LLC Mizuho Securities USA LLC 4.38000000 N/A 7TK5RJIZDFROZCA6XF66 BYDJ9JZF8 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNMA_03-41A N/A 38373QNJ6 2033-05-20 3.26693 N/A 25000000.00 855.09 Agency Collateralized Mortgage Obligation GNMA_08-69 N/A 38375XQU1 2038-08-20 5.75 N/A 100000.00 23880.70 Agency Collateralized Mortgage Obligation GNMA_11-69 N/A 38377VE77 2041-05-20 0.94693 N/A 2855000.00 9757.11 Agency Collateralized Mortgage Obligation GNMA_11-80 N/A 38376LRR2 2041-06-20 1.64693 N/A 167610000.00 460605.88 Agency Collateralized Mortgage Obligation GNMA_12-113 N/A 38378HSG2 2042-01-20 2.31693 N/A 22004881.00 1716.69 Agency Collateralized Mortgage Obligation GNMA_12-134A N/A 38378GBM9 2042-11-20 0.56693 N/A 132412992.00 214485.72 Agency Collateralized Mortgage Obligation GNMA_12-84F N/A 38375GNU1 2042-07-16 1.61459 N/A 83772143.00 3003699.36 Agency Collateralized Mortgage Obligation GNMA_13-34 N/A 38378JK27 2038-04-20 0.35 N/A 22733674.00 3025.50 Agency Collateralized Mortgage Obligation GNMA_13-34 N/A 38378JP48 2039-12-16 0.35 N/A 18588118.00 3172.16 Agency Collateralized Mortgage Obligation GNMA_13-76 N/A 38378TNU0 2043-05-20 3.5 N/A 195884000.00 1292947.11 Agency Collateralized Mortgage Obligation GNMA_14-27 N/A 38379ALS7 2044-02-16 1.66459 N/A 57270053.00 764544.84 Agency Collateralized Mortgage Obligation GNMA_14-37 N/A 38379BAB4 2044-03-20 1.17693 N/A 90727657.00 500382.12 Agency Collateralized Mortgage Obligation GNMA_14-41 N/A 38379AX96 2044-03-16 2.31459 N/A 30000000.00 298726.55 Agency Collateralized Mortgage Obligation GNMA_14-56 N/A 38379BCS5 2039-12-16 2.5 N/A 13456905.00 661510.53 Agency Collateralized Mortgage Obligation GNMA_14-66 N/A 38379B5Z7 2044-05-16 1.16459 N/A 90187500.00 336721.09 Agency Collateralized Mortgage Obligation GNMA_14-94 N/A 38379CZU3 2038-02-20 0.2 N/A 20173198.00 6485.94 Agency Collateralized Mortgage Obligation GNMA_15-1 N/A 38379HR49 2045-01-20 1.16693 N/A 65131833.00 705027.13 Agency Collateralized Mortgage Obligation GNMA_15-152E N/A 38379FAU3 2045-08-20 0 N/A 26566916.00 27048.54 Agency Collateralized Mortgage Obligation GNMA_15-20 N/A 38379JHZ7 2045-02-20 1.16693 N/A 57578855.00 592141.59 Agency Collateralized Mortgage Obligation GNMA_16-1C N/A 38379TYN3 2046-01-20 1.76693 N/A 64912745.00 1421102.07 Agency Collateralized Mortgage Obligation GNMA_16-33G N/A 38379VN83 2046-03-20 1.66693 N/A 86172451.00 2279005.75 Agency Collateralized Mortgage Obligation GNMA_16-42 N/A 38379V5V2 2045-11-20 0 N/A 32147304.00 328461.00 Agency Collateralized Mortgage Obligation GNMA_16-4G N/A 38379TW21 2046-01-20 1.21693 N/A 30081589.00 318687.53 Agency Collateralized Mortgage Obligation GNMA_17-117 N/A 38380GLU6 2047-08-20 1.76693 N/A 29041714.00 1313793.99 Agency Collateralized Mortgage Obligation GNMA_17-162F N/A 38380HXM9 2047-10-20 0 N/A 125000000.00 709017.33 Agency Collateralized Mortgage Obligation GNMA_18-51A N/A 38380WGC7 2048-04-20 1.76693 N/A 30888200.00 1282461.51 Agency Collateralized Mortgage Obligation GNMA_19-153B N/A 38382BRK1 2049-12-20 1.61693 N/A 11185079.00 516523.73 Agency Collateralized Mortgage Obligation GNMA_19-38E N/A 38381RW39 2049-03-20 1.61693 N/A 38282717.00 499132.19 Agency Collateralized Mortgage Obligation GNMA_19-44N N/A 38381TVA0 2048-12-20 3.5 N/A 1200000.00 226.02 Agency Collateralized Mortgage Obligation GNMA_19-86C N/A 38381WC22 2049-07-20 4.5 N/A 20000000.00 4801790.16 Agency Collateralized Mortgage Obligation GNMA_20-101B N/A 38382F5Q3 2050-07-20 1.76693 N/A 75209809.00 4477971.11 Agency Collateralized Mortgage Obligation GNMA_20-102D N/A 38382HGF1 2050-07-20 1.76693 N/A 3328000.00 159759.99 Agency Collateralized Mortgage Obligation GNMA_20-18A N/A 38382CYR6 2050-02-20 1.66693 N/A 23527000.00 996777.48 Agency Collateralized Mortgage Obligation GNMA_20-1E N/A 38382CEN7 2050-01-20 1.61693 N/A 19880943.00 1736698.69 Agency Collateralized Mortgage Obligation GNMA_20-47 N/A 38382EFD4 2044-05-20 1.56693 N/A 128821000.00 4994356.65 Agency Collateralized Mortgage Obligation GNMA_20-55B N/A 38382ELZ8 2050-04-20 0 N/A 30000000.00 224629.58 Agency Collateralized Mortgage Obligation GNMA_20-79H N/A 38382FYR9 2050-06-16 4 N/A 59011584.00 4830937.82 Agency Collateralized Mortgage Obligation GNMA_20-86H N/A 38382GBJ0 2050-06-20 1.15 N/A 27169811.00 625946.52 Agency Collateralized Mortgage Obligation GNMA_21-119K N/A 38382UQ79 2051-07-20 2.5 N/A 27716780.00 2506400.56 Agency Collateralized Mortgage Obligation GNMA_21-130E N/A 38382WLX3 2051-07-20 0 N/A 39142904.00 809514.19 Agency Collateralized Mortgage Obligation GNMA_21-138F N/A 38382XZF5 2051-08-20 3 N/A 200000000.00 15098267.16 Agency Collateralized Mortgage Obligation GNMA_21-154B N/A 38383AEG5 2051-09-20 2.5 N/A 33659165.00 2433740.90 Agency Collateralized Mortgage Obligation GNMA_21-223A N/A 38383FHH9 2051-12-20 2.5 N/A 100000000.00 63034818.17 Agency Collateralized Mortgage Obligation GNMA_21-225C N/A 38383FTX1 2050-03-20 0 N/A 133302452.00 353487.60 Agency Collateralized Mortgage Obligation GNMA_21-34 N/A 38380RWN6 2063-03-16 1.46109 N/A 85977069.00 5369873.00 Agency Collateralized Mortgage Obligation GNMA_21-78E N/A 38382QG87 2051-05-20 4.5 N/A 18097071.00 1660839.92 Agency Collateralized Mortgage Obligation GNMA_21-83G N/A 38382QRK8 2051-05-20 5.5 N/A 3325000.00 1870306.37 Agency Collateralized Mortgage Obligation GNMA_22-161D N/A 38383YTD4 2052-09-20 1.64994 N/A 17384087.00 1282128.26 Agency Collateralized Mortgage Obligation GNMA_22-23H N/A 38383MKY3 2051-04-20 3 N/A 63488195.00 6731548.03 Agency Collateralized Mortgage Obligation GNMA_23-122C N/A 38384CR43 2053-08-20 0.05 N/A 40000000.00 25978.52 Agency Collateralized Mortgage Obligation GNMA_23-140B N/A 38384ETP0 2053-09-20 0.03 N/A 27598380.00 10909.79 Agency Collateralized Mortgage Obligation GNMA_23-140B N/A 38384ETC9 2053-09-20 0.03 N/A 72401620.00 46135.78 Agency Collateralized Mortgage Obligation GNMA_23-140C N/A 38384ETQ8 2048-06-20 1.07748 N/A 9914899.00 703609.67 Agency Collateralized Mortgage Obligation GNMA_23-140F N/A 38384ETU9 2050-02-20 3 N/A 16044480.00 2195380.56 Agency Collateralized Mortgage Obligation GNMA_23-147A N/A 38384DSY4 2053-10-20 1.24994 N/A 185000000.00 3356602.93 Agency Collateralized Mortgage Obligation GNMA_23-156B N/A 38381JWJ2 2039-10-16 2 N/A 50000000.00 43373055.23 Agency Collateralized Mortgage Obligation GNMA_23-168A N/A 38384D8V2 2052-02-20 6 N/A 1108292.00 432369.70 Agency Collateralized Mortgage Obligation GNMA_23-168A N/A 38384D7W1 2053-11-20 0.01 N/A 50000000.00 6526.30 Agency Collateralized Mortgage Obligation GNMA_23-183D N/A 38384HKV9 2053-12-20 1.59994 N/A 75000000.00 3557919.53 Agency Collateralized Mortgage Obligation GNMA_23-59B N/A 38383XUJ1 2052-01-20 0 N/A 819363159.00 82130.96 Agency Collateralized Mortgage Obligation GNMA_23-59C N/A 38383XUK8 2051-12-20 0 N/A 33039521.00 964650.42 Agency Collateralized Mortgage Obligation GNMA_23-69D N/A 38384AXR9 2053-05-20 5.30006 N/A 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2054-08-20 1.59994 N/A 75000000.00 5433530.12 Agency Collateralized Mortgage Obligation GNMA_24-134F N/A 38384VBF3 2050-08-20 3 N/A 115191544.00 18814815.87 Agency Collateralized Mortgage Obligation GNMA_24-134G N/A 38384VBG1 2053-08-20 0.15 N/A 64701191.00 150665.74 Agency Collateralized Mortgage Obligation GNMA_24-134H N/A 38384VBK2 2053-12-20 0.07 N/A 42683741.00 59340.43 Agency Collateralized Mortgage Obligation GNMA_24-134J N/A 38384VBM8 2053-12-20 0.25 N/A 80188113.00 275070.35 Agency Collateralized Mortgage Obligation GNMA_24-134P N/A 38384VCH8 2054-07-20 0.15 N/A 33174082.00 95756.43 Agency Collateralized Mortgage Obligation GNMA_24-134P N/A 38384VKC0 2054-07-20 1.54994 N/A 57668708.00 3506529.78 Agency Collateralized Mortgage Obligation GNMA_24-142A N/A 38384XAE3 2054-09-20 1.53994 N/A 100000000.00 6502154.41 Agency Collateralized Mortgage Obligation GNMA_24-142A N/A 38384XAC7 2054-09-20 5.46006 N/A 55479000.00 54648655.94 Agency Collateralized Mortgage Obligation GNMA_24-142B N/A 38384XAG8 2054-09-20 0.05 N/A 5000000.00 5455.30 Agency Collateralized Mortgage Obligation GNMA_24-142B N/A 38384XAH6 2054-09-20 0.01 N/A 35000000.00 7632.38 Agency Collateralized Mortgage Obligation GNMA_24-142B N/A 38384XAJ2 2054-09-20 0.98994 N/A 235000000.00 6647713.74 Agency Collateralized Mortgage Obligation GNMA_24-142C N/A 38384XAN3 2054-09-20 2.29994 N/A 80000000.00 7812344.03 Agency Collateralized Mortgage Obligation GNMA_24-142D N/A 38384XAQ6 2053-10-20 1.06994 N/A 250000000.00 7358364.76 Agency Collateralized Mortgage Obligation GNMA_24-142E N/A 38384XAS2 2054-09-20 1.06994 N/A 100000000.00 4107951.81 Agency Collateralized Mortgage Obligation GNMA_24-142E N/A 38384XAW3 2054-09-20 1.62994 N/A 100000000.00 5442326.02 Agency Collateralized Mortgage Obligation GNMA_24-142F N/A 38384XBB8 2054-09-20 2.34994 N/A 125000000.00 10058255.28 Agency Collateralized Mortgage Obligation GNMA_24-142Q N/A 38384XCJ0 2053-10-20 1.11994 N/A 250000000.00 7288303.03 Agency Collateralized Mortgage Obligation GNMA_24-142R N/A 38384XCL5 2053-10-20 1.16994 N/A 93691359.00 2785177.12 Agency Collateralized Mortgage Obligation GNMA_24-155A N/A 38384XJZ7 2054-09-20 1.64994 N/A 82459203.00 5987253.30 Agency Collateralized Mortgage Obligation GNMA_24-167T N/A 38384YM32 2051-06-20 2.34994 N/A 103667052.00 16620102.21 Agency Collateralized Mortgage Obligation GNMA_24-168A N/A 38384YSF9 2054-10-20 1.12994 N/A 175000000.00 10656017.29 Agency Collateralized Mortgage Obligation GNMA_24-168B N/A 38384YST9 2054-10-20 1.05994 N/A 225000000.00 11567866.14 Agency Collateralized Mortgage Obligation GNMA_24-168C N/A 38384YSX0 2054-10-20 1.09994 N/A 50000000.00 2898863.34 Agency Collateralized Mortgage Obligation GNMA_24-168D N/A 38384YTD3 2054-10-20 1.06994 N/A 150000000.00 6926823.65 Agency Collateralized Mortgage Obligation GNMA_24-168D N/A 38384YSZ5 2054-10-20 0.03 N/A 25000000.00 16794.07 Agency Collateralized Mortgage Obligation GNMA_24-168D N/A 38384YTA9 2054-10-20 1.06994 N/A 125000000.00 5123762.18 Agency Collateralized Mortgage Obligation GNMA_24-168D N/A 38384YTC5 2054-10-20 0.03 N/A 50000000.00 33981.92 Agency Collateralized Mortgage Obligation GNMA_24-184H N/A 38384XZX4 2054-11-20 1.54994 N/A 100000000.00 3086618.01 Agency Collateralized Mortgage Obligation GNMA_24-185A N/A 38385AAF9 2054-11-20 0.09994 N/A 100000000.00 1294378.97 Agency Collateralized Mortgage Obligation GNMA_24-185A N/A 38385AAC6 2054-11-20 5 N/A 4099592.00 3787226.78 Agency Collateralized Mortgage Obligation GNMA_24-185B N/A 38385AAQ5 2054-11-20 1.58994 N/A 100000000.00 6741553.01 Agency Collateralized Mortgage Obligation GNMA_24-185B N/A 38385AAP7 2054-11-20 5.41006 N/A 69809000.00 68960645.89 Agency Collateralized Mortgage Obligation GNMA_24-188A N/A 38384VVS3 2054-11-20 0.84994 N/A 268702694.00 9388432.80 Agency Collateralized Mortgage Obligation GNMA_24-196A N/A 38385BNB2 2054-08-20 6.5 N/A 4560937.00 2021521.30 Agency Collateralized Mortgage Obligation GNMA_24-1D N/A 38384H7T9 2054-01-20 1.59994 N/A 100000000.00 3799772.06 Agency Collateralized Mortgage Obligation GNMA_24-1E N/A 38384H4S4 2048-08-20 5.5 N/A 3800000.00 2011639.92 Agency Collateralized Mortgage Obligation GNMA_24-203A N/A 38385BTW0 2054-12-20 1.04994 N/A 75000000.00 2965109.48 Agency Collateralized Mortgage Obligation GNMA_24-203B N/A 38385BTX8 2052-07-20 5 N/A 3000000.00 2986158.19 Agency Collateralized Mortgage Obligation GNMA_24-203B N/A 38385BUF5 2054-12-20 5 N/A 2236000.00 2004528.78 Agency Collateralized Mortgage Obligation GNMA_24-203B N/A 38385BUB4 2054-12-20 1.74994 N/A 50000000.00 3531648.46 Agency Collateralized Mortgage Obligation GNMA_24-203B N/A 38385BUJ7 2054-12-20 1.74994 N/A 50000000.00 4011240.73 Agency Collateralized Mortgage Obligation GNMA_24-203D N/A 38385BWN6 2054-07-20 5 N/A 4127607.00 3948831.16 Agency Collateralized Mortgage Obligation GNMA_24-22D N/A 38384JF25 2051-08-20 1.61693 N/A 61576308.00 6897272.95 Agency Collateralized Mortgage Obligation GNMA_24-22D N/A 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Treasuries (including strips) 3 BOND 48 N/A 912810SA7 2048-02-15 3 N/A 0.00 0.00 U.S. Treasuries (including strips) 3 BOND 52 N/A 912810TJ7 2052-08-15 3 N/A 49998300.00 37151566.65 U.S. Treasuries (including strips) 4 1/2 BOND 44 N/A 912810TZ1 2044-02-15 4.5 N/A 0.00 0.00 U.S. Treasuries (including strips) 4 1/4 BOND 39 N/A 912810QB7 2039-05-15 4.25 N/A 0.00 0.00 U.S. Treasuries (including strips) 4 1/4 BOND 54 N/A 912810TX6 2054-02-15 4.25 N/A 0.00 0.00 U.S. Treasuries (including strips) 4 1/4 NOTE BM 25 N/A 91282CJS1 2025-12-31 4.25 N/A 0.00 0.00 U.S. Treasuries (including strips) 4 1/4 NOTE V 29 N/A 91282CKD2 2029-02-28 4.25 N/A 0.00 0.00 U.S. Treasuries (including strips) 4 1/8 BOND 44 N/A 912810UD8 2044-08-15 4.125 N/A 0.00 0.00 U.S. Treasuries (including strips) 4 1/8 BOND 53 N/A 912810TT5 2053-08-15 4.125 N/A 0.00 0.00 U.S. Treasuries (including strips) 4 1/8 NOTE AB 28 N/A 91282CHQ7 2028-07-31 4.125 N/A 7530200.00 7710130.93 U.S. Treasuries (including strips) 4 3/4 BOND 43 N/A 912810TW8 2043-11-15 4.75 N/A 0.00 0.00 U.S. Treasuries (including strips) 4 3/8 BOND 38 N/A 912810PW2 2038-02-15 4.375 N/A 0.00 0.00 U.S. Treasuries (including strips) 4 3/8 BOND 43 N/A 912810TU2 2043-08-15 4.375 N/A 0.00 0.00 U.S. Treasuries (including strips) 4 5/8 BOND 44 N/A 912810UB2 2044-05-15 4.625 N/A 0.00 0.00 U.S. Treasuries (including strips) 4 5/8 NOTE K 31 N/A 91282CKN0 2031-04-30 4.625 N/A 0.00 0.00 U.S. Treasuries (including strips) 4 7/8 NOTE BA 26 N/A 91282CKK6 2026-04-30 4.875 N/A 0.00 0.00 U.S. Treasuries (including strips) 4 NOTE H 30 N/A 91282CGQ8 2030-02-28 4 N/A 0.00 0.00 U.S. Treasuries (including strips) 4 NOTE U 29 N/A 91282CJW2 2029-01-31 4 N/A 0.00 0.00 U.S. Treasuries (including strips) 4 NOTE W 30 N/A 91282CMU2 2030-03-31 4 N/A 0.00 0.00 U.S. Treasuries (including strips) 5 1/4 BOND 28 N/A 912810FF0 2028-11-15 5.25 N/A 100.00 107.49 U.S. Treasuries (including strips) 5 NOTE BG 25 N/A 91282CHV6 2025-08-31 5 N/A 15000000.00 15151035.64 U.S. Treasuries (including strips) 5 NOTE BJ 25 N/A 91282CJE2 2025-10-31 5 N/A 0.00 0.00 U.S. Treasuries (including strips) BILL 05/08/25 N/A 912797NE3 2025-05-08 0 N/A 0.00 0.00 U.S. Treasuries (including strips) BILL 05/22/25 N/A 912797NM5 2025-05-22 0 N/A 0.00 0.00 U.S. Treasuries (including strips) BILL 06/05/25 N/A 912797NP8 2025-06-05 0 N/A 0.00 0.00 U.S. Treasuries (including strips) BILL 06/10/25 N/A 912797PR2 2025-06-10 0 N/A 600.00 597.12 U.S. Treasuries (including strips) BILL 06/17/25 N/A 912797PS0 2025-06-17 0 N/A 0.00 0.00 U.S. Treasuries (including strips) BILL 06/20/25 N/A 912797NV5 2025-06-20 0 N/A 0.00 0.00 U.S. Treasuries (including strips) BILL 06/26/25 N/A 912797NW3 2025-06-26 0 N/A 0.00 0.00 U.S. Treasuries (including strips) BILL 07/03/25 N/A 912797NX1 2025-07-03 0 N/A 234666800.00 232917828.34 U.S. Treasuries (including strips) BILL 10/02/25 N/A 912797MS3 2025-10-02 0 N/A 100.00 98.24 U.S. Treasuries (including strips) BILL 10/23/25 N/A 912797QG5 2025-10-23 0 N/A 0.00 0.00 U.S. Treasuries (including strips) FEPC 01.500 CLSD3304 N/A 3132DQU53 2051-02-01 1.5 N/A 1000.00 669.65 Agency Mortgage-Backed Securities FEPC 01.500 CNSA0088 N/A 3132CJCZ4 2032-01-01 1.5 N/A 30000.00 26141.46 Agency Mortgage-Backed Securities FEPC 02.000 CISB8512 N/A 3132D6N55 2036-05-01 2 N/A 6000.00 3285.88 Agency Mortgage-Backed Securities FEPC 02.000 CLSD0573 N/A 3132DMT62 2051-04-01 2 N/A 299946.00 148482.39 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8079 N/A 3132DV6Q3 2050-07-01 2 N/A 99989.00 42925.82 Agency Mortgage-Backed Securities FEPC 02.000 CTSC0188 N/A 3132D9F58 2041-09-01 2 N/A 99000.00 60477.80 Agency Mortgage-Backed Securities FEPC 02.500 CISB8008 N/A 3132D53R1 2034-08-01 2.5 N/A 999000.00 131480.66 Agency Mortgage-Backed Securities FEPC 02.500 CLSD0923 N/A 3132DNAY9 2052-01-01 2.5 N/A 2498003.00 1652799.71 Agency Mortgage-Backed Securities FEPC 02.500 CLSD0942 N/A 3132DNBK8 2052-03-01 2.5 N/A 1000.00 677.27 Agency Mortgage-Backed Securities FEPC 02.500 CLSD2991 N/A 3132DQKC9 2051-09-01 2.5 N/A 1000.00 711.59 Agency Mortgage-Backed Securities FEPC 02.500 CLSD3478 N/A 3132DQ2K1 2052-04-01 2.5 N/A 1000.00 754.94 Agency Mortgage-Backed Securities FEPC 03.000 3SZM9438 N/A 3131Y4PX6 2046-12-01 3 N/A 1000.00 316.56 Agency Mortgage-Backed Securities FEPC 03.000 3SZN0134 N/A 3131Y6EF2 2043-06-01 3 N/A 1000.00 94.28 Agency Mortgage-Backed Securities FEPC 03.000 3SZN0138 N/A 3131Y6EK1 2043-07-01 3 N/A 1000.00 138.74 Agency Mortgage-Backed Securities FEPC 03.000 3SZT0936 N/A 3132ADBD9 2043-09-01 3 N/A 1000.00 176.50 Agency Mortgage-Backed Securities FEPC 03.000 3VZN0864 N/A 3131Y65Z8 2046-11-01 3 N/A 1000.00 218.03 Agency Mortgage-Backed Securities FEPC 03.000 3VZN0875 N/A 3131Y66L8 2047-01-01 3 N/A 1000.00 406.81 Agency Mortgage-Backed Securities FEPC 03.000 3VZT1166 N/A 3132ADJK5 2043-11-01 3 N/A 1000.00 188.00 Agency Mortgage-Backed Securities FEPC 03.000 CIZS8679 N/A 3132A9UC9 2032-12-01 3 N/A 1000.00 146.84 Agency Mortgage-Backed Securities FEPC 03.000 CLSD0502 N/A 3132DMRX5 2050-08-01 3 N/A 99000.00 47364.20 Agency Mortgage-Backed Securities FEPC 03.000 CLSD0781 N/A 3132DM2N4 2051-11-01 3 N/A 2002.00 1204.12 Agency Mortgage-Backed Securities FEPC 03.000 CLSD0818 N/A 3132DM4B8 2051-12-01 3 N/A 2614.00 1661.62 Agency Mortgage-Backed Securities FEPC 03.000 CLSD3019 N/A 3132DQK88 2052-07-01 3 N/A 6450428.00 5063397.83 Agency Mortgage-Backed Securities FEPC 03.000 CLSD7507 N/A 3132DVKU8 2049-11-01 3 N/A 334999.00 126918.43 Agency Mortgage-Backed Securities FEPC 03.000 CLSD7512 N/A 3132DVKZ7 2050-02-01 3 N/A 1000.00 386.63 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8074 N/A 3132DV6K6 2050-07-01 3 N/A 177000.00 50117.18 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8084 N/A 3132DV6V2 2050-08-01 3 N/A 34000.00 10234.20 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8190 N/A 3132DWC35 2052-01-01 3 N/A 1000.00 652.77 Agency Mortgage-Backed Securities FEPC 03.500 CISB0355 N/A 3132CWMC5 2035-06-01 3.5 N/A 2003.00 457.94 Agency Mortgage-Backed Securities FEPC 03.500 CISB8177 N/A 3132D6CN8 2037-09-01 3.5 N/A 13999.00 9421.04 Agency Mortgage-Backed Securities FEPC 03.500 CISB8196 N/A 3132D6C99 2037-12-01 3.5 N/A 1001.00 678.41 Agency Mortgage-Backed Securities FEPC 03.500 CISB8236 N/A 3132D6EH9 2038-04-01 3.5 N/A 1000.00 576.73 Agency Mortgage-Backed Securities FEPC 03.500 CLSD0958 N/A 3132DNB36 2052-04-01 3.5 N/A 1000.00 688.60 Agency Mortgage-Backed Securities FEPC 03.500 CLSD1087 N/A 3132DNF40 2052-06-01 3.5 N/A 330499.00 254368.91 Agency Mortgage-Backed Securities FEPC 03.500 CLSD1352 N/A 3132DNQD8 2052-07-01 3.5 N/A 2095725.00 1528664.11 Agency Mortgage-Backed Securities FEPC 03.500 CLSD1931 N/A 3132DPEC8 2051-11-01 3.5 N/A 1000.00 712.45 Agency Mortgage-Backed Securities FEPC 03.500 CLSD2254 N/A 3132DPQF8 2052-07-01 3.5 N/A 8000.00 6284.23 Agency Mortgage-Backed Securities FEPC 03.500 CLSD2609 N/A 3132DP3S5 2052-12-01 3.5 N/A 14000.00 11077.98 Agency Mortgage-Backed Securities FEPC 03.500 CLSD4583 N/A 3132DSCU4 2053-12-01 3.5 N/A 1000.00 862.24 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8057 N/A 3132DV5S0 2050-04-01 3.5 N/A 4006.00 834.03 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8063 N/A 3132DV5Y7 2050-05-01 3.5 N/A 1000.00 229.67 Agency Mortgage-Backed Securities FEPC 03.500 CLZL3755 N/A 3131XKE47 2042-09-01 3.5 N/A 2325.00 366.02 Agency Mortgage-Backed Securities FEPC 03.500 CLZS4717 N/A 3132A5G25 2047-05-01 3.5 N/A 150005.00 16107.49 Agency Mortgage-Backed Securities FEPC 03.500 CLZT0537 N/A 3132ACS27 2048-03-01 3.5 N/A 61000.00 16909.83 Agency Mortgage-Backed Securities FEPC 03.500 CLZT1502 N/A 3132ADU30 2048-11-01 3.5 N/A 2000.00 562.32 Agency Mortgage-Backed Securities FEPC 03.500 CNZS7873 N/A 3132A8XA2 2027-10-01 3.5 N/A 2592238.00 209137.37 Agency Mortgage-Backed Securities FEPC 04.000 3VZN0532 N/A 3131Y6SV2 2042-06-01 4 N/A 29873575.00 2866936.78 Agency Mortgage-Backed Securities FEPC 04.000 3VZN0678 N/A 3131Y6XF1 2043-04-01 4 N/A 1000.00 184.31 Agency Mortgage-Backed Securities FEPC 04.000 CLQE0388 N/A 3133B9ND2 2052-04-01 4 N/A 1000.00 677.68 Agency Mortgage-Backed Securities FEPC 04.000 CLSD1218 N/A 3132DNK77 2049-07-01 4 N/A 385061.00 268818.81 Agency Mortgage-Backed Securities FEPC 04.000 CLSD3107 N/A 3132DQNY8 2053-03-01 4 N/A 47290.00 37581.71 Agency Mortgage-Backed Securities FEPC 04.000 CLSD5321 N/A 3132DS4E9 2052-10-01 4 N/A 1621000.00 1410459.06 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8006 N/A 3132DV3P8 2049-08-01 4 N/A 1001.00 106.15 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8086 N/A 3132DV6X8 2050-08-01 4 N/A 1000.00 211.44 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8227 N/A 3132DWD83 2052-07-01 4 N/A 1000.00 789.04 Agency Mortgage-Backed Securities FEPC 04.000 CLZL6745 N/A 3131XNP64 2043-08-01 4 N/A 1000.00 221.31 Agency Mortgage-Backed Securities FEPC 04.000 CLZM5420 N/A 3131Y0AV4 2048-01-01 4 N/A 1732481.00 243838.69 Agency Mortgage-Backed Securities FEPC 04.000 CLZM5917 N/A 3131Y0SE3 2048-03-01 4 N/A 1001.00 125.10 Agency Mortgage-Backed Securities FEPC 04.000 CLZN2166 N/A 3131Y8MP7 2048-12-01 4 N/A 392134.00 44915.35 Agency Mortgage-Backed Securities FEPC 04.000 CLZS4727 N/A 3132A5HC2 2047-07-01 4 N/A 1000.00 108.38 Agency Mortgage-Backed Securities FEPC 04.000 CLZS9993 N/A 3132ABC67 2047-04-01 4 N/A 1000.00 166.64 Agency Mortgage-Backed Securities FEPC 04.000 CLZT0228 N/A 3132ACHD5 2048-01-01 4 N/A 896340.00 113757.79 Agency Mortgage-Backed Securities FEPC 04.500 3VZN0798 N/A 3131Y63F4 2043-12-01 4.5 N/A 1000.00 205.28 Agency Mortgage-Backed Securities FEPC 04.500 3VZT1132 N/A 3132ADHH4 2043-12-01 4.5 N/A 1000.00 188.02 Agency Mortgage-Backed Securities FEPC 04.500 3VZT1138 N/A 3132ADHP6 2044-02-01 4.5 N/A 1000.00 183.98 Agency Mortgage-Backed Securities FEPC 04.500 3VZT1143 N/A 3132ADHU5 2044-03-01 4.5 N/A 1000.00 162.86 Agency Mortgage-Backed Securities FEPC 04.500 3VZT1179 N/A 3132ADJY5 2045-09-01 4.5 N/A 1003.00 191.92 Agency Mortgage-Backed Securities FEPC 04.500 CIZA4045 N/A 31329MP61 2033-10-01 4.5 N/A 4500000.00 603870.30 Agency Mortgage-Backed Securities FEPC 04.500 CLSD1165 N/A 3132DNJJ3 2052-06-01 4.5 N/A 0.00 0.00 Agency Mortgage-Backed Securities FEPC 04.500 CLSD1432 N/A 3132DNSV6 2052-08-01 4.5 N/A 1000.00 815.11 Agency Mortgage-Backed Securities FEPC 04.500 CLSD1683 N/A 3132DN2Q5 2052-10-01 4.5 N/A 1628250.00 1293118.78 Agency Mortgage-Backed Securities FEPC 04.500 CLSD1921 N/A 3132DPD21 2052-12-01 4.5 N/A 51000.00 41269.11 Agency Mortgage-Backed Securities FEPC 04.500 CLSD2563 N/A 3132DPZ43 2052-10-01 4.5 N/A 66700.00 54848.15 Agency Mortgage-Backed Securities FEPC 05.000 CLQX8226 N/A 31426FD87 2055-02-01 5 N/A 0.00 0.00 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ3710 N/A 3142GUDQ3 2055-03-01 5 N/A 2000.00 1960.87 Agency Mortgage-Backed Securities FEPC 05.000 CLSD1882 N/A 3132DPCT3 2052-11-01 5 N/A 8000.00 6466.16 Agency Mortgage-Backed Securities FEPC 05.000 CLSD2961 N/A 3132DQJE7 2052-11-01 5 N/A 96004.00 73181.94 Agency Mortgage-Backed Securities FEPC 05.000 CLSD6738 N/A 3132DUPX9 2054-11-01 5 N/A 8000.00 7759.01 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8315 N/A 3132DWGY3 2053-04-01 5 N/A 3000.00 2572.25 Agency Mortgage-Backed Securities FEPC 05.000 CLSL0256 N/A 31427MJA0 2054-09-01 5 N/A 1024.00 995.64 Agency Mortgage-Backed Securities FEPC 05.000 CLSL0692 N/A 31427MXW6 2054-09-01 5 N/A 1040.00 1006.86 Agency Mortgage-Backed Securities FEPC 05.500 CLQF0492 N/A 3133BMRM9 2052-09-01 5.5 N/A 5000.00 3505.80 Agency Mortgage-Backed Securities FEPC 05.500 CLRA8301 N/A 3133KQGJ9 2052-12-01 5.5 N/A 1002.00 842.84 Agency Mortgage-Backed Securities FEPC 05.500 CLRA9270 N/A 3133KRJP0 2053-06-01 5.5 N/A 5000.00 4241.83 Agency Mortgage-Backed Securities FEPC 05.500 CLRA9357 N/A 3133KRME1 2053-07-01 5.5 N/A 13325000.00 11725491.49 Agency Mortgage-Backed Securities FEPC 05.500 CLSD2477 N/A 3132DPXE3 2053-03-01 5.5 N/A 100000.00 91668.23 Agency Mortgage-Backed Securities FEPC 05.500 CLSD2667 N/A 3132DP6C7 2053-03-01 5.5 N/A 0.00 0.00 Agency Mortgage-Backed Securities FEPC 05.500 CLSD2756 N/A 3132DQBZ8 2053-05-01 5.5 N/A 500000.00 416281.74 Agency Mortgage-Backed Securities FEPC 05.500 CLSD3136 N/A 3132DQPV2 2053-06-01 5.5 N/A 100000.00 88619.10 Agency Mortgage-Backed Securities FEPC 05.500 CLSD3220 N/A 3132DQSH0 2053-06-01 5.5 N/A 0.00 0.00 Agency Mortgage-Backed Securities FEPC 05.500 CLSD4507 N/A 3132DSAG7 2053-12-01 5.5 N/A 1000.00 894.21 Agency Mortgage-Backed Securities FEPC 05.500 CLSD5086 N/A 3132DSUK6 2054-03-01 5.5 N/A 1000.00 927.49 Agency Mortgage-Backed Securities FEPC 06.000 CISB1215 N/A 3132CXK43 2039-07-01 6 N/A 4020.00 3126.88 Agency Mortgage-Backed Securities FEPC 06.000 CISB8283 N/A 3132D6FY1 2039-02-01 6 N/A 7999.00 5460.46 Agency Mortgage-Backed Securities FEPC 06.000 CLQY0031 N/A 31426JA90 2055-04-01 6 N/A 1000.00 1019.00 Agency Mortgage-Backed Securities FEPC 06.000 CLQY0397 N/A 31426JNP0 2055-04-01 6 N/A 1001.00 1019.96 Agency Mortgage-Backed Securities FEPC 06.000 CLQY1230 N/A 31426KLL8 2055-04-01 6 N/A 2000.00 2053.89 Agency Mortgage-Backed Securities FEPC 06.000 CLQY2384 N/A 31426LUJ1 2055-04-01 6 N/A 1233200.00 1264732.10 Agency Mortgage-Backed Securities FEPC 06.000 CLSD2284 N/A 3132DPRD2 2052-12-01 6 N/A 100000.00 78852.57 Agency Mortgage-Backed Securities FEPC 06.000 CLSD2361 N/A 3132DPTS7 2053-02-01 6 N/A 1095.00 875.90 Agency Mortgage-Backed Securities FEPC 06.000 CLSD2665 N/A 3132DP6A1 2053-04-01 6 N/A 100000.00 83615.94 Agency Mortgage-Backed Securities FEPC 06.000 CLSD4351 N/A 3132E0ZQ8 2053-11-01 6 N/A 2283086.00 2099532.98 Agency Mortgage-Backed Securities FEPC 06.000 CLSD5876 N/A 3132DTQ52 2054-05-01 6 N/A 223160.00 216022.04 Agency Mortgage-Backed Securities FEPC 06.000 CLSD5882 N/A 3132DTRB8 2054-07-01 6 N/A 1000.00 971.83 Agency Mortgage-Backed Securities FEPC 06.000 CLSL0849 N/A 31427M5K3 2055-04-01 6 N/A 1000.00 1018.85 Agency Mortgage-Backed Securities FEPC 06.500 CLQJ3811 N/A 3133CUGU4 2054-09-01 6.5 N/A 1000.00 1047.05 Agency Mortgage-Backed Securities FEPC 06.500 CLSD2452 N/A 3132DPWM6 2053-02-01 6.5 N/A 100000.00 74218.57 Agency Mortgage-Backed Securities FEPC 06.500 CLSD2981 N/A 3132DQJ23 2053-05-01 6.5 N/A 0.00 0.00 Agency Mortgage-Backed Securities FEPC 06.500 CLSD5969 N/A 3132DTT26 2054-07-01 6.5 N/A 100000.00 99513.25 Agency Mortgage-Backed Securities FEPC 06.500 CLSD6918 N/A 3132DUVK0 2054-11-01 6.5 N/A 1658872.00 1582079.87 Agency Mortgage-Backed Securities FEPC 06.500 CLZS3029 N/A 3132A3LJ7 2038-09-01 6.5 N/A 3415.00 53.33 Agency Mortgage-Backed Securities FEPC 07.000 CLQX9774 N/A 31426G2G9 2055-04-01 7 N/A 1000.00 1064.91 Agency Mortgage-Backed Securities FNMS 02.500 CIBD7006 N/A 3140FEYC2 2031-10-01 2.5 N/A 453945.00 59591.58 Agency Mortgage-Backed Securities FNMS 02.500 CLCB0974 N/A 3140QLCL8 2051-07-01 2.5 N/A 4029481.00 2539773.80 Agency Mortgage-Backed Securities FNMS 02.500 CLFS7879 N/A 3140XPXH7 2052-07-01 2.5 N/A 0.00 0.00 Agency Mortgage-Backed Securities FNMS 03.000 CLAL7855 N/A 3138EQWR9 2043-10-01 3 N/A 5598000.00 1074506.21 Agency Mortgage-Backed Securities FNMS 03.000 CLAS8269 N/A 3138WJFK9 2046-11-01 3 N/A 8397888.00 1512481.12 Agency Mortgage-Backed Securities FNMS 03.000 CLBV4197 N/A 3140MHUX5 2052-04-01 3 N/A 7000.00 4495.53 Agency Mortgage-Backed Securities FNMS 03.000 CLCB0614 N/A 3140QKVG0 2051-05-01 3 N/A 1044.00 728.02 Agency Mortgage-Backed Securities FNMS 03.000 CLFA1294 N/A 3140W1NL3 2052-04-01 3 N/A 0.00 0.00 Agency Mortgage-Backed Securities FNMS 03.000 CLFM2834 N/A 3140X6EG2 2046-11-01 3 N/A 1000.00 326.27 Agency Mortgage-Backed Securities FNMS 03.500 CLBM3788 N/A 3140J8F65 2048-03-01 3.5 N/A 36000.00 9707.40 Agency Mortgage-Backed Securities FNMS 03.500 CLBN6683 N/A 3140JPM93 2049-06-01 3.5 N/A 305260.00 39108.85 Agency Mortgage-Backed Securities FNMS 03.500 CLFA1406 N/A 3140W1R47 2050-07-01 3.5 N/A 0.00 0.00 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ7029 N/A 3140H8Y33 2048-08-01 4 N/A 1178.00 250.64 Agency Mortgage-Backed Securities FNMS 04.000 CLBM4676 N/A 3140J9FS5 2048-10-01 4 N/A 0.00 0.00 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3495 N/A 31418C3D4 2048-10-01 4 N/A 6777455.00 521811.21 Agency Mortgage-Backed Securities FNMS 04.500 CIBX8612 N/A 3140NDSA6 2038-03-01 4.5 N/A 263306.00 132944.33 Agency Mortgage-Backed Securities FNMS 04.500 CLBQ5490 N/A 3140KRC49 2050-11-01 4.5 N/A 1183339.00 298570.56 Agency Mortgage-Backed Securities FNMS 04.500 CLFS2115 N/A 3140XHK55 2052-06-01 4.5 N/A 1500289.00 1121835.15 Agency Mortgage-Backed Securities FNMS 05.000 CL735676 N/A 31402RJV2 2035-07-01 5 N/A 2293003.00 24574.20 Agency Mortgage-Backed Securities FNMS 05.000 CLBW6306 N/A 3140MYAG7 2052-08-01 5 N/A 6000.00 4292.61 Agency Mortgage-Backed Securities FNMS 05.000 CLDC5145 N/A 3140ASWF1 2054-11-01 5 N/A 2533050.00 2491693.54 Agency Mortgage-Backed Securities FNMS 05.000 CLFA0151 N/A 3140W0EZ4 2054-11-01 5 N/A 103948.00 101488.78 Agency Mortgage-Backed Securities FNMS 05.500 CLDB6963 N/A 3140AGWZ3 2054-08-01 5.5 N/A 1072790.00 1044066.21 Agency Mortgage-Backed Securities FNMS 05.500 CLDC5191 N/A 3140ASXV5 2054-11-01 5.5 N/A 2286300.00 2295688.33 Agency Mortgage-Backed Securities FNMS 05.500 CLDC8570 N/A 3140AWQY8 2055-01-01 5.5 N/A 7010.00 7059.17 Agency Mortgage-Backed Securities FNMS 05.500 CLDD6304 N/A 3140B7AE3 2055-04-01 5.5 N/A 2000.00 2018.78 Agency Mortgage-Backed Securities FNMS 05.500 CLDD6962 N/A 3140B7WY5 2055-04-01 5.5 N/A 1006.00 1017.31 Agency Mortgage-Backed Securities FNMS 06.000 CLCB8157 N/A 3140QUB39 2054-03-01 6 N/A 338920.00 313042.33 Agency Mortgage-Backed Securities FNMS 06.000 CLCC0078 N/A 3140Y6CQ1 2055-03-01 6 N/A 2048.00 2077.65 Agency Mortgage-Backed Securities FNMS 06.000 CLCC0260 N/A 3140Y6JE1 2055-04-01 6 N/A 0.00 0.00 Agency Mortgage-Backed Securities FNMS 06.000 CLDC9040 N/A 3140AXBJ5 2055-02-01 6 N/A 5939867.00 6073510.01 Agency Mortgage-Backed Securities FNMS 06.000 CLDC9242 N/A 3140AXHU4 2054-12-01 6 N/A 1000.00 903.11 Agency Mortgage-Backed Securities FNMS 06.000 CLDD4376 N/A 3140B42J8 2055-04-01 6 N/A 1132.00 1153.45 Agency Mortgage-Backed Securities FNMS 06.000 CLDD6310 N/A 3140B7AL7 2055-04-01 6 N/A 2108.00 2160.08 Agency Mortgage-Backed Securities FNMS 06.000 CLDD6455 N/A 3140B7E58 2055-04-01 6 N/A 1936710.00 1981189.13 Agency Mortgage-Backed Securities FNMS 06.000 CLDD6458 N/A 3140B7E82 2055-04-01 6 N/A 1000.00 1020.65 Agency Mortgage-Backed Securities FNMS 06.000 CLDD6459 N/A 3140B7E90 2055-04-01 6 N/A 1000.00 1022.23 Agency Mortgage-Backed Securities FNMS 06.000 CLDD6462 N/A 3140B7FC2 2055-04-01 6 N/A 1666759.00 1706065.07 Agency Mortgage-Backed Securities FNMS 06.000 CLDD6481 N/A 3140B7FX6 2055-04-01 6 N/A 1212.00 1235.02 Agency Mortgage-Backed Securities FNMS 06.000 CLDD7016 N/A 3140B7YN7 2055-04-01 6 N/A 775088.00 789772.30 Agency Mortgage-Backed Securities FNMS 06.000 CLDD7025 N/A 3140B7YX5 2055-04-01 6 N/A 1000.00 1026.41 Agency Mortgage-Backed Securities FNMS 06.000 CLFS3673 N/A 3140XKCK4 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Agency Mortgage-Backed Securities MNAR XX.XXX HXBZ3466 N/A 3140NXZ89 2030-04-01 4.44 N/A 1000.00 1011.09 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL5000 N/A 3140HWRW4 2031-11-01 2.53 N/A 1017.00 837.70 Agency Mortgage-Backed Securities TINT 02/15/28 N/A 912833RY8 2028-02-15 0 N/A 591.66 533.12 U.S. Treasuries (including strips) TINT 05/15/34 N/A 9128337V6 2034-05-15 0 N/A 174.25 118.34 U.S. Treasuries (including strips) TINT 05/15/48 N/A 912834TP3 2048-05-15 0 N/A 0.02 0.01 U.S. Treasuries (including strips) TINT 08/15/30 N/A 912833XY1 2030-08-15 0 N/A 100.06 81.25 U.S. Treasuries (including strips) TRFR BF 07/31/25 N/A 91282CHS3 2025-07-31 4.395609516 N/A 0.00 0.00 U.S. Treasuries (including strips) USD CASH(Committed) N/A USD_CCASH 2025-05-01 0 N/A 182099431.43 182099431.43 Cash Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2025-05-01 2025-05-01 2025-05-01 N N N 0.0438 800000000.00 800000000.00 0.0048 N Y Y N Natixis SA Natixis SA 4.37000000 N/A KX1WK48MPD4Y2NCUIZ63 BYDJ9JZM3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CML2 2035-01-15 2.125 N/A 2961800.00 3059990.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128204M6 2028-02-15 0 N/A 100.00 90.32 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2025-05-01 2025-05-01 2025-05-01 N N N 0.0437 3000000.00 3000000.00 0.0000 N Y Y N Nomura Securities International, Inc. 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N/A 36202SFC7 2033-03-15 6 N/A 6419296.00 49581.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36178C5K5 2027-06-15 2.5 N/A 977200.00 20559.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36200HYP3 2029-08-15 6.65 N/A 1500000.00 13302.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3620C3L75 2040-06-15 4.25 N/A 265530.00 83411.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617GJCR8 2048-06-15 5 N/A 1188100.00 415877.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3622A2MG4 2036-04-15 6 N/A 6367100.00 823698.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617AT2D4 2047-09-15 4 N/A 3093190.00 144937.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36290NVG4 2033-09-15 4.75 N/A 932500.00 81107.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3620AS6F1 2026-11-15 3.5 N/A 1000.00 11.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617MYMT3 2050-04-15 4.5 N/A 341741.00 35558.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36210BYF6 2039-03-15 4.5 N/A 648700.00 10358.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617VR6E9 2051-07-15 4 N/A 300409.00 189330.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617BYTS0 2048-08-15 4 N/A 376500.00 81269.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617BLLD9 2047-11-15 3.5 N/A 1419600.00 188621.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36176SZB9 2041-09-15 3 N/A 157400.00 95689.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36200NAB7 2034-01-15 6 N/A 3474555.00 50289.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36230P6T2 2040-07-15 4.7 N/A 409395.00 82658.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36296KSW3 2038-07-15 6.5 N/A 2816600.00 35400.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3622AABF0 2046-09-15 4 N/A 221000.00 64456.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36176BH59 2041-03-15 3.49 N/A 65650.00 20374.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617G7GW9 2048-01-15 5 N/A 610679.00 77728.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36297GYR5 2032-10-15 4.5 N/A 111299.00 31133.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617AU6T2 2047-07-15 4.5 N/A 1363300.00 222205.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617KMG27 2049-01-15 4.5 N/A 300400.00 26195.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36194G5F7 2046-07-15 4.5 N/A 1256811.00 257004.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3622A2ZU9 2046-12-15 4 N/A 125000.00 17703.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36296KCG5 2038-09-15 6.5 N/A 4056911.00 92542.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617YGN76 2052-03-15 4 N/A 129200.00 70964.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36200HW42 2033-03-15 4.75 N/A 822923.00 79818.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36183QYV1 2045-04-15 4.5 N/A 185400.00 40579.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617AKXD9 2047-07-15 5 N/A 410700.00 92731.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36241K4C9 2039-04-15 5 N/A 1504000.00 48858.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36196JKX3 2047-06-15 4.5 N/A 300855.00 65978.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617B14L4 2047-08-15 4.5 N/A 1177800.00 143160.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36241LT97 2041-03-15 4.5 N/A 1260400.00 48998.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617MKMT3 2050-07-15 3 N/A 1869900.00 851978.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617YCQH0 2052-03-15 3.5 N/A 1000.00 264.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36178GE34 2027-07-15 2.5 N/A 9960100.00 248929.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36209ESE3 2028-04-15 7 N/A 1008050.00 16694.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36291RCG5 2034-10-15 4.65 N/A 1260037.00 51924.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VMC1 2050-05-20 2.5 N/A 2600000.00 745259.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202FVG8 2041-07-20 4.5 N/A 850000.00 38823.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179SWV5 2047-02-20 2.5 N/A 250000.00 56143.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179SYX9 2040-01-20 6 N/A 68100.00 11214.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617G5AB5 2048-06-20 4.5 N/A 1250000.00 42684.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XSY3 2052-11-20 4 N/A 31900.00 22138.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179S4K0 2032-05-20 3.5 N/A 200000.00 22402.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WRT7 2051-11-20 4 N/A 500000.00 347526.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36195T3M5 2046-11-20 3.5 N/A 6731924.00 1767371.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36183SGZ8 2045-01-20 3.5 N/A 2071400.00 451235.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36297GSS0 2041-04-20 5 N/A 217736.00 24141.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36192VQL0 2046-01-20 3.5 N/A 1392716.00 477387.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YAU8 2053-07-20 6.5 N/A 20000000.00 11283654.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202FAN6 2039-08-20 5 N/A 12876139.00 204386.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202EM97 2037-05-20 5 N/A 898800.00 12284.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617J9VF2 2049-04-20 5 N/A 1685321.00 1103798.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618F1F44 2063-07-20 2 N/A 182377.00 137023.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WJW9 2051-07-20 5 N/A 298997.00 113729.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617B14A8 2047-08-20 4 N/A 50642.00 13799.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179TGV1 2047-09-20 4.5 N/A 1430230.00 29044.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36230QJZ2 2040-12-20 4 N/A 626893.00 83492.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XQE9 2052-10-20 2 N/A 1469600.00 1099033.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179RD63 2045-05-20 3 N/A 2331724.00 228330.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617FJ4R8 2062-06-20 2.5 N/A 1340622.00 780447.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618AYBW9 2062-02-20 2.5 N/A 338916.00 266223.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36178D6A4 2043-03-20 3 N/A 997993.00 201011.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202FKH8 2040-09-20 4.5 N/A 8932000.00 59590.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202FXH4 2041-09-20 5 N/A 2687029.00 139806.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179S2V8 2047-04-20 6.5 N/A 248733.00 26178.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179TZU2 2048-06-20 4.5 N/A 514870.00 19312.90 Agency Mortgage-Backed 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15738188.00 13984247.19 Agency Mortgage-Backed Securities FEPC 05.500 CLQI7511 N/A 3133WEKY5 2054-06-01 5.5 N/A 7755190.00 7659184.09 Agency Mortgage-Backed Securities FEPC 05.500 CLQJ9144 N/A 3133D1ER6 2054-11-01 5.5 N/A 8965440.00 8820016.92 Agency Mortgage-Backed Securities FEPC 05.500 CLRA8546 N/A 3133KQP75 2053-02-01 5.5 N/A 9140030.00 7996816.79 Agency Mortgage-Backed Securities FEPC 05.500 CLRA9269 N/A 3133KRJN5 2053-06-01 5.5 N/A 11708554.00 10263191.37 Agency Mortgage-Backed Securities FEPC 05.500 CLRA9628 N/A 3133KRVV3 2053-08-01 5.5 N/A 9304016.00 8792165.65 Agency Mortgage-Backed Securities FEPC 05.500 CLSD1873 N/A 3132DPCJ5 2052-11-01 5.5 N/A 14906589.00 12200781.13 Agency Mortgage-Backed Securities FEPC 05.500 CLSD4994 N/A 3132DSRP9 2053-07-01 5.5 N/A 14592047.00 13043131.39 Agency Mortgage-Backed Securities FEPC 06.000 CLQF4923 N/A 3133BSPG1 2052-12-01 6 N/A 20732341.00 13248298.32 Agency Mortgage-Backed Securities FEPC 06.000 CLQF7187 N/A 3133BU6Y8 2053-02-01 6 N/A 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34258985.00 15992514.52 Agency Mortgage-Backed Securities FNMS 02.500 CLFA1024 N/A 3140W1D67 2051-05-01 2.5 N/A 9352320.00 7767222.18 Agency Mortgage-Backed Securities FNMS 03.000 CLAL9034 N/A 3138ERBC3 2046-08-01 3 N/A 58183616.00 16406906.33 Agency Mortgage-Backed Securities FNMS 03.000 CLAQ0537 N/A 3138MFS32 2042-11-01 3 N/A 104825491.00 14481274.28 Agency Mortgage-Backed Securities FNMS 03.000 CLAS7306 N/A 3138WHDL3 2046-06-01 3 N/A 67407232.00 9120697.71 Agency Mortgage-Backed Securities FNMS 03.000 CLAS7862 N/A 3138WHWY4 2046-09-01 3 N/A 32963746.00 10936426.11 Agency Mortgage-Backed Securities FNMS 03.000 CLAS8423 N/A 3138WJLD8 2046-12-01 3 N/A 50073408.00 16285117.60 Agency Mortgage-Backed Securities FNMS 03.000 CLAS8488 N/A 3138WJNE4 2046-12-01 3 N/A 48000000.00 14281451.67 Agency Mortgage-Backed Securities FNMS 03.000 CLAY7466 N/A 3138YMJL4 2045-04-01 3 N/A 59020416.00 8549070.37 Agency Mortgage-Backed Securities FNMS 03.000 CLFM4696 N/A 3140X8GE1 2050-10-01 3 N/A 3219041.00 1166322.90 Agency Mortgage-Backed Securities FNMS 03.500 CLAL6287 N/A 3138EN6Z7 2045-01-01 3.5 N/A 88130304.00 14412567.46 Agency Mortgage-Backed Securities FNMS 03.500 CLAL7016 N/A 3138EPYN8 2045-06-01 3.5 N/A 64505856.00 9862885.36 Agency Mortgage-Backed Securities FNMS 03.500 CLAP2130 N/A 3138M5LL1 2042-08-01 3.5 N/A 96292864.00 8745744.25 Agency Mortgage-Backed Securities FNMS 03.500 CLAS4250 N/A 3138WDWL1 2045-01-01 3.5 N/A 107077854.00 12883809.29 Agency Mortgage-Backed Securities FNMS 03.500 CLAS4576 N/A 3138WECN7 2045-03-01 3.5 N/A 66983168.00 7821437.09 Agency Mortgage-Backed Securities FNMS 03.500 CLAS4627 N/A 3138WED97 2045-03-01 3.5 N/A 172916736.00 13043873.13 Agency Mortgage-Backed Securities FNMS 03.500 CLAS4791 N/A 3138WEKD0 2045-04-01 3.5 N/A 81743256.00 15590113.54 Agency Mortgage-Backed Securities FNMS 03.500 CLAS4794 N/A 3138WEKG3 2045-04-01 3.5 N/A 48100000.00 7958211.44 Agency Mortgage-Backed Securities FNMS 03.500 CLAS5002 N/A 3138WERY7 2045-05-01 3.5 N/A 154395136.00 12266646.24 Agency Mortgage-Backed Securities FNMS 03.500 CLAS5348 N/A 3138WE5J4 2045-07-01 3.5 N/A 75182160.00 16272899.01 Agency Mortgage-Backed Securities FNMS 03.500 CLAS5451 N/A 3138WFBV7 2045-07-01 3.5 N/A 64448128.00 14258326.89 Agency Mortgage-Backed Securities FNMS 03.500 CLAS5910 N/A 3138WFR81 2045-10-01 3.5 N/A 150102272.00 12637609.43 Agency Mortgage-Backed Securities FNMS 03.500 CLAS6185 N/A 3138WF2T2 2045-11-01 3.5 N/A 39829761.00 8377515.00 Agency Mortgage-Backed Securities FNMS 03.500 CLAS7008 N/A 3138WGYE8 2046-04-01 3.5 N/A 70945024.00 15072291.43 Agency Mortgage-Backed Securities FNMS 03.500 CLAS9946 N/A 3138WLBQ5 2047-07-01 3.5 N/A 73103488.00 16055508.73 Agency Mortgage-Backed Securities FNMS 03.500 CLBM1399 N/A 3140J5RV3 2046-10-01 3.5 N/A 26480780.00 8410633.60 Agency Mortgage-Backed Securities FNMS 03.500 CLFM9966 N/A 3140XECC6 2043-08-01 3.5 N/A 22768608.00 14029254.56 Agency Mortgage-Backed Securities FNMS 04.000 CLAS9478 N/A 3138WKQ81 2047-04-01 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4.125 N/A 850248.00 863364.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHA2 2028-04-30 3.5 N/A 1713171.00 1705277.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJF9 2028-10-31 4.875 N/A 516948.00 536757.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828Z78 2027-01-31 1.5 N/A 10852967.00 10486329.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAD3 2027-07-31 0.375 N/A 3463009.00 3222025.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKC4 2031-02-28 4.25 N/A 90933.00 93314.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKH3 2026-03-31 4.5 N/A 168929.00 170326.04 U.S. Treasuries (including strips) Y Fitch NR Moody's NR Standard & Poor's A-1 2025-05-01 2025-05-01 2025-05-01 N N N 0.0437 550000000.00 550000000.00 0.0033 N Y Y N Wells Fargo Securities LLC Wells Fargo Securities LLC 4.37000000 N/A VYVVCKR63DVZZN70PB21 BYDJ9JZY7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SD1 2048-08-15 3 N/A 13457000.00 10200037.24 U.S. Treasuries (including strips) Y Fitch NR Moody's NR Standard & Poor's A-1 2025-05-01 2025-05-01 2025-05-01 N N N 0.0437 10000000.00 10000000.00 0.0001 N Y Y N Wells Fargo Securities LLC Wells Fargo Securities LLC 4.38000000 N/A VYVVCKR63DVZZN70PB21 BYDJ9JZZ4 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 1 N/A 3618AWGQ1 2058-07-15 5.1 N/A 19815.00 19707.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618JS4V3 2059-12-15 5.25 N/A 280913.00 284435.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618BNEG4 2058-11-15 5.82 N/A 68871.00 71843.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618GSRS8 2059-06-15 6 N/A 292250.00 310618.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617YXTC2 2065-04-15 5.11 N/A 43350.00 43557.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618JBE31 2059-12-15 5.46 N/A 854047.00 878291.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618B25F2 2059-08-15 6.05 N/A 312856.00 334375.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618NRGK1 2060-05-15 5.74 N/A 4181000.00 4376365.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618HUQR5 2060-02-15 5.9 N/A 982050.00 1041353.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618GTX75 2059-12-15 5.01 N/A 2995340.00 3000288.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618AAAX0 2064-12-15 6.35 N/A 2889575.00 2716780.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617XKQK6 2057-03-15 1.94 N/A 10440000.00 7977771.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618GYNR1 2060-03-15 5.72 N/A 12060000.00 12806860.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617FTBJ6 2064-04-15 4.1 N/A 12684.00 11784.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618K95V2 2060-03-15 5.6 N/A 7544896.00 7857714.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618F82F8 2060-01-15 5.22 N/A 2986138.00 3026518.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618BWED1 2058-08-15 5.47 N/A 63282.00 64665.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618AWG40 2058-11-15 5.94 N/A 23923.00 25156.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618AXYQ9 2064-12-15 4.95 N/A 515195.00 510289.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618B0H71 2058-10-15 5 N/A 27233.00 26924.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618F0LY3 2058-10-15 6 N/A 48646.00 51402.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618ACYP7 2060-01-15 5.53 N/A 8000000.00 8334344.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618FASS7 2059-06-15 5.55 N/A 923484.00 951133.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618K95J9 2060-02-15 5.88 N/A 8240000.00 8669475.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618GYNU4 2060-03-15 5.72 N/A 9512000.00 10122966.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618GYNS9 2060-03-15 5.72 N/A 6184000.00 6510411.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618G0RA8 2059-03-15 5.34 N/A 141250.00 143002.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618GKUJ1 2059-06-15 6.2 N/A 306584.00 329274.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618B0HY2 2058-08-15 5.45 N/A 21212.00 21644.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618BNDX8 2058-10-15 5.43 N/A 55540.00 56512.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618JLKX6 2060-01-15 5.38 N/A 1501885.00 1536284.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618KPAN8 2067-01-15 11.7 N/A 7012500.00 6942697.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618JBE56 2059-12-15 5.85 N/A 327000.00 345793.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618AJT60 2059-08-15 5.55 N/A 305395.00 315198.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618BNDH3 2058-09-15 5.38 N/A 43855.00 44558.85 Agency Mortgage-Backed Securities Y Fitch NR Moody's NR Standard & Poor's A-1 2025-05-01 2025-05-01 2025-05-01 N N N 0.0438 88000000.00 88000000.00 0.0005 N Y Y N BlackRock Liquidity Funds 2025-05-06 Chuck Pulsfort Chuck Pulsfort Assistant Treasurer