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Mortgage Obligation FNMA_19-21 N/A 3136B4QP6 2057-09-25 3 N/A 11857596.00 3199208.60 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-220 N/A 38381HN49 2064-10-16 3 N/A 200000.00 135699.67 Agency Collateralized Mortgage Obligation FNMA_12-141 N/A 3136AAAP0 2042-12-25 2.23713 N/A 45267000.00 713817.72 Agency Collateralized Mortgage Obligation GNMA_24-31 N/A 38381J7L5 2066-02-16 4 N/A 1166809.00 856600.12 Agency Collateralized Mortgage Obligation GNMA_24-97L N/A 38384PRV4 2064-06-20 0.80497 N/A 250000000.00 3135100.58 Agency Collateralized Mortgage Obligation FHLMC_4941S N/A 3137FQSS3 2049-07-25 4.5 N/A 32180993.00 1461641.19 Agency Collateralized Mortgage Obligation FNMA_12-15 N/A 3136A4JZ3 2042-03-25 1.48713 N/A 85000000.00 798472.41 Agency Collateralized Mortgage Obligation FREMF MORTGAGE TRUST FREMF_17-KW02 N/A 3137BWFY5 2027-01-25 2.911451 N/A 8516595.00 320772.97 Agency Collateralized Mortgage Obligation GNMA_16-052 N/A 38379UNY8 2058-03-16 0.73792 N/A 27000000.00 181710.03 Agency Collateralized Mortgage Obligation GNMA_25-135C N/A 38381QEA5 2055-08-20 0.29 N/A 20000000.00 376270.00 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_44-51 N/A 3137BHC47 2045-03-15 3.5 N/A 5578348.00 7284006.94 Agency Collateralized Mortgage Obligation FHLMC_4933E N/A 3137FQJT1 2049-12-25 1.53713 N/A 40777284.00 1542688.58 Agency Collateralized Mortgage Obligation FHLMC_5086K N/A 3137FFHE0 2051-03-25 2.5 N/A 15000000.00 1673888.89 Agency Collateralized Mortgage Obligation FHLMC_4962A N/A 3137FRK34 2050-03-25 1.58713 N/A 8977500.00 329115.40 Agency Collateralized Mortgage Obligation FNMA_12-20D N/A 3136A4GQ6 2042-03-25 1.98713 N/A 91164018.00 775770.51 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_07-69 N/A 38373MM31 2049-03-16 4.5 N/A 3310000.00 1366387.46 Agency Collateralized Mortgage Obligation FHLMC_4701A N/A 3137F1N46 2047-07-15 0 N/A 100864805.00 860946.21 Agency Collateralized Mortgage Obligation FHLMC_5018E N/A 3137FXA40 2050-10-25 4 N/A 23883521.00 2007966.01 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PAS N/A 3137H9PA1 2055-01-15 4.103 N/A 400000.00 398676.21 Agency Collateralized Mortgage Obligation GNMA_20-57 N/A 38380PFH2 2060-01-16 1.79404 N/A 7200000.00 558344.58 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_4734 N/A 3137FBXR2 2047-12-15 4 N/A 2048914.00 97704.59 Agency Collateralized Mortgage Obligation FHMS_K084 N/A 3137FJZC6 2028-11-25 2.311351 N/A 30930260.00 2043677.24 Agency Collateralized Mortgage Obligation GNMA_25-135F N/A 38381QFU0 2050-06-20 4 N/A 4816454.00 847797.05 Agency Collateralized Mortgage Obligation FNMA_21-69F N/A 3136BJPS8 2051-10-25 2 N/A 7586000.00 4549730.48 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K072 N/A 3137FEBQ2 2027-12-25 3.444 N/A 1615000.00 1600708.33 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_13-33 N/A 38378B7E3 2046-05-16 1.744 N/A 500000.00 86665.66 Agency Collateralized Mortgage Obligation FHLMC_4977 N/A 3137FRZF1 2050-05-25 4.5 N/A 53072318.00 3531708.33 Agency Collateralized Mortgage Obligation FNMA_25-59B N/A 3136BWN77 2055-08-25 0.75161 N/A 100000000.00 3817679.85 Agency Collateralized Mortgage Obligation GNMA_20-69 N/A 38380PMP6 2062-04-16 1.29884 N/A 9100000.00 606717.84 Agency Collateralized Mortgage Obligation GNMA_23-88 N/A 38381JLC9 2065-10-16 0.9243 N/A 8840000.00 597172.31 Agency Collateralized Mortgage Obligation FNMA_24-9D N/A 3136BRHB6 2048-05-25 1.63713 N/A 82712887.00 8768105.85 Agency Collateralized Mortgage Obligation FHLMC_5293B N/A 3137H9QH5 2051-02-25 2 N/A 2000000.00 234199.22 Agency Collateralized Mortgage Obligation GNMA_25-40A N/A 38381MBU3 2055-08-16 1 N/A 882352.00 53995.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN CORPORATION FHLMC_5505 N/A 3137HJ6X0 2055-02-25 5.84839 N/A 3840567.00 3500291.50 Agency Collateralized Mortgage Obligation FNMA_24-40A N/A 3136BSCJ2 2054-03-25 5.49839 N/A 5775000.00 4839787.61 Agency Collateralized Mortgage Obligation FHMS_K085 N/A 3137FKJF4 2045-12-25 2.391398 N/A 28530506.00 1928290.63 Agency Collateralized Mortgage Obligation FNMA_18-1A N/A 3136B0XB7 2048-02-25 1.68713 N/A 50000000.00 774862.25 Agency Collateralized Mortgage Obligation FREMF_K-171 N/A 3137HMCA6 2035-06-25 4.4 N/A 774021.00 766311.15 Agency Collateralized Mortgage Obligation FNMA_25-78A N/A 3136BW7A8 2055-09-25 5 N/A 376295.00 347913.28 Agency Collateralized Mortgage Obligation FHLMC_4385 N/A 3137BDSS6 2044-09-15 4.5 N/A 54151458.00 873719.72 Agency Collateralized Mortgage Obligation FHLMC_5531G N/A 3137HKSF2 2048-10-15 1.69282 N/A 43225082.00 4957470.95 Agency Collateralized Mortgage Obligation FNMA_16-53A N/A 3136AS4Y9 2046-08-25 1.53713 N/A 38400349.00 1464757.21 Agency Collateralized Mortgage Obligation FHLMC_KW03 N/A 3137FAQG6 2030-08-25 3.160639 N/A 9334231.00 476104.36 Agency Collateralized Mortgage Obligation FHMS_KW10 N/A 3137FQ3J0 2029-10-25 2.816541 N/A 7359088.00 675944.32 Agency Collateralized Mortgage Obligation FHLMC_3842 N/A 3137A9QW9 2041-04-15 2.14282 N/A 74504333.00 190182.16 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHMS_23-158 N/A 3137HAGS9 2033-07-25 4.05 N/A 2300000.00 2257312.00 Agency Collateralized Mortgage Obligation FNMA_25-27F N/A 3136BVKX5 2049-03-25 4.999997 N/A 859655.00 170406.57 Agency Collateralized Mortgage Obligation FNMA_24-76F N/A 3136BTNS8 2052-01-25 5 N/A 1300000.00 1222482.66 Agency Collateralized Mortgage Obligation FHLMC_5261C N/A 3137H9AM1 2050-01-25 3 N/A 1400000.00 187660.01 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3780 N/A 3137A4T98 2040-12-15 2.04282 N/A 46000000.00 265421.64 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_06-119 N/A 31396LM56 2036-12-25 2.73713 N/A 125000000.00 219537.19 Agency Collateralized Mortgage Obligation FNMA_12-82 N/A 3136A7NM0 2042-08-25 1.60713 N/A 68500000.00 321143.31 Agency Collateralized Mortgage Obligation FNMA_19-72E N/A 3136B7JL6 2049-12-25 4 N/A 16662375.00 314797.68 Agency Collateralized Mortgage Obligation FHLMC_5070A N/A 3137F9Y54 2050-08-25 3 N/A 39440000.00 4572215.67 Agency Collateralized Mortgage Obligation FNMA_21-51A N/A 3136BGUD1 2051-08-25 3 N/A 25750500.00 2805603.41 Agency Collateralized Mortgage Obligation GNMA_25-40A N/A 38381MBT6 2053-08-16 1 N/A 4411765.00 115389.98 Agency Mortgage-Backed Securities FANNIE MAE FNMA_17-68 N/A 3136AXQ81 2047-09-25 4.5 N/A 39712487.00 1215434.93 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_19-25 N/A 3136B4ZB7 2049-06-25 1.58713 N/A 118240000.00 4356772.05 Agency Collateralized Mortgage Obligation FHMS_K740 N/A 3137F72E4 2047-11-25 2.563995 N/A 10184660.00 494151.74 Agency Collateralized Mortgage Obligation FHLMC_44-25B N/A 3137BG4U0 2045-01-15 1.59282 N/A 52600000.00 1014165.73 Agency Collateralized Mortgage Obligation FNMA_15-37 N/A 3136ANZT7 2045-06-25 1.15713 N/A 59885082.00 925488.03 Agency Collateralized Mortgage Obligation FHLK_12 N/A 3137F72S3 2030-10-25 2.835088 N/A 4357000.00 519511.55 Agency Collateralized Mortgage Obligation FHLMC_42-39 N/A 3137B4A30 2027-06-15 3.5 N/A 825082.00 104.42 Agency Collateralized Mortgage Obligation FHLMC_4601B N/A 3137BQUE5 2045-12-15 4 N/A 11966000.00 206274.67 Agency Collateralized Mortgage Obligation FHLMC_5128D N/A 3137H1C79 2051-07-25 4.5 N/A 13509000.00 1534604.88 Agency Collateralized Mortgage Obligation FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K138 N/A 3137H5XX0 2032-01-25 3.082436 N/A 5775000.00 885985.77 Agency Collateralized Mortgage Obligation FNMA_21-15D N/A 3136BFWT6 2051-04-25 4.5 N/A 2794000.00 361607.22 Agency Collateralized Mortgage Obligation FHLMC_5558B N/A 3137HM4M9 2055-07-25 1.45161 N/A 69484469.00 5554237.78 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHMS_K079 N/A 3137FGZW8 2046-07-25 2.330088 N/A 52113029.00 2998234.06 Agency Collateralized Mortgage Obligation FNMA_18-38B N/A 3136B1R63 2048-06-25 1.73713 N/A 80378666.00 1553397.81 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K123 N/A 3137F8ZV8 2030-12-25 1.621 N/A 60000.00 53149.49 Agency Collateralized Mortgage Obligation FNMA_17-34A N/A 3136AWUD7 2047-05-25 1.63713 N/A 141990914.00 2920995.75 Agency Collateralized Mortgage Obligation FHLMC_4754D N/A 3137FDU42 2048-02-15 1.69282 N/A 11000000.00 305809.38 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_13-163 N/A 38378NEU3 2046-02-16 1.00493 N/A 265344000.00 233876.31 Agency Collateralized Mortgage Obligation FNMA_21-82D N/A 3136BKFQ0 2051-11-25 3 N/A 21374999.00 2354989.36 Agency Collateralized Mortgage Obligation GNMA_25-135A N/A 38381QDV0 2055-08-20 0.95 N/A 50000000.00 1761575.00 Agency Collateralized Mortgage Obligation FHLMC_4941F N/A 3137FQV42 2049-11-25 3 N/A 2000000.00 1437987.56 Agency Collateralized Mortgage Obligation FHLMC_5087 N/A 3137FFMB0 2051-03-25 4 N/A 32500000.00 2779137.53 Agency Collateralized Mortgage Obligation GNMA_21-214Q N/A 38383FHC0 2051-12-20 3.5 N/A 2000000.00 202328.90 Agency Collateralized Mortgage Obligation FNMA_25-27D N/A 3136BVKT4 2048-05-25 4.000004 N/A 639801.00 99436.13 Agency Collateralized Mortgage Obligation FHLMC_5558A N/A 3137HM3N8 2036-06-25 5 N/A 3544584.00 3561164.59 Agency Collateralized Mortgage Obligation GNMA_25-135D N/A 38381QEM9 2055-08-20 0.95 N/A 130000000.00 8642855.00 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3042 N/A 31396A4W1 2035-09-15 5.5 N/A 6932506.00 497433.56 Agency Collateralized Mortgage Obligation GNMA_16-133 N/A 38379UR65 2057-12-16 0.6985 N/A 22500000.00 182664.68 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_15-30A N/A 3136ANRY5 2045-05-25 1.13713 N/A 41575000.00 408794.08 Agency Collateralized Mortgage Obligation FHMS_K163 N/A 3137HCXN7 2034-04-25 5.88007 N/A 12979557.00 4745941.11 Agency Collateralized Mortgage Obligation FHLMC_4903F N/A 3137FN5S5 2049-08-25 1.58713 N/A 44070264.00 1645601.60 Agency Collateralized Mortgage Obligation FHLMC_5326 N/A 3137HAFL5 2050-10-25 0 N/A 1637000.00 942041.87 Agency Collateralized Mortgage Obligation FNMA_13-20N N/A 3136ACWA5 2043-03-25 1.63713 N/A 13066000.00 275106.75 Agency Collateralized Mortgage Obligation FNMA_19-45B N/A 3136B5PP4 2049-08-25 1.58713 N/A 104126044.00 3968197.50 Agency Collateralized Mortgage Obligation FNMA_22-4E N/A 3136BLXJ4 2048-09-25 3 N/A 13395000.00 7577787.71 Agency Collateralized Mortgage Obligation FHMS_K117 N/A 3137FX3U0 2048-10-25 2.966963 N/A 20439073.00 2487632.17 Agency Collateralized Mortgage Obligation FNMA_20-52G N/A 3136BBFJ6 2050-08-25 4.5 N/A 14950008.00 1223392.62 Agency Collateralized Mortgage Obligation GNMA_20-039 N/A 38380PAR5 2062-02-16 0.78747 N/A 23000000.00 614483.76 Agency Collateralized Mortgage Obligation GNMA_25-40A N/A 38381MBV1 2055-08-16 4 N/A 588235.00 541106.26 Agency Mortgage-Backed Securities FNMA_22-62B N/A 3136BN2D7 2052-09-25 4.5 N/A 12871051.00 1798443.65 Agency Collateralized Mortgage Obligation FHLMC_4998F N/A 3137FVDC3 2050-08-25 1.80161 N/A 25942664.00 1690210.09 Agency Collateralized Mortgage Obligation FNMA_21-28D N/A 3136BHGN3 2051-05-25 0 N/A 25000000.00 798230.02 Agency Collateralized Mortgage Obligation FHMS_K053 N/A 3137BN6J8 2044-03-25 1.708918 N/A 7000673.00 49684.88 Agency Collateralized Mortgage Obligation FNMA_12-134H N/A 3136AATF2 2042-12-25 1.68713 N/A 240214.00 3226.06 Agency Collateralized Mortgage Obligation FNMA_14-90 N/A 3136AMCR8 2045-01-25 1.68713 N/A 188839821.00 2844912.89 Agency Collateralized Mortgage Obligation FNMA_25-7C N/A 3136BUWY2 2054-09-25 1.15161 N/A 100000000.00 3684217.90 Agency Collateralized Mortgage Obligation FHLMC_5060C N/A 3137F87A5 2050-11-25 3 N/A 30000000.00 3415834.98 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_4929 N/A 3137FPL29 2049-10-25 1.48713 N/A 50404811.00 3386490.43 Agency Collateralized Mortgage Obligation GNMA_25-147 N/A 38381MJ92 2066-02-16 0 N/A 96176688.00 7795395.52 Agency Collateralized Mortgage Obligation FNMA_20-12B N/A 3136B8H51 2050-03-25 1.58713 N/A 110398000.00 4873104.97 Agency Collateralized Mortgage Obligation FNMA_19-57E N/A 3136B6QK2 2049-10-25 1.58713 N/A 55888578.00 1339875.35 Agency Collateralized Mortgage Obligation FHLMC_5071M N/A 3137F9T92 2048-04-25 4 N/A 35952899.00 2921616.60 Agency Collateralized Mortgage Obligation FNMA_25-27D N/A 3136BVKS6 2049-09-25 1.58713 N/A 70650117.00 8028964.55 Agency Collateralized Mortgage Obligation FHLMC_4057 N/A 3137ARJP2 2042-06-15 2.09282 N/A 88571428.00 820899.13 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILYSTRUCTURED PASS THROUGH FHMS_K081 N/A 3137FJEL9 2046-09-25 2.311247 N/A 8731524.00 552981.71 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K-1514 N/A 3137FQJZ7 2034-10-25 2.859 N/A 2560000.00 2239773.87 Agency Collateralized Mortgage Obligation FHLMC_4077 N/A 3137ASB37 2042-07-15 1.64282 N/A 110603899.00 599386.86 Agency Collateralized Mortgage Obligation GNMA_23-105 N/A 38381JMD6 2065-07-16 0.98067 N/A 33296039.00 2423808.55 Agency Collateralized Mortgage Obligation FHLMC_4194A N/A 3137B1JS2 2043-04-15 4 N/A 53867746.00 1151575.49 Agency Collateralized Mortgage Obligation FNMA_15-79 N/A 3136AQKZ2 2045-11-25 1.78713 N/A 24418550.00 360486.47 Agency Collateralized Mortgage Obligation FHLMC_4773 N/A 3137F4CW0 2047-12-15 4 N/A 10000000.00 12227764.22 Agency Collateralized Mortgage Obligation FNMA_24-9D N/A 3136BRHC4 2049-11-25 1.53713 N/A 69606673.00 6809006.96 Agency Collateralized Mortgage Obligation FHLMC_5579B N/A 3137HN2H0 2055-09-25 0.86 N/A 131918985.00 5948168.40 Agency Collateralized Mortgage Obligation FREDDIE MAC REMICS FHR_4901 N/A 3137FMKD3 2049-07-25 1.63713 N/A 84449463.00 2510005.72 Agency Collateralized Mortgage Obligation FHLMC_4954B N/A 3137FRE31 2050-02-25 1.58713 N/A 118078268.00 5115060.04 Agency Collateralized Mortgage Obligation FHLMC_5132 N/A 3137H1RR9 2051-08-25 3 N/A 21525173.00 2281655.74 Agency Collateralized Mortgage Obligation FHLMC_4853A N/A 3137FKT48 2049-02-15 2.14282 N/A 26168899.00 794090.65 Agency Collateralized Mortgage Obligation FHLMC_5483C N/A 3137HHNN7 2054-12-25 0.72161 N/A 98513675.00 1642848.47 Agency Collateralized Mortgage Obligation GNMA_19-7 N/A 38380MC25 2061-01-16 0.90132 N/A 52000000.00 519412.97 Agency Collateralized Mortgage Obligation GNMA_25-45A N/A 38385EFS8 2055-03-20 5 N/A 11972575.00 11769887.25 Agency Collateralized Mortgage Obligation FHLMC_5502A N/A 3137HJTE7 2055-02-25 1.18842 N/A 182000000.00 6503835.83 Agency Collateralized Mortgage Obligation FHMS_KG03 N/A 3137FVEF5 2033-07-25 3.067987 N/A 21909170.00 2518244.64 Agency Collateralized Mortgage Obligation FHLMC_5305B N/A 3137H9XZ7 2049-07-15 4 N/A 26101907.00 4191595.71 Agency Collateralized Mortgage Obligation FNMA_12-51A N/A 3136A53Z7 2041-03-25 3.5 N/A 835000.00 304854.70 Agency Collateralized Mortgage Obligation FNMA_23-57C N/A 3136BQQR3 2049-10-25 1.53713 N/A 54205919.00 4667886.17 Agency Collateralized Mortgage Obligation FHLMC_4882B N/A 3137FLVY7 2049-05-15 1.59282 N/A 9396431.00 252691.91 Agency Collateralized Mortgage Obligation FNMA_25-6B N/A 3136BUUD0 2055-02-25 0 N/A 70000000.00 340558.11 Agency Collateralized Mortgage Obligation FHLMC_5050E N/A 3137F7RY3 2050-10-25 3 N/A 5368180.00 490802.43 Agency Collateralized Mortgage Obligation FNMA_15-16C N/A 3136ANAH0 2045-04-25 4.5 N/A 50000000.00 1012367.30 Agency Collateralized Mortgage Obligation FHLMC_3942 N/A 3137AFV25 2041-10-15 2.06282 N/A 40600000.00 290504.37 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_KJ48 N/A 3137HBC77 2031-10-25 5.028 N/A 805000.00 833914.53 Agency Collateralized Mortgage Obligation FHLMC_4999N N/A 3137FV4P4 2044-03-25 1.48713 N/A 43898226.00 1369917.45 Agency Collateralized Mortgage Obligation FHLMC_5036N N/A 3137F6TK3 2050-04-25 4 N/A 3251000.00 263940.40 Agency Collateralized Mortgage Obligation FHLMC_5531F N/A 3137HKSE5 2050-01-15 1.54282 N/A 48543875.00 5098465.74 Agency Collateralized Mortgage Obligation FNMA_24-5D N/A 3136BQ3W7 2051-10-25 3 N/A 3300000.00 529773.40 Agency Collateralized Mortgage Obligation FNMA_25-58 N/A 3136BWMP8 2055-07-25 1 N/A 2666162.00 89603.56 Agency Collateralized Mortgage Obligation FREMF_19-K735 N/A 30298FAL8 2026-06-25 0 N/A 21497542.00 19293828.97 Agency Collateralized Mortgage Obligation FHLMC_5076D N/A 3137F9M57 2051-02-25 3 N/A 19310978.00 1976947.24 Agency Collateralized Mortgage Obligation FNMA_22-42B N/A 3136BNQS8 2050-06-25 4 N/A 7975000.00 5656925.63 Agency Collateralized Mortgage Obligation FHLMC_5142L N/A 3137H2EQ3 2051-09-25 1.50161 N/A 17311159.00 1436320.76 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K073 N/A 3137FETN0 2028-01-25 3.35 N/A 1500000.00 1483737.83 Agency Collateralized Mortgage Obligation FNMA_19-59H N/A 3136B6NN9 2049-10-25 1.58713 N/A 36516371.00 1001547.13 Agency Collateralized Mortgage Obligation FHLMC_40-30 N/A 3137APKN9 2042-04-15 1.99282 N/A 62000000.00 277359.63 Agency Collateralized Mortgage Obligation FHLMC_4958A N/A 3137FRPP0 2050-03-25 3.5 N/A 24192432.00 979427.29 Agency Collateralized Mortgage Obligation FHLMC_5121C N/A 3137H0LW6 2051-06-25 4 N/A 3873000.00 415156.07 Agency Collateralized Mortgage Obligation GNMA_23-175 N/A 38381JC88 2065-05-16 4 N/A 1165197.00 892647.07 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K076 N/A 3137FEZX1 2046-06-25 2.33067 N/A 64578830.00 3493310.63 Agency Collateralized Mortgage Obligation FHLMC_4621A N/A 3137BSHF3 2046-10-15 3.5 N/A 33242142.00 712044.76 Agency Collateralized Mortgage Obligation FHLMC_5003B N/A 3137FVJQ6 2050-08-25 2.5 N/A 17226325.00 1375119.28 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5155 N/A 3137H37F3 2051-10-25 3 N/A 86569995.00 7133316.61 Agency Collateralized Mortgage Obligation FHLMC_4281 N/A 3137B6N23 2043-12-15 1.54282 N/A 14600000.00 95709.14 Agency Collateralized Mortgage Obligation FNMA_15-35A N/A 3136ANL88 2045-06-25 1.13713 N/A 160000000.00 1608519.47 Agency Collateralized Mortgage Obligation FHLMC_4938D N/A 3137FQFY4 2049-12-25 1.53713 N/A 46553866.00 2132156.60 Agency Collateralized Mortgage Obligation FHLMC_5579B N/A 3137HN2E7 2055-09-25 5 N/A 1764706.00 1743989.92 Agency Collateralized Mortgage Obligation FHLMC_5005 N/A 3137FVCJ9 2040-08-25 4 N/A 35713338.00 1188368.42 Agency Collateralized Mortgage Obligation FHLMC_5543D N/A 3137HLLX8 2055-06-25 6 N/A 3177175.00 668655.74 Agency Collateralized Mortgage Obligation FHMS_K170 N/A 3137HLJ86 2063-02-25 5.77863 N/A 3531092.00 1381047.12 Agency Collateralized Mortgage Obligation FNMA_21-47A N/A 3136BH3G2 2049-10-25 2.5 N/A 450000.00 41773.89 Agency Collateralized Mortgage Obligation GNMA_19-36A N/A 38381RN21 2049-03-20 3.5 N/A 4411765.00 3993111.55 Agency Collateralized Mortgage Obligation GNMA_19-141 N/A 38380NUM9 2062-01-16 0.61782 N/A 25700000.00 676332.90 Agency Collateralized Mortgage Obligation FNMA_25-6B N/A 3136BUUC2 2055-02-25 0.05161 N/A 70000000.00 223462.15 Agency Collateralized Mortgage Obligation GNMA_24-31 N/A 38381J7R2 2065-03-16 0.5 N/A 3000000.00 74582.02 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PAS N/A 3137BUX94 2045-01-25 2.148377 N/A 4474000.00 118201.75 Agency Collateralized Mortgage Obligation GNMA_20-47 N/A 38382EFH5 2044-07-20 0.9151 N/A 15000000.00 388630.69 Agency Collateralized Mortgage Obligation GNMA_25-120D N/A 38381N3Q9 2055-07-20 0.1 N/A 170000000.00 516587.95 Agency Collateralized Mortgage Obligation FHLMC_4427 N/A 3137BGBD0 2045-01-15 1.14282 N/A 82000000.00 810943.54 Agency Collateralized Mortgage Obligation FHMS_KS07 N/A 3137BS6G3 2025-09-25 0.709027 N/A 8175773.00 4526.47 Agency Collateralized Mortgage Obligation FHLMC_5482E N/A 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(if categorized as coupon-paying notes) Y Moody's Aa1 Standard & Poor's AA+ Fitch AA+ 2025-09-02 2027-01-08 2027-01-08 N N N 0.0447 99636038.39 99636038.39 0.0005 N N N N BNP Paribas SA BNP Paribas SA 4.34000000 N/A R0MUWSFPU8MPRO8K5P83 BYDQMLHH8 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FREDDIE MAC REMICS FHLMC_5377 N/A 3137HBDW1 2051-12-25 2.5 N/A 2138912.00 238631.60 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MET89 2055-04-01 5.5 N/A 8000.00 8086.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B7HL0 2055-05-01 5.5 N/A 1000.00 1009.05 Agency Mortgage-Backed Securities FNMA_21-42G N/A 3136BGAV3 2046-02-25 2.048261 N/A 2197474.00 54428.62 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133B3GW1 2052-02-01 2 N/A 1000.00 623.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LCML2 2051-06-01 2.59 N/A 1089.00 757.85 Agency Mortgage-Backed Securities FNMA_20-57 N/A 3136BBEL2 2050-08-25 2.5 N/A 4099999.00 520858.25 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132ACYK0 2048-10-01 5 N/A 3055000.00 288498.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EB90 2052-03-01 2.5 N/A 1001.00 664.43 Agency Mortgage-Backed Securities FHLMC_5548A N/A 3137HLK43 2055-06-25 0.70161 N/A 98573562.00 4520115.57 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133AUDY1 2051-10-01 3 N/A 7001.00 4414.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132E0EJ7 2053-09-01 6 N/A 7000.00 5936.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BDV31 2055-05-01 5.5 N/A 519437.00 529395.61 Agency Mortgage-Backed Securities GNMA_24-172A N/A 38384XRG0 2054-10-20 1.15497 N/A 5780571.00 296666.74 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179URF1 2049-04-20 5.5 N/A 1002.00 61.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JNPP9 2049-02-01 5 N/A 1000.00 207.13 Agency Mortgage-Backed Securities FHLMC_5475 N/A 3137HHDE8 2054-11-25 5.44839 N/A 799000.00 610656.10 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A0QS1 2053-10-01 6.5 N/A 1000.00 797.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QPCQ8 2052-05-01 4 N/A 1000.00 789.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31407XJR3 2035-09-01 6.3 N/A 14958.00 119.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31414CWD6 2038-04-01 5 N/A 553334.00 56113.72 Agency Mortgage-Backed Securities GNMA_22-22B N/A 38383MRX8 2052-02-20 3 N/A 1000.00 610.33 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140J9PD7 2038-12-01 4 N/A 1001.00 184.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XTD8 2053-02-20 5.5 N/A 1056490.00 770845.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XLQD3 2053-06-01 5 N/A 8751183.00 7168553.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A5FR1 2046-08-01 4.5 N/A 600000.00 90240.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W0VA0 2055-02-01 5.5 N/A 675098.00 652577.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138LCZ73 2036-01-01 3.91 N/A 1000.00 647.28 Agency Mortgage-Backed Securities GNMA_23-18H N/A 38383VS90 2053-02-20 1.35497 N/A 47786580.00 1107487.89 Agency Collateralized Mortgage Obligation FHLMC_5359B N/A 3137HATC0 2053-11-25 0 N/A 3571429.00 1757522.61 Agency Collateralized Mortgage Obligation FHLMC_4454D N/A 3137BGZV4 2045-03-15 3 N/A 1100.00 643.92 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418D3H3 2051-08-01 2.5 N/A 7000.00 4146.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B2LU6 2055-04-01 5.5 N/A 1000.00 1006.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LFUD4 2029-03-01 2.31 N/A 1000.00 945.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VN30 2050-06-20 3 N/A 86057458.00 21881227.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-151 N/A 38382J3Q7 2050-10-20 2.5 N/A 7015680.00 613110.86 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132D54R0 2035-02-01 3 N/A 230000.00 38652.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138EPG99 2041-05-01 6 N/A 7000.00 814.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426TH42 2055-07-01 6 N/A 702267.00 724187.83 Agency Mortgage-Backed Securities GNMA_23-151F N/A 38384DKU0 2053-10-20 2.65497 N/A 8152352.00 598518.79 Agency Collateralized Mortgage Obligation FHLMC_5537 N/A 3137HLC75 2055-05-25 0.55161 N/A 113686954.00 4009023.68 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133SSST2 2045-01-01 3.5 N/A 1000.00 881.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X46U5 2046-03-01 4 N/A 1006.00 313.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BAEQ5 2055-05-01 5.5 N/A 1171.00 1099.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NKK83 2053-06-01 5 N/A 500000.00 466001.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B7AG8 2055-04-01 5.5 N/A 1000.00 1008.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XP4A4 2054-05-01 5.5 N/A 1000.00 938.22 Agency Mortgage-Backed Securities GNMA_23-189A N/A 38384GLV0 2053-12-20 2.70497 N/A 33181206.00 1381669.51 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XN5F7 2052-05-01 2.5 N/A 1000.00 732.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179SCK1 2046-05-20 5.5 N/A 977985.00 41684.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AS7G7 2054-11-01 6.5 N/A 1000.00 1043.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XKNL0 2053-02-01 6 N/A 1000.00 753.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EYD6 2053-11-01 4 N/A 43995.00 37816.63 Agency Mortgage-Backed Securities GNMA_22-177H N/A 38383UE48 2052-10-20 0 N/A 11773272.00 7005191.09 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31425UPU3 2054-12-01 6.5 N/A 1000.00 1045.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DNB36 2052-04-01 3.5 N/A 1000.00 666.77 Agency Mortgage-Backed Securities FNMA_20-61D N/A 3136BBK68 2050-09-25 4 N/A 47700145.00 3662495.13 Agency Collateralized Mortgage Obligation GNMA_15-82 N/A 38379NMF6 2045-06-20 7 N/A 13999900.00 137398.99 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DQHZ2 2052-11-01 5.5 N/A 7000.00 5649.11 Agency Mortgage-Backed Securities FHLMC_5561D N/A 3137HM5T3 2055-07-25 5.69839 N/A 15604374.00 15411829.03 Agency Collateralized Mortgage Obligation GNMA_24-59D N/A 38384MN29 2054-04-20 1.10497 N/A 114773.00 4924.11 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B4T34 2055-04-01 5.5 N/A 1001.00 1010.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EDH0 2037-05-01 2.5 N/A 880951.00 568421.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A8MB5 2054-01-01 6 N/A 1000.00 1010.23 Agency Mortgage-Backed Securities GNMA_23-1A N/A 38383VAE8 2053-01-20 2.80497 N/A 20937735.00 1662674.54 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140APM68 2054-10-01 7 N/A 1000.00 1055.94 Agency Mortgage-Backed Securities GNMA_25-118D N/A 38381NF29 2052-03-20 4.75 N/A 4609177.00 4612063.66 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DM2S3 2051-12-01 2 N/A 710000.00 436599.55 Agency Mortgage-Backed Securities FHLMC_5474A N/A 3137HHAR2 2054-11-25 2.85161 N/A 29594802.00 3322523.90 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QRVZ3 2053-04-01 5 N/A 1000.00 823.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5010 N/A 3137FVQG0 2050-09-25 2.5 N/A 100007.00 11956.35 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132AD5Y0 2048-03-01 3.5 N/A 1000.00 162.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618GRX46 2054-03-20 5.5 N/A 1512391.00 1380585.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QBCC0 2049-06-01 4 N/A 1002.00 257.93 Agency Mortgage-Backed Securities GNMA_22-178C N/A 38383UU99 2052-10-20 0 N/A 11927799.00 6972401.02 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5085 N/A 3137FFZS9 2051-03-25 2 N/A 1500710.00 142289.86 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FDC8 2054-10-01 6 N/A 1000.00 889.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133B5ED0 2052-02-01 2.5 N/A 1000.00 646.69 Agency Mortgage-Backed Securities FHLMC_5196D N/A 3137H5XH5 2052-02-25 0 N/A 163376.00 11.07 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XWA29 2047-03-01 3.5 N/A 790000.00 157499.37 Agency Mortgage-Backed Securities FNMA_23-27A N/A 3136BP3R0 2050-08-25 4 N/A 11424244.00 10969709.48 Agency Collateralized Mortgage Obligation GNMA_12-133B N/A 38377X3Y6 2042-10-20 0 N/A 70076269.00 28497.71 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XGLT4 2051-12-01 3.5 N/A 1000.00 651.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133CRJR5 2054-08-01 5 N/A 1000.00 979.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X6JR3 2045-08-01 4 N/A 1001.00 320.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ABXV2 2054-05-01 6 N/A 890988.00 631213.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426DXX5 2055-03-01 6 N/A 1631702.00 1642932.26 Agency Mortgage-Backed Securities GNMA_25-82A N/A 38385F3R0 2065-05-20 0.60497 N/A 100003.00 2178.76 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EP20 2053-03-01 5 N/A 191000.00 155343.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XGLP1 2041-04-01 4.5 N/A 2153718.00 198037.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q9T60 2048-09-01 5 N/A 7120700.00 1019887.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A5F91 2046-12-01 2.5 N/A 4474616.00 1127499.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QBNB0 2049-08-01 5 N/A 7007.00 1115.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QN6U1 2052-05-01 3 N/A 1000.00 699.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5PJ2 2055-06-20 5.5 N/A 4759400.00 4791164.03 Agency Mortgage-Backed Securities GNMA_21-193E N/A 38383DRG5 2050-02-20 3 N/A 6786403.00 467601.20 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWMB6 2054-08-01 6 N/A 1186.00 1039.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AULH4 2054-11-01 6 N/A 1000.00 779.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XNBY8 2043-07-01 4 N/A 7000.00 1111.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BBT90 2052-05-01 5 N/A 1000.00 685.66 Agency Mortgage-Backed Securities FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHMS_KL06 N/A 3137F84J9 2029-12-25 1.462486 N/A 14300101.00 697774.62 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31412SRB3 2038-03-01 6.5 N/A 789999.00 13974.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DSFJ6 2053-10-01 6 N/A 7000.00 5880.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QPK48 2052-06-01 4 N/A 1000.00 734.86 Agency Mortgage-Backed Securities GNMA_25-95C N/A 38385GTM1 2055-05-20 0.78497 N/A 100000.00 5367.12 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131WJ2J1 2037-06-01 5 N/A 1026.00 10.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X9WC5 2051-01-01 2.5 N/A 89000.00 45100.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q8DA0 2048-01-01 3.5 N/A 1001.00 243.99 Agency Mortgage-Backed Securities FHLMC_4448 N/A 3137BGZC6 2040-05-15 2.134583 N/A 113880121.00 461704.60 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-195 N/A 38383LCA6 2052-11-20 0 N/A 654740.00 340586.51 Agency Collateralized Mortgage Obligation GNMA_25-5K N/A 38385CVU9 2055-01-20 0.80497 N/A 50000000.00 3226271.24 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131Y02Z4 2048-04-01 5 N/A 777823.00 305606.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618BPVX3 2053-05-20 7.5 N/A 18000.00 7069.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31402VZY9 2033-08-01 4.419 N/A 1097.00 8.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W22M2 2055-08-01 6 N/A 8245094.00 8473076.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31408EJ94 2035-11-01 4.027 N/A 1001.00 6.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31334YBK2 2049-08-01 4.5 N/A 1000.00 324.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XJR88 2052-09-01 5 N/A 730000.00 603362.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWEP4 2052-09-01 3 N/A 1001.00 734.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31410GDF7 2033-06-01 4.664 N/A 1000.00 12.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36180AAD5 2054-09-20 4.5 N/A 24998900.00 23426197.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GHKN1 2034-01-01 4.1 N/A 1000.00 954.81 Agency Mortgage-Backed Securities FHLMC_5483D N/A 3137HHNQ0 2054-12-25 11.92364 N/A 2280334.00 2489144.02 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31400M3M2 2033-02-01 6.038 N/A 1000.00 23.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426T3D7 2055-07-01 6 N/A 426445.00 439815.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A0US3 2031-06-01 5.5 N/A 14927926.00 38425.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWBB8 2051-03-01 2 N/A 1005.00 567.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XCLC0 2051-08-01 2.5 N/A 1000.00 630.51 Agency Mortgage-Backed Securities FNMA_22-86 N/A 3136BPPT2 2050-05-25 2.5 N/A 293333.00 34772.06 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JLL77 2049-01-01 5 N/A 1001.00 87.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131Y04J8 2048-04-01 4 N/A 1000.00 337.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DNXJ7 2052-09-01 2.5 N/A 1000.00 691.92 Agency Mortgage-Backed Securities GNMA_22-197M N/A 38383LFF2 2052-11-20 0 N/A 3754644.00 2075126.10 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BSL42 2052-12-01 5.5 N/A 7000.00 5914.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AYCE3 2055-01-01 6 N/A 739710.00 703355.38 Agency Mortgage-Backed Securities FHLMC_5355A N/A 3137HATP1 2053-11-25 0 N/A 10909500.00 5940927.37 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NLMJ5 2053-07-01 6 N/A 1000.00 786.32 Agency Mortgage-Backed Securities FHLMC_5050J N/A 3137F7PV1 2050-12-25 2 N/A 2500000.00 225665.02 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NBQE4 2053-03-01 5 N/A 1010.00 845.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426XJV1 2055-08-01 6.5 N/A 1254920.00 1314998.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Y6PY0 2055-05-01 6 N/A 2166552.00 2112698.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ELY4 2052-12-01 5.5 N/A 359897.00 284633.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XM3R4 2043-06-01 4 N/A 136000.00 22888.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XL7E2 2053-07-01 6.5 N/A 1000.00 793.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WQAV4 2043-05-01 3 N/A 1000.00 179.58 Agency Mortgage-Backed Securities FHLMC_5064B N/A 3137F8K77 2033-09-25 3 N/A 29295347.00 751173.52 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132YBXR2 2040-02-01 3.26 N/A 1108.00 963.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426L6W9 2055-05-01 5.5 N/A 6000.00 6043.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWG56 2053-02-01 3 N/A 1000.00 770.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WKZP3 2047-06-01 4 N/A 1000.00 89.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B56S1 2055-04-01 5.5 N/A 1000.00 1009.33 Agency Mortgage-Backed Securities FHLMC_5528B N/A 3137HKR97 2055-04-25 1.65161 N/A 50558502.00 3259170.82 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QTN62 2053-12-01 6 N/A 1000.00 935.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XYJU4 2047-11-01 3.5 N/A 700000.00 126271.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B5XB8 2055-03-01 6 N/A 1005.00 914.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426JNK1 2055-04-01 5.5 N/A 1000.00 923.47 Agency Mortgage-Backed Securities FNMA_20-97A N/A 3136BDEF1 2051-01-25 2 N/A 200001.00 22525.47 Agency Collateralized Mortgage Obligation GNMA_18-51B N/A 38380WGF0 2046-11-20 0.31008 N/A 2029949.00 8790.51 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36180ACA9 2054-10-20 5.5 N/A 1001.00 962.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A66H4 2054-02-01 6 N/A 1000.00 889.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XKW71 2051-10-01 2 N/A 1000.00 677.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131WD3L8 2034-04-01 6 N/A 91523.00 7386.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427NHP7 2055-05-01 6 N/A 708000.00 721646.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132D6FE5 2038-10-01 5 N/A 1001.00 685.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31411XBT1 2036-08-01 6.03 N/A 1000.00 21.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XBLV0 2051-06-01 3 N/A 1000.00 489.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132AEPM2 2049-06-01 3.5 N/A 100000.00 41892.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_22-M5 N/A 3136BLN89 2034-01-01 2.422 N/A 1800000.00 1539366.80 Agency Collateralized Mortgage Obligation GNMA_25-25X N/A 38385DFZ4 2065-02-20 5.54503 N/A 7900000.00 7095242.22 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131WKB90 2037-08-01 6.5 N/A 1311443.00 14516.25 Agency Mortgage-Backed Securities GNMA_15-117D N/A 38379MN67 2039-11-16 3.5 N/A 53546982.00 17068.12 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DPAE8 2052-11-01 5 N/A 328077.00 241820.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DTS1 2050-10-01 3 N/A 6007.00 1964.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426W7B0 2055-08-01 6 N/A 1009.00 1036.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DMFD2 2049-12-01 3.5 N/A 195000.00 55175.09 Agency Mortgage-Backed Securities FNMA_18-53D N/A 3136B2PA4 2048-07-25 1.834799 N/A 12691776.00 119907.68 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XNAJ2 2043-06-01 3.5 N/A 820000.00 101395.76 Agency Mortgage-Backed Securities GNMA_24-132D N/A 38384UPM5 2054-08-20 0 N/A 12486726.00 7967344.09 Agency Collateralized Mortgage Obligation FHLMC_5431A N/A 3137HDPV6 2054-07-25 9.00966 N/A 4292495.00 4476570.39 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426X7C6 2055-08-01 5.5 N/A 1043100.00 1060531.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31329K7C2 2027-03-01 2.5 N/A 13500000.00 189585.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426JN54 2055-04-01 5 N/A 1000.00 987.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132D6A91 2036-12-01 2 N/A 1002.00 587.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133A6G54 2050-06-01 3 N/A 7000.00 2681.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426RUM1 2055-06-01 6 N/A 7354760.00 7431559.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AVX22 2054-11-01 6 N/A 1000.00 1018.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JCSL9 2044-02-01 6.581 N/A 1000.00 1002.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WGG65 2046-01-01 3.5 N/A 88000.00 10458.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FNL7 2055-08-01 6.5 N/A 1000.00 1031.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BDQW8 2052-06-01 5 N/A 1000.00 879.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426CHT4 2055-01-01 6 N/A 7015.00 6513.09 Agency Mortgage-Backed Securities GNMA_16-107F N/A 38379YH27 2045-06-20 4 N/A 19735595.00 174435.31 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NUNB1 2034-02-01 4.76 N/A 1000.00 1026.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XM3M5 2043-06-01 4 N/A 131307.00 21626.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31407HRF5 2036-02-01 6 N/A 1088.00 4.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A4HB7 2039-09-01 6.5 N/A 5479.00 331.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KJ4D1 2050-09-01 2 N/A 1001.00 489.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XGRG6 2052-03-01 3 N/A 434174.00 271795.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DN4Y6 2052-10-01 4.5 N/A 1000.00 786.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A5GE9 2047-01-01 3 N/A 1733170.00 327525.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426R7A3 2055-07-01 6 N/A 558825.00 576361.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XKLG2 2042-10-01 3.5 N/A 1000.00 177.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179QYU9 2045-01-20 4.5 N/A 1890283.00 114497.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W1CY7 2054-04-01 5 N/A 1012.00 972.31 Agency Mortgage-Backed Securities FNMA_21-46A N/A 3136BH3Z0 2048-12-25 2.5 N/A 14049316.00 1576999.55 Agency Collateralized Mortgage Obligation GNMA_21-41N N/A 38382PCP5 2050-10-20 2 N/A 100000.00 6074.73 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X4XA9 2048-09-01 3 N/A 1000.00 258.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31329NAK4 2044-11-01 4 N/A 8407378.00 678645.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KNR54 2052-02-01 3 N/A 1000.00 642.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426XM47 2055-08-01 5.5 N/A 1000.00 1010.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A4G77 2039-02-01 7 N/A 8046000.00 589293.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XJ3F8 2052-08-01 3.5 N/A 1003.00 774.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N2VE8 2053-06-01 6 N/A 1000.00 857.53 Agency Mortgage-Backed Securities FHLMC_5389D N/A 3137HBW34 2051-10-25 2.5 N/A 129338.00 15312.48 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426PCC7 2055-06-01 6 N/A 1000.00 997.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_21-1 N/A 3136BDY93 2051-02-25 2.5 N/A 400000.00 51553.10 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DNFR9 2052-01-01 3 N/A 1008.00 648.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36225EUE0 2039-08-20 5.875 N/A 1591.00 37.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QFG86 2040-10-01 2 N/A 1000.00 533.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X95X9 2050-06-01 5 N/A 7000.00 1685.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DM2N4 2051-11-01 3 N/A 202999.00 116441.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XXMQ1 2047-08-01 3.5 N/A 365000.00 34235.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QVDZ4 2054-09-01 5.5 N/A 75000.00 72699.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A5FW0 2046-10-01 2.5 N/A 1000.00 198.14 Agency Mortgage-Backed Securities GNMA_24-27B N/A 38384JES9 2054-02-20 5.5 N/A 5219944.00 940474.98 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BRFW9 2052-11-01 4 N/A 171220.00 154190.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XQZP5 2052-07-01 3 N/A 5297296.00 4251470.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AXVV6 2055-01-01 6 N/A 1000.00 998.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426X3F3 2055-08-01 5.5 N/A 838322.00 852953.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132E0SK9 2053-10-01 3 N/A 1000.00 792.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179UD90 2048-10-20 4 N/A 1000.00 92.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131WLVN5 2038-07-01 5.5 N/A 4737988.00 41826.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418E7B0 2054-06-01 6 N/A 115000.00 96671.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XGYT0 2051-07-01 2 N/A 1000.00 628.43 Agency Mortgage-Backed Securities GNMA_23-H23E N/A 38383KGM8 2073-09-20 0.72494 N/A 16736479.00 948071.88 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XVK53 2046-11-01 3.5 N/A 1000.00 311.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132E0BK7 2053-09-01 6 N/A 7000.00 5847.95 Agency Mortgage-Backed Securities FHLMC_3747 N/A 31398QUP0 2040-10-15 2.04282 N/A 4105955.00 14365.49 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QLJ80 2051-07-01 2 N/A 1024.00 622.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QP6B8 2052-08-01 3.382 N/A 1000.00 676.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133WELB4 2054-06-01 5.5 N/A 1000.00 807.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426JYN3 2055-04-01 6 N/A 1000.00 995.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179U3V2 2049-10-20 4.5 N/A 481808.00 99561.32 Agency Mortgage-Backed Securities GNMA_24-64L N/A 38384MWR4 2054-04-20 1.65202 N/A 30051484.00 1516816.54 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WWSV2 2043-07-01 3.5 N/A 1000.00 249.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DNZD8 2052-09-01 4 N/A 84000.00 64013.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KK3X5 2051-01-01 2.5 N/A 1000.00 531.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XXUV1 2047-09-01 4 N/A 178000.00 33765.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B0PC6 2055-01-01 6.5 N/A 1000.00 968.17 Agency Mortgage-Backed Securities FNMA_24-94B N/A 3136BTK69 2054-08-25 0 N/A 9863480.00 6321452.84 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XKZL7 2052-04-01 3.5 N/A 1000.00 733.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KM4Y8 2051-11-01 2 N/A 1000.00 595.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36180C4R7 2043-02-15 2.5 N/A 7805000.00 1025995.28 Agency Mortgage-Backed Securities FANNIE MAE FNMA_20-56 N/A 3136BBMQ2 2050-08-25 2.5 N/A 300008.00 34280.39 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWE82 2052-10-01 5.5 N/A 1000.00 776.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WGJH8 2046-01-01 3.5 N/A 890000.00 161109.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QMZW7 2052-01-01 3 N/A 1000.00 705.48 Agency Mortgage-Backed Securities FNMA_23-49E N/A 3136BQKN8 2061-09-25 5.5 N/A 31168862.00 4704045.25 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132D9L28 2042-05-01 2 N/A 100000.00 70322.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BHMK4 2055-07-01 5.5 N/A 43194.00 43757.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XBRF9 2051-06-01 3 N/A 922988.00 548226.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131WFLU3 2035-05-01 6 N/A 281105.00 11812.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31401Y2F1 2033-08-01 6.039 N/A 1169.00 16.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426XZC5 2055-08-01 6.5 N/A 2341922.00 2451323.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DMEH4 2049-10-01 3 N/A 4000000.00 684835.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XKMG1 2042-10-01 4 N/A 7005.00 1246.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131WC6T0 2033-11-01 6 N/A 1077937.00 15611.97 Agency Mortgage-Backed Securities FHLMC_5330B N/A 3137HAG26 2053-08-25 0 N/A 7613223.00 4477287.29 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q0GS5 2030-08-01 4.51 N/A 1041.00 1061.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142J6BH5 2055-07-01 5 N/A 723000.00 714846.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LW6W2 2053-04-01 6 N/A 1000.00 897.73 Agency Mortgage-Backed Securities GNMA_24-104C N/A 38384N7H2 2054-06-20 5.54503 N/A 1411.00 867.44 Agency Collateralized Mortgage Obligation FNMA_23-2 N/A 3136BPVA6 2051-04-25 2.5 N/A 5150000.00 707661.25 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31377U6E8 2028-08-01 3.65 N/A 1000.00 993.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XFTD3 2052-02-01 2.5 N/A 1000.00 668.44 Agency Mortgage-Backed Securities FNMA_21-3 N/A 3136BDR26 2051-02-25 2.5 N/A 1100000.00 121601.37 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5059 N/A 3137F86B4 2051-01-25 2.5 N/A 2599947.00 333666.17 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AWTE9 2055-01-01 6 N/A 113301.00 115648.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QRML4 2053-02-01 5.5 N/A 1000.00 826.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A2YM8 2039-01-01 5.5 N/A 8076614.00 56838.99 Agency Mortgage-Backed Securities GNMA_24-157D N/A 38384WBY0 2053-08-20 0 N/A 573517.00 355730.25 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A9T31 2032-09-01 3.5 N/A 122003.00 15812.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138ERZ78 2047-01-01 4.5 N/A 1033.00 122.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XF2F7 2052-02-01 2 N/A 1000.00 646.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426FTB3 2055-03-01 6.5 N/A 2049.00 2165.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XCYC6 2051-09-01 2.5 N/A 1000.00 631.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A3GE4 2039-03-01 5.5 N/A 8343392.00 88353.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XGXE3 2041-07-01 4.5 N/A 5301007.00 346590.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X9AL9 2050-12-01 2 N/A 1120593.00 683865.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132AAWS9 2039-01-01 5.5 N/A 242264.00 34598.99 Agency Mortgage-Backed Securities FNMA_11-41 N/A 31397SQ23 2041-05-25 2.11713 N/A 31387088.00 95901.01 Agency Collateralized Mortgage Obligation GNMA_24-157C N/A 38384WBX2 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MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EQ78 2053-04-01 4.5 N/A 1000.00 827.70 Agency Mortgage-Backed Securities GNMA_25-118A N/A 38381ND39 2055-07-20 5.51822 N/A 100000.00 104521.20 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427NPY9 2055-06-01 6 N/A 130000.00 132357.82 Agency Mortgage-Backed Securities FHSTR-377 N/A 3133Q5E85 2051-01-25 2 N/A 100148.00 9313.58 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DNG31 2052-06-01 3.5 N/A 29100.00 21024.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSHN4 2053-06-01 6 N/A 1000.00 827.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DEK4 2034-08-01 2.5 N/A 1000.00 128.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WCTL7 2044-09-01 3.5 N/A 1000.00 158.74 Agency Mortgage-Backed Securities GNMA_25-63J N/A 38385E2T0 2055-04-20 0.83497 N/A 50000000.00 2249953.12 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140GRX41 2047-07-01 4 N/A 2544188.00 749999.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QFFK0 2050-10-01 2.5 N/A 1000.00 403.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XR4D3 2045-07-01 3 N/A 1000.00 214.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426Q6L2 2055-06-01 5.5 N/A 70250.00 70935.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138LRDT6 2042-04-01 3.5 N/A 1003.00 86.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DVA7 2050-12-01 2 N/A 765000.00 408900.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QNSY9 2052-04-01 3 N/A 1000.00 679.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DQCM6 2053-04-01 5 N/A 9223.00 7644.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XEBJ2 2040-03-01 3 N/A 3644.00 1999.99 Agency Mortgage-Backed Securities GNMA_21-76C N/A 38382RNV6 2050-08-20 3 N/A 19581008.00 1515947.12 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LKDZ3 2033-04-01 4.68 N/A 1000.00 1022.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426RV57 2055-06-01 6 N/A 1000.00 1020.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426WJ84 2055-08-01 6 N/A 4414431.00 4573693.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LELV7 2028-11-01 1.58 N/A 1000.00 860.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5RG6 2055-07-20 6 N/A 15526503.00 15859695.21 Agency Mortgage-Backed Securities FHLMC_5123F N/A 3137H15T9 2048-08-25 2.5 N/A 5923232.00 570295.02 Agency Collateralized Mortgage Obligation GNMA_23-66A N/A 38384AQF3 2053-05-20 1.80497 N/A 45000000.00 2699966.01 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XMJ71 2043-04-01 3.5 N/A 257072.00 42605.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131WKQW3 2037-11-01 6 N/A 2571783.00 49981.88 Agency Mortgage-Backed Securities FHLMC_5344C N/A 3137HAMZ6 2053-10-25 0 N/A 3456448.00 2117968.42 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_20-74 N/A 3136BCAY6 2050-10-25 2.5 N/A 200011.00 23496.50 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A2H96 2038-04-01 5.5 N/A 4294000.00 28123.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31408HFP5 2035-12-01 6.605 N/A 1000.00 16.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XDBK1 2045-08-01 3.5 N/A 275000.00 148794.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EV98 2053-09-01 6 N/A 608500.00 474297.04 Agency Mortgage-Backed Securities FHLMC_5355A N/A 3137HATQ9 2053-11-25 0 N/A 8546000.00 4834457.18 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138EKJ63 2042-10-01 6.707 N/A 1820.00 85.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DPUP1 2053-03-01 5 N/A 1000.00 811.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JCSM7 2047-04-01 6.699 N/A 1981.00 1897.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140KNFZ6 2050-09-01 2.5 N/A 1002.00 448.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426CG81 2055-01-01 5.5 N/A 1000.00 1010.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WF4T0 2045-11-01 4.5 N/A 1000.00 78.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31417GUU8 2043-06-01 4 N/A 7011.00 891.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132ADPD4 2048-11-01 4 N/A 2000.00 144.69 Agency Mortgage-Backed Securities GNMA_23-150D N/A 38384C7Y9 2053-10-20 6 N/A 607406.00 629922.94 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MHSY6 2052-03-01 2.5 N/A 1000.00 588.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QM6A7 2052-01-01 3 N/A 52324.00 34089.30 Agency Mortgage-Backed Securities GNMA_21-16G N/A 38382NAN7 2051-01-20 2.5 N/A 100000.00 8675.85 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XK2T6 2050-08-01 4 N/A 1000.00 751.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133AR6J9 2051-09-01 2.5 N/A 1000.00 663.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A1PV0 2037-02-01 7 N/A 862157.00 8317.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A5FL4 2046-08-01 3 N/A 1000.00 156.54 Agency Mortgage-Backed Securities GNMA_25-48B N/A 38385DG59 2055-03-20 1.71497 N/A 341802.00 22791.30 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5A41 2054-11-20 5.5 N/A 1120.00 1092.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QQBW4 2052-09-01 4.5 N/A 1000.00 756.28 Agency Mortgage-Backed Securities FHLMC_5252E N/A 3137H8YD7 2050-10-25 3.5 N/A 9479000.00 9094540.61 Agency Collateralized Mortgage Obligation FNMA_07-30 N/A 31396VJN9 2037-04-25 2.27713 N/A 48672317.00 440883.68 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XLLY2 2053-06-01 5.5 N/A 1000.00 813.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132ACGU8 2044-09-01 3.5 N/A 54324.00 10050.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31371LNG0 2034-05-01 6 N/A 3792.00 35.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426YH82 2055-08-01 5 N/A 1000.00 995.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138ERD49 2030-03-01 4 N/A 1000.00 27.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NNY74 2053-09-01 6.5 N/A 1000.00 719.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DMSH9 2050-06-01 4 N/A 2438189.00 905506.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36225DUX0 2035-10-20 4.75 N/A 45714.00 1063.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AVLZ2 2055-01-01 6.5 N/A 1000.00 1037.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DUF7 2050-11-01 1.5 N/A 283955.00 155015.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A5E27 2046-02-01 4.5 N/A 1180000.00 123699.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31402KLY8 2033-08-01 5.5 N/A 7026.00 113.38 Agency Mortgage-Backed Securities GNMA_24-186C N/A 38384XVB6 2054-11-20 0 N/A 1046.00 620.11 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QM5E0 2052-01-01 2.5 N/A 11553600.00 8080062.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31329MXS4 2043-08-01 3.5 N/A 154300.00 31507.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NQL22 2054-06-01 6 N/A 1000.00 1021.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DN6L2 2052-11-01 4.5 N/A 320402.00 262996.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWL35 2054-07-01 5.5 N/A 1000.00 912.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XRY24 2045-06-01 3.5 N/A 413365.00 68490.01 Agency Mortgage-Backed Securities FNMA_19-65 N/A 3136B7AY7 2059-11-25 1.644593 N/A 32066176.00 394260.94 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DNWJ8 2052-04-01 3.5 N/A 7000.00 4919.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140J56Q7 2047-02-01 4 N/A 7000.00 1636.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XFM32 2052-02-01 2.5 N/A 38383.00 24959.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426NK41 2055-05-01 6 N/A 1665106.00 1713078.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QPWD5 2037-07-01 3.5 N/A 1000.00 654.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426RNQ0 2055-05-01 6 N/A 523111.00 537883.45 Agency Mortgage-Backed Securities FNMA_23-54C N/A 3136BQRF8 2053-11-25 0 N/A 5231350.00 2976408.91 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q7W60 2037-11-01 3.5 N/A 7000.00 1984.79 Agency Mortgage-Backed Securities FNMA_24-75C N/A 3136BS5E1 2054-10-25 1.70161 N/A 2585592.00 191130.98 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133CYJT6 2054-10-01 5.5 N/A 1002.00 1007.47 Agency Mortgage-Backed Securities GNMA_23-20C N/A 38383VWK0 2053-02-20 1.93497 N/A 43392384.00 4089739.46 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131WQC96 2040-06-01 4.5 N/A 197945.00 16160.62 Agency Mortgage-Backed Securities FNMA_24-65B N/A 3136BSJ48 2054-09-25 0.1 N/A 100379.00 275.20 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426TYD3 2055-07-01 6 N/A 568937.00 586564.24 Agency Mortgage-Backed Securities GNMA_24-64T N/A 38384MZA8 2054-04-20 5.59503 N/A 80428.00 63497.56 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131WQT98 2040-10-01 4 N/A 1955834.00 182669.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617BUEB1 2047-11-15 4 N/A 38000.00 19561.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140HV6E9 2029-10-01 2.41 N/A 1001.00 941.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31403LC74 2033-11-01 4.396 N/A 1027.00 9.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QQB79 2052-09-01 5 N/A 1000.00 777.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5MP1 2055-05-20 5 N/A 400000.00 394806.80 Agency Mortgage-Backed Securities GNMA_25-4E N/A 38385CBK3 2055-01-20 0.02604 N/A 190000000.00 23442.49 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426LGD0 2055-04-01 6 N/A 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Collateralized Mortgage Obligation GNMA_25-H12A N/A 38384LMY2 2075-05-20 1.83291 N/A 96435714.00 3495686.30 Agency Collateralized Mortgage Obligation GNMA_20-H09A N/A 38380QAA0 2070-05-20 1.38913 N/A 48110000.00 1591167.34 Agency Collateralized Mortgage Obligation GNMA_25-80B N/A 38385GCM9 2055-05-20 0.65497 N/A 88105482.00 3006769.46 Agency Collateralized Mortgage Obligation GNMA_24-24C N/A 38384JV35 2054-02-20 1.55497 N/A 50000000.00 1284106.88 Agency Collateralized Mortgage Obligation GNMA_25-85E N/A 38385E5M2 2055-05-20 0.82497 N/A 50000000.00 1946254.18 Agency Collateralized Mortgage Obligation GNMA_20-49 N/A 38380PDL5 2062-07-16 1.0493 N/A 53000000.00 1679949.38 Agency Collateralized Mortgage Obligation GNMA_20-154E N/A 38382KTK9 2050-10-20 1.8451 N/A 20513623.00 1515120.25 Agency Collateralized Mortgage Obligation GNMA_20-H05A N/A 38380L4S9 2070-02-20 1.31067 N/A 52840000.00 1634768.76 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-20 N/A 38376VHU4 2040-02-20 1.7951 N/A 321777623.00 1278066.12 Agency Collateralized Mortgage Obligation GNMA_24-40K N/A 38384K4A6 2053-11-20 7 N/A 24336223.00 1341153.55 Agency Collateralized Mortgage Obligation GNMA_24-H20A N/A 38383K3S9 2074-10-20 0.31329 N/A 119121673.00 2737598.47 Agency Collateralized Mortgage Obligation GNMA_22-H22B N/A 38382YB51 2072-10-20 0.73687 N/A 58480020.00 3516584.03 Agency Collateralized Mortgage Obligation GNMA_23-89D N/A 38384BMT5 2053-06-20 5.08037 N/A 1672072.00 1364194.34 Agency Collateralized Mortgage Obligation GNMA_23-54H N/A 38383XLY8 2053-04-20 1.25497 N/A 50000000.00 2023748.69 Agency Collateralized Mortgage Obligation GNMA_24-29A N/A 38381KAH7 2064-08-16 0.25485 N/A 77781585.00 3027470.74 Agency Collateralized Mortgage Obligation GNMA_23-113B N/A 38384CXM6 2053-08-20 0.70497 N/A 85875000.00 2599453.94 Agency Collateralized Mortgage Obligation GNMA_23-53H N/A 38383XH72 2053-04-20 1.25497 N/A 150000000.00 3199938.11 Agency Collateralized Mortgage Obligation GNMA_24-H18B N/A 38383KU26 2065-12-20 2.03768 N/A 54685170.00 1298163.47 Agency Collateralized Mortgage Obligation GNMA_23-152K N/A 38384DWE3 2053-10-20 1.85497 N/A 100000000.00 1837945.04 Agency Collateralized Mortgage Obligation GNMA_21-98M N/A 38382TH98 2051-06-20 1.8451 N/A 30044597.00 1659039.19 Agency Collateralized Mortgage Obligation GNMA_16-17M N/A 38379T5S4 2046-02-20 1.6451 N/A 39655507.00 1489984.99 Agency Collateralized Mortgage Obligation GNMA_22-140E N/A 38383M4Y1 2052-08-20 0 N/A 100000000.00 2596162.10 Agency Collateralized Mortgage Obligation GNMA_25-120E N/A 38381N3V8 2053-12-20 2.50497 N/A 27347312.00 1897031.22 Agency Collateralized Mortgage Obligation GNMA_24-9D N/A 38384G6A3 2054-01-20 2.70497 N/A 50114968.00 1981205.21 Agency Collateralized Mortgage Obligation GNMA_11-21B N/A 38377TVY4 2041-02-16 0.55118 N/A 15000000.00 3448706.02 Agency Collateralized Mortgage Obligation GNMA_22-26 N/A 38381EJ90 2064-02-16 0.73065 N/A 50000000.00 2644863.89 Agency Collateralized Mortgage Obligation GNMA_23-H15 N/A 38384AV42 2073-03-20 0.40161 N/A 60209342.00 2356089.96 Agency Collateralized Mortgage Obligation GNMA_22-68K N/A 38383PH46 2052-04-20 1.30497 N/A 29507903.00 2090361.46 Agency Collateralized Mortgage Obligation GNMA_22-H06C N/A 38382YPF4 2072-03-20 0.03017 N/A 49000000.00 1323705.18 Agency Collateralized Mortgage Obligation GNMA_19-104 N/A 38380NLH0 2061-05-16 1.02919 N/A 41614760.00 1383527.89 Agency Collateralized Mortgage Obligation GNMA_25-H04B N/A 38384LAE9 2075-01-20 2.26773 N/A 44721445.00 2075432.60 Agency Collateralized Mortgage Obligation GNMA_18-H16A N/A 38380LKQ5 2068-09-20 1.98119 N/A 122402019.00 2670250.66 Agency Collateralized Mortgage Obligation GNMA_24-H07B N/A 38383KUX8 2074-04-20 0.65778 N/A 28481722.00 1615788.31 Agency Collateralized Mortgage Obligation GNMA_23-7C N/A 38383VGS1 2053-01-20 2.55497 N/A 59688105.00 2758053.49 Agency Collateralized Mortgage Obligation GNMA_25-7H N/A 38385BK33 2055-01-20 2.10497 N/A 66857810.00 3582210.05 Agency Collateralized Mortgage Obligation GNMA_24-54 N/A 38381LBB7 2065-07-16 0.8921 N/A 25271278.00 1783863.15 Agency Collateralized Mortgage Obligation GNMA_23-112C N/A 38384CV63 2053-08-20 0.90497 N/A 100000000.00 2704259.19 Agency Collateralized Mortgage Obligation GNMA_21-41E N/A 38382PEG3 2051-03-20 3 N/A 22099324.00 1478186.53 Agency Collateralized Mortgage Obligation GNMA_23-67C N/A 38384AMS9 2053-05-20 1.15497 N/A 50000000.00 1488532.91 Agency Collateralized Mortgage Obligation GNMA_22-88C N/A 38383R4J3 2052-06-20 0 N/A 150000000.00 2213978.49 Agency Collateralized Mortgage Obligation GNMA_23-136C N/A 38384E3A1 2053-09-20 1.25497 N/A 100000000.00 1653959.63 Agency Collateralized Mortgage Obligation GNMA_21-86E N/A 38382QNL0 2051-05-20 2.5 N/A 20178825.00 1850234.66 Agency Collateralized Mortgage Obligation GNMA_25-H14C N/A 38384LQS1 2071-07-20 1.61607 N/A 48327160.00 3183042.40 Agency Collateralized Mortgage Obligation GNMA_24-H20B N/A 38383KZ62 2069-09-20 2.00978 N/A 66304159.00 1826225.31 Agency Collateralized Mortgage Obligation GNMA_23-79F N/A 38384AY98 2053-06-20 1.70497 N/A 51000000.00 1332554.14 Agency Collateralized Mortgage Obligation GNMA_23-190C N/A 38384GKQ2 2053-12-20 0.90497 N/A 100000000.00 1532446.67 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-26 N/A 38382NCT2 2051-02-20 2 N/A 17375000.00 1551654.36 Agency Collateralized Mortgage Obligation GNMA_25-119C N/A 38381NZU5 2055-07-20 2.75497 N/A 17088670.00 1825428.01 Agency Collateralized Mortgage Obligation GNMA_21-105M N/A 38382TYU2 2051-06-20 2.5 N/A 15000000.00 1261097.82 Agency Collateralized Mortgage Obligation GNMA_22-63E N/A 38383RAW7 2050-11-20 0 N/A 143296246.00 2237825.03 Agency Collateralized Mortgage Obligation GNMA_24-70 N/A 38381LDH2 2060-02-16 0.76064 N/A 50349118.00 2981481.75 Agency Collateralized Mortgage Obligation GNMA_24-144C N/A 38384WTS4 2054-09-20 0.35497 N/A 50000000.00 2083559.28 Agency Collateralized Mortgage Obligation GNMA_25-136E N/A 38381QGM7 2055-08-20 2.15367 N/A 32114298.00 2425799.02 Agency Collateralized Mortgage Obligation GNMA_20-H17B N/A 38380QNK4 2070-10-20 1.69022 N/A 88586088.00 3339268.00 Agency Collateralized Mortgage Obligation GNMA_24-45H N/A 38384KGU9 2054-03-20 6 N/A 13000000.00 2150713.27 Agency Collateralized Mortgage Obligation GNMA_23-63D N/A 38384ACM3 2053-05-20 1.15497 N/A 130000000.00 2528641.17 Agency Collateralized Mortgage Obligation GNMA_23-106D N/A 38384BH95 2053-07-20 1.65497 N/A 45000000.00 1583501.75 Agency Collateralized Mortgage Obligation GNMA_23-184A N/A 38384GVR8 2063-12-20 0 N/A 10714286.00 2417272.10 Agency Collateralized Mortgage Obligation GNMA_23-184E N/A 38384GWG1 2053-12-20 1.45497 N/A 50000000.00 1493321.40 Agency Collateralized Mortgage Obligation GNMA_25-29A N/A 38385CM96 2054-12-20 2.30497 N/A 15293742.00 1243446.14 Agency Collateralized Mortgage Obligation GNMA_24-30R N/A 38384JNJ9 2054-02-20 0.85497 N/A 100000000.00 1625319.97 Agency Collateralized Mortgage Obligation GNMA_22-H14E N/A 38382YWM1 2072-07-20 0.6993 N/A 33279341.00 1595455.37 Agency Collateralized Mortgage Obligation GNMA_23-109 N/A 38381JLF2 2064-09-16 0.73111 N/A 50000000.00 3058110.27 Agency Collateralized Mortgage Obligation GNMA_24-H04C N/A 38383KSA1 2074-03-20 0.93292 N/A 48510292.00 2774414.10 Agency Collateralized Mortgage Obligation GNMA_18-157 N/A 38380MWQ0 2060-11-16 0.78599 N/A 123320915.00 2429193.51 Agency Collateralized Mortgage Obligation GNMA_25-83A N/A 38385GQT9 2055-05-20 0 N/A 100000000.00 1527490.45 Agency Collateralized Mortgage Obligation GNMA_23-146H N/A 38384DBA4 2053-10-20 1.30497 N/A 100000000.00 1613311.80 Agency Collateralized Mortgage Obligation GNMA_19-127 N/A 38380NQG7 2058-09-16 0.68296 N/A 55000000.00 1533240.61 Agency Mortgage-Backed Securities GNMA_25-H13A N/A 38384LNN5 2073-02-20 0.71116 N/A 45713541.00 1268880.11 Agency Collateralized Mortgage Obligation GNMA_24-9F N/A 38384G6G0 2054-01-20 0.75497 N/A 40000000.00 1498497.85 Agency Collateralized Mortgage Obligation GNMA_25-15 N/A 38381L2Q4 2066-11-16 0.73581 N/A 35112034.00 2162760.03 Agency Collateralized Mortgage Obligation GNMA_22-128B N/A 38383T6N8 2052-07-20 0 N/A 100000000.00 1611645.82 Agency Collateralized Mortgage Obligation GNMA_24-178 N/A 38381LYP1 2066-07-16 0.67553 N/A 55425770.00 3517528.74 Agency Collateralized Mortgage Obligation GNMA_22-146A N/A 38383UUD0 2052-08-20 1.65497 N/A 35700000.00 1733080.81 Agency Collateralized Mortgage Obligation GNMA_18-77D N/A 38380XLP0 2048-06-20 1.7451 N/A 34291573.00 1248701.60 Agency Collateralized Mortgage Obligation GNMA_18-138E N/A 38381ACY0 2048-10-20 1.7451 N/A 46351320.00 1511219.73 Agency Collateralized Mortgage Obligation GNMA_25-80G N/A 38385GDG1 2055-01-20 1.60497 N/A 41000000.00 3564037.72 Agency Collateralized Mortgage Obligation GNMA_23-175 N/A 38381JB89 2065-05-16 0.79748 N/A 41772526.00 2666110.14 Agency Collateralized Mortgage Obligation GNMA_22-88G N/A 38383R4T1 2052-06-20 1.16497 N/A 54862753.00 3677199.26 Agency Collateralized Mortgage Obligation GNMA_24-195A N/A 38381LR46 2061-07-16 0.59392 N/A 100000000.00 3693552.58 Agency Collateralized Mortgage Obligation GNMA_23-135A N/A 38384EHB4 2053-09-20 1.40497 N/A 97588200.00 2314954.40 Agency Collateralized Mortgage Obligation GNMA_25-61C N/A 38385FYE5 2055-04-20 1.00497 N/A 78954475.00 3158268.76 Agency Collateralized Mortgage Obligation GNMA_22-87F N/A 38383RYV3 2052-05-20 3.61491 N/A 2899000.00 2078434.51 Agency Collateralized Mortgage Obligation GNMA_25-7D N/A 38385BG20 2055-01-20 2.10497 N/A 29879841.00 2598829.20 Agency Collateralized Mortgage Obligation GNMA_25-62H N/A 38385FPP0 2055-04-20 0.15497 N/A 116666667.00 2107964.22 Agency Collateralized Mortgage Obligation GNMA_20-179 N/A 38380RES5 2062-09-16 0.25 N/A 110300000.00 1315088.21 Agency Collateralized Mortgage Obligation GNMA_23-184H N/A 38384GWV8 2053-12-20 1.50497 N/A 50000000.00 2151110.00 Agency Collateralized Mortgage Obligation GNMA_21-124 N/A 38381DUJ7 2062-10-16 0.99012 N/A 45000000.00 2392858.73 Agency Collateralized Mortgage Obligation GNMA_25-H17B N/A 38384LUC1 2073-09-20 0 N/A 35034376.00 1462862.00 Agency Collateralized Mortgage Obligation GNMA_24-64D N/A 38384MLC9 2054-04-20 1.05497 N/A 132397189.00 3303609.34 Agency Collateralized Mortgage Obligation GNMA_23-117A N/A 38384CFC8 2053-08-20 0.90497 N/A 100000000.00 2053246.85 Agency Collateralized Mortgage Obligation GNMA_24-26G N/A 38384J6K5 2054-02-20 0.95497 N/A 75000000.00 1314901.85 Agency Collateralized Mortgage Obligation GNMA_24-65D N/A 38384NLR4 2054-04-20 0.85497 N/A 117922779.00 3260116.83 Agency Collateralized Mortgage Obligation GNMA_22-114D N/A 38383TGL1 2052-06-20 0 N/A 100000000.00 2771342.15 Agency Collateralized Mortgage Obligation GNMA_17-H22B N/A 38375UT91 2067-11-20 2.63308 N/A 82368698.00 1419246.02 Agency Collateralized Mortgage Obligation GNMA_25-84F N/A 38385GAT6 2055-05-20 0.80497 N/A 80000000.00 3412148.56 Agency Collateralized Mortgage Obligation GNMA_25-136A N/A 38381QHY0 2052-04-20 6 N/A 12196268.00 1581339.65 Agency Collateralized Mortgage Obligation GNMA_19-H06B N/A 38381TZZ1 2068-12-20 1.22419 N/A 101821732.00 2092690.45 Agency Collateralized Mortgage Obligation GNMA_15-189 N/A 38379UAH9 2057-01-16 3 N/A 1537500.00 1660169.65 Agency Collateralized Mortgage Obligation GNMA_23-H18A N/A 38383KBW1 2073-07-20 0.79347 N/A 50000000.00 3461546.69 Agency Collateralized Mortgage Obligation GNMA_25-103A N/A 38385GE70 2055-06-20 0 N/A 100000000.00 1430166.84 Agency Collateralized Mortgage Obligation GNMA_25-29A N/A 38385CN20 2054-12-20 2.30497 N/A 40217423.00 2986049.57 Agency Collateralized Mortgage Obligation GNMA_25-1Q N/A 38385CFD5 2055-01-20 1.60497 N/A 33800000.00 3240806.06 Agency Collateralized Mortgage Obligation GNMA_24-110D N/A 38384QUJ5 2054-07-20 1.30497 N/A 30000000.00 1761311.22 Agency Collateralized Mortgage Obligation GNMA_22-172G N/A 38383YU26 2052-10-20 1.24497 N/A 52749312.00 1735570.43 Agency Collateralized Mortgage Obligation GNMA_23-123D N/A 38384CSL4 2053-08-20 1.37497 N/A 70000000.00 1780272.98 Agency Collateralized Mortgage Obligation GNMA_18-173 N/A 38380MYY1 2060-07-16 0.89429 N/A 179111909.00 3719964.13 Agency Collateralized Mortgage Obligation GNMA_23-35A N/A 38383VK31 2053-02-20 1.45497 N/A 110000000.00 2838631.54 Agency Collateralized Mortgage Obligation GNMA_23-85A N/A 38384BKH3 2053-06-20 0.95497 N/A 100000000.00 2978989.09 Agency Collateralized Mortgage Obligation GNMA_24-4A N/A 38384HWS3 2054-01-20 1.05497 N/A 100000000.00 2173626.02 Agency Collateralized Mortgage Obligation GNMA_23-184D N/A 38384GWE6 2053-12-20 1.40497 N/A 25585023.00 1049734.49 Agency Collateralized Mortgage Obligation GNMA_18-H06D N/A 38380LBH5 2068-04-20 1.96051 N/A 52421984.00 1671780.81 Agency Collateralized Mortgage Obligation GNMA_23-H26A N/A 38383KJH6 2071-08-20 0.916 N/A 51417388.00 1953413.03 Agency Collateralized Mortgage Obligation GNMA_19-35A N/A 38381RF87 2049-03-20 1.5451 N/A 173295441.00 1808603.98 Agency Collateralized Mortgage Obligation GNMA_25-62C N/A 38385FNZ0 2055-04-20 0.00497 N/A 200000000.00 2846708.75 Agency Collateralized Mortgage Obligation GNMA_25-97J N/A 38385G6A2 2055-06-20 5.25 N/A 3312512.00 3211917.65 Agency Collateralized Mortgage Obligation GNMA_24-23D N/A 38384J2R4 2054-02-20 1.55497 N/A 75000000.00 3156630.40 Agency Collateralized Mortgage Obligation GNMA_24-39A N/A 38384KKG5 2054-03-20 1.60497 N/A 63000000.00 1937384.14 Agency Collateralized Mortgage Obligation GNMA_19-H18A N/A 38380LJ87 2069-10-20 1.47505 N/A 51151433.00 1468419.36 Agency Collateralized Mortgage Obligation GNMA_24-H07C N/A 38383KVC3 2074-03-20 2.23838 N/A 44813108.00 1513449.49 Agency Collateralized Mortgage Obligation GNMA_17-H01 N/A 38376RN93 2066-12-20 1.95449 N/A 164959989.00 1372978.79 Agency Collateralized Mortgage Obligation GNMA_24-67A N/A 38381KCL6 2065-10-16 0.7408 N/A 52843906.00 3235981.06 Agency 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Agency Collateralized Mortgage Obligation GNMA_24-162F N/A 38384YP54 2054-10-20 7 N/A 14454550.00 3223038.33 Agency Collateralized Mortgage Obligation GNMA_23-137E N/A 38384EVR3 2053-09-20 1.35497 N/A 150000000.00 2415527.71 Agency Collateralized Mortgage Obligation GNMA_17-H20D N/A 38375UN55 2067-10-20 2.56709 N/A 61491000.00 1423766.59 Agency Collateralized Mortgage Obligation GNMA_23-68H N/A 38384AKD4 2053-05-20 1.15497 N/A 125000000.00 2431554.37 Agency Collateralized Mortgage Obligation GNMA_20-195 N/A 38380RLF5 2062-12-16 0.25 N/A 164409580.00 1269578.04 Agency Collateralized Mortgage Obligation GNMA_25-90C N/A 38385GYP8 2055-05-20 0 N/A 100000000.00 1472838.49 Agency Collateralized Mortgage Obligation GNMA_25-1Z N/A 38385CHH4 2055-01-20 2.20497 N/A 70000000.00 2963304.95 Agency Collateralized Mortgage Obligation GNMA_22-12E N/A 38383FD75 2052-01-20 3 N/A 43048333.00 3531815.47 Agency Collateralized Mortgage Obligation GNMA_25-30B N/A 38385C7F9 2055-02-20 0.00497 N/A 160349095.00 2666917.37 Agency Collateralized Mortgage Obligation GNMA_23-148B N/A 38384DNV5 2053-10-20 1.20497 N/A 100000000.00 2420005.59 Agency Collateralized Mortgage Obligation GNMA_19-H14 N/A 38380LZD8 2069-08-20 1.31927 N/A 86681134.00 2423905.26 Agency Collateralized Mortgage Obligation GNMA_21-160N N/A 38383AVE1 2051-09-20 0 N/A 127754768.00 1584343.34 Agency Collateralized Mortgage Obligation GNMA_23-79C N/A 38384AX73 2053-06-20 1.65497 N/A 125000000.00 2966302.90 Agency Collateralized Mortgage Obligation GNMA_24-187E N/A 38384Y2E0 2051-10-20 2.5 N/A 21978059.00 2752674.13 Agency Collateralized Mortgage Obligation GNMA_20-H01A N/A 38380LX24 2069-12-20 1.3416 N/A 78800583.00 3035242.54 Agency Collateralized Mortgage Obligation GNMA_20-129 N/A 38382JYX8 2050-09-20 3 N/A 40337355.00 3193078.37 Agency Collateralized Mortgage Obligation GNMA_23-114E N/A 38384EAS4 2053-08-20 1.65497 N/A 150000000.00 2769296.89 Agency Collateralized Mortgage Obligation GNMA_23-43C N/A 38383XAU8 2053-03-20 1.92497 N/A 86905000.00 2559441.82 Agency Collateralized Mortgage Obligation GNMA_25-27F N/A 38385DRW8 2055-02-20 7 N/A 16850242.00 2959339.28 Agency Collateralized Mortgage Obligation GNMA_23-76A N/A 38383X4Q4 2053-05-20 1.10497 N/A 100000000.00 1900703.05 Agency Collateralized Mortgage Obligation GNMA_21-H04A N/A 38380QXS6 2071-02-01 0.64209 N/A 49584253.00 1501281.11 Agency Collateralized Mortgage Obligation GNMA_24-187D N/A 38384Y2D2 2051-11-20 2 N/A 27337372.00 3219419.21 Agency Collateralized Mortgage Obligation GNMA_24-84S N/A 38384NWB7 2054-05-20 1.10497 N/A 50000000.00 1904469.80 Agency Collateralized Mortgage Obligation GNMA_22-205L N/A 38383HBY4 2052-12-20 1.55497 N/A 100000000.00 2855394.39 Agency Collateralized Mortgage Obligation GNMA_24-109E N/A 38384QN53 2054-07-20 1.55497 N/A 95000000.00 2334211.32 Agency Collateralized Mortgage Obligation GNMA_24-H15C N/A 38383KD41 2074-04-20 0.55583 N/A 26098475.00 1495155.52 Agency Collateralized Mortgage Obligation GNMA_24-187K N/A 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213511.00 220890.75 Agency Mortgage-Backed Securities GNPL PN DA8501 N/A 3618GYNS9 2060-03-15 5.72 N/A 773000.00 814313.38 Agency Mortgage-Backed Securities GNCL CL CR4174 N/A 3618AJT78 2067-02-15 5.72 N/A 15604326.00 15859969.94 Agency Mortgage-Backed Securities GNCL CL CP2694 N/A 3617FR7F3 2066-07-15 5.45 N/A 4410227.00 4479489.13 Agency Mortgage-Backed Securities GNPL PN DH1771 N/A 3618K96G4 2060-05-15 5.64 N/A 785000.00 823122.00 Agency Mortgage-Backed Securities GNPL PN DA8503 N/A 3618GYNU4 2060-03-15 5.72 N/A 713400.00 751528.02 Agency Mortgage-Backed Securities GNPL PN DJ5978 N/A 3618KSUB6 2060-09-15 5.65 N/A 13350567.00 13971828.21 Agency Mortgage-Backed Securities GNPL PN DA8504 N/A 3618GYNV2 2060-05-15 5.95 N/A 1632000.00 1746741.68 Agency Mortgage-Backed Securities GNCL CL DJ4702 N/A 3618KRGK4 2067-12-15 5.16 N/A 4862592.00 4728123.50 Agency Mortgage-Backed Securities GNPL PN CK5789 N/A 3617Y1NE4 2057-05-15 2.44 N/A 4194700.00 3489259.39 Agency Mortgage-Backed Securities GNCL CS DJ2713 N/A 3618KPAN8 2067-01-15 11.7 N/A 7496246.00 7747047.90 Agency Mortgage-Backed Securities GNCL CL CR4184 N/A 3618AJUH4 2067-08-15 5.41 N/A 7720129.00 7655803.17 Agency Mortgage-Backed Securities GNII SF MA5398 M N/A 36179T7K5 2048-08-20 4 N/A 59077412.00 5598274.58 Agency Mortgage-Backed Securities GNCL CL CS6533 N/A 3618B0HJ5 2065-02-15 5.23 N/A 80341.00 81879.43 Agency Mortgage-Backed Securities GNCL CL CP1226 N/A 3617FQLF9 2066-09-15 5.47 N/A 1007643.00 1028183.24 Agency Mortgage-Backed Securities GNII SF BD5492 C N/A 3617BMC54 2047-11-20 3.5 N/A 373648.00 102453.23 Agency Mortgage-Backed Securities GNPL PN DH1748 N/A 3618K95H3 2060-02-15 5.85 N/A 108400.00 115255.43 Agency Mortgage-Backed Securities GNII SF 004145 M N/A 36202ETA7 2038-05-20 6 N/A 459994.00 6304.32 Agency Mortgage-Backed Securities GNPL PN DJ6453 N/A 3618KTE22 2060-06-15 4.74 N/A 14668650.00 14489460.29 Agency Mortgage-Backed Securities GNPL PN DH1770 N/A 3618K96F6 2060-05-15 5.64 N/A 825000.00 865064.52 Agency Mortgage-Backed Securities GNII SF CJ9136 C N/A 3617XSEH9 2051-12-20 2.5 N/A 4365690.00 2611654.70 Agency Mortgage-Backed Securities GNPL PN DJ8026 N/A 3618KU4K0 2060-07-15 6.13 N/A 920000.00 998397.70 Agency Mortgage-Backed Securities GNCL CL CN0548 N/A 3617YXTD0 2066-07-15 5.59 N/A 3772282.00 3848964.11 Agency Mortgage-Backed Securities GNPL PN DE5558 N/A 3618JBE72 2059-12-15 5.73 N/A 675000.00 705380.52 Agency Mortgage-Backed Securities GNPL PN DE5569 N/A 3618JBFJ5 2060-02-15 5.36 N/A 2627083.00 2702759.99 Agency Mortgage-Backed Securities GNPL PN DK6736 N/A 3618L6PV5 2060-06-15 5.84 N/A 620000.00 658819.11 Agency Mortgage-Backed Securities GNPL PN DH1773 N/A 3618K96J8 2060-05-15 5.64 N/A 1490000.00 1562358.95 Agency Mortgage-Backed Securities GNCL CL DE0034 N/A 3618J5BB9 2067-03-15 5.76 N/A 321266.00 334527.54 Agency Mortgage-Backed Securities GNII SF MB0529 M N/A 3618N5ST7 2040-08-20 5.5 N/A 185293.00 190106.32 Agency Mortgage-Backed Securities GNPL PN DL7503 N/A 3618LKKQ0 2055-09-15 5.88 N/A 4000000.00 4256637.33 Agency Mortgage-Backed Securities GNPL PN DH1750 N/A 3618K95K6 2060-03-15 5.76 N/A 712980.00 752148.14 Agency Mortgage-Backed Securities GNPL PN DC7254 N/A 3618HNBX4 2060-07-15 5.95 N/A 11329600.00 12139578.19 Agency Mortgage-Backed Securities GNPL PN DF8947 N/A 3618JS5G5 2060-02-15 4.63 N/A 6489050.00 6348788.78 Agency Mortgage-Backed Securities GNCL CL DC7194 N/A 3618HM7F0 2067-02-15 5.32 N/A 3634024.00 3707379.60 Agency Mortgage-Backed Securities GNPL PN DJ6850 N/A 3618KTTF7 2060-08-15 5.8 N/A 10400000.00 10993487.55 Agency Mortgage-Backed Securities GNPL PN DJ7949 N/A 3618KUZN0 2060-07-15 5.68 N/A 15421925.00 16209607.69 Agency Mortgage-Backed Securities GNPL PN CQ7223 N/A 3618AAAY8 2064-12-15 4.25 N/A 5647393.00 5355049.77 Agency Mortgage-Backed Securities GNPL PN DF3010 N/A 3618JLKX6 2060-01-15 5.38 N/A 1134000.00 1167556.14 Agency Mortgage-Backed Securities GNCL CL DC7249 N/A 3618HNBS5 2067-03-15 5.45 N/A 8367227.00 8575009.42 Agency Mortgage-Backed Securities GNCL CL CP3703 N/A 3617FTDG0 2065-06-15 5.3 N/A 544553.00 546127.97 Agency Mortgage-Backed Securities GNCL CL CP1224 N/A 3617FQLD4 2066-09-15 5.39 N/A 1002081.00 1013940.85 Agency Mortgage-Backed Securities GNPL PN DA8502 N/A 3618GYNT7 2060-03-15 5.72 N/A 918300.00 967379.01 Agency Mortgage-Backed Securities GNPL PN DJ4685 N/A 3618KRF25 2055-09-15 5.88 N/A 2652633.00 2812903.32 Agency Mortgage-Backed Securities GNPL PN DI7404 N/A 3618NRGM7 2060-05-15 5.49 N/A 2136000.00 2220545.06 Agency Mortgage-Backed Securities GNPL PN CP3708 N/A 3617FTDM7 2058-05-15 4.85 N/A 101542.00 100038.56 Agency Mortgage-Backed Securities GNPL PN DJ7959 N/A 3618KUZY6 2060-08-15 5.93 N/A 5320000.00 5675717.66 Agency Mortgage-Backed Securities GNPL PN DA8500 N/A 3618GYNR1 2060-03-15 5.72 N/A 904500.00 952841.46 Agency Mortgage-Backed Securities GNPL PN DJ6457 N/A 3618KTE63 2058-07-15 4.95 N/A 7207900.00 7212358.06 Agency Mortgage-Backed Securities GNII SF MA7940 M N/A 36179WZD3 2052-03-20 4.5 N/A 710000.00 464511.53 Agency Mortgage-Backed Securities GNPL PN DH1759 N/A 3618K95U4 2060-03-15 5.6 N/A 1247203.00 1304588.62 Agency Mortgage-Backed Securities GNII SF DG3818 C N/A 3618K0G31 2055-06-20 6 N/A 1015689.00 1046891.11 Agency Mortgage-Backed Securities GNII SF DB0044 C N/A 3618H2BM4 2054-05-20 6.5 N/A 1018655.00 803617.25 Agency Mortgage-Backed Securities GNII SF DI1938 C N/A 3618NKEK8 2055-05-20 7 N/A 2519337.00 2664290.18 Agency Mortgage-Backed Securities GNPL PN DD2267 N/A 3618HUQU8 2060-06-15 5.79 N/A 3262100.00 3442434.74 Agency Mortgage-Backed Securities GNCL CL CU4605 N/A 3618BNDJ9 2065-12-15 5.5 N/A 4781515.00 4843281.55 Agency Mortgage-Backed Securities GNPL PN DA8511 N/A 3618GYN42 2060-06-15 5.84 N/A 1378500.00 1464809.92 Agency Mortgage-Backed Securities GNPL PN DD2260 N/A 3618HUQM6 2059-12-15 5.5 N/A 190368.00 197559.48 Agency Mortgage-Backed Securities GNPL PN DD4712 N/A 3618HXGV1 2060-06-15 5.13 N/A 7105850.00 7190132.09 Agency Mortgage-Backed Securities GNCL CL CP3616 N/A 3617FTAR9 2064-06-15 3.79 N/A 57488.00 54661.93 Agency Mortgage-Backed Securities GNCL CL DC7252 N/A 3618HNBV8 2067-10-15 5.3 N/A 2062653.00 2065130.70 Agency Mortgage-Backed Securities GNCL CL DC7201 N/A 3618HNAA5 2067-03-15 5 N/A 2961745.00 2972969.68 Agency Mortgage-Backed Securities GNII SF MB0144 M N/A 3618N5ES4 2055-01-20 4 N/A 281550638.00 259922713.95 Agency Mortgage-Backed Securities GNPL PN DK6734 N/A 3618L6PT0 2060-06-15 5.84 N/A 940750.00 999651.75 Agency Mortgage-Backed Securities GNPL PN CP3674 N/A 3617FTCK2 2063-11-15 4.35 N/A 581746.00 552145.18 Agency Mortgage-Backed Securities GNCL CL CX6390 N/A 3618FTC38 2066-10-15 5.64 N/A 3309807.00 3387649.25 Agency Mortgage-Backed Securities GNPL PN DJ4686 N/A 3618KRF33 2055-09-15 5.88 N/A 4015233.00 4257830.70 Agency Mortgage-Backed Securities GNCL CS DB6910 N/A 3618H9VB1 2066-03-15 11.25 N/A 8808908.00 9150843.38 Agency Mortgage-Backed Securities GNPL PN DH1760 N/A 3618K95V2 2060-03-15 5.6 N/A 1886224.00 1970232.41 Agency Mortgage-Backed Securities GNCL CL DC1787 N/A 3618HF6Y5 2066-12-15 5.55 N/A 1904590.00 1936165.56 Agency Mortgage-Backed Securities GNPL PN DG0404 N/A 3618JVNV5 2060-06-15 5.55 N/A 2304000.00 2401495.41 Agency Mortgage-Backed Securities GNCL CL CQ8778 N/A 3618ABXF2 2065-07-15 6.65 N/A 553371.00 582004.20 Agency Mortgage-Backed Securities GNPL PN CP3641 N/A 3617FTBJ6 2064-04-15 4.1 N/A 12684.00 11913.31 Agency Mortgage-Backed Securities GNPL PN CG6831 N/A 3617WLSU1 2064-11-15 5.4 N/A 70318.00 72175.80 Agency Mortgage-Backed Securities GNPL PN DJ7966 N/A 3618KUZ75 2060-08-15 6.07 N/A 16013700.00 17192262.06 Agency Mortgage-Backed Securities GNCL CL CN7579 N/A 3617F7M45 2066-11-15 5.91 N/A 268563.00 287380.58 Agency Mortgage-Backed Securities GNPL PN DA8510 N/A 3618GYN34 2060-06-15 5.84 N/A 1101250.00 1170200.89 Agency Mortgage-Backed Securities GNPL PN DC7235 N/A 3618HNBC0 2060-03-15 5.82 N/A 102845.00 109336.59 Agency Mortgage-Backed Securities GNPL PN CY9781 N/A 3618G92N8 2060-04-15 5.58 N/A 1221475.00 1274695.93 Agency Mortgage-Backed Securities GNPL PN CP3684 N/A 3617FTCV8 2064-04-15 5.75 N/A 41637.00 44003.99 Agency Mortgage-Backed Securities GNPL PN DF6560 N/A 3618JQJD1 2060-07-15 5.62 N/A 2950100.00 3092664.80 Agency Mortgage-Backed Securities GNII SF 003555 M N/A 36202D5Q0 2034-05-20 5 N/A 90000.00 1442.81 Agency Mortgage-Backed Securities GNPL PN DI7409 N/A 3618NRGS4 2060-06-15 5.3 N/A 2613750.00 2682220.68 Agency Mortgage-Backed Securities GNII SF DA2087 C N/A 3618GRJ83 2054-03-20 6.5 N/A 2449293.00 1964203.42 Agency Mortgage-Backed Securities GNPL PN DJ7958 N/A 3618KUZX8 2060-08-15 5.93 N/A 4640000.00 4950249.99 Agency Mortgage-Backed Securities GNPL PN DA8512 N/A 3618GYN59 2060-06-15 5.84 N/A 1473250.00 1543324.02 Agency Mortgage-Backed Securities GNPL PN DA8508 N/A 3618GYNZ3 2060-05-15 5.95 N/A 2680000.00 2838136.85 Agency Mortgage-Backed Securities GNCL CL DJ4699 N/A 3618KRGG3 2066-10-15 5.94 N/A 20090000.00 21118547.73 Agency Mortgage-Backed Securities GNPL PN CJ3158 N/A 3617XKQK6 2057-03-15 1.94 N/A 10440000.00 8014958.58 Agency Mortgage-Backed Securities GNPL PN DJ5976 N/A 3618KST93 2060-08-15 5.7 N/A 15000000.00 15743179.99 Agency Mortgage-Backed Securities GNPL PN DJ4708 N/A 3618KRGR9 2055-09-15 5.88 N/A 3749833.00 3990419.79 Agency Mortgage-Backed Securities GNCL CL DA4276 N/A 3618GTXD2 2067-11-15 5.5 N/A 2128685.00 2214730.23 Agency Mortgage-Backed Securities GNPL PN DH1758 N/A 3618K95T7 2060-03-15 5.6 N/A 1889225.00 1976150.98 Agency Mortgage-Backed Securities GNII SF MA8768 M N/A 36179XW51 2038-04-20 4 N/A 286649.00 190840.93 Agency Mortgage-Backed Securities GNPL PN DK6737 N/A 3618L6PW3 2060-06-15 5.84 N/A 799750.00 849823.53 Agency Mortgage-Backed Securities GNCL CL CW0779 N/A 3618F82L5 2067-06-15 5.06 N/A 769279.00 775605.21 Agency Mortgage-Backed Securities GNCL CL CP1222 N/A 3617FQLB8 2066-07-15 5.39 N/A 4068471.00 4101857.78 Agency Mortgage-Backed Securities GNPL PN DB4197 N/A 3618H6UW2 2059-10-15 5.37 N/A 218420.00 224107.10 Agency Mortgage-Backed Securities GNPL PN DH1772 N/A 3618K96H2 2060-05-15 5.64 N/A 1325000.00 1389346.04 Agency Mortgage-Backed Securities GNPL PN DJ7942 N/A 3618KUZF7 2060-06-15 5.94 N/A 3022010.00 3199646.72 Agency Mortgage-Backed Securities GNPL PN DK6735 N/A 3618L6PU7 2060-06-15 5.84 N/A 1186500.00 1260788.52 Agency Mortgage-Backed Securities GNII SF MA7705 M N/A 36179WR26 2051-11-20 2.5 N/A 37346993.00 23025401.92 Agency Mortgage-Backed Securities GNCL CL CR5671 N/A 3618ALJQ2 2064-03-15 6.01 N/A 5574843.00 5894808.01 Agency Mortgage-Backed Securities GNPL PN DJ4709 N/A 3618KRGS7 2055-09-15 5.88 N/A 5226666.00 5456541.74 Agency Mortgage-Backed Securities GNPL PN DA4302 N/A 3618GTX75 2059-12-15 5.01 N/A 748835.00 750354.90 Agency Mortgage-Backed Securities GNCL CL CP3649 N/A 3617FTBS6 2065-01-15 4.35 N/A 4613499.00 4417182.31 Agency Mortgage-Backed Securities GNPL PN DC7234 N/A 3618HNBB2 2060-03-15 5.82 N/A 96058.00 102121.19 Agency 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1954351.41 Agency Collateralized Mortgage Obligation FREMF MTG TR 2020-KF80 C 20300625 FLT N/A 30315FAG8 2030-06-25 13.4555 N/A 75910000.00 15306685.78 Agency Collateralized Mortgage Obligation FRESB MTG TR 2018-SB49 X1-SA 20380425 FLT N/A 302961AG2 2038-04-25 0.4251 N/A 79334227.00 428301.97 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-167 X3 20561225 FLT N/A 3137HHUK5 2056-12-25 5.4901 N/A 15000000.00 5431215.71 Agency Collateralized Mortgage Obligation GNRA 2025-090 DS N/A 38385GYN3 2055-05-20 0 N/A 100000000.00 1404756.66 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-163 X3 20570225 FLT N/A 3137HCXN7 2057-02-25 5.8801 N/A 15327418.00 5604430.36 Agency Collateralized Mortgage Obligation FREM MTG TR 2019-KC06 C 20260925 FLT N/A 30312MAN1 2026-09-25 3.9628 N/A 45627000.00 43877257.20 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-122 X3 20490125 FLT N/A 3137F84K6 2049-01-25 2.7208 N/A 9700000.00 1121419.02 Agency Collateralized Mortgage Obligation FNST TR0440 C46 RC N/A 31424U8A7 2053-10-01 4 N/A 25945000.00 5135517.85 Agency Collateralized Mortgage Obligation FNRA CL015SC R13F015 N/A 3136ACN49 2033-03-25 0.1082 N/A 18391622.00 3531116.45 Agency Collateralized Mortgage Obligation GNRA 2024-046 IB N/A 38384MAR8 2054-03-20 0.06 N/A 50000000.00 77213.09 Agency Collateralized Mortgage Obligation FREDDIE MAC MSCR TR 2022-MN4 M-2 20520528 FLT N/A 35563HAB3 2052-05-28 10.8484 N/A 12000000.00 13597996.52 Agency Collateralized Mortgage Obligation GNRA 2024-116 SB N/A 38384QFH6 2054-07-20 2.255 N/A 90000000.00 6361968.82 Agency Collateralized Mortgage Obligation GNRA 2024-142 FC N/A 38384XDR1 2054-09-20 5.505 N/A 200000000.00 126941288.95 Agency Collateralized Mortgage Obligation FRESB MTG TR 2020-SB73 X1 20400225 FLT N/A 30314BAK9 2040-02-25 0.977 N/A 299054265.00 14842885.96 Agency Collateralized Mortgage Obligation FNRA CL105SJ R24F105 N/A 3136BURV4 2055-01-25 0.6516 N/A 213060287.00 6438364.06 Agency Collateralized Mortgage Obligation GNRA 2012-134 PS N/A 38378GBM9 2042-11-20 0.5451 N/A 132412992.00 206884.17 Agency Collateralized Mortgage Obligation FHLMC SCRTT SERIES 2019-3 MA 20581025 3.50000 N/A 35563PLH0 2058-10-25 3.5 N/A 35605000.00 9374251.94 Agency Collateralized Mortgage Obligation FREM MTG TR 2017-KF40 C 20271225 FLT N/A 30306JAJ5 2027-12-25 13.4555 N/A 39927982.00 12194564.10 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-G05 X3 20340125 FLT N/A 3137FFXP7 2034-01-25 2.702 N/A 1625000.00 186498.90 Agency Collateralized Mortgage Obligation GNRA 2021-197 FD N/A 38383DQB7 2051-11-20 2.5 N/A 150000000.00 89011179.15 Agency Collateralized Mortgage Obligation GNRA 2025-090 SD N/A 38385GYL7 2055-05-20 0 N/A 200000000.00 3359017.17 Agency Collateralized Mortgage Obligation FNRA CL007SA R24F007 N/A 3136BQX53 2053-09-25 2.6516 N/A 29000000.00 1801553.97 Agency Collateralized Mortgage Obligation FNRM RC075IO R21F075 N/A 3136BJ3N3 2051-11-25 3 N/A 78463000.00 7487951.25 Agency Collateralized Mortgage Obligation FNRM CL035IC R13F035 N/A 3136ADRQ4 2033-04-25 3 N/A 24015467.00 225759.43 Agency Collateralized Mortgage Obligation FGRM 5343IO 10/15/42 N/A 3137HAQA7 2042-10-15 3.5 N/A 13993688.00 1188035.14 Agency Collateralized Mortgage Obligation FGRA 04104S 09/15/42 N/A 3137ATU42 2042-09-15 1.6428 N/A 21428571.00 385342.79 Agency Collateralized Mortgage Obligation FREMF MTG TR 2021-KHG3 B-FL 20280925 FLT N/A 30323AAS3 2028-09-25 6.641 N/A 8048000.00 6849016.10 Agency Collateralized Mortgage Obligation FREMF MTG TR 2021-KF108 CS 20310225 FLT N/A 30319WAE2 2031-02-25 10.591 N/A 76047000.00 14119539.42 Agency Collateralized Mortgage Obligation GNRA 2020-047 SA N/A 38382EFD4 2044-05-20 1.5451 N/A 23898589.00 902799.55 Agency Collateralized Mortgage Obligation FREM MTG TR 2019-KF72 C 20261125 FLT N/A 30314JAC0 2026-11-25 10.4555 N/A 58664060.00 28151153.36 Agency Collateralized Mortgage Obligation GNRA 2025-005 TB N/A 38385CVC9 2053-06-20 0.2 N/A 50422056.00 183791.49 Agency Collateralized Mortgage Obligation FNRA CL022S R21F022 N/A 3136BFSG9 2051-04-25 0 N/A 10000000.00 5617.35 Agency Collateralized Mortgage Obligation FREMF 2022-KF140 MORTGAGE TR CS 20290725 FLT N/A 30328BAE7 2029-07-25 9.591 N/A 70480000.00 52810008.40 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-131 X3 20490925 FLT N/A 3137H2N91 2049-09-25 3.048 N/A 20902000.00 3045958.56 Agency Collateralized Mortgage Obligation FNRA CL006SB R24F006 N/A 3136BQ2Q1 2054-03-25 2.6716 N/A 63668669.00 4580680.82 Agency Collateralized Mortgage Obligation FNRA CL050ST R23F050 N/A 3136BQLT4 2049-07-25 0.1 N/A 20341106.00 58084.13 Agency Collateralized Mortgage Obligation FNST TR0428 C27 RC N/A 31423YKB4 2037-11-01 1.5 N/A 93699597.00 3448796.97 Agency Collateralized Mortgage Obligation FNRA CL006SB R13F006 N/A 3136ABT94 2043-02-25 1.6371 N/A 201419720.00 2301281.00 Agency Collateralized Mortgage Obligation FRESB MTG TR 2018-SB53 X1 20380625 FLT N/A 30297DAQ3 2038-06-25 0.3135 N/A 256952913.00 384787.67 Agency Collateralized Mortgage Obligation FNRA CL059TB R20F059 N/A 3136BBKV3 2044-01-25 0.6 N/A 10176126.00 74350.32 Agency Collateralized Mortgage Obligation FNRA CL023SC R13F023 N/A 3136ADAK5 2033-03-25 0.1082 N/A 7025000.00 1955523.93 Agency Collateralized Mortgage Obligation GNRA 2025-046 SB N/A 38385D6Q4 2055-03-20 0.985 N/A 115000000.00 5560533.72 Agency Collateralized Mortgage Obligation FNRA CL064SA R23F064 N/A 3136BQZQ5 2048-07-25 1.6871 N/A 19429077.00 1767641.40 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-164 X-3 20570525 FLT N/A 3137HDUY4 2057-05-25 5.8613 N/A 15000000.00 5748762.18 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-748 X3 20500225 FLT N/A 3137H5YF8 2050-02-25 2.7846 N/A 14432000.00 1148134.37 Agency Collateralized Mortgage Obligation FRESB MORTGAGE TR 2019-SB64 B 20390625 FLT N/A 30298DAA7 2039-06-25 6.264 N/A 44262383.00 28812972.11 Agency Collateralized Mortgage Obligation FREMF MTG TR 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28913000.00 20263095.57 Agency Collateralized Mortgage Obligation GNRA 2024-134 IA N/A 38384VAD9 2054-02-20 0.05 N/A 43135364.00 41910.46 Agency Collateralized Mortgage Obligation GNRA 2021-130 GS N/A 38382WLX3 2051-07-20 0 N/A 39142904.00 780015.86 Agency Collateralized Mortgage Obligation GNRA 2024-155 SA N/A 38384XJZ7 2054-09-20 1.655 N/A 82459203.00 5997516.71 Agency Collateralized Mortgage Obligation GNRA 2024-089 SA N/A 38384N2G9 2054-05-20 2.855 N/A 68104006.00 5951181.10 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES Q-033 X 20350325 FLT N/A 3137HLJE3 2035-03-25 0.4421 N/A 373283616.00 10213460.42 Agency Collateralized Mortgage Obligation FRESB MTG TR 2018-SB57 X1 20380925 FLT N/A 30308LAF6 2038-09-25 0.6307 N/A 251299455.00 632036.47 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-150 X3 20541025 FLT N/A 3137H9CC1 2054-10-25 4.5714 N/A 15000000.00 3727943.28 Agency Collateralized Mortgage Obligation FRESB MORTGAGE TR 2019-SB64 XI 20390625 FLT N/A 30298DAG4 2039-06-25 1.855 N/A 155000000.00 2145504.76 Agency Collateralized Mortgage Obligation FNRA RC109QS R10F109 N/A 31398NTR5 2040-10-25 5.9421 N/A 18305750.00 616074.20 Agency Collateralized Mortgage Obligation FGRA 4707SB 08/15/47 N/A 3137F2MZ6 2047-08-15 0 N/A 103816691.00 692955.51 Agency Collateralized Mortgage Obligation FNRA CL096SC R17F096 N/A 3136B0AB2 2057-12-25 1.6371 N/A 28519741.00 1045475.97 Agency Collateralized Mortgage Obligation FGRA 4935BI 08/15/41 N/A 3137FQ6G3 2041-08-15 0.53 N/A 8997993.00 62944.75 Agency Collateralized Mortgage Obligation FGRM 5394PO 02/15/43 N/A 3137HBQN7 2043-02-15 0 N/A 5454332.00 3460263.93 Agency Collateralized Mortgage Obligation FRESB MTG TR 2020-SB78 X1 20400625 FLT N/A 30316KAE1 2040-06-25 0.4416 N/A 21411000.00 550829.30 Agency Collateralized Mortgage Obligation FNRM CL063MZ R20F063 N/A 3136BBC67 2050-09-25 2 N/A 1168359.00 846408.02 Agency Collateralized Mortgage Obligation FNRA RC061SE R21F061 N/A 3136BGVN8 2051-09-25 0 N/A 46500000.00 13051.21 Agency Collateralized Mortgage Obligation FNRA CL071SA R25F071 N/A 3136BXAY0 2055-09-25 1.5526 N/A 50000000.00 3633325.67 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-105 X3 20480325 FLT N/A 3137FRUM1 2048-03-25 2.0406 N/A 34625000.00 2758230.96 Agency Collateralized Mortgage Obligation FGRM 4544AI 11/15/44 N/A 3137BMQA7 2044-11-15 4 N/A 10062114.00 2030568.69 Agency Collateralized Mortgage Obligation GNRA 2011-080 SK N/A 38376LRR2 2041-06-20 1.6251 N/A 167610000.00 462774.51 Agency Collateralized Mortgage Obligation GNRA 2024-094 DI N/A 38384PJ50 2054-06-20 0.05 N/A 50000000.00 49334.23 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-109 X3 20480525 FLT N/A 3137FTG35 2048-05-25 3.4992 N/A 20000000.00 2739851.26 Agency Collateralized Mortgage Obligation FGRM 4701DI 01/15/36 N/A 3137F1JS8 2036-01-15 5 N/A 30122470.00 734101.38 Agency Collateralized Mortgage Obligation FNRA CL050TS R23F050 N/A 3136BQLS6 2044-04-25 0.05 N/A 1254090.00 1852.95 Agency Collateralized Mortgage Obligation FNRM CL035IE R13F035 N/A 3136ADRU5 2033-04-25 3 N/A 24874298.00 242274.77 Agency Collateralized Mortgage Obligation FNRA CL070DS R16F070 N/A 3136ATZA5 2046-10-25 1.6371 N/A 176880174.00 3100208.16 Agency Collateralized Mortgage Obligation FGRA 4564SI 04/15/43 N/A 3137BNGB4 2043-04-15 0 N/A 26456473.00 95435.47 Agency Collateralized Mortgage Obligation GNRA 2024-046 LS N/A 38384MAD9 2052-04-20 0 N/A 281702770.00 950763.31 Agency Collateralized Mortgage Obligation FNMA REMIC TRUST 2002-26B A1 20480125 7.00000 N/A 31392CR30 2048-01-25 7 N/A 49841000.00 1043732.75 Agency Collateralized Mortgage Obligation FREDDIE MAC MSCR TR 2023-MN6 M-2 20430526 FLT N/A 355920AA7 2043-05-26 11.0984 N/A 11000000.00 12278454.71 Agency Collateralized Mortgage Obligation FRESB MTG TR 2019-SB62 X1 20390325 FLT N/A 30298AAT2 2039-03-25 1.1782 N/A 623416713.00 8764830.87 Agency Collateralized Mortgage Obligation FNRA CL062SQ R19F062 N/A 3136B6Z89 2059-11-25 1.5371 N/A 10012996.00 659315.96 Agency Collateralized Mortgage Obligation GNRA 2025-027 IB N/A 38385DQY5 2055-02-20 0 N/A 100000000.00 48345.22 Agency Collateralized Mortgage Obligation FNRM RC002KO R07W002 N/A 31396VAQ1 2037-03-25 0 N/A 19777901.00 235455.91 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-130 X-3 20480825 FLT N/A 3137H1YY6 2048-08-25 3.2028 N/A 13487621.00 2049916.98 Agency Collateralized Mortgage Obligation GNRA 2024-046 TC N/A 38384MAL1 2048-12-20 0.1 N/A 17641475.00 68839.93 Agency Collateralized Mortgage Obligation FNRM CL099UI R12F099 N/A 3136A8WB2 2042-09-25 4 N/A 23159229.00 190479.71 Agency Collateralized Mortgage Obligation GNRA 2025-122 CF N/A 38381PPN7 2055-07-20 5.495 N/A 50000000.00 49962404.62 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-110 X3 20480625 FLT N/A 3137FTZT7 2048-06-25 3.4904 N/A 9600000.00 1311232.68 Agency Collateralized Mortgage Obligation FGRA 5121TA 09/15/40 N/A 3137H0MZ8 2042-04-15 0.4 N/A 16135008.00 113721.79 Agency Collateralized Mortgage Obligation FRESB MTG TR 2018-SB45 B-RC 20371125 FLT N/A 30308AAC7 2037-11-25 4.5085 N/A 5886000.00 2032182.04 Agency Collateralized Mortgage Obligation FNST TR0440 C59 RC N/A 31424U8P4 2053-11-01 6.5 N/A 49796960.00 7187442.20 Agency Collateralized Mortgage Obligation FLMC REMIC SERIES K-085 X3 20451225 FLT N/A 3137FKJF4 2045-12-25 2.3914 N/A 4265750.00 288309.14 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-056 X3 20440625 FLT N/A 3137BQYW1 2044-06-25 2.1955 N/A 1916000.00 32732.21 Agency Collateralized Mortgage Obligation GNRA 2022-009 FA N/A 38383FN33 2052-01-20 2.5 N/A 100000000.00 63062507.74 Agency Collateralized Mortgage Obligation FGRA 4833IM 04/15/44 N/A 3137FJBD0 2044-04-15 0.05 N/A 34129268.00 12489.92 Agency Collateralized Mortgage Obligation FNRA RC150SL R10F150 N/A 31397QDV7 2040-10-25 1.9871 N/A 135801587.00 3284.37 Agency Collateralized Mortgage Obligation FGRA 4935AI 03/15/43 N/A 3137FQ6B4 2043-03-15 0.06 N/A 13906717.00 7583.34 Agency Collateralized Mortgage Obligation FREMF MTG TR 2016-KS07 B 20250925 FLT N/A 30300JAG7 2025-09-25 4.2792 N/A 36468000.00 36286763.63 Agency Collateralized Mortgage Obligation FNRM CL112ZC R17F112 N/A 3136B0PY6 2048-01-25 3 N/A 6462361.00 6590522.04 Agency Collateralized Mortgage Obligation FNRA CL086IC R24F086 N/A 3136BTZY2 2054-12-25 0.05 N/A 93100000.00 112335.71 Agency Collateralized Mortgage Obligation GNRA 2024-134 FG N/A 38384VCF2 2054-07-20 5.295 N/A 17559082.00 14230723.88 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-743 X3 20490625 FLT N/A 3137H14E3 2049-06-25 3.0553 N/A 9500000.00 694900.11 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-097 X3 20460925 FLT N/A 3137FNX88 2046-09-25 2.0874 N/A 17926832.00 1291925.26 Agency Collateralized Mortgage Obligation GNRA 2009-106 SC N/A 38376JAK0 2039-11-20 1.8951 N/A 142784000.00 460170.04 Agency Collateralized Mortgage Obligation FGRM 5060DI 04/15/41 N/A 3137F86R9 2041-04-15 5 N/A 7685360.00 272665.83 Agency Collateralized Mortgage Obligation GNRA 2020-102 SN N/A 38382HGF1 2050-07-20 1.7451 N/A 3328000.00 161108.72 Agency Collateralized Mortgage Obligation FNRA CL055SG R18F055 N/A 3136B2TM4 2048-08-25 1.7871 N/A 58135875.00 1273668.60 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-758 X3 20561125 FLT N/A 3137HHJJ1 2056-11-25 5.3497 N/A 6400000.00 1659941.56 Agency Collateralized Mortgage Obligation FRESB MORTGAGE TRUST 2021-SB90 X1 20410625 FLT N/A 30322KAJ2 2041-06-25 0.7074 N/A 145462875.00 3227045.94 Agency Collateralized Mortgage Obligation GNRA 2019-86 FP N/A 38381WC22 2049-07-20 4.5 N/A 20000000.00 4620083.95 Agency Collateralized Mortgage Obligation FGRA 03451S 02/15/37 N/A 31397TP71 2037-02-15 1.5728 N/A 2000000.00 542.55 Agency Collateralized Mortgage Obligation FREMF MTG TR 2019-KF65 C 20290725 FLT N/A 30298JAJ5 2029-07-25 10.4555 N/A 62395000.00 28790235.56 Agency Collateralized Mortgage Obligation FNRM CL012NI R22F012 N/A 3136BMDC9 2045-05-25 4 N/A 22088980.00 2665405.94 Agency Collateralized Mortgage Obligation FGRA 5121TD 10/15/41 N/A 3137H0N38 2044-08-15 0.05 N/A 14302766.00 13518.83 Agency Collateralized Mortgage Obligation FRESB MTG TR 2019-SB58 X1 20381125 FLT N/A 30308MAJ6 2038-11-25 0.8276 N/A 271423788.00 2096860.13 Agency Collateralized Mortgage Obligation FRESB MTG TR 2020-SB76 X1 20400425 FLT N/A 30315EAE6 2040-04-25 0 N/A 72733000.00 1764274.64 Agency Collateralized Mortgage Obligation GNRA 2022-129 FB N/A 38383UCT5 2052-07-20 5 N/A 20000000.00 14205841.04 Agency Collateralized Mortgage Obligation GNRA 2025-110 SB N/A 38381NWG9 2055-06-20 0 N/A 100000000.00 1426686.64 Agency Collateralized Mortgage Obligation GNRA 2024-134 SE N/A 38384VBE6 2054-08-20 1.605 N/A 75000000.00 4896315.20 Agency Collateralized Mortgage Obligation FNRM WL003PO R07W003 N/A 31396VPT9 2037-04-25 0 N/A 8074073.00 70153.28 Agency Collateralized Mortgage Obligation FNRA CL071SC R25F071 N/A 3136BXBD5 2055-09-25 0.8026 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Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36296R2N6 2038-09-15 6.5 N/A 678168.00 22127.57 Agency Mortgage-Backed Securities GNMA_24-203A N/A 38385BTW0 2054-12-20 1.05497 N/A 75000000.00 2410601.59 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WLP1 2051-08-20 2.5 N/A 4055161.00 2369457.73 Agency Mortgage-Backed Securities GNMA_23-168D N/A 38384D8H3 2051-03-20 2.5 N/A 52213847.00 5008489.14 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5EY1 2055-01-20 7 N/A 981081.00 955973.04 Agency Mortgage-Backed Securities GNMA_24-46G N/A 38384MAS6 2054-03-20 0.91497 N/A 80000000.00 2714853.22 Agency Collateralized Mortgage Obligation GNMA_24-168B N/A 38384YST9 2054-10-20 1.06497 N/A 100000000.00 4842784.79 Agency Collateralized Mortgage Obligation GNMA_12-113 N/A 38378HSG2 2042-01-20 2.2951 N/A 22004881.00 1647.44 Agency Collateralized Mortgage Obligation GNMA_25-122B N/A 38381PMP5 2055-07-20 2.15497 N/A 53342121.00 5318285.01 Agency Collateralized Mortgage Obligation GNMA_20-101B N/A 38382F5Q3 2050-07-20 1.7451 N/A 75209809.00 4417806.04 Agency Collateralized Mortgage Obligation GNMA_21-187E N/A 38383CWN6 2051-10-20 3 N/A 1000.00 843.89 Agency Collateralized Mortgage Obligation GNMA_20-79H N/A 38382FYR9 2050-06-16 4 N/A 70586435.00 5460468.57 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617V1KA8 2051-01-20 2 N/A 1196624.00 630032.75 Agency Mortgage-Backed Securities GNMA_23-140C N/A 38384ETQ8 2048-06-20 1.04944 N/A 9914899.00 1029932.32 Agency Collateralized Mortgage Obligation GNMA_19-110 N/A 38381YWF7 2049-09-20 3.5 N/A 127000000.00 3536291.23 Agency Collateralized Mortgage Obligation GNMA_24-69B N/A 38384MGY7 2054-04-20 0.05 N/A 24744000.00 30531.21 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179NDQ8 2043-05-20 3 N/A 1845464.00 201759.64 Agency Mortgage-Backed Securities GNMA_14-94 N/A 38379CZU3 2038-02-20 0.2 N/A 20173198.00 5625.96 Agency Collateralized Mortgage Obligation GNMA_23-149H N/A 38384DHA8 2052-03-20 3 N/A 50074480.00 5630945.93 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617NP3J4 2036-03-20 5.5 N/A 3300000.00 1376569.55 Agency Mortgage-Backed Securities GNMA_25-110A N/A 38381NWE4 2055-06-20 0.85497 N/A 80000000.00 4923262.17 Agency Collateralized Mortgage Obligation GNMA_24-69B N/A 38384MHA8 2054-04-20 0.05 N/A 24744000.00 30511.34 Agency Collateralized Mortgage Obligation FHLMC_5522A N/A 3137HKMC5 2055-03-25 1.60161 N/A 202044975.00 11862503.08 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618NSH28 2055-04-20 6.5 N/A 1486459.00 1541746.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202EGD5 2035-12-20 5.5 N/A 55075.00 843.03 Agency Mortgage-Backed Securities GNMA_21-78S N/A 38382QN48 2051-05-20 5 N/A 13020665.00 1376120.98 Agency Collateralized Mortgage Obligation FHLMC_5352D N/A 3137HAWZ5 2053-11-25 0 N/A 7142858.00 3540701.81 Agency Collateralized Mortgage Obligation GNMA_25-90J N/A 38385GZR3 2055-05-20 1.55497 N/A 50000000.00 3653629.67 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-78 N/A 38383P6D8 2051-08-20 3 N/A 100000000.00 11605163.66 Agency Collateralized Mortgage Obligation GNMA_15-152E N/A 38379FAU3 2045-08-20 0 N/A 26566916.00 28105.56 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202DM57 2031-05-20 6.5 N/A 27000.00 48.94 Agency Mortgage-Backed Securities GNMA_25-140A N/A 38381QCG4 2051-04-20 5.5 N/A 6363636.00 949943.08 Agency Collateralized Mortgage Obligation GNMA_16-33G N/A 38379VN83 2046-03-20 1.6451 N/A 86172451.00 2246188.88 Agency Collateralized Mortgage Obligation GNMA_24-203C N/A 38385BUK4 2054-10-20 6 N/A 3161608.00 927968.83 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XVT0 2053-03-20 5.5 N/A 2298000.00 1713825.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179UMM1 2049-02-20 4.5 N/A 5000000.00 372753.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-26 N/A 38376VQP5 2040-02-20 1.7951 N/A 100000.00 443.68 Agency Collateralized Mortgage Obligation GNMA_24-203B N/A 38385BUJ7 2054-12-20 1.75497 N/A 50000000.00 3738783.45 Agency Collateralized Mortgage Obligation GNMA_25-110C N/A 38381NWK0 2055-06-20 0 N/A 100000000.00 1487938.31 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WZD3 2052-03-20 4.5 N/A 140000.00 91593.83 Agency Mortgage-Backed Securities GNMA_23-59C N/A 38383XUK8 2051-12-20 0 N/A 33039521.00 914792.12 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202DAN1 2029-02-20 6 N/A 25000.00 34.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618L94R1 2055-08-20 6 N/A 3265665.00 3369165.90 Agency Mortgage-Backed Securities FHLMC_5394B N/A 3137HBQQ0 2054-03-25 2.65161 N/A 78809211.00 5255363.03 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618NT3X3 2055-03-20 6.5 N/A 2243823.00 2329746.55 Agency Mortgage-Backed Securities GNMA_21-225C N/A 38383FTX1 2050-03-20 0 N/A 133302452.00 369219.76 Agency Collateralized Mortgage Obligation GNMA_25-122B N/A 38381PMK6 2052-03-20 6 N/A 9984613.00 1223357.78 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36296R3P0 2038-10-15 6 N/A 11000000.00 30292.52 Agency Mortgage-Backed Securities GNMA_24-92A N/A 38384NWZ4 2054-05-20 0.90497 N/A 70000000.00 2355390.21 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179W7J1 2052-06-20 2.5 N/A 2958324.00 1911376.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5JD2 2055-03-20 5.5 N/A 105814519.00 105704624.41 Agency Mortgage-Backed Securities GNMA_20-86H N/A 38382GBJ0 2050-06-20 1.15 N/A 27169811.00 598183.51 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179SNU7 2046-10-20 3 N/A 1990000.00 260499.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202D2F7 2033-11-20 6 N/A 900000.00 8246.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617Q9QT0 2050-09-20 3.5 N/A 11760.00 5806.29 Agency Mortgage-Backed Securities FHLMC_5192C N/A 3137H5ED5 2051-11-25 3 N/A 38179206.00 2822108.73 Agency Collateralized Mortgage Obligation GNMA_19-38E N/A 38381RW39 2049-03-20 1.5951 N/A 38282717.00 502045.86 Agency Collateralized Mortgage Obligation FHLMC_5171B N/A 3137H4J27 2051-12-25 3 N/A 28028479.00 3772179.29 Agency Collateralized Mortgage Obligation GNMA_24-46G N/A 38384MAQ0 2054-03-20 0.03 N/A 25000000.00 19386.88 Agency Collateralized Mortgage Obligation GNMA_09-121 N/A 38375ATF1 2039-12-16 4.5 N/A 269500000.00 1009479.88 Agency Collateralized Mortgage Obligation GNMA_17-162F N/A 38380HXM9 2047-10-20 0 N/A 125000000.00 661349.46 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617WACN8 2051-08-15 3.5 N/A 870188.00 737038.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36225BYC6 2033-03-15 6 N/A 308503.00 1559.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179SYV3 2047-03-20 5 N/A 347077.00 31179.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179MCY4 2042-05-20 3 N/A 90000.00 7509.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618L7F85 2055-07-20 5 N/A 1184968.00 1179956.05 Agency Mortgage-Backed Securities GNMA_25-90J N/A 38385GZS1 2055-05-20 0.85497 N/A 50000000.00 2747134.68 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36197F2X0 2049-02-15 4.5 N/A 1601348.00 126789.05 Agency Mortgage-Backed Securities GNMA_25-122J N/A 38381PPS6 2055-07-20 1.50497 N/A 50000000.00 3810013.92 Agency Collateralized Mortgage Obligation FHLMC_5491C N/A 3137HHW49 2055-01-25 0.82099 N/A 72226975.00 2970172.64 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5018 N/A 3137FXDH8 2050-10-25 5.5 N/A 25754366.00 1650494.36 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622ADAN8 2051-09-20 2.5 N/A 900000.00 679827.02 Agency Mortgage-Backed Securities FHLMC_5380 N/A 3137HBMB7 2054-02-25 0.6 N/A 22562578.00 184569.26 Agency Collateralized Mortgage Obligation GNMA_24-203B N/A 38385BUB4 2054-12-20 1.75497 N/A 50000000.00 3377478.44 Agency Collateralized Mortgage Obligation GNMA_25-140B N/A 38381QDM0 2055-08-20 5 N/A 12788000.00 12682510.36 Agency Collateralized Mortgage Obligation GNMA_21-194K N/A 38383DHT8 2051-11-20 2.5 N/A 25500000.00 2134776.76 Agency Collateralized Mortgage Obligation GNMA_25-46B N/A 38385D5N2 2055-03-20 0.07 N/A 50000000.00 94136.61 Agency Collateralized Mortgage Obligation GNMA_25-122C N/A 38381PQE6 2055-07-20 2.15497 N/A 84318800.00 8843321.85 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202DQY0 2031-12-20 5.5 N/A 17527922.00 80709.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179MNG1 2042-09-20 3 N/A 653292.00 68768.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179TZ57 2048-06-20 4 N/A 1800000.00 162205.81 Agency Mortgage-Backed Securities FHLMC_5441H N/A 3137HF2F1 2054-06-25 5.5 N/A 4313993.00 4497408.09 Agency Collateralized Mortgage Obligation GNMA_24-168A N/A 38384YSF9 2054-10-20 1.13497 N/A 175000000.00 9131568.01 Agency Collateralized Mortgage Obligation GNMA_21-42E N/A 38382PB43 2051-03-20 3 N/A 40000000.00 2798411.97 Agency Collateralized Mortgage Obligation GNMA_14-66 N/A 38379B5Z7 2044-05-16 1.12559 N/A 90187500.00 345035.11 Agency Collateralized Mortgage Obligation GNMA_24-142D N/A 38384XAQ6 2053-10-20 1.07497 N/A 250000000.00 6441082.93 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617UCH84 2051-01-20 2 N/A 1877366.00 1219424.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YKR4 2053-11-20 5 N/A 190000.00 171728.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618NL2W3 2055-04-20 6.5 N/A 2557632.00 2656939.53 Agency Mortgage-Backed Securities GNMA_24-167T N/A 38384YM32 2051-06-20 2.35497 N/A 103667052.00 16351339.29 Agency Collateralized Mortgage Obligation GNMA_24-134P N/A 38384VCH8 2054-07-20 0.15 N/A 33174082.00 85838.01 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5337 N/A 3137HALZ7 2053-09-25 1.55161 N/A 100000000.00 4026241.28 Agency Collateralized Mortgage Obligation GNMA_25-90A N/A 38385GYH6 2055-05-20 0.05 N/A 35000000.00 56176.89 Agency Collateralized Mortgage Obligation GNMA_21-177C N/A 38383CFT2 2051-10-20 3 N/A 84166666.00 6852666.94 Agency Collateralized Mortgage Obligation GNMA_25-140C N/A 38381QAT8 2055-08-20 0.26365 N/A 200000000.00 5511982.60 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VBJ8 2049-12-20 4.5 N/A 1152396.00 151549.45 Agency Mortgage-Backed Securities FHLMC_5412D N/A 3137HCPT3 2054-05-25 0.02 N/A 50000000.00 14311.77 Agency Collateralized Mortgage Obligation GNMA_23-183D N/A 38384HKV9 2053-12-20 1.60497 N/A 75000000.00 3402832.65 Agency Collateralized Mortgage Obligation FHLMC_5136 N/A 3137H1QP4 2051-02-25 2.5 N/A 43508000.00 3909617.23 Agency Collateralized Mortgage Obligation GNMA_24-46A N/A 38384MAA5 2052-07-20 0 N/A 80698946.00 657532.98 Agency Collateralized Mortgage Obligation GNMA_24-44A N/A 38384KY54 2054-03-20 1.65497 N/A 50000000.00 3699261.42 Agency Collateralized Mortgage Obligation FHLMC_5581A N/A 3137HMT34 2054-05-25 1.45161 N/A 61422874.00 3080682.06 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179SB63 2046-05-20 2.5 N/A 581568.00 101227.48 Agency Mortgage-Backed Securities GNMA_15-1 N/A 38379HR49 2045-01-20 1.1451 N/A 65131833.00 668484.62 Agency Collateralized Mortgage Obligation GNMA_25-140A N/A 38381QAH4 2055-08-20 0.12902 N/A 100000000.00 3003025.50 Agency Collateralized Mortgage Obligation GNMA_24-168E N/A 38384YTE1 2051-06-20 3 N/A 150990857.00 24048578.36 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179SGK7 2046-07-20 3 N/A 4900000.00 588082.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618L42E3 2055-07-20 6 N/A 1079052.00 1112239.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-8 N/A 38374TER1 2039-02-16 1.62559 N/A 128571429.00 329142.87 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VN30 2050-06-20 3 N/A 33348000.00 8479162.42 Agency Mortgage-Backed Securities GNMA_24-142B N/A 38384XAH6 2054-09-20 0.01 N/A 35000000.00 5928.68 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618NKWC6 2055-04-20 5.5 N/A 10098755.00 10197524.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VSH4 2050-08-20 3 N/A 145384.00 42865.19 Agency Mortgage-Backed Securities GNMA_25-5C N/A 38385CXJ2 2055-01-20 1.65497 N/A 50000000.00 3757559.84 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617H1CH8 2048-05-20 4.5 N/A 27545.00 3308.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202E4F3 2039-04-20 4 N/A 164000.00 5473.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618L2RN0 2055-08-20 6 N/A 2160382.00 2228852.42 Agency Mortgage-Backed Securities GNMA_23-122C N/A 38384CR43 2053-08-20 0.05 N/A 40000000.00 31966.53 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WFF0 2051-05-20 2 N/A 2675064.00 1446710.42 Agency Mortgage-Backed Securities GNMA_24-22L N/A 38384JK45 2043-02-16 0.25 N/A 9801437.00 6793329.70 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618LQD85 2055-08-20 5.5 N/A 22260248.00 22624309.42 Agency Mortgage-Backed Securities GNMA_24-30H N/A 38384JLU6 2054-02-20 1.50497 N/A 31000000.00 1757365.42 Agency Collateralized Mortgage Obligation GNMA_13-76 N/A 38378TNU0 2043-05-20 3.5 N/A 195884000.00 1222532.12 Agency Collateralized Mortgage Obligation GNMA_25-5B N/A 38385CWH7 2055-01-20 0.90497 N/A 77306893.00 3773423.00 Agency Collateralized Mortgage Obligation GNMA_20-167H N/A 38382LCV1 2050-11-20 2.5 N/A 88686154.00 6741051.73 Agency Collateralized Mortgage Obligation GNMA_13-34 N/A 38378JK27 2038-04-20 0.35 N/A 22733674.00 2114.13 Agency Collateralized Mortgage Obligation FHLMC_5581A N/A 3137HMT59 2054-04-25 0.1 N/A 35896991.00 89782.37 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5322 N/A 3137HABC9 2051-10-25 3 N/A 19000000.00 2297904.35 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5134 N/A 3137H1WU6 2051-08-25 4.5 N/A 30804477.00 3364072.86 Agency Collateralized Mortgage Obligation FHLMC_5358A N/A 3137HAV29 2053-11-25 2.05161 N/A 26923076.00 1758135.03 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179UQ62 2049-04-20 4.5 N/A 2617000.00 226855.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179M5K2 2043-03-20 2.5 N/A 307119.00 42951.89 Agency Mortgage-Backed Securities GNMA_22-137G N/A 38383UVZ0 2052-08-20 1.65497 N/A 33333333.00 2298902.87 Agency Collateralized Mortgage Obligation 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2042-11-20 2.5 N/A 77566.00 10185.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618LD3A0 2055-08-20 6 N/A 1398944.00 1450147.69 Agency Mortgage-Backed Securities GNMA_24-203C N/A 38385BUM0 2054-10-20 5 N/A 2000000.00 1928206.74 Agency Collateralized Mortgage Obligation GNMA_25-110G N/A 38381NWP9 2050-02-20 3 N/A 13488571.00 2021190.54 Agency Collateralized Mortgage Obligation GNMA_24-22D N/A 38384JF33 2051-08-20 0.25 N/A 31792013.00 307738.77 Agency Collateralized Mortgage Obligation GNMA_23-82G N/A 38384AS20 2053-06-20 1.65497 N/A 70000000.00 2838174.18 Agency Collateralized Mortgage Obligation FHLMC_5395A N/A 3137HCDA7 2054-03-25 6 N/A 10410354.00 1901190.17 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3620ARST9 2040-12-20 4 N/A 1459492.00 182205.84 Agency Mortgage-Backed Securities FHLMC_5171F N/A 3137H4J92 2051-12-25 3 N/A 62936833.00 6103485.61 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202DRE3 2032-01-20 5.5 N/A 1864168.00 8550.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4989 N/A 3137FUMA9 2050-07-25 6 N/A 23045957.00 1629797.01 Agency Collateralized Mortgage Obligation GNMA_18-122A N/A 38380YN68 2043-05-20 3.5 N/A 46259539.00 2180245.10 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179RLQ0 2045-08-20 4 N/A 1625000.00 114203.46 Agency Mortgage-Backed Securities GNMA_19-153B N/A 38382BRK1 2049-12-20 1.5951 N/A 11185079.00 509830.79 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YHQ0 2053-10-20 4.5 N/A 315162.00 281040.57 Agency Mortgage-Backed Securities GNMA_25-5F N/A 38385CVB1 2053-06-20 0.1 N/A 54300345.00 110010.94 Agency Collateralized Mortgage Obligation GNMA_23-19A N/A 38383V4E5 2053-02-20 6 N/A 28500000.00 2917932.32 Agency Collateralized Mortgage Obligation GNMA_24-46A N/A 38384MAC1 2052-04-20 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6.5 N/A 1000.00 1049.29 Agency Mortgage-Backed Securities FEPC 06.000 CLQY2503 N/A 31426LX90 2055-05-01 6 N/A 1000.00 1008.68 Agency Mortgage-Backed Securities FNMS 05.500 CLFS2961 N/A 3140XJJF1 2052-10-01 5.5 N/A 12734332.00 9122313.99 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ3502 N/A 3142GT3L8 2055-02-01 5.5 N/A 2348740.00 2224239.50 Agency Mortgage-Backed Securities FNMS 05.500 CLCB9212 N/A 3140QVGW8 2054-09-01 5.5 N/A 1024.00 998.24 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8317 N/A 3132DWG23 2053-04-01 6 N/A 1040.00 786.10 Agency Mortgage-Backed Securities FEPC 06.500 CLSD5969 N/A 3132DTT26 2054-07-01 6.5 N/A 100000.00 90631.84 Agency Mortgage-Backed Securities FNMS 02.000 CLFS6840 N/A 3140XNS62 2052-01-01 2 N/A 2000.00 1401.30 Agency Mortgage-Backed Securities FNMS 02.500 CLCA5682 N/A 3140QDJ47 2050-05-01 2.5 N/A 13267131.00 6267248.65 Agency Mortgage-Backed Securities FEPC 07.000 CLQH5821 N/A 3133CJPE5 2053-12-01 7 N/A 142809.00 124655.25 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5107 N/A 31418EU99 2053-08-01 5.5 N/A 5000.00 4159.36 Agency Mortgage-Backed Securities FEPC 06.000 CLQI8011 N/A 3133WE3U2 2054-06-01 6 N/A 20003803.00 17579853.37 Agency Mortgage-Backed Securities FNMS 06.500 CLDB4843 N/A 3140AELZ0 2054-10-01 6.5 N/A 1000.00 1036.19 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8504 N/A 3140QGNW3 2051-01-01 2 N/A 30533344.00 19105430.42 Agency Mortgage-Backed Securities FNMS 06.500 CLDE1640 N/A 3140BDZE3 2055-06-01 6.5 N/A 1000.00 1057.86 Agency Mortgage-Backed Securities FEPC 05.500 CLSL1757 N/A 31427N5T2 2055-07-01 5.5 N/A 21408490.00 21719803.02 Agency Mortgage-Backed Securities FNMS 06.000 CLBU4746 N/A 3140M6HY2 2054-07-01 6 N/A 1024.00 917.43 Agency Mortgage-Backed Securities FEPC 04.000 CLSD7560 N/A 3132DVMH5 2053-02-01 4 N/A 14591131.00 10947518.27 Agency Mortgage-Backed Securities FNMS 03.500 CLFS2295 N/A 3140XHRR0 2052-03-01 3.5 N/A 187695.00 120259.12 Agency Mortgage-Backed Securities FNMS 03.500 CLBV0811 N/A 3140MD3V8 2052-01-01 3.5 N/A 2190013.00 1858777.03 Agency Mortgage-Backed Securities FEPC 05.500 CLSD1872 N/A 3132DPCH9 2052-11-01 5.5 N/A 4072912.00 3268278.52 Agency Mortgage-Backed Securities FNMS 06.000 CLCC0409 N/A 3140Y6N30 2055-05-01 6 N/A 175626.00 180581.90 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8168 N/A 3132DWCD3 2051-09-01 3 N/A 8000.00 4532.37 Agency Mortgage-Backed Securities FNMS 04.500 CLBW1505 N/A 3140MSU78 2052-07-01 4.5 N/A 5573371.00 4393047.46 Agency Mortgage-Backed Securities FNMS 05.000 REBX9387 N/A 3140NEND3 2053-04-01 5 N/A 124878.00 83970.21 Agency Mortgage-Backed Securities FNMS 07.500 CLBU4787 N/A 3140M6J95 2054-06-01 7.5 N/A 2575651.00 1884093.73 Agency Mortgage-Backed Securities FNMS 04.500 CLMA5612 N/A 31418FGW1 2055-02-01 4.5 N/A 118500.00 111233.25 Agency Mortgage-Backed Securities FNMS 04.500 I3BF0328 N/A 3140FXLJ9 2048-07-01 4.5 N/A 225000.00 90816.97 Agency Mortgage-Backed Securities FNMS 05.500 CL890125 N/A 31410K4J0 2039-04-01 5.5 N/A 130326818.00 2157059.32 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ0943 N/A 3142GRBM1 2054-02-01 6 N/A 8745561.00 7311683.80 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ3060 N/A 3142GTMJ2 2054-12-01 5 N/A 13961128.00 13304682.87 Agency Mortgage-Backed Securities FEPC 04.000 CLQA1839 N/A 31334YBG1 2049-08-01 4 N/A 1000.00 240.66 Agency Mortgage-Backed Securities FNMS 05.500 CLBY4186 N/A 3140NLUL1 2053-07-01 5.5 N/A 1024.00 878.72 Agency Mortgage-Backed Securities FNMS 06.500 CLBX7702 N/A 3140NCRY7 2053-02-01 6.5 N/A 100000.00 65680.07 Agency Mortgage-Backed Securities FEPC 06.500 CLQX8694 N/A 31426FUU9 2055-03-01 6.5 N/A 287498.00 300283.32 Agency Mortgage-Backed Securities FNMS 03.000 U3BF0307 N/A 3140FXKV3 2043-01-01 3 N/A 111999.00 34582.56 Agency Mortgage-Backed Securities FEPC 05.500 CLSD3173 N/A 3132DQQ25 2053-07-01 5.5 N/A 11401794.00 9562706.55 Agency Mortgage-Backed Securities FNMS 03.000 CLAS7879 N/A 3138WHXH0 2046-09-01 3 N/A 55732672.00 15311933.83 Agency Mortgage-Backed Securities FEPC 06.000 CLSL0623 N/A 31427MVR9 2054-09-01 6 N/A 16741106.00 16129206.94 Agency Mortgage-Backed Securities FEPC 04.500 CLSD8473 N/A 3132DWMW0 2054-11-01 4.5 N/A 16813643.00 15601478.54 Agency Mortgage-Backed Securities FNMS 03.500 CLAR9279 N/A 3138W7JZ8 2043-04-01 3.5 N/A 138552832.00 15345232.66 Agency Mortgage-Backed Securities FNMS 05.500 CLFS7422 N/A 3140XPG86 2054-03-01 5.5 N/A 42141312.00 38530863.53 Agency Mortgage-Backed Securities FEPC 05.500 CLSL1314 N/A 31427NN88 2055-06-01 5.5 N/A 1024.00 1021.80 Agency Mortgage-Backed Securities FEPC 04.000 ZLZT2230 N/A 3132AEPP5 2048-07-01 4 N/A 1000.00 423.85 Agency Mortgage-Backed Securities FNMS 04.000 CLBM4517 N/A 3140J9AT8 2048-09-01 4 N/A 14588656.00 1332615.34 Agency Mortgage-Backed Securities FNMS 04.500 CLBN5411 N/A 3140JNAM2 2049-04-01 4.5 N/A 17913316.00 4246922.07 Agency Mortgage-Backed Securities FNMS 04.000 CLCB3909 N/A 3140QPKX4 2052-06-01 4 N/A 45000.00 34922.34 Agency Mortgage-Backed Securities FNMS 06.000 CLBX3814 N/A 3140N8GY8 2053-02-01 6 N/A 3063420.00 2252705.44 Agency Mortgage-Backed Securities FEPC 02.500 CLSD1099 N/A 3132DNGG2 2052-05-01 2.5 N/A 39029.00 26917.41 Agency Mortgage-Backed Securities FEPC 04.500 CLZM8310 N/A 3131Y3GT7 2048-09-01 4.5 N/A 1225.00 331.99 Agency Mortgage-Backed Securities FNMS 03.000 CLAS7343 N/A 3138WHER9 2046-06-01 3 N/A 36130721.00 5233794.29 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ1985 N/A 3142GSF37 2054-07-01 6.5 N/A 28045258.00 25047541.04 Agency Mortgage-Backed Securities FEPC 04.500 CLSD1491 N/A 3132DNUQ4 2052-08-01 4.5 N/A 1000.00 749.03 Agency Mortgage-Backed Securities FNMS 04.000 CLCB3914 N/A 3140QPK48 2052-06-01 4 N/A 1000.00 734.86 Agency Mortgage-Backed Securities FEPC 05.000 CLQJ8594 N/A 3133D0RP8 2054-11-01 5 N/A 6439033.00 6319394.70 Agency Mortgage-Backed Securities FNMS 07.000 CLBU4740 N/A 3140M6HS5 2054-06-01 7 N/A 2608268.00 1644030.38 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1024 N/A 3140QLD60 2051-07-01 2.5 N/A 984702.00 600112.31 Agency Mortgage-Backed Securities FNMS 06.000 CLCB5489 N/A 3140QRC35 2053-01-01 6 N/A 7543697.00 6036642.49 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ1262 N/A 3142GRML1 2054-04-01 5.5 N/A 12884295.00 11814120.59 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8475 N/A 3132DWMY6 2054-11-01 5.5 N/A 56000.00 52282.85 Agency Mortgage-Backed Securities FNMS 06.000 CLCB5914 N/A 3140QRSC8 2053-03-01 6 N/A 1024.00 766.07 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7290 N/A 3140QFC49 2050-10-01 2 N/A 1094440.00 554356.65 Agency Mortgage-Backed Securities FEPC 05.500 CLQF0486 N/A 3133BMRF4 2052-09-01 5.5 N/A 4558889.00 3099074.53 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ3072 N/A 3142GTMW3 2054-12-01 5.5 N/A 2130423.00 2042888.70 Agency Mortgage-Backed Securities FEPC 02.000 CLQB9290 N/A 3133AGKB4 2051-03-01 2 N/A 1000.00 564.08 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ2472 N/A 3142GSXA1 2054-09-01 6.5 N/A 17753115.00 16012007.76 Agency Mortgage-Backed Securities FNMS 05.500 CLDD6794 N/A 3140B7RQ8 2055-05-01 5.5 N/A 3414605.00 3465386.12 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5823 N/A 31418FPH4 2055-08-01 6 N/A 5962384.00 6118858.82 Agency Mortgage-Backed Securities FEPC 05.500 CLSL2030 N/A 31427PHG2 2055-08-01 5.5 N/A 1024.00 1039.70 Agency Mortgage-Backed Securities FEPC 05.500 CLQJ6514 N/A 3133CXGX2 2054-10-01 5.5 N/A 1000.00 929.27 Agency Mortgage-Backed Securities FEPC 05.500 CLSL0540 N/A 31427MS69 2055-02-01 5.5 N/A 1024.00 987.56 Agency Mortgage-Backed Securities FEPC 05.500 CLSL0243 N/A 31427MHV6 2054-12-01 5.5 N/A 6405816.00 6206899.68 Agency Mortgage-Backed Securities FEPC 05.500 CLQX8204 N/A 31426FDJ3 2055-03-01 5.5 N/A 1115806.00 1131863.91 Agency Mortgage-Backed Securities FNMS 03.500 CRAQ9089 N/A 3138MRC33 2042-12-01 3.5 N/A 50046238.00 7079978.05 Agency Mortgage-Backed Securities FNMS 06.000 CLDA8030 N/A 3140A84Q2 2054-02-01 6 N/A 4120496.00 3856453.79 Agency Mortgage-Backed Securities FNMS 04.000 CLAU5883 N/A 3138X5RD1 2043-09-01 4 N/A 13793671.00 2278881.04 Agency Mortgage-Backed Securities FNMS 04.500 REAL8405 N/A 3138ETKT2 2041-05-01 4.5 N/A 6030475.00 391292.93 Agency Mortgage-Backed Securities FEPC 05.500 CLQF6520 N/A 3133BUG50 2053-01-01 5.5 N/A 1008.00 730.13 Agency Mortgage-Backed Securities FEPC 06.000 CLSL1590 N/A 31427NXU8 2054-09-01 6 N/A 899831.00 936520.81 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8579 N/A 3140QGQ91 2051-01-01 2 N/A 13885595.00 7315642.22 Agency Mortgage-Backed Securities FEPC 05.500 CLSD2892 N/A 3132DQF92 2053-05-01 5.5 N/A 1000.00 774.77 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5468 N/A 3140QRCE1 2053-01-01 5.5 N/A 4180470.00 3614396.30 Agency Mortgage-Backed Securities FEPC 06.000 CLQY7507 N/A 31426SKV0 2055-07-01 6 N/A 1143214.00 1186997.51 Agency Mortgage-Backed Securities FEPC 04.000 CLSD1938 N/A 3132DPEK0 2052-06-01 4 N/A 1000.00 713.56 Agency Mortgage-Backed Securities FNMS 06.000 CLDD4211 N/A 3140B4VD9 2055-02-01 6 N/A 3785951.00 3651230.06 Agency Mortgage-Backed Securities FEPC 06.000 CLSD5298 N/A 3132DS3F7 2054-04-01 6 N/A 4709424.00 4362471.55 Agency Mortgage-Backed Securities FNMS 05.000 CLDC5480 N/A 3140ATCS3 2054-11-01 5 N/A 1000.00 980.41 Agency Mortgage-Backed Securities FEPC 05.500 CLQG7696 N/A 3133C8RR8 2053-08-01 5.5 N/A 2000.00 1669.84 Agency Mortgage-Backed Securities FEPC 05.500 CLSL2028 N/A 31427PHE7 2055-08-01 5.5 N/A 29010502.00 29469789.83 Agency Mortgage-Backed Securities FNMS 03.500 CLAR8840 N/A 3138W6ZE9 2043-04-01 3.5 N/A 1331673.00 73755.05 Agency Mortgage-Backed Securities FEPC 06.000 CLQG7742 N/A 3133C8S71 2053-07-01 6 N/A 1000.00 744.08 Agency Mortgage-Backed Securities FNMS 03.000 CLFS5127 N/A 3140XLVV7 2052-01-01 3 N/A 1000.00 768.13 Agency Mortgage-Backed Securities FNMS 05.000 CLCB9775 N/A 3140QV2H6 2055-01-01 5 N/A 5830024.00 5603305.78 Agency Mortgage-Backed Securities 04.000 FGPC T65393 G N/A 31322Y7E5 2046-09-01 4 N/A 1100000.00 94515.78 Agency Mortgage-Backed Securities FNMS 02.500 CIMA4628 N/A 31418EEA4 2037-06-01 2.5 N/A 3000.00 1963.28 Agency Mortgage-Backed Securities FEPC 06.000 CLQY6502 N/A 31426RGL9 2055-06-01 6 N/A 543542.00 563176.35 Agency Mortgage-Backed Securities FEPC 02.000 CISB8512 N/A 3132D6N55 2036-05-01 2 N/A 7000.00 3678.63 Agency Mortgage-Backed Securities FEPC 05.500 CLQY7160 N/A 31426R5W7 2055-07-01 5.5 N/A 1000.00 1010.82 Agency Mortgage-Backed Securities FNMS 06.500 CLDB6704 N/A 3140AGNW0 2054-06-01 6.5 N/A 170642.00 150148.62 Agency Mortgage-Backed Securities FEPC 06.000 CLSD2284 N/A 3132DPRD2 2052-12-01 6 N/A 9000.00 6950.31 Agency Mortgage-Backed Securities FNMS 04.000 CLMA5732 N/A 31418FLN5 2055-06-01 4 N/A 1543586.00 1427589.41 Agency Mortgage-Backed Securities FNMS 04.500 CLMA5758 N/A 31418FMG9 2055-07-01 4.5 N/A 4159259.00 3969807.81 Agency Mortgage-Backed Securities FEPC 05.000 CLQE9082 N/A 3133BKCT4 2052-08-01 5 N/A 1003.00 766.90 Agency Mortgage-Backed Securities FNMS 01.500 CIFS1327 N/A 3140XGPM5 2036-06-01 1.5 N/A 5120.00 3071.12 Agency Mortgage-Backed Securities FNMS 06.500 CLDA5013 N/A 3140A5SB5 2053-11-01 6.5 N/A 76000.00 50991.92 Agency Mortgage-Backed Securities FNMS 03.500 CLFS2735 N/A 3140XJBD4 2051-02-01 3.5 N/A 4421409.00 3030013.70 Agency Mortgage-Backed Securities FEPC 06.000 CLQY5561 N/A 31426QFB4 2055-06-01 6 N/A 12000.00 11341.83 Agency Mortgage-Backed Securities FEPC 06.500 CLSD4348 N/A 3132E0ZM7 2053-12-01 6.5 N/A 443182.00 349468.43 Agency Mortgage-Backed Securities FEPC 06.500 CLQX6838 N/A 31426CS47 2055-02-01 6.5 N/A 1722661.00 1808857.12 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5189 N/A 31418EXT2 2053-11-01 5 N/A 3000.00 2701.72 Agency Mortgage-Backed Securities FEPC 06.000 CLQZ2660 N/A 31426Y5W2 2055-09-01 6 N/A 1252.00 1285.24 Agency Mortgage-Backed Securities FEPC 03.500 CLSL1523 N/A 31427NVR7 2050-07-01 3.5 N/A 1000.00 903.20 Agency Mortgage-Backed Securities FNMS 02.500 CLFA1009 N/A 3140W1DP5 2052-05-01 2.5 N/A 14155489.00 11584267.40 Agency Mortgage-Backed Securities FNMS 05.500 CLCB9969 N/A 3140QWCF7 2055-02-01 5.5 N/A 12739390.00 12541741.95 Agency Mortgage-Backed Securities FEPC 06.000 CLQZ2086 N/A 31426YJ80 2055-09-01 6 N/A 1126784.00 1171596.95 Agency Mortgage-Backed Securities FNMS 03.500 CLFM4512 N/A 3140X8AN7 2050-04-01 3.5 N/A 239848.00 94078.04 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ3008 N/A 3142GTKW5 2054-12-01 5 N/A 41040558.00 38820228.03 Agency Mortgage-Backed Securities FEPC 03.500 CLSD7502 N/A 3132DVKP9 2049-07-01 3.5 N/A 1000.00 200.53 Agency Mortgage-Backed Securities FNMS 05.500 CLDD9349 N/A 3140BAL79 2055-06-01 5.5 N/A 1000.00 1015.54 Agency Mortgage-Backed Securities FEPC 06.500 CLSD4030 N/A 3132E0PP1 2053-10-01 6.5 N/A 210000.00 168241.73 Agency Mortgage-Backed Securities FNMS 04.000 CLAL6715 N/A 3138EPN91 2045-02-01 4 N/A 2250000.00 163858.78 Agency Mortgage-Backed Securities FNMS 06.500 CLDC5779 N/A 3140ATM52 2054-10-01 6.5 N/A 1000.00 1039.10 Agency Mortgage-Backed Securities FNMS 03.000 CIFS3464 N/A 3140XJZ63 2035-06-01 3 N/A 1679.00 720.09 Agency Mortgage-Backed Securities FEPC 05.000 CLQY8280 N/A 31426TFW2 2055-07-01 5 N/A 1024.00 1011.60 Agency Mortgage-Backed Securities FNMS 05.500 CLDB4475 N/A 3140AD6M8 2054-09-01 5.5 N/A 1000.00 899.10 Agency Mortgage-Backed Securities FEPC 06.000 CLSL0660 N/A 31427MWW7 2055-04-01 6 N/A 1024.00 1032.81 Agency Mortgage-Backed Securities FNMS 03.500 CLFA1353 N/A 3140W1QF3 2050-03-01 3.5 N/A 6898714.00 6135066.81 Agency Mortgage-Backed Securities FNMS 03.000 CLAR3391 N/A 3138W0XV6 2043-01-01 3 N/A 1000.00 181.70 Agency Mortgage-Backed Securities FEPC 02.500 CLSD1750 N/A 3132DN5K5 2052-04-01 2.5 N/A 1388534.00 935349.51 Agency Mortgage-Backed Securities FNMS 02.500 CLFM6887 N/A 3140XAUM2 2051-05-01 2.5 N/A 75000.00 42184.42 Agency Mortgage-Backed Securities FEPC 06.500 CLQY5133 N/A 31426PV36 2055-06-01 6.5 N/A 1000.00 1054.98 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8301 N/A 3132DWGJ6 2053-02-01 6 N/A 39362.00 27994.42 Agency Mortgage-Backed Securities FEPC 06.000 CLQX3766 N/A 31425YFG7 2055-01-01 6 N/A 8561541.00 8769627.71 Agency Mortgage-Backed Securities FEPC 05.500 CLQY9529 N/A 31426UST2 2055-08-01 5.5 N/A 4380493.00 4438494.86 Agency Mortgage-Backed Securities FNMS 06.000 CLBU4658 N/A 3140M6E82 2054-06-01 6 N/A 3470342.00 2876589.48 Agency Mortgage-Backed Securities 03.500 FGPC G67710 G N/A 3132XCR72 2048-03-01 3.5 N/A 5360000.00 1155025.60 Agency Mortgage-Backed Securities FNMS 06.000 CLDE7192 N/A 3140BK7E8 2055-08-01 6 N/A 2001.00 2088.87 Agency Mortgage-Backed Securities FNMS 03.000 CLCB0858 N/A 3140QK5U8 2051-06-01 3 N/A 1617374.00 1123694.69 Agency Mortgage-Backed Securities FNMS 03.500 CRAL6348 N/A 3138EPBS2 2045-02-01 3.5 N/A 1605376.00 281092.37 Agency Mortgage-Backed Securities 02.500 FGPC G18631 G N/A 3128MMVZ3 2032-02-01 2.5 N/A 1000.00 171.44 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ3239 N/A 3142GTS56 2055-01-01 5.5 N/A 36874680.00 36343682.75 Agency Mortgage-Backed Securities FEPC 06.000 CLQY1837 N/A 31426LBF0 2055-05-01 6 N/A 1000.00 839.25 Agency Mortgage-Backed Securities FEPC 05.000 CLQE5080 N/A 3133BEUD3 2052-07-01 5 N/A 1000.00 690.42 Agency Mortgage-Backed Securities FNMS 07.500 CLFS8372 N/A 3140XQJS7 2054-06-01 7.5 N/A 3991390.00 2717226.67 Agency Mortgage-Backed Securities FEPC 04.500 CLZA5438 N/A 31329PBF9 2048-06-01 4.5 N/A 1205.00 221.59 Agency Mortgage-Backed Securities FNMS 03.500 CLAP2133 N/A 3138M5LP2 2042-08-01 3.5 N/A 1000.00 105.85 Agency Mortgage-Backed Securities FNMS 05.500 CLDD4903 N/A 3140B5NV5 2055-03-01 5.5 N/A 2000.00 2010.17 Agency Mortgage-Backed Securities FEPC 04.000 CLQE5860 N/A 3133BFQM5 2052-07-01 4 N/A 9677968.00 7255393.46 Agency Mortgage-Backed Securities FEPC 03.500 CLZS4751 N/A 3132A5H40 2048-01-01 3.5 N/A 9284000.00 1179748.66 Agency Mortgage-Backed Securities FNMS 04.500 CLMA5733 N/A 31418FLP0 2055-06-01 4.5 N/A 1690214.00 1605537.10 Agency Mortgage-Backed Securities FEPC 05.500 CLQZ0691 N/A 31426WXV7 2055-08-01 5.5 N/A 1110696.00 1130938.19 Agency Mortgage-Backed Securities FEPC 05.000 CLSD2390 N/A 3132DPUP1 2053-03-01 5 N/A 11000.00 8926.26 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8016 N/A 3132DV3Z6 2049-10-01 3 N/A 1001.00 149.10 Agency Mortgage-Backed Securities FEPC 06.000 CLSL1842 N/A 31427PBL7 2055-07-01 6 N/A 10240.00 10509.91 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8160 N/A 3132DWB51 2051-08-01 2 N/A 1000.00 617.04 Agency Mortgage-Backed Securities FNMS 02.000 CLBU1027 N/A 3140M2D90 2051-11-01 2 N/A 5000.00 3240.50 Agency Mortgage-Backed Securities FNMS 05.000 CLDC4697 N/A 3140ASGF9 2054-10-01 5 N/A 1000.00 982.23 Agency Mortgage-Backed Securities FNMS 02.500 CLAP9633 N/A 3138MDV33 2042-10-01 2.5 N/A 200000.00 32877.67 Agency Mortgage-Backed Securities FEPC 05.500 CLSD2913 N/A 3132DQGW0 2053-05-01 5.5 N/A 125000.00 97525.09 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7713 N/A 3140QFSB6 2050-11-01 2 N/A 13571903.00 7040236.60 Agency Mortgage-Backed Securities 4 5/8 BOND 44 N/A 912810UF3 2044-11-15 4.625 N/A 100.00 98.24 U.S. Treasuries (including strips) FNMS 04.000 CLBE3702 N/A 3140FPDG1 2047-06-01 4 N/A 110765298.00 12420340.24 Agency Mortgage-Backed Securities FNMS 02.000 CIFS0854 N/A 3140XF5Q0 2036-10-01 2 N/A 1000.00 583.28 Agency Mortgage-Backed Securities 4 5/8 NOTE B 35 N/A 91282CMM0 2035-02-15 4.625 N/A 400.00 414.15 U.S. Treasuries (including strips) FNMS 05.500 CLFA2127 N/A 3140W2LH2 2055-06-01 5.5 N/A 35873925.00 34750646.43 Agency Mortgage-Backed Securities FNMS 06.500 CLMA5297 N/A 31418E3F5 2054-03-01 6.5 N/A 1000.00 671.20 Agency Mortgage-Backed Securities FNMS 04.500 CLBW1374 N/A 3140MSQ40 2052-11-01 4.5 N/A 45318.00 37419.42 Agency Mortgage-Backed Securities FNMS 05.000 CLBW1447 N/A 3140MSTD7 2052-06-01 5 N/A 1008.00 652.00 Agency Mortgage-Backed Securities FNMS 03.000 CLFS1373 N/A 3140XGQ36 2051-11-01 3 N/A 8610544.00 6197742.14 Agency Mortgage-Backed Securities FEPC 02.500 CLSD1749 N/A 3132DN5J8 2052-04-01 2.5 N/A 1897000.00 1294497.68 Agency Mortgage-Backed Securities FEPC 02.000 CLSD3984 N/A 3132E0M90 2051-05-01 2 N/A 2000.00 1440.75 Agency Mortgage-Backed Securities FNMS 02.000 REBQ5447 N/A 3140KRBR9 2050-10-01 2 N/A 100000.00 56438.23 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ3080 N/A 3142GTM60 2054-12-01 5.5 N/A 18999726.00 17580962.76 Agency Mortgage-Backed Securities FNMS 02.500 CLBK2590 N/A 3140HF2Y4 2050-05-01 2.5 N/A 2757000.00 1117973.08 Agency Mortgage-Backed Securities FNMS 06.500 CLFS7161 N/A 3140XN5X8 2054-02-01 6.5 N/A 1106.00 904.45 Agency Mortgage-Backed Securities FNMS 02.500 CLBU6701 N/A 3140M8NT2 2051-12-01 2.5 N/A 2000.00 1255.17 Agency Mortgage-Backed Securities FNMS 04.500 CLCB5892 N/A 3140QRRN5 2053-03-01 4.5 N/A 99000.00 84585.64 Agency Mortgage-Backed Securities FNMS 06.000 CLCB8501 N/A 3140QUNT9 2054-05-01 6 N/A 6144.00 6018.51 Agency Mortgage-Backed Securities FEPC 06.000 CLQY8780 N/A 31426TXJ1 2055-07-01 6 N/A 1008.00 1035.72 Agency Mortgage-Backed Securities FNMS 04.000 CTMA0878 N/A 31417Y6Q5 2031-10-01 4 N/A 1000.00 46.07 Agency Mortgage-Backed Securities FNMS 05.000 CLFA1469 N/A 3140W1T37 2054-12-01 5 N/A 4408872.00 4247001.46 Agency Mortgage-Backed Securities FNMS 03.500 I3BF0154 N/A 3140FXE40 2046-11-01 3.5 N/A 1000.00 170.67 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6821 N/A 3140QSSK8 2053-08-01 5.5 N/A 1453294.00 1233472.31 Agency Mortgage-Backed Securities FNMS 06.000 CLDE1630 N/A 3140BDY46 2055-06-01 6 N/A 1000.00 1013.50 Agency Mortgage-Backed Securities FNMS 06.500 CLDE9394 N/A 3140BNNL8 2055-09-01 6.5 N/A 1000.00 1045.62 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7570 N/A 3140QFMU0 2050-11-01 2 N/A 119566829.00 64400171.39 Agency Mortgage-Backed Securities FNMS 04.500 CLBU5021 N/A 3140M6SK0 2054-09-01 4.5 N/A 2654013.00 2520581.83 Agency Mortgage-Backed Securities FNMS 03.500 CLAS4996 N/A 3138WERS0 2045-05-01 3.5 N/A 11432446.00 992941.73 Agency Mortgage-Backed Securities FNMS 04.500 CLBW1442 N/A 3140MSS89 2052-06-01 4.5 N/A 7777408.00 5466214.95 Agency Mortgage-Backed Securities FEPC 05.500 CLQY8457 N/A 31426TMF1 2055-07-01 5.5 N/A 10000.00 10170.99 Agency Mortgage-Backed Securities FNMS 02.000 CLBQ6682 N/A 3140KSM87 2051-08-01 2 N/A 1000.00 565.48 Agency Mortgage-Backed Securities FEPC 04.500 CLSD6901 N/A 3132DUU21 2054-12-01 4.5 N/A 1000.00 932.69 Agency Mortgage-Backed Securities FNMS 03.000 CLBP8713 N/A 3140KGVF7 2050-08-01 3 N/A 100000.00 38089.83 Agency Mortgage-Backed Securities FEPC 05.500 CLQF1972 N/A 3133BPFM5 2052-10-01 5.5 N/A 17978.00 12973.39 Agency Mortgage-Backed Securities FEPC 04.500 CLSL1192 N/A 31427NKE8 2055-05-01 4.5 N/A 19921173.00 18816598.84 Agency Mortgage-Backed Securities FNMS 03.500 CLFS1186 N/A 3140XGJ83 2050-01-01 3.5 N/A 200000.00 129843.70 Agency Mortgage-Backed Securities FEPC 05.000 CLSD1514 N/A 3132DNVF7 2052-08-01 5 N/A 1024.00 760.41 Agency Mortgage-Backed Securities FNMS 04.000 CLBM4682 N/A 3140J9FY2 2045-01-01 4 N/A 36100941.00 7998054.20 Agency Mortgage-Backed Securities FNMS 04.000 CLFS5349 N/A 3140XL5K0 2052-10-01 4 N/A 147000.00 111975.32 Agency Mortgage-Backed Securities FEPC 06.000 CLQY8022 N/A 31426S4G1 2055-07-01 6 N/A 1141346.00 1184872.97 Agency Mortgage-Backed Securities FEPC 06.000 CLSL1180 N/A 31427NJ26 2055-05-01 6 N/A 13894450.00 14076144.33 Agency Mortgage-Backed Securities FEPC 05.500 CLSL1604 N/A 31427NYA1 2055-06-01 5.5 N/A 7511.00 7581.13 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3175 N/A 3140QNQ54 2052-03-01 3.5 N/A 1000.00 673.47 Agency Mortgage-Backed Securities FEPC 05.500 CLQF6518 N/A 3133BUG35 2053-01-01 5.5 N/A 1000.00 982.39 Agency Mortgage-Backed Securities FEPC 05.500 CLQF6481 N/A 3133BUFW2 2053-01-01 5.5 N/A 5000.00 3397.15 Agency Mortgage-Backed Securities FEPC 06.000 CLQY6214 N/A 31426Q3Y7 2055-06-01 6 N/A 1000.00 1042.95 Agency Mortgage-Backed Securities FEPC 04.000 CLQE3306 N/A 3133BCU70 2052-06-01 4 N/A 1011.00 805.16 Agency Mortgage-Backed Securities FNMS 05.500 CLFA0594 N/A 3140W0UU7 2055-01-01 5.5 N/A 1465075.00 1468890.34 Agency Mortgage-Backed Securities FEPC 02.000 CLSL2026 N/A 31427PHC1 2052-03-01 2 N/A 1002.00 809.03 Agency Mortgage-Backed Securities FEPC 02.000 CLQC0161 N/A 3133AJFA6 2051-03-01 2 N/A 1000.00 541.95 Agency Mortgage-Backed Securities FEPC 06.000 CLRA9452 N/A 3133KRQD9 2053-07-01 6 N/A 423948.00 369852.73 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6911 N/A 3140QEVD1 2050-09-01 2.5 N/A 2568167.00 1265057.08 Agency Mortgage-Backed Securities FNMS 03.500 CLAT3487 N/A 3138WQ2V3 2043-04-01 3.5 N/A 6491000.00 776804.11 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8505 N/A 3132DWNW9 2055-02-01 5 N/A 5000.00 4768.81 Agency Mortgage-Backed Securities FEPC 04.500 CLSD4231 N/A 3132E0VY5 2052-08-01 4.5 N/A 8586386.00 7165401.17 Agency Mortgage-Backed Securities FNMS 05.500 CLDD4637 N/A 3140B5EK9 2055-03-01 5.5 N/A 2265106.00 2275343.89 Agency Mortgage-Backed Securities FEPC 04.500 CLSD1272 N/A 3132DNMV2 2052-07-01 4.5 N/A 498000.00 354413.12 Agency Mortgage-Backed Securities FEPC 03.500 CLZA1224 N/A 31329JLD7 2042-06-01 3.5 N/A 40405689.00 4241982.91 Agency Mortgage-Backed Securities FNMS 06.500 CLFS9842 N/A 3140XR5C5 2054-01-01 6.5 N/A 7384198.00 7047664.72 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8157 N/A 3132DWB28 2051-07-01 3 N/A 2013.00 1055.59 Agency Mortgage-Backed Securities FEPC 06.000 CLQG5386 N/A 3133C56X4 2053-06-01 6 N/A 1000.00 715.10 Agency Mortgage-Backed Securities FNMS 02.500 CLBU3058 N/A 3140M4MG0 2051-12-01 2.5 N/A 1000.00 686.24 Agency Mortgage-Backed Securities FNMS 06.000 CLDE3468 N/A 3140BF2A2 2055-07-01 6 N/A 1000.00 1016.96 Agency Mortgage-Backed Securities FNMS 06.500 CLCB6336 N/A 3140QSBE0 2053-05-01 6.5 N/A 1467718.00 1031102.46 Agency Mortgage-Backed Securities FEPC 04.500 CLSD8393 N/A 3132DWKE2 2054-01-01 4.5 N/A 7000.00 6159.06 Agency Mortgage-Backed Securities FEPC 03.500 CLRA7382 N/A 3133KPFX1 2052-05-01 3.5 N/A 5200.00 3541.89 Agency Mortgage-Backed Securities FNMS 06.000 CLFS3256 N/A 3140XJTN3 2052-11-01 6 N/A 50000.00 34716.64 Agency Mortgage-Backed Securities FNMS 03.500 CLAS9404 N/A 3138WKNW1 2047-04-01 3.5 N/A 15022496.00 4568749.69 Agency Mortgage-Backed Securities FNMS 05.000 CLBW0790 N/A 3140MR2Y2 2052-09-01 5 N/A 1008.00 783.52 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ3250 N/A 3142GTTG1 2055-01-01 5 N/A 28557659.00 28085083.76 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8206 N/A 3132DWDK6 2052-04-01 3 N/A 1000.00 697.74 Agency Mortgage-Backed Securities FEPC 05.500 CLSD6780 N/A 3132DUQ91 2054-10-01 5.5 N/A 1024.00 961.05 Agency Mortgage-Backed Securities FNMS 04.000 CLBH4014 N/A 3140GSN81 2047-09-01 4 N/A 1000.00 300.63 Agency Mortgage-Backed Securities FNMS 05.000 CLBY0106 N/A 3140NGDL1 2053-04-01 5 N/A 1000.00 958.78 Agency Mortgage-Backed Securities FNMS 05.000 CLDD5189 N/A 3140B5XT9 2055-04-01 5 N/A 1285166.00 1143816.87 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8045 N/A 3132DV5E1 2050-02-01 3.5 N/A 1000.00 144.98 Agency Mortgage-Backed Securities FNMS 06.000 CLDA1723 N/A 3140A14H7 2053-10-01 6 N/A 7834712.00 7491569.36 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8226 N/A 3132DWD75 2052-07-01 3.5 N/A 2001.00 1498.21 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5353 N/A 31418E5P1 2054-05-01 5.5 N/A 11290059.00 9934007.36 Agency Mortgage-Backed Securities FNMS 05.500 CLDC4698 N/A 3140ASGG7 2054-10-01 5.5 N/A 1000.00 1002.06 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5420 N/A 31418FAW7 2054-07-01 5.5 N/A 35079.00 31537.97 Agency Mortgage-Backed Securities BILL 10/28/25 N/A 912797RE9 2025-10-28 0 N/A 100.00 99.36 U.S. Treasuries (including strips) FNMS 03.500 CLAQ0973 N/A 3138MGCK9 2042-12-01 3.5 N/A 1352618.00 155517.05 Agency Mortgage-Backed Securities FNMS 06.500 CLCB9358 N/A 3140QVMG6 2054-10-01 6.5 N/A 8301324.00 7577338.73 Agency Mortgage-Backed Securities FNMS 03.500 CLAS8946 N/A 3138WJ5G9 2047-03-01 3.5 N/A 620000.00 126468.51 Agency Mortgage-Backed Securities FEPC 05.500 CLQJ7866 N/A 3133CYW38 2054-11-01 5.5 N/A 1159342.00 1172438.14 Agency Mortgage-Backed Securities FEPC 05.500 CLRA9300 N/A 3133KRKM5 2053-06-01 5.5 N/A 1000.00 924.82 Agency Mortgage-Backed Securities FNMS 06.000 CLDC4444 N/A 3140AR5E6 2054-10-01 6 N/A 1000.00 1018.87 Agency Mortgage-Backed Securities FNMS 03.000 CLCA0525 N/A 3140Q7SP3 2047-10-01 3 N/A 14851200.00 2970788.30 Agency Mortgage-Backed Securities FEPC 02.500 CLSD3632 N/A 3132E0A93 2052-07-01 2.5 N/A 1000.00 745.13 Agency Mortgage-Backed Securities FEPC 05.500 CLQG1464 N/A 3133C1TV2 2053-04-01 5.5 N/A 1024.00 829.20 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ2863 N/A 3142GTFD3 2054-11-01 5 N/A 7963598.00 7401596.05 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5072 N/A 31418ET67 2053-07-01 5.5 N/A 44869765.00 37235617.52 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4355 N/A 31418DZV7 2051-06-01 2 N/A 1008.00 607.56 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8244 N/A 3132DWER0 2052-09-01 4 N/A 1264.00 992.01 Agency Mortgage-Backed Securities FEPC 06.000 CLRA9570 N/A 3133KRT38 2053-08-01 6 N/A 14024120.00 11495503.31 Agency Mortgage-Backed Securities FEPC 05.500 CLQX9745 N/A 31426GZK4 2055-04-01 5.5 N/A 1000.00 996.59 Agency Mortgage-Backed Securities FNMS 04.000 CLFS6333 N/A 3140XNBB9 2052-10-01 4 N/A 132000.00 106350.94 Agency Mortgage-Backed Securities FNMS 03.500 CLAS4338 N/A 3138WDZC8 2045-01-01 3.5 N/A 24698752.00 3996554.00 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ2420 N/A 3142GSVN5 2054-09-01 5.5 N/A 5120.00 4795.95 Agency Mortgage-Backed Securities FNMS 04.000 I6BF0665 N/A 3140FXW32 2061-11-01 4 N/A 2312952.00 1767275.48 Agency Mortgage-Backed Securities FEPC 06.000 CLRA8272 N/A 3133KQFM3 2053-01-01 6 N/A 14673494.00 12506078.39 Agency Mortgage-Backed Securities FNMS 04.000 CLMA4655 N/A 31418EE55 2052-07-01 4 N/A 100000.00 76187.38 Agency Mortgage-Backed Securities FNMS 05.000 CLMA4978 N/A 31418EQ86 2053-04-01 5 N/A 4010.00 3309.43 Agency Mortgage-Backed Securities 04.500 FGPC Q22339 G N/A 3132JPS45 2043-10-01 4.5 N/A 24724985.00 1239940.78 Agency Mortgage-Backed Securities FEPC 05.500 CLQF6239 N/A 3133BT4Y3 2053-01-01 5.5 N/A 1008.00 758.48 Agency Mortgage-Backed Securities FNMS 05.000 CLDC5420 N/A 3140ATAW6 2054-11-01 5 N/A 1000.00 846.60 Agency Mortgage-Backed Securities FNMS 05.500 CLMA4842 N/A 31418ELY4 2052-12-01 5.5 N/A 3000.00 2372.63 Agency Mortgage-Backed Securities FEPC 06.000 CLSL0497 N/A 31427MRT0 2055-02-01 6 N/A 2941896.00 2746527.91 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5166 N/A 31418EW48 2053-10-01 6 N/A 2000.00 1550.29 Agency Mortgage-Backed Securities FEPC 02.500 CLSD7548 N/A 3132DVL52 2051-11-01 2.5 N/A 9649696.00 5998875.76 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8289 N/A 3132DWF65 2053-01-01 5.5 N/A 11552284.00 9195064.02 Agency Mortgage-Backed Securities FNMS 04.000 CLFS1891 N/A 3140XHC54 2050-01-01 4 N/A 1000.00 655.27 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ1517 N/A 3142GRVK3 2054-05-01 5.5 N/A 2210.00 2029.84 Agency Mortgage-Backed Securities FNMS 05.000 CLCB9646 N/A 3140QVWG5 2054-12-01 5 N/A 5481856.00 5243505.79 Agency Mortgage-Backed Securities FEPC 06.000 CLQJ2165 N/A 3133CSMN8 2054-08-01 6 N/A 112842.00 101895.07 Agency Mortgage-Backed Securities FEPC 04.500 CLZA5622 N/A 31329PG72 2048-08-01 4.5 N/A 1079.00 271.84 Agency Mortgage-Backed Securities FEPC 05.500 CLQJ5120 N/A 3133CVVM3 2054-10-01 5.5 N/A 1000.00 905.37 Agency Mortgage-Backed Securities FEPC 05.500 CLSL2087 N/A 31427PJ96 2055-06-01 5.5 N/A 1024.00 1041.24 Agency Mortgage-Backed Securities FEPC 05.500 CLQY3652 N/A 31426NBW9 2055-05-01 5.5 N/A 1000.00 982.48 Agency Mortgage-Backed Securities FEPC 03.500 CTSC0321 N/A 3132D9LA0 2042-10-01 3.5 N/A 90000.00 66113.56 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6203 N/A 3140QR3M3 2053-05-01 5.5 N/A 7974116.00 7007596.56 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ2910 N/A 3142GTGU4 2054-11-01 5.5 N/A 8237056.00 7537993.79 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7338 N/A 3140QTEL9 2053-10-01 6 N/A 1024.00 915.11 Agency Mortgage-Backed Securities FEPC 03.000 CLSD3243 N/A 3132DQS80 2051-12-01 3 N/A 1000.00 762.60 Agency Mortgage-Backed Securities FNMS 02.000 CLCA6580 N/A 3140QEJ29 2050-08-01 2 N/A 22536272.00 11673007.51 Agency Mortgage-Backed Securities FNMS 06.500 CLDC4701 N/A 3140ASGK8 2054-10-01 6.5 N/A 1000.00 1036.04 Agency Mortgage-Backed Securities FEPC 03.500 CLRA7378 N/A 3133KPFT0 2052-05-01 3.5 N/A 98999.00 74020.11 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7683 N/A 3140QFRD3 2050-11-01 2 N/A 24816128.00 13257264.28 Agency Mortgage-Backed Securities FNMS 04.500 CLMA4805 N/A 31418EKT6 2052-11-01 4.5 N/A 2000.00 1603.10 Agency Mortgage-Backed Securities FEPC 03.500 CLQD9463 N/A 3133B7QQ4 2052-04-01 3.5 N/A 146000.00 103269.23 Agency Mortgage-Backed Securities FNMS 03.500 CLFS4495 N/A 3140XK7H7 2052-03-01 3.5 N/A 10490384.00 7449366.86 Agency Mortgage-Backed Securities FEPC 02.500 CLSD0807 N/A 3132DM3Q6 2051-03-01 2.5 N/A 1000.00 609.35 Agency Mortgage-Backed Securities FNMS 04.000 CLCB4125 N/A 3140QPSP3 2052-07-01 4 N/A 1000.00 788.74 Agency Mortgage-Backed Securities 02.500 FGPC V60885 G N/A 3132KE6W0 2030-07-01 2.5 N/A 1000.00 112.00 Agency Mortgage-Backed Securities FNMS 04.000 CLAS9453 N/A 3138WKQF5 2047-04-01 4 N/A 1299.00 205.88 Agency Mortgage-Backed Securities FEPC 02.500 CLRA4070 N/A 3133KKQX0 2050-11-01 2.5 N/A 1000.00 478.19 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8089 N/A 3132DV7A7 2050-07-01 2.5 N/A 15000.00 5355.07 Agency Mortgage-Backed Securities FEPC 05.500 CLQF6522 N/A 3133BUG76 2053-01-01 5.5 N/A 6206696.00 4047033.65 Agency Mortgage-Backed Securities FEPC 05.000 CLSD6760 N/A 3132DUQM2 2054-11-01 5 N/A 2540232.00 2413371.85 Agency Mortgage-Backed Securities FNMS 06.000 CLDA1674 N/A 3140A12G1 2053-10-01 6 N/A 14624299.00 13962581.94 Agency Mortgage-Backed Securities FNMS 06.000 CLBX5080 N/A 3140N9UE4 2053-01-01 6 N/A 2228076.00 1597322.12 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8578 N/A 3140QGQ83 2051-01-01 2 N/A 1157.00 603.68 Agency Mortgage-Backed Securities FNMS 03.500 CLBH9215 N/A 3140GYGZ6 2048-01-01 3.5 N/A 168008.00 25751.18 Agency Mortgage-Backed Securities FEPC 04.500 CLSL1403 N/A 31427NRZ4 2054-12-01 4.5 N/A 1026.00 985.42 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8496 N/A 3132DWNM1 2055-01-01 6 N/A 38949680.00 36152413.07 Agency Mortgage-Backed Securities FNMS 05.000 CLCB6475 N/A 3140QSFR7 2053-06-01 5 N/A 35011.00 31118.93 Agency Mortgage-Backed Securities FNMS 05.000 CKBV2554 N/A 3140MFZU0 2052-06-01 5 N/A 50000.00 41593.67 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4562 N/A 31418EB82 2052-03-01 2 N/A 1000.00 661.91 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8235 N/A 3132DWEG4 2052-08-01 3 N/A 3860.00 2828.85 Agency Mortgage-Backed Securities FEPC 03.500 CLZM5074 N/A 3131XYT74 2047-12-01 3.5 N/A 1003.00 200.48 Agency Mortgage-Backed Securities FNMS 02.000 CIFM7847 N/A 3140XBWH9 2036-06-01 2 N/A 46504011.00 25454454.47 Agency Mortgage-Backed Securities FNMS 03.500 CLBV9888 N/A 3140MP7A3 2052-05-01 3.5 N/A 10891840.00 7239471.40 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4600 N/A 31418EDE7 2052-05-01 3.5 N/A 23000.00 16523.20 Agency Mortgage-Backed Securities FNMS 05.500 CLMA4807 N/A 31418EKV1 2052-11-01 5.5 N/A 2000.00 1564.72 Agency Mortgage-Backed Securities FNMS 04.500 CLBW3918 N/A 3140MVK80 2052-08-01 4.5 N/A 3916736.00 3031877.52 Agency Mortgage-Backed Securities FNMS 02.500 CICB1216 N/A 3140QLK62 2036-07-01 2.5 N/A 1000.00 528.08 Agency Mortgage-Backed Securities FNMS 02.500 CLCA7033 N/A 3140QEY71 2050-09-01 2.5 N/A 62006735.00 30890898.70 Agency Mortgage-Backed Securities FNMS 05.000 CLBW6307 N/A 3140MYAH5 2052-08-01 5 N/A 291000.00 191393.96 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ3727 N/A 3142GUD91 2055-03-01 6 N/A 1000.00 1005.86 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5352 N/A 31418E5N6 2054-05-01 5 N/A 80000.00 72783.53 Agency Mortgage-Backed Securities FEPC 04.500 CISB8377 N/A 3132D6JW1 2040-04-01 4.5 N/A 5120.00 4857.31 Agency Mortgage-Backed Securities FEPC 02.500 3PQU7914 N/A 3133JLYK9 2051-07-01 2.5 N/A 99000.00 69706.50 Agency Mortgage-Backed Securities FEPC 06.000 CLQF2777 N/A 3133BQCN4 2052-11-01 6 N/A 959503.00 519710.07 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8114 N/A 3132DWAP8 2050-12-01 2.5 N/A 1000.00 456.09 Agency Mortgage-Backed Securities FEPC 05.500 CLQY8734 N/A 31426TV46 2055-07-01 5.5 N/A 1008.00 966.97 Agency Mortgage-Backed Securities FNMS 03.500 CLAS8089 N/A 3138WH7B2 2046-10-01 3.5 N/A 16941324.00 4438865.26 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ1767 N/A 3142GR6D7 2054-06-01 5.5 N/A 1690083.00 1589600.06 Agency Mortgage-Backed Securities FNMS 02.000 CLBU1842 N/A 3140M3BL3 2052-01-01 2 N/A 45599.00 27254.07 Agency Mortgage-Backed Securities FEPC 04.500 CLZN4257 N/A 3131YAWS5 2049-03-01 4.5 N/A 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05.500 CTMA5598 N/A 31418FGG6 2045-01-01 5.5 N/A 5000.00 4414.73 Agency Mortgage-Backed Securities FNMS 03.500 CLAS5762 N/A 3138WFML7 2045-09-01 3.5 N/A 28324640.00 5382106.04 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ0942 N/A 3142GRBL3 2054-02-01 6 N/A 14123144.00 11182422.19 Agency Mortgage-Backed Securities FNMS 06.000 CLCC0000 N/A 3140Y6AA8 2055-02-01 6 N/A 1024.00 995.82 Agency Mortgage-Backed Securities FEPC 06.000 CLQY6221 N/A 31426Q4F7 2055-05-01 6 N/A 1000.00 1039.30 Agency Mortgage-Backed Securities FNMS 07.000 CLDD3925 N/A 3140B4LF5 2055-03-01 7 N/A 1149383.00 1212833.47 Agency Mortgage-Backed Securities FNMS 03.500 I4BF0179 N/A 3140FXFV9 2057-01-01 3.5 N/A 1008.00 351.31 Agency Mortgage-Backed Securities FNMS 02.000 CLCB2927 N/A 3140QNHD7 2052-02-01 2 N/A 5000.00 3392.63 Agency Mortgage-Backed Securities FEPC 04.500 CLZT0543 N/A 3132ACS84 2048-08-01 4.5 N/A 944300.00 205170.93 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ2459 N/A 3142GSWV6 2054-09-01 6 N/A 6772918.00 6308258.76 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7918 N/A 3140QFYQ6 2050-11-01 2 N/A 1024.00 548.23 Agency Mortgage-Backed Securities FNMS 04.000 CLBO2994 N/A 3140JXKG2 2049-09-01 4 N/A 2000.00 325.94 Agency Mortgage-Backed Securities FEPC 05.500 CLQI5568 N/A 3133WCFH2 2054-05-01 5.5 N/A 1000.00 922.17 Agency Mortgage-Backed Securities FNMS 03.000 CLBU1421 N/A 3140M2SK9 2052-01-01 3 N/A 50000.00 33716.27 Agency Mortgage-Backed Securities FEPC 04.500 CLZN1389 N/A 3131Y7RJ8 2048-11-01 4.5 N/A 1000.00 132.47 Agency Mortgage-Backed Securities FNMS 02.500 CLBP3050 N/A 3140KAL87 2050-03-01 2.5 N/A 1000.00 229.53 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7289 N/A 3140QFC31 2050-10-01 2 N/A 50009048.00 25375608.58 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4465 N/A 31418D6B3 2051-11-01 2 N/A 2001.00 1275.56 Agency Mortgage-Backed Securities FNMS 05.000 CL735676 N/A 31402RJV2 2035-07-01 5 N/A 1019.00 10.40 Agency Mortgage-Backed Securities FEPC 05.500 CLRA9846 N/A 3133KR5F7 2053-09-01 5.5 N/A 44449854.00 39955676.39 Agency Mortgage-Backed Securities FEPC 05.000 CLSL0263 N/A 31427MJH5 2055-02-01 5 N/A 10546991.00 10076999.30 Agency Mortgage-Backed Securities FNMS 03.500 CLFA0438 N/A 3140W0PY5 2052-09-01 3.5 N/A 17000.00 14712.04 Agency Mortgage-Backed Securities FEPC 06.000 CLQY5122 N/A 31426PVQ5 2055-06-01 6 N/A 1000.00 1036.62 Agency Mortgage-Backed Securities FNMS 03.500 CLAS8922 N/A 3138WJ4G0 2047-03-01 3.5 N/A 2975872.00 613442.38 Agency Mortgage-Backed Securities FNMS 06.500 CL890131 N/A 31410K4Q4 2038-12-01 6.5 N/A 30000000.00 1082344.95 Agency Mortgage-Backed Securities 04.000 FGPC U91254 G N/A 3132HBH73 2043-04-01 4 N/A 1006.00 181.47 Agency Mortgage-Backed Securities FNMS 03.500 CLAZ0858 N/A 3138YR5U8 2045-07-01 3.5 N/A 82513876.00 15944206.32 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4578 N/A 31418ECQ1 2052-04-01 2.5 N/A 1000.00 678.30 Agency Mortgage-Backed Securities FNMS 06.000 CLCB5487 N/A 3140QRCZ4 2053-01-01 6 N/A 1633790.00 1387820.77 Agency Mortgage-Backed Securities FEPC 04.500 CLQE9341 N/A 3133BKLW7 2052-09-01 4.5 N/A 7465818.00 6020040.73 Agency Mortgage-Backed Securities FNMS 03.500 CLBM5012 N/A 3140J9SA0 2048-03-01 3.5 N/A 18059478.00 5323568.30 Agency Mortgage-Backed Securities FNMS 03.500 CLAR8582 N/A 3138W6RC2 2043-06-01 3.5 N/A 1024.00 190.16 Agency Mortgage-Backed Securities FNMS 03.000 I4BF0503 N/A 3140FXRZ7 2060-09-01 3 N/A 750000.00 307274.80 Agency Mortgage-Backed Securities FEPC 03.500 CLZS4730 N/A 3132A5HF5 2047-08-01 3.5 N/A 2320.00 252.93 Agency Mortgage-Backed Securities FNMS 03.500 CLAS5778 N/A 3138WFM45 2045-09-01 3.5 N/A 850000.00 74161.49 Agency Mortgage-Backed Securities FEPC 05.500 CLSL1141 N/A 31427NHT9 2055-03-01 5.5 N/A 1024.00 1028.26 Agency Mortgage-Backed Securities FNMS 06.000 CLDE9378 N/A 3140BNM47 2055-09-01 6 N/A 1000.00 1030.80 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7332 N/A 3140QFEE5 2050-10-01 2 N/A 34169017.00 19018532.61 Agency Mortgage-Backed Securities FNMS 03.000 CLAP8072 N/A 3138MB6J0 2042-09-01 3 N/A 249000.00 36746.88 Agency Mortgage-Backed Securities FNMS 03.500 CLBH9277 N/A 3140GYJX8 2048-02-01 3.5 N/A 1000.00 152.86 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ4387 N/A 3142GU2V4 2055-06-01 6 N/A 6259440.00 6265038.54 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7986 N/A 3140QF2U2 2050-12-01 2 N/A 20637310.00 11115104.86 Agency Mortgage-Backed Securities FNMS 05.500 CLCC0389 N/A 3140Y6NF3 2055-05-01 5.5 N/A 3667.00 3702.98 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5271 N/A 31418E2D1 2054-02-01 5.5 N/A 1024.00 895.76 Agency Mortgage-Backed Securities FEPC 06.000 CLQF5828 N/A 3133BTPM6 2053-01-01 6 N/A 8924669.00 6753699.55 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ1218 N/A 3142GRK82 2054-04-01 5.5 N/A 6564319.00 6387692.91 Agency Mortgage-Backed Securities FNMS 04.000 CLAT9653 N/A 3138WXWP8 2043-07-01 4 N/A 1998.00 366.03 Agency Mortgage-Backed Securities FEPC 05.500 CTSC0595 N/A 3132D9UU6 2044-12-01 5.5 N/A 5120.00 4376.57 Agency Mortgage-Backed Securities FNMS 03.500 CLAY8124 N/A 3138YNA23 2045-06-01 3.5 N/A 11749536.00 3381440.14 Agency Mortgage-Backed Securities FNMS 02.000 CLBR4756 N/A 3140L3JA0 2051-03-01 2 N/A 300000.00 151503.83 Agency Mortgage-Backed Securities 03.000 FGPC Z40117 G N/A 3132FCDW2 2045-04-01 3 N/A 1000.00 212.57 Agency Mortgage-Backed Securities FEPC 05.000 CLQI2213 N/A 3133W8N66 2054-03-01 5 N/A 55620.00 51032.71 Agency Mortgage-Backed Securities FNMS 03.500 CLBC1158 N/A 3140EVJC2 2046-02-01 3.5 N/A 1696000.00 195674.70 Agency Mortgage-Backed Securities FEPC 04.500 CLSD1921 N/A 3132DPD21 2052-12-01 4.5 N/A 36000.00 28388.82 Agency Mortgage-Backed Securities FNMS 05.000 CLDC4569 N/A 3140ASCF3 2054-11-01 5 N/A 47101632.00 43830105.55 Agency Mortgage-Backed Securities FEPC 04.500 CLRA7672 N/A 3133KPQZ4 2052-07-01 4.5 N/A 37010.00 29400.48 Agency Mortgage-Backed Securities FEPC 04.500 CLSD1665 N/A 3132DNZ63 2052-09-01 4.5 N/A 1024.00 736.08 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8233 N/A 3132DWEE9 2052-07-01 5 N/A 1080.00 809.36 Agency Mortgage-Backed Securities FEPC 06.500 CLQX9009 N/A 31426GAK1 2055-03-01 6.5 N/A 9832736.00 9351634.85 Agency Mortgage-Backed Securities FNMS 05.000 CLBY4119 N/A 3140NLSH3 2053-07-01 5 N/A 1008.00 776.17 Agency Mortgage-Backed Securities FEPC 04.500 CLQG7693 N/A 3133C8RN7 2053-07-01 4.5 N/A 2000.00 1766.98 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8188 N/A 3132DWCZ4 2052-01-01 2 N/A 43001.00 27763.81 Agency Mortgage-Backed Securities FNMS 06.500 CLFS7927 N/A 3140XPYZ6 2054-05-01 6.5 N/A 805374.00 700270.80 Agency Mortgage-Backed Securities FNMS 03.500 CRAQ6238 N/A 3138MM4Y5 2042-12-01 3.5 N/A 60000000.00 9052302.74 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5011 N/A 31418ER93 2053-05-01 6 N/A 55603886.00 42236309.56 Agency Mortgage-Backed Securities FNMS 05.000 CLFA2503 N/A 3140W2X97 2052-07-01 5 N/A 1005.00 1014.41 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8361 N/A 3132DWJE4 2053-09-01 5 N/A 285000.00 248299.61 Agency Mortgage-Backed Securities FEPC 03.000 CLSD2603 N/A 3132DP3L0 2052-04-01 3 N/A 1000.00 722.69 Agency Mortgage-Backed Securities FEPC 05.500 CLQF6778 N/A 3133BUQ75 2053-02-01 5.5 N/A 1008.00 863.21 Agency Mortgage-Backed Securities FNMS 04.000 CLCA0463 N/A 3140Q7QR1 2047-09-01 4 N/A 1000.00 250.79 Agency Mortgage-Backed Securities FEPC 04.000 CLRA7185 N/A 3133KN6W8 2052-04-01 4 N/A 9127549.00 6423309.16 Agency Mortgage-Backed Securities FEPC 02.500 CIQN7488 N/A 3133GEJ90 2036-09-01 2.5 N/A 93000.00 36313.43 Agency Mortgage-Backed Securities FEPC 06.000 CLQX6312 N/A 31426CAN4 2055-02-01 6 N/A 1079328.00 1114862.86 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ3887 N/A 3142GUJ95 2055-04-01 5.5 N/A 1000.00 994.25 Agency Mortgage-Backed Securities FEPC 05.000 CLRQ0012 N/A 3142J6AN3 2055-06-01 5 N/A 1000.00 981.46 Agency Mortgage-Backed Securities FEPC 06.000 CLQY9229 N/A 31426UHF4 2055-07-01 6 N/A 1000.00 1025.62 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7987 N/A 3140QF2V0 2050-12-01 2 N/A 1325372.00 677784.87 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8350 N/A 3132DWH30 2053-08-01 6 N/A 34128.00 27073.41 Agency Mortgage-Backed Securities FEPC 03.500 CIZT1725 N/A 3132AD4J4 2034-01-01 3.5 N/A 1000.00 129.45 Agency Mortgage-Backed Securities FNMS 04.000 CTMA4687 N/A 31418EF54 2042-06-01 4 N/A 1000.00 676.47 Agency Mortgage-Backed Securities FEPC 03.000 CLSD5573 N/A 3132DTFN5 2052-08-01 3 N/A 1000.00 779.59 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ2227 N/A 3142GSPM4 2054-08-01 6.5 N/A 10682897.00 9410395.11 Agency Mortgage-Backed Securities FNMS 06.000 CLDD4299 N/A 3140B4X54 2055-02-01 6 N/A 1125538.00 1150318.59 Agency Mortgage-Backed Securities 4 1/8 NOTE L 32 N/A 91282CNF4 2032-05-31 4.125 N/A 200.00 204.47 U.S. Treasuries (including strips) FNMS 03.000 CLBP5487 N/A 3140KDCZ1 2050-06-01 3 N/A 399000.00 103241.22 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8019 N/A 3140QF4D8 2050-12-01 2 N/A 46599018.00 28764771.53 Agency Mortgage-Backed Securities 04.000 FGPC A93990 G N/A 312942NF8 2040-09-01 4 N/A 1000.00 26.39 Agency Mortgage-Backed Securities FNMS 04.500 CIFM8547 N/A 3140XCP93 2034-07-01 4.5 N/A 1319043.00 514141.54 Agency Mortgage-Backed Securities FNMS 03.500 CLBD2440 N/A 3140F9WA9 2047-01-01 3.5 N/A 4003.00 687.56 Agency Mortgage-Backed Securities FNMS 04.000 CLBW0022 N/A 3140MRAY3 2052-07-01 4 N/A 670000.00 409914.84 Agency Mortgage-Backed Securities FNMS 06.000 CLDE8774 N/A 3140BMXC9 2055-09-01 6 N/A 1000.00 1026.36 Agency Mortgage-Backed Securities FNMS 02.500 CLFA1024 N/A 3140W1D67 2051-05-01 2.5 N/A 14611428.00 11872665.70 Agency Mortgage-Backed Securities FEPC 06.000 CLQY6687 N/A 31426RND9 2055-06-01 6 N/A 1000.00 1031.62 Agency Mortgage-Backed Securities FNMS 05.500 CLDC3185 N/A 3140AQRF1 2054-10-01 5.5 N/A 1000.00 974.68 Agency Mortgage-Backed Securities FNMS 06.000 CLDC4601 N/A 3140ASDF2 2054-10-01 6 N/A 1000.00 877.23 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7338 N/A 3140QFEL9 2050-10-01 2 N/A 9202109.00 4818581.67 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ2857 N/A 3142GTE77 2054-12-01 5 N/A 14340664.00 13673798.45 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7452 N/A 3140QFH69 2050-10-01 2 N/A 53567118.00 28879926.68 Agency Mortgage-Backed Securities FEPC 05.850 6GZM9113 N/A 3131Y4DS0 2037-11-01 5.85 N/A 2805472.00 68533.73 Agency Mortgage-Backed Securities FNMS 04.000 CLAS3154 N/A 3138WCQG1 2044-08-01 4 N/A 1196189.00 70255.10 Agency Mortgage-Backed Securities FNMS 02.500 CLBT0139 N/A 3140LNEM5 2051-06-01 2.5 N/A 2393721.00 1259068.06 Agency Mortgage-Backed Securities FEPC 04.500 CLSL0454 N/A 31427MQG9 2054-11-01 4.5 N/A 430160.00 405723.45 Agency Mortgage-Backed Securities FNMS 06.000 CLDE4352 N/A 3140BGZS5 2055-08-01 6 N/A 1000.00 1026.67 Agency Mortgage-Backed Securities FEPC 05.500 CLRA9349 N/A 3133KRL69 2053-07-01 5.5 N/A 1000.00 918.48 Agency Mortgage-Backed Securities FNMS 04.000 CLMA5089 N/A 31418EUP3 2053-07-01 4 N/A 1000.00 823.14 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6402 N/A 3140QEDG4 2045-07-01 2.5 N/A 35365185.00 12940195.12 Agency Mortgage-Backed Securities FNMS 03.500 CLAS8057 N/A 3138WH5T5 2046-10-01 3.5 N/A 50112832.00 11879596.87 Agency Mortgage-Backed Securities FNMS 03.000 CIAL7225 N/A 3138EQA36 2030-08-01 3 N/A 302812.00 31983.54 Agency Mortgage-Backed Securities FEPC 05.000 CLSD1561 N/A 3132DNWW9 2052-09-01 5 N/A 1000.00 745.68 Agency Mortgage-Backed Securities FEPC 02.000 CISB8511 N/A 3132D6N48 2036-05-01 2 N/A 4000.00 2063.95 Agency Mortgage-Backed Securities FNMS 04.500 CLMA5790 N/A 31418FNG8 2055-08-01 4.5 N/A 1000.00 962.02 Agency Mortgage-Backed Securities FNMS 05.500 CLBV5963 N/A 3140MKTV4 2055-07-01 5.5 N/A 1024.00 1036.22 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ7037 N/A 3140H8ZB4 2048-08-01 4 N/A 19824736.00 4420762.36 Agency Mortgage-Backed Securities FEPC 05.500 CNRD5241 N/A 3133LPZE0 2035-04-01 5.5 N/A 40007.00 38401.03 Agency Mortgage-Backed Securities FEPC 06.000 CLQF7057 N/A 3133BUZW0 2053-02-01 6 N/A 2000.00 1314.79 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ1987 N/A 3142GSF52 2054-07-01 6.5 N/A 12098416.00 11878302.27 Agency Mortgage-Backed Securities 04.000 FGPC Q38680 G N/A 3132QVUE9 2046-02-01 4 N/A 16775267.00 3318374.52 Agency Mortgage-Backed Securities FNMS 06.000 CLDD9906 N/A 3140BBAG9 2055-07-01 6 N/A 6978465.00 7284597.39 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8583 N/A 3140QGRD1 2051-01-01 2 N/A 27802524.00 15603011.24 Agency Mortgage-Backed Securities FEPC 05.500 CLRA8546 N/A 3133KQP75 2053-02-01 5.5 N/A 1138.00 950.40 Agency Mortgage-Backed Securities FNMS 04.000 CQBM7117 N/A 3140JB4B9 2045-09-01 4 N/A 4014552.00 2835309.05 Agency Mortgage-Backed Securities FNMS 03.000 CLCB2095 N/A 3140QMKH6 2051-11-01 3 N/A 3808185.00 2579284.02 Agency Mortgage-Backed Securities FNMS 05.500 CLFS9715 N/A 3140XRYM1 2054-11-01 5.5 N/A 2725.00 2668.28 Agency Mortgage-Backed Securities FEPC 03.500 CLSD7513 N/A 3132DVK20 2050-04-01 3.5 N/A 15999.00 5744.15 Agency Mortgage-Backed Securities FNMS 04.000 CLCB4091 N/A 3140QPRM1 2052-07-01 4 N/A 1024.00 792.67 Agency Mortgage-Backed Securities FEPC 06.000 CLQY8681 N/A 31426TUF2 2055-07-01 6 N/A 9072.00 9321.03 Agency Mortgage-Backed Securities FNMS 03.000 CLBE0084 N/A 3140FKCW8 2046-12-01 3 N/A 2000.00 617.91 Agency Mortgage-Backed Securities FNMS 05.000 CLFA1953 N/A 3140W2E31 2053-11-01 5 N/A 1000.00 954.72 Agency Mortgage-Backed Securities FEPC 05.500 CLQY4090 N/A 31426NRL6 2055-05-01 5.5 N/A 1147414.00 1162950.16 Agency Mortgage-Backed Securities FEPC 03.500 CLSD1931 N/A 3132DPEC8 2051-11-01 3.5 N/A 1000.00 689.32 Agency Mortgage-Backed Securities FNMS 06.500 CLDB7737 N/A 3140AHS37 2054-06-01 6.5 N/A 1613758.00 1335457.29 Agency Mortgage-Backed Securities FEPC 03.000 CLQA5529 N/A 3133A0EA8 2049-12-01 3 N/A 22517472.00 8610151.41 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4548 N/A 31418EBS8 2052-02-01 2.5 N/A 3000.00 1980.74 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8523 N/A 3132DWPG2 2055-04-01 5 N/A 1000.00 959.72 Agency Mortgage-Backed Securities 03.500 FGPC G61595 G N/A 31335BXY7 2048-07-01 3.5 N/A 16849442.00 3522932.95 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8804 N/A 3140QGYA9 2051-02-01 2 N/A 9204590.00 5053303.46 Agency Mortgage-Backed Securities FNMS 05.500 CLBV1539 N/A 3140MEV94 2055-04-01 5.5 N/A 1008.00 977.48 Agency Mortgage-Backed Securities FEPC 03.500 CLZS3619 N/A 3132A4AU2 2042-11-01 3.5 N/A 2112.00 262.89 Agency Mortgage-Backed Securities FEPC 05.000 CLSL0589 N/A 31427MUP4 2055-02-01 5 N/A 1000.00 958.54 Agency Mortgage-Backed Securities FEPC 05.500 CLQY6150 N/A 31426QZQ9 2055-06-01 5.5 N/A 1000.00 1012.73 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4679 N/A 3140QQFV2 2052-09-01 5 N/A 54564877.00 41141372.43 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7632 N/A 3140QFPS2 2050-11-01 2 N/A 17056000.00 8851234.62 Agency Mortgage-Backed Securities FNMS 05.500 CLDC2779 N/A 3140AQCR1 2054-09-01 5.5 N/A 678521.00 679982.01 Agency Mortgage-Backed Securities FEPC 03.500 CLSD2542 N/A 3132DPZF8 2051-09-01 3.5 N/A 1000.00 773.56 Agency Mortgage-Backed Securities FEPC 05.500 CLQX0213 N/A 31425UGX7 2054-10-01 5.5 N/A 1000.00 1001.98 Agency Mortgage-Backed Securities FEPC 02.500 CLQD5204 N/A 3133B2X95 2052-01-01 2.5 N/A 1729284.00 1155140.69 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ1064 N/A 3142GRFE5 2054-03-01 5.5 N/A 6713368.00 6066176.37 Agency Mortgage-Backed Securities FEPC 03.000 CLSD7544 N/A 3132DVLZ6 2051-07-01 3 N/A 206744.00 121435.70 Agency Mortgage-Backed Securities FEPC 02.500 CLRA5576 N/A 3133KMFR1 2051-07-01 2.5 N/A 1000.00 597.49 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7334 N/A 3140QFEG0 2050-10-01 2 N/A 54088343.00 29167512.05 Agency Mortgage-Backed Securities FEPC 06.000 CLQF4946 N/A 3133BSP71 2052-12-01 6 N/A 1000.00 803.56 Agency Mortgage-Backed Securities FNMS 01.500 CIMA4417 N/A 31418D4B5 2036-09-01 1.5 N/A 16737760.00 9730940.90 Agency Mortgage-Backed Securities FEPC 02.000 3JRE0019 N/A 3133LWAU6 2050-11-01 2 N/A 98999.00 50796.58 Agency Mortgage-Backed Securities FNMS 03.000 CLFM9482 N/A 3140XDRC2 2051-11-01 3 N/A 89537.00 58230.73 Agency Mortgage-Backed Securities FEPC 04.500 CLRA7557 N/A 3133KPME5 2052-06-01 4.5 N/A 299929.00 235190.59 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7341 N/A 3140QFEP0 2050-10-01 2 N/A 1024.00 538.53 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4580 N/A 31418ECS7 2052-04-01 3.5 N/A 3000.00 2073.62 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4565 N/A 31418ECB4 2052-03-01 3.5 N/A 1000.00 647.58 Agency Mortgage-Backed Securities FNMS 03.500 CLAS7917 N/A 3138WHYP1 2046-09-01 3.5 N/A 12985380.00 3442093.62 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8929 N/A 3140QG4P9 2051-02-01 2 N/A 1000.00 564.68 Agency Mortgage-Backed Securities FEPC 05.500 CLQX1438 N/A 31425VS46 2054-12-01 5.5 N/A 1008.00 1010.41 Agency Mortgage-Backed Securities FNMS 06.000 CLDE1594 N/A 3140BDXY1 2055-07-01 6 N/A 1008.00 1035.56 Agency Mortgage-Backed Securities FNMS 06.000 CLDE2108 N/A 3140BEKW7 2055-07-01 6 N/A 13104.00 13424.30 Agency Mortgage-Backed Securities FNMS 05.000 CLBT7909 N/A 3140LWYF8 2052-10-01 5 N/A 9859523.00 8840507.24 Agency Mortgage-Backed Securities FNMS 04.000 CLFM2984 N/A 3140X6J69 2045-08-01 4 N/A 11106188.00 3255551.62 Agency Mortgage-Backed Securities FNMS 04.500 CLDD3749 N/A 3140B4EX4 2055-02-01 4.5 N/A 1000.00 960.32 Agency Mortgage-Backed Securities FEPC 03.500 CLZS4663 N/A 3132A5FC4 2046-05-01 3.5 N/A 1000.00 105.44 Agency Mortgage-Backed Securities FNMS 04.500 CLCA1558 N/A 3140Q8WU5 2048-04-01 4.5 N/A 10781500.00 2157730.12 Agency Mortgage-Backed Securities 1 1/8 BOND 40 N/A 912810SR0 2040-05-15 1.125 N/A 200.00 124.94 U.S. Treasuries (including strips) FEPC 04.500 CLSD8489 N/A 3132DWNE9 2054-12-01 4.5 N/A 1000.00 934.39 Agency Mortgage-Backed Securities 06.000 FGPC A50739 G N/A 3128KCZC4 2036-07-01 6 N/A 1488.00 14.89 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8470 N/A 3132DWMT7 2054-10-01 6 N/A 53000.00 47571.87 Agency Mortgage-Backed Securities FNMS 06.000 R3BF0138 N/A 3140FXEL2 2041-07-01 6 N/A 2869.00 584.31 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ1538 N/A 3142GRV80 2054-05-01 6.5 N/A 5042.00 4242.35 Agency Mortgage-Backed Securities FNMS 05.000 CLMA4785 N/A 31418EJ76 2052-10-01 5 N/A 1000.00 756.44 Agency Mortgage-Backed Securities FEPC 04.500 CLRA7923 N/A 3133KPYU6 2052-09-01 4.5 N/A 2000.00 1525.29 Agency Mortgage-Backed Securities 3 BOND 48 N/A 912810SD1 2048-08-15 3 N/A 100.00 73.01 U.S. Treasuries (including strips) FNMS 05.000 CLFA0624 N/A 3140W0VS1 2054-11-01 5 N/A 6991713.00 6837508.01 Agency Mortgage-Backed Securities FNMS 05.500 CTMA5503 N/A 31418FDH7 2044-10-01 5.5 N/A 303436.00 263143.80 Agency Mortgage-Backed Securities FEPC 05.500 CLSD7568 N/A 3132DVMR3 2054-02-01 5.5 N/A 563000.00 499171.85 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4158 N/A 31418DTQ5 2050-10-01 2 N/A 4084135.00 2090444.01 Agency Mortgage-Backed Securities FNMS 05.500 CLDC1795 N/A 3140AN7H6 2054-11-01 5.5 N/A 1000.00 1007.38 Agency Mortgage-Backed Securities FEPC 06.000 CLSD1881 N/A 3132DPCS5 2052-10-01 6 N/A 1024.00 684.81 Agency Mortgage-Backed Securities FEPC 03.500 CLSD1087 N/A 3132DNF40 2052-06-01 3.5 N/A 19000.00 13958.72 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ1068 N/A 3142GRFJ4 2054-03-01 5.5 N/A 34878998.00 33424311.88 Agency Mortgage-Backed Securities FNMS 03.000 CLCA4141 N/A 3140QBS74 2049-09-01 3 N/A 600000.00 181505.06 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ1100 N/A 3142GRGJ3 2054-03-01 5.5 N/A 7890649.00 6994697.27 Agency Mortgage-Backed Securities FEPC 06.000 CLQF8720 N/A 3133BWVM2 2053-03-01 6 N/A 3519958.00 2948458.15 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7116 N/A 3140QS4A6 2053-09-01 6 N/A 1000.00 861.75 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4281 N/A 31418DXK3 2051-03-01 2 N/A 2000.00 1131.22 Agency Mortgage-Backed Securities FEPC 05.500 CLSL1997 N/A 31427PGF5 2050-08-01 5.5 N/A 1000.00 1015.24 Agency Mortgage-Backed Securities FNMS 03.500 CLAS8689 N/A 3138WJUP1 2047-01-01 3.5 N/A 21510854.00 4903739.32 Agency Mortgage-Backed Securities FNMS 06.500 CLDD5662 N/A 3140B6JG1 2055-03-01 6.5 N/A 6238560.00 6251345.17 Agency Mortgage-Backed Securities 04.000 FGPC Q52158 G N/A 3132XUMG7 2047-11-01 4 N/A 2027.00 597.92 Agency Mortgage-Backed Securities FEPC 06.000 CLRQ0050 N/A 3142J6BU6 2055-08-01 6 N/A 1000.00 1026.24 Agency Mortgage-Backed Securities FEPC 02.000 CISB8153 N/A 3132D6BW9 2037-05-01 2 N/A 1540.00 989.72 Agency Mortgage-Backed Securities FEPC 05.500 CLRA9621 N/A 3133KRVN1 2053-08-01 5.5 N/A 7125798.00 6182640.49 Agency Mortgage-Backed Securities FNMS 03.500 CLFS4928 N/A 3140XLPN2 2050-06-01 3.5 N/A 3982211.00 3035130.50 Agency Mortgage-Backed Securities FNMS 02.500 CIMA4471 N/A 31418D6H0 2036-11-01 2.5 N/A 1000.00 530.20 Agency Mortgage-Backed Securities FNMS 05.000 CLBY0184 N/A 3140NGF21 2053-05-01 5 N/A 2000.00 1463.72 Agency Mortgage-Backed Securities FNMS 05.500 CLCB7434 N/A 3140QTHL6 2053-11-01 5.5 N/A 4775994.00 4317941.37 Agency Mortgage-Backed Securities FNMS 03.500 CLCA0483 N/A 3140Q7RD1 2047-10-01 3.5 N/A 800000.00 180671.47 Agency Mortgage-Backed Securities FNMS 02.000 CLBR2231 N/A 3140L0PR2 2051-08-01 2 N/A 1001.00 634.59 Agency Mortgage-Backed Securities FEPC 04.000 CLQE7123 N/A 3133BG4G0 2052-08-01 4 N/A 1590603.00 1338054.39 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2629 N/A 3140QM4P6 2052-01-01 2.5 N/A 200000.00 127278.73 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8195 N/A 3132DWC84 2052-02-01 3 N/A 1000.00 654.70 Agency Mortgage-Backed Securities 04.500 FGPC Q58645 G N/A 3132Y2TB2 2048-09-01 4.5 N/A 16535864.00 2494305.25 Agency Mortgage-Backed Securities FNMS 02.500 CLAB8464 N/A 31417FMN5 2043-02-01 2.5 N/A 3000.00 613.30 Agency Mortgage-Backed Securities FNMS 06.000 CLBU5158 N/A 3140M6WU3 2054-10-01 6 N/A 2016.00 1918.40 Agency Mortgage-Backed Securities FNMS 06.000 CLFA0737 N/A 3140W0ZB4 2054-05-01 6 N/A 4045757.00 4018919.81 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ4591 N/A 3142GVC58 2055-08-01 6 N/A 1024.00 1053.66 Agency Mortgage-Backed Securities 03.500 FGPC G61430 G N/A 31335BST4 2044-02-01 3.5 N/A 69330000.00 20344149.77 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8214 N/A 3132DWDT7 2052-05-01 3.5 N/A 1000.00 725.63 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8254 N/A 3132DWE33 2052-10-01 3 N/A 5000.00 3712.33 Agency Mortgage-Backed Securities FNMS 04.000 CRAS9144 N/A 3138WKES0 2043-06-01 4 N/A 5183560.00 387596.07 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7333 N/A 3140QFEF2 2050-10-01 2 N/A 48135284.00 26432322.97 Agency Mortgage-Backed Securities FEPC 05.500 CLSD7562 N/A 3132DVMK8 2053-04-01 5.5 N/A 13235929.00 10733830.13 Agency Mortgage-Backed Securities FNMS 06.000 CLDE3474 N/A 3140BF2G9 2055-07-01 6 N/A 12005.00 12336.92 Agency Mortgage-Backed Securities FNMS 03.500 CLBM4751 N/A 3140J9H53 2043-03-01 3.5 N/A 200000.00 54765.68 Agency Mortgage-Backed Securities FEPC 04.500 CLRA8530 N/A 3133KQPP5 2053-02-01 4.5 N/A 1024.00 852.02 Agency Mortgage-Backed Securities FEPC 03.500 CLZS4759 N/A 3132A5JC0 2048-03-01 3.5 N/A 1000.00 117.79 Agency Mortgage-Backed Securities FNMS 06.000 CLDD5297 N/A 3140B53F2 2055-03-01 6 N/A 5196805.00 5346431.39 Agency Mortgage-Backed Securities FEPC 02.500 CLSD0923 N/A 3132DNAY9 2052-01-01 2.5 N/A 1000.00 644.44 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ1101 N/A 3142GRGK0 2054-03-01 6 N/A 1000.00 944.95 Agency Mortgage-Backed Securities FEPC 06.500 CLQY5134 N/A 31426PV44 2055-06-01 6.5 N/A 1000.00 1052.55 Agency Mortgage-Backed Securities FEPC 06.500 CLSD7566 N/A 3132DVMP7 2054-01-01 6.5 N/A 1000.00 850.68 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8242 N/A 3132DWEP4 2052-09-01 3 N/A 1001.00 734.17 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8507 N/A 3132DWNY5 2055-02-01 6 N/A 1941893.00 1832932.30 Agency Mortgage-Backed Securities FEPC 05.500 CLQJ2087 N/A 3133CSJ85 2054-08-01 5.5 N/A 1024.00 931.78 Agency Mortgage-Backed Securities FNMS 05.000 CLFA0454 N/A 3140W0QG3 2054-11-01 5 N/A 24378617.00 22841639.38 Agency Mortgage-Backed Securities FEPC 05.500 CLSD3010 N/A 3132DQKX3 2053-06-01 5.5 N/A 30000.00 25412.08 Agency Mortgage-Backed Securities FNMS 05.000 CLBV7948 N/A 3140MMZN1 2052-08-01 5 N/A 15423577.00 11613666.26 Agency Mortgage-Backed Securities FEPC 03.500 CLSD1045 N/A 3132DNES8 2052-06-01 3.5 N/A 1000.00 711.27 Agency Mortgage-Backed Securities FNMS 06.000 CLDE8750 N/A 3140BMWL0 2055-09-01 6 N/A 1000.00 1034.88 Agency Mortgage-Backed Securities FNMS 03.500 CLAS5130 N/A 3138WEVY2 2045-06-01 3.5 N/A 10150752.00 1775605.58 Agency Mortgage-Backed Securities FEPC 06.500 CLRA9081 N/A 3133KRCS1 2053-05-01 6.5 N/A 358000.00 272288.28 Agency Mortgage-Backed Securities FNMS 05.000 CLBW7328 N/A 3140N0EA9 2052-09-01 5 N/A 2000.00 1296.72 Agency Mortgage-Backed Securities FEPC 03.500 CLSD7504 N/A 3132DVKR5 2049-08-01 3.5 N/A 1007.00 187.25 Agency Mortgage-Backed Securities FNMS 03.000 CLFS4018 N/A 3140XKPC8 2052-07-01 3 N/A 1000.00 725.00 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ0933 N/A 3142GRBB5 2054-02-01 6 N/A 28307280.00 24854550.72 Agency Mortgage-Backed Securities FEPC 05.500 CLQG6607 N/A 3133C7KU0 2053-07-01 5.5 N/A 1000.00 917.01 Agency Mortgage-Backed Securities FEPC 05.000 CLRA9611 N/A 3133KRVC5 2053-08-01 5 N/A 1000.00 875.51 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ1856 N/A 3142GSB23 2054-06-01 5.5 N/A 4870984.00 4647979.82 Agency Mortgage-Backed Securities FNMS 05.000 CLBY0115 N/A 3140NGDV9 2053-05-01 5 N/A 1000.00 816.13 Agency Mortgage-Backed Securities FNMS 02.000 CLBP9657 N/A 3140KHWT4 2050-07-01 2 N/A 5995686.00 2929189.13 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5071 N/A 31418ET59 2053-07-01 5 N/A 2000.00 1711.42 Agency Mortgage-Backed Securities FNMS 04.500 U4BF0247 N/A 3140FXHZ8 2051-06-01 4.5 N/A 3000.00 879.68 Agency Mortgage-Backed Securities FNMS 04.500 I4BF0222 N/A 3140FXG89 2057-09-01 4.5 N/A 1000.00 293.48 Agency Mortgage-Backed Securities FNMS 03.500 CRMA1356 N/A 31418AQJ0 2043-02-01 3.5 N/A 16125853.00 2361616.38 Agency Mortgage-Backed Securities FEPC 06.000 CLQG6275 N/A 3133C66L8 2053-07-01 6 N/A 1000.00 826.74 Agency Mortgage-Backed Securities FEPC 07.000 CLQY8150 N/A 31426TBU0 2055-07-01 7 N/A 1107834.00 1179008.80 Agency Mortgage-Backed Securities FNMS 05.000 CLDC3207 N/A 3140AQR53 2054-10-01 5 N/A 1000.00 904.31 Agency Mortgage-Backed Securities FNMS 06.500 CLDB1997 N/A 3140ABGF6 2054-10-01 6.5 N/A 1000.00 1039.32 Agency Mortgage-Backed Securities FEPC 05.000 CLSL0096 N/A 31427MDA6 2054-11-01 5 N/A 6543439.00 6211644.88 Agency Mortgage-Backed Securities FEPC 05.500 CLQY7015 N/A 31426RYM7 2055-07-01 5.5 N/A 2450499.00 2484002.24 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5191 N/A 31418EXV7 2053-11-01 6 N/A 8028170.00 6388875.45 Agency Mortgage-Backed Securities FEPC 05.500 CLQH8790 N/A 3133CMXT6 2054-02-01 5.5 N/A 1128030.00 1082644.39 Agency Mortgage-Backed Securities FNMS 03.000 CLAY1106 N/A 3138YEGQ4 2045-04-01 3 N/A 87899008.00 14177699.33 Agency Mortgage-Backed Securities FNMS 07.500 CLBU4846 N/A 3140M6L43 2054-04-01 7.5 N/A 691914.00 482494.97 Agency Mortgage-Backed Securities FEPC 04.500 CLZT0794 N/A 3132AC3B4 2048-10-01 4.5 N/A 536000.00 116131.94 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ3266 N/A 3142GTTY2 2055-02-01 5.5 N/A 11526515.00 11462695.39 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ4163 N/A 3142GUTV5 2055-05-01 6 N/A 6005121.00 6180000.68 Agency Mortgage-Backed Securities FNMS 02.000 CIFS0440 N/A 3140XFP21 2037-01-01 2 N/A 37813941.00 21309930.79 Agency Mortgage-Backed Securities FEPC 05.500 CLQZ2291 N/A 31426YRM0 2055-09-01 5.5 N/A 1000.00 1015.95 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4437 N/A 31418D4X7 2051-10-01 2 N/A 2001.00 1258.70 Agency Mortgage-Backed Securities FNMS 03.500 CLFS6600 N/A 3140XNKN3 2052-09-01 3.5 N/A 8191259.00 6453286.58 Agency Mortgage-Backed Securities FNMS 03.500 CLFS1031 N/A 3140XGED7 2048-01-01 3.5 N/A 1000.00 613.05 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ3083 N/A 3142GTM94 2054-12-01 5.5 N/A 5148.00 4727.76 Agency Mortgage-Backed Securities FEPC 06.500 CLQH6108 N/A 3133CJYD7 2053-12-01 6.5 N/A 1000.00 510.04 Agency Mortgage-Backed Securities FEPC 03.500 CLRA7122 N/A 3133KN4F7 2052-04-01 3.5 N/A 40999.00 28097.08 Agency Mortgage-Backed Securities FNMS 04.000 CLBN8876 N/A 3140JR2J9 2049-05-01 4 N/A 21614806.00 4371767.50 Agency Mortgage-Backed Securities FEPC 04.000 CLSD1051 N/A 3132DNEY5 2052-07-01 4 N/A 1000.00 760.71 Agency Mortgage-Backed Securities FEPC 05.500 CLSD1779 N/A 3132DN6Q1 2052-10-01 5.5 N/A 15437597.00 12219350.06 Agency Mortgage-Backed Securities FNMS 02.500 CLFM6764 N/A 3140XAQS4 2051-03-01 2.5 N/A 1000.00 563.53 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8219 N/A 3132DWDY6 2052-06-01 2.5 N/A 7000.00 4877.22 Agency Mortgage-Backed Securities FNMS 06.000 CLBX6119 N/A 3140NAYR8 2053-01-01 6 N/A 1000.00 558.47 Agency Mortgage-Backed Securities FNMS 03.500 CLFS1734 N/A 3140XG4U0 2052-05-01 3.5 N/A 25750592.00 17647800.45 Agency Mortgage-Backed Securities FEPC 06.000 CLSL0375 N/A 31427MMZ1 2054-12-01 6 N/A 11601428.00 11530033.74 Agency Mortgage-Backed Securities FNMS 05.500 CLFA1482 N/A 3140W1UG6 2055-05-01 5.5 N/A 19828748.00 19645882.20 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7967 N/A 3140QFZ93 2050-12-01 2 N/A 1024.00 550.92 Agency Mortgage-Backed Securities FNMS 05.000 CLCB9651 N/A 3140QVWM2 2054-12-01 5 N/A 28379288.00 26814586.50 Agency Mortgage-Backed Securities FEPC 04.000 CLSD4558 N/A 3132DSB35 2052-10-01 4 N/A 1000.00 816.76 Agency Mortgage-Backed Securities FNMS 03.500 CLAL2226 N/A 3138EJPL6 2042-08-01 3.5 N/A 74745472.00 9732280.76 Agency Mortgage-Backed Securities FNMS 03.000 CLBV5391 N/A 3140MJ7D1 2047-04-01 3 N/A 7935088.00 4807995.22 Agency Mortgage-Backed Securities FNMS 03.000 CLCB3582 N/A 3140QN6U1 2052-05-01 3 N/A 98000.00 68583.60 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8421 N/A 3132DWLA9 2054-04-01 6 N/A 2069784.00 1686049.74 Agency Mortgage-Backed Securities FEPC 07.000 CLQJ3003 N/A 3133CTKQ1 2054-09-01 7 N/A 7761553.00 7538114.06 Agency Mortgage-Backed Securities FNMS 06.000 CLDC0013 N/A 3140AMAP6 2054-08-01 6 N/A 1349546.00 1379173.41 Agency Mortgage-Backed Securities FNMS 04.500 CLBK5338 N/A 3140HJ4Y4 2048-07-01 4.5 N/A 1069.00 198.71 Agency Mortgage-Backed Securities FNMS 04.000 CLAS8955 N/A 3138WJ5R5 2047-03-01 4 N/A 8552051.00 2060237.92 Agency Mortgage-Backed Securities FNMS 04.000 CLBW1139 N/A 3140MSHR9 2052-09-01 4 N/A 8546144.00 6877803.68 Agency Mortgage-Backed Securities FNMS 02.500 CLFS1630 N/A 3140XGY45 2051-09-01 2.5 N/A 1000.00 696.25 Agency Mortgage-Backed Securities FNMS 05.500 CLCB9211 N/A 3140QVGV0 2054-09-01 5.5 N/A 2546518.00 2469958.19 Agency Mortgage-Backed Securities FEPC 03.500 CLZS9495 N/A 3132AARQ9 2045-10-01 3.5 N/A 415000.00 76623.60 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7449 N/A 3140QFH36 2050-10-01 2 N/A 1119.00 595.56 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8506 N/A 3132DWNX7 2055-02-01 5.5 N/A 28119581.00 26960480.10 Agency Mortgage-Backed Securities FNMS 06.000 CLFS9998 N/A 3140XSDC4 2054-12-01 6 N/A 1000.00 904.00 Agency Mortgage-Backed Securities FEPC 05.000 CLSL0792 N/A 31427M3A7 2054-09-01 5 N/A 1024.00 969.44 Agency Mortgage-Backed Securities FNMS 06.000 CLCB9011 N/A 3140QVAM6 2054-08-01 6 N/A 1024.00 975.92 Agency Mortgage-Backed Securities FEPC 06.000 CLSD5881 N/A 3132DTRA0 2054-07-01 6 N/A 3116450.00 2894578.13 Agency Mortgage-Backed Securities FEPC 04.000 CLQE5811 N/A 3133BFN48 2052-07-01 4 N/A 1000.00 729.13 Agency Mortgage-Backed Securities FNMS 06.000 CLFA1150 N/A 3140W1H48 2055-01-01 6 N/A 47033.00 46940.27 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4160 N/A 31418DTS1 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GNMA_25-25Q N/A 38385DPR1 2055-02-20 1.50497 N/A 80000000.00 3408890.59 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-H28 N/A 38375BJE3 2060-12-20 4.84166 N/A 2450000.00 139369.36 Agency Collateralized Mortgage Obligation GNMA_41-97CC N/A 38385BLW8 2035-11-20 5.5 N/A 1485455.00 270359.62 Agency Collateralized Mortgage Obligation GNMA_25-62R N/A 38385FQG9 2065-04-20 1.45497 N/A 75000000.00 2409043.96 Agency Collateralized Mortgage Obligation GNMA_24-H08D N/A 38383KYE6 2074-05-20 5.19798 N/A 150000.00 146596.36 Agency Collateralized Mortgage Obligation GNMA_13-165M N/A 38378YVB2 2041-03-20 2.75 N/A 11041104.00 928100.77 Agency Collateralized Mortgage Obligation GNMA_25-41A N/A 38385EQY3 2036-02-20 6 N/A 1383375.00 301619.10 Agency Collateralized Mortgage Obligation GNMA_13-H08 N/A 38375BN99 2063-03-20 4.84166 N/A 1150000.00 99956.19 Agency Collateralized Mortgage Obligation GNMA_17-123C N/A 38380F6R2 2041-05-16 5 N/A 7153283.00 59583.86 Agency Collateralized Mortgage Obligation GNMA_22-213T N/A 38383LC57 2052-12-20 6 N/A 5926325.00 809981.24 Agency Collateralized Mortgage Obligation GNMA_25-89G N/A 38385GGG8 2055-05-20 6 N/A 321274.00 68991.24 Agency Collateralized Mortgage Obligation GNMA_25-89B N/A 38385GFJ3 2055-05-20 0.05 N/A 350000000.00 569821.67 Agency Collateralized Mortgage Obligation GNMA_25-124N N/A 38381PHV8 2055-07-20 0.80497 N/A 110812108.00 5290957.43 Agency Collateralized Mortgage Obligation GNMA_21-116H N/A 38382WTM9 2051-07-20 3.5 N/A 2119357.00 156039.41 Agency Collateralized Mortgage Obligation FNMA_10-156C N/A 31398S4Q3 2041-01-25 4 N/A 263919.00 390533.76 Agency Collateralized Mortgage Obligation GNMA_12-102A N/A 38375GZ61 2042-08-20 2 N/A 400000.00 323285.02 Agency Collateralized Mortgage Obligation GNMA_16-H16D N/A 38376RWQ5 2066-06-20 5.1607 N/A 7000000.00 1020173.60 Agency Collateralized Mortgage Obligation GNMA_25-69N N/A 38385FEB3 2055-04-20 0.09 N/A 11144118.00 23905.05 Agency Collateralized Mortgage Obligation GNMA_17-80 N/A 38376U4F3 2047-05-20 2.5 N/A 14500000.00 731251.05 Agency Collateralized Mortgage Obligation GNMA_23-43G N/A 38383XGF5 2053-03-20 1.25497 N/A 89834624.00 3580359.45 Agency Collateralized Mortgage Obligation GNMA_20-68 N/A 38380PHX5 2060-05-16 1.61477 N/A 28200000.00 2585456.08 Agency Collateralized Mortgage Obligation FHLMC_5261 N/A 3137H9AS8 2051-09-25 2.5 N/A 6105000.00 4493649.76 Agency Collateralized Mortgage Obligation GNMA_24-97S N/A 38384PTC4 2064-06-20 5 N/A 250000.00 247142.97 Agency Collateralized Mortgage Obligation GNMA_18-120C N/A 38380YUR4 2048-09-20 3.5 N/A 600000.00 461513.53 Agency Collateralized Mortgage Obligation GNMA_25-69H N/A 38385FCS8 2055-04-20 10 N/A 1600000.00 1641636.34 Agency Collateralized Mortgage Obligation GNMA_20-1G N/A 38382CER8 2049-05-20 3.5 N/A 11428571.00 144974.18 Agency Collateralized Mortgage Obligation GNMA_13-183 N/A 38378PXL7 2043-05-16 4.5 N/A 31800000.00 19447.80 Agency Collateralized Mortgage Obligation GNMA_21-148 N/A 38381DQ86 2063-10-16 1.06678 N/A 19000000.00 1482621.68 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38376WA62 2039-10-20 4 N/A 2797100.00 15043.75 Agency Collateralized Mortgage Obligation GNMA_18-H06 N/A 38380LBS1 2068-02-20 4.74166 N/A 900000.00 72291.77 Agency Collateralized Mortgage Obligation GNMA_25-69H N/A 38385FCQ2 2055-04-20 10 N/A 3000000.00 2964123.42 Agency Collateralized Mortgage Obligation GNMA_24-151E N/A 38384WDF9 2054-07-20 4.5 N/A 1125335.00 1020724.98 Agency Collateralized Mortgage Obligation GNMA_24-110L N/A 38384QVV7 2054-07-20 2.30497 N/A 90000000.00 3555784.49 Agency Collateralized Mortgage Obligation GNMA_24-159X N/A 38384YDV0 2054-10-20 1.08497 N/A 75000000.00 3290948.78 Agency Collateralized Mortgage Obligation GNMA_20-155 N/A 38380P8N7 2060-09-16 1.27104 N/A 10504630.00 838949.52 Agency Collateralized Mortgage Obligation GNMA_21-65 N/A 38380R2X7 2062-12-16 1.65 N/A 80000.00 49446.37 Agency Collateralized Mortgage Obligation FRESB MORTGAGE TRUST FRESB_21-SB87 N/A 30320VAC5 2031-04-25 1.46 N/A 10000.00 7100.18 Agency Collateralized Mortgage Obligation GNMA_21-66M N/A 38382RF52 2051-04-20 2 N/A 15440000.00 615314.67 Agency Collateralized Mortgage Obligation GNMA_12-103 N/A 38375GUR0 2042-08-16 3.5 N/A 13322551.00 520274.15 Agency Collateralized Mortgage Obligation FNMA_22-M02B N/A 3136BK7C0 2031-12-25 0.291 N/A 68961600.00 662118.04 Agency Collateralized Mortgage Obligation GNMA_23-24N N/A 38383WFT8 2052-07-20 3 N/A 5000000.00 211101.85 Agency Collateralized Mortgage Obligation GNMA_22-60K N/A 38383PEH0 2052-02-20 3 N/A 1450000.00 139022.08 Agency Collateralized Mortgage Obligation GNMA_25-89A N/A 38385GES4 2055-05-20 0.05 N/A 4000000.00 7775.07 Agency Collateralized Mortgage Obligation FHMS_K072 N/A 3137FEBS8 2027-12-25 0.486206 N/A 7384000.00 52020.17 Agency Collateralized Mortgage Obligation GNMA_23-43G N/A 38383XCL6 2053-03-20 1.25497 N/A 115000000.00 2589924.10 Agency Collateralized Mortgage Obligation GNMA_25-89A N/A 38385GJA8 2055-05-20 5 N/A 12471448.00 11689075.27 Agency Collateralized Mortgage Obligation GNMA_21-209F N/A 38383DU30 2051-11-20 2 N/A 18539500.00 572849.67 Agency Collateralized Mortgage Obligation FHLMC_36-31 N/A 31398WJX3 2039-08-15 4 N/A 13502.00 187.16 Agency Collateralized Mortgage Obligation GNMA_22-90C N/A 38383RD87 2051-12-20 2 N/A 361925.00 70486.90 Agency Collateralized Mortgage Obligation GNMA_25-124C N/A 38381PES8 2055-07-20 6 N/A 833333.00 68362.81 Agency Collateralized Mortgage Obligation GNMA_19-93 N/A 38380NGA1 2060-08-16 0.5 N/A 40000000.00 50809.68 Agency Collateralized Mortgage Obligation GNMA_19-52L N/A 38381VJG6 2043-02-16 4.5 N/A 3666666.00 69028.94 Agency Collateralized Mortgage Obligation GNMA_21-134 N/A 38381DWD8 2061-06-16 1.43248 N/A 22500000.00 1633563.29 Agency Collateralized Mortgage Obligation GNMA_21-209F N/A 38383DH50 2051-11-20 6 N/A 1088328.00 83783.52 Agency Collateralized Mortgage Obligation GNMA_21-133 N/A 38381DXB1 2063-07-16 0.88222 N/A 39000000.00 2228075.79 Agency Collateralized Mortgage Obligation GNMA_21-83K N/A 38382QVV9 2051-05-20 1.5 N/A 583333.00 29496.03 Agency Collateralized Mortgage Obligation GNMA_25-25S N/A 38385DEX0 2055-02-20 0.90497 N/A 64166296.00 2109799.28 Agency Collateralized Mortgage Obligation GNMA_16-4 N/A 38379TU64 2046-01-20 3 N/A 3428603.00 533243.88 Agency Collateralized Mortgage Obligation GNMA_20-165L N/A 38382K2M4 2050-01-20 4.5 N/A 21421581.00 1216559.11 Agency Collateralized Mortgage Obligation GNMA_21-98D N/A 38382TD35 2051-06-20 2.5 N/A 250000.00 139303.19 Agency Collateralized Mortgage Obligation GNMA_25-105M N/A 38381NDD7 2055-06-20 5 N/A 1083580.00 1008325.25 Agency Collateralized Mortgage Obligation GNMA_22-112A N/A 38383TMY6 2052-06-20 1.77497 N/A 34256500.00 1754521.58 Agency Collateralized Mortgage Obligation GNMA_25-31 N/A 38381L6J6 2067-08-16 0.9073 N/A 35000000.00 1923324.86 Agency Collateralized Mortgage Obligation GNMA_21-119M N/A 38382UR86 2051-06-20 2.5 N/A 376108.00 88103.09 Agency Collateralized Mortgage Obligation GNMA_19-34 N/A 38380MU58 2061-03-16 0.71847 N/A 115000000.00 1309218.55 Agency Collateralized Mortgage Obligation GNMA_20-62D N/A 38382FFA7 2050-05-20 4.5 N/A 4569062.00 199914.18 Agency Collateralized Mortgage Obligation GNMA_22-78G N/A 38383RSH1 2051-12-20 4.5 N/A 1523506.00 137823.34 Agency Collateralized Mortgage Obligation GNMA_23-H10C N/A 38382Y4B6 2073-04-20 2.00457 N/A 115485865.00 3134921.10 Agency Collateralized Mortgage Obligation GNMA_25-89N N/A 38385GMM8 2055-05-20 3 N/A 699366.00 487883.55 Agency Collateralized Mortgage Obligation GNMA_10-H10 N/A 38375BCN0 2060-05-20 5.43599 N/A 1900000.00 70102.27 Agency Collateralized Mortgage Obligation GNMA_24-97W N/A 38384PYX2 2054-06-20 5.49503 N/A 275000.00 209339.63 Agency Collateralized Mortgage Obligation GNMA_20-191M N/A 38382MRL5 2050-06-20 2.5 N/A 5373900.00 426639.69 Agency Collateralized Mortgage Obligation GNMA_25-69W N/A 38385FFQ9 2055-04-20 4.5 N/A 338000.00 297330.15 Agency Collateralized Mortgage Obligation GNMA_16-68M N/A 38379XCM0 2046-05-20 4 N/A 9625875.00 136138.35 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_11-87 N/A 3136A03E5 2040-04-25 2.08713 N/A 2026388.00 57.12 Agency Collateralized Mortgage Obligation GNMA_17-18D N/A 38376MEW3 2044-01-20 3.5 N/A 30259364.00 172188.66 Agency Collateralized Mortgage Obligation GNMA_19-18 N/A 38381B4T8 2049-02-20 3.5 N/A 100000.00 72930.18 Agency Collateralized Mortgage Obligation GNMA_24-126B N/A 38384UUU1 2054-08-20 2.30497 N/A 50000000.00 2195852.53 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_4415 N/A 3137BF4Y4 2041-04-15 2.05201 N/A 501316.00 1344.01 Agency Collateralized Mortgage Obligation GNMA_22-H11D N/A 38382YTL7 2072-05-20 1.66119 N/A 69689319.00 3300464.19 Agency Collateralized Mortgage Obligation GNMA_23-H16B N/A 38383KAP7 2072-04-20 0.2906 N/A 70000000.00 2467694.01 Agency Collateralized Mortgage Obligation GNMA_25-105F N/A 38381NCF3 2055-06-20 0.75497 N/A 170000000.00 2693286.19 Agency Collateralized Mortgage Obligation GNMA_24-97S N/A 38384PZM5 2064-06-20 1.54497 N/A 160000000.00 2013176.69 Agency Collateralized Mortgage Obligation GNMA_25-1Y N/A 38385CGU6 2055-01-20 1.57497 N/A 100000000.00 3454041.69 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_2326 N/A 3133TTX48 2031-06-15 6.5 N/A 10.00 0.12 Agency Collateralized Mortgage Obligation GNMA_25-144A N/A 38381MU65 2067-09-16 0 N/A 124200.00 9261.72 Agency Collateralized Mortgage Obligation GNMA_24-64W N/A 38384MQH3 2054-04-20 2.30497 N/A 50000000.00 1435167.86 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_06-32 N/A 38373MVE7 2045-11-16 0.12066 N/A 305195.00 0.18 Agency Collateralized Mortgage Obligation GM_03-17 N/A 38373SB97 2043-03-16 0 N/A 20803447.00 0.04 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-179 N/A 38380RET3 2062-09-16 1.01084 N/A 31860000.00 1929561.29 Agency Collateralized Mortgage Obligation GNMA_22-H17E N/A 38382YXN8 2072-07-20 1.72051 N/A 40279544.00 2291284.73 Agency Collateralized Mortgage Obligation GNMA_21-H14D N/A 38382YFR9 2071-09-20 0.10457 N/A 126421699.00 3373207.27 Agency Collateralized Mortgage Obligation GNMA_24-56 N/A 38381LBL5 2065-11-16 4.5 N/A 298733.00 244554.19 Agency Collateralized Mortgage Obligation FRESB MULTIFAMILY MORTGAGE PASS-THROUGH FRESB_20-SB81 N/A 30317QAG2 2040-10-25 1.26 N/A 10000.00 5597.71 Agency Collateralized Mortgage Obligation GNMA_24-64N N/A 38384MNK9 2054-04-20 2.85497 N/A 53333333.00 3338480.63 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR_17-190 N/A 38380JKP2 2060-03-16 0.61825 N/A 7440000.00 52515.16 Agency Collateralized Mortgage Obligation GNMA_25-69H N/A 38385FCR0 2055-04-20 0 N/A 20000000.00 87983.77 Agency Collateralized Mortgage Obligation GNMA_23-66B N/A 38384AQL0 2052-07-20 0 N/A 1000000.00 316098.00 Agency Collateralized Mortgage Obligation FNMA_25-16C N/A 3136BU5M8 2055-01-25 5.29839 N/A 10777335.00 10037350.02 Agency Collateralized Mortgage Obligation GNMA_23-183D N/A 38384HCB2 2053-12-20 1.35497 N/A 50342430.00 2637039.75 Agency Collateralized Mortgage Obligation GNMA_19-H06 N/A 38381TC37 2069-01-20 5.16166 N/A 800000.00 326486.23 Agency Collateralized Mortgage Obligation GNMA_24-151E N/A 38384WDD4 2054-07-20 4.5 N/A 753000.00 680743.63 Agency Collateralized Mortgage Obligation FNMA_25-35H N/A 3136BVJ82 2055-05-25 0.60161 N/A 55043060.00 2351980.70 Agency Collateralized Mortgage Obligation GNMA_22-H17C N/A 38382YXV0 2072-08-20 0.72917 N/A 35000000.00 2003075.92 Agency Collateralized Mortgage Obligation FRESB_20-SB76 N/A 30315EAC0 2040-03-25 1.19 N/A 10000.00 7901.57 Agency Collateralized Mortgage Obligation GNMA_21-176G N/A 38383CCY4 2051-10-20 5.5 N/A 3689000.00 362161.12 Agency Collateralized Mortgage Obligation GNMA_24-126X N/A 38384UZ77 2054-03-20 6 N/A 689583.00 44977.93 Agency Collateralized Mortgage Obligation GNMA_21-116H N/A 38382WUC9 2051-07-20 3.5 N/A 4995428.00 438413.07 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_15-167F N/A 38379FFB0 2045-04-16 4 N/A 300000.00 9553.94 Agency Collateralized Mortgage Obligation GNMA_22-213U N/A 38383LC81 2052-02-20 5.5 N/A 5151659.00 560815.52 Agency Collateralized Mortgage Obligation GNMA_25-41F N/A 38385ESY1 2053-06-20 6.5 N/A 1611586.00 296386.46 Agency Collateralized Mortgage Obligation GNMA_24-79C N/A 38384PFY1 2053-07-20 7 N/A 1107143.00 133022.85 Agency Collateralized Mortgage Obligation GNMA_23-H04 N/A 38382YS46 2073-01-20 5.19503 N/A 615000.00 608828.10 Agency Collateralized Mortgage Obligation FRESB_21-SB85 N/A 30321KAC8 2041-02-25 1.32 N/A 10000.00 8467.06 Agency Collateralized Mortgage Obligation GNMA_22-44E N/A 38383PYP0 2051-01-20 3 N/A 8333333.00 654837.19 Agency Collateralized Mortgage Obligation GNMA_22-60L N/A 38383PCG4 2052-03-20 5 N/A 17412196.00 1613270.70 Agency Collateralized Mortgage Obligation GNMA_22-10M N/A 38383GGZ8 2052-01-20 3 N/A 1904166.00 187714.41 Agency Collateralized Mortgage Obligation GNMA_24-30D N/A 38384JJH8 2064-02-20 2.50497 N/A 90000000.00 1697268.85 Agency Collateralized Mortgage Obligation GNMA_25-25H N/A 38385DJW7 2050-01-20 5.25 N/A 570000.00 556892.07 Agency Collateralized Mortgage Obligation GNMA_23-173D N/A 38384GFV7 2053-11-20 6.5 N/A 1346154.00 111417.64 Agency Collateralized Mortgage Obligation GNMA_25-69M N/A 38385FDP3 2055-04-20 0.05 N/A 21000000.00 38011.94 Agency Collateralized Mortgage Obligation GNMA_22-78 N/A 38383P7C9 2052-04-20 0 N/A 9428323.00 3421970.82 Agency Collateralized Mortgage Obligation GNMA_25-69A N/A 38385FAD3 2055-04-20 1.65497 N/A 60000000.00 2242947.49 Agency Collateralized Mortgage Obligation GNMA_12-H11 N/A 38375BSK9 2062-02-20 5.14166 N/A 1500000.00 75846.97 Agency Collateralized Mortgage Obligation GNMA_19-92D N/A 38381WQ84 2049-07-20 4.5 N/A 5371079.00 279766.45 Agency Collateralized Mortgage Obligation GNMA_25-41V N/A 38385EXB5 2055-02-20 6 N/A 293750.00 42516.70 Agency Collateralized Mortgage Obligation GNMA_24-79F N/A 38384PHA1 2049-10-20 6.5 N/A 1892021.00 129012.00 Agency Collateralized Mortgage Obligation GNMA_24-64S N/A 38384MXS1 2050-11-20 5 N/A 1881711.00 147007.43 Agency Collateralized Mortgage Obligation GNMA_25-69L N/A 38385FDM0 2055-04-20 0.13497 N/A 40000000.00 865770.62 Agency Collateralized Mortgage Obligation FHMS_K106 N/A 3137FRUV1 2030-01-25 1.437625 N/A 3500000.00 163703.36 Agency Collateralized Mortgage Obligation GNMA_25-89G N/A 38385GGP8 2055-05-20 2.70497 N/A 45801545.00 3830364.55 Agency Collateralized Mortgage Obligation GNMA_21-117 N/A 38382WDX2 2051-07-20 3.5 N/A 21428571.00 1326887.16 Agency Collateralized Mortgage Obligation GNMA_22-H11A N/A 38382YSZ7 2072-05-20 0.55043 N/A 29320000.00 1479520.48 Agency Collateralized Mortgage Obligation GNMA_21-161E N/A 38383A2D5 2051-09-20 2.5 N/A 28024384.00 2464725.05 Agency Collateralized Mortgage Obligation GNMA_25-69C N/A 38385FBP5 2055-04-20 1.05497 N/A 2263148.00 118352.05 Agency Collateralized Mortgage Obligation GNMA_20-98E N/A 38382GTQ5 2050-04-20 2.6 N/A 750000.00 93059.18 Agency Collateralized Mortgage Obligation GNMA_24-160A N/A 38384YPN5 2054-10-20 1.70497 N/A 43658507.00 2534604.75 Agency Collateralized Mortgage Obligation GNMA_24-64S N/A 38384MXK8 2052-04-20 5 N/A 325000.00 33931.83 Agency Collateralized Mortgage Obligation FHLMC_5143B N/A 3137H2HD9 2051-05-25 2.5 N/A 28649.00 6678.71 Agency Collateralized Mortgage Obligation GNMA_18-65H N/A 38380WP86 2048-05-20 7 N/A 6255189.00 106252.55 Agency Collateralized Mortgage Obligation GNMA_21-H17C N/A 38382YHD8 2071-11-20 1.66203 N/A 49862267.00 2043728.15 Agency Collateralized Mortgage Obligation GNMA_23-101B N/A 38384CAV1 2053-07-20 1.85497 N/A 62627718.00 1317469.93 Agency Collateralized Mortgage Obligation GNMA_25-89B N/A 38385GFH7 2055-05-20 0.05 N/A 175000000.00 284910.84 Agency Collateralized Mortgage Obligation GNMA_25-124D N/A 38381PFQ1 2055-07-20 0.05 N/A 58494493.00 87024.21 Agency Collateralized Mortgage Obligation GNMA_25-1Q N/A 38385CFJ2 2055-01-20 1.60497 N/A 22500000.00 1558217.59 Agency Collateralized Mortgage Obligation GNMA_24-H14A N/A 38383KG22 2074-08-20 0.81254 N/A 61418182.00 3962923.77 Agency Collateralized Mortgage Obligation GNMA_24-126F N/A 38384UZS1 2038-12-20 5.5 N/A 2581364.00 90500.00 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38379R2G7 2059-02-16 0.54424 N/A 125765018.00 1402913.47 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4434 N/A 3137BGE21 2045-02-15 3 N/A 1771381.00 2203826.10 Agency Collateralized Mortgage Obligation GNMA_23-173F N/A 38384GJH4 2052-02-20 7 N/A 5853856.00 213866.74 Agency Collateralized Mortgage Obligation FHLMC_40-99 N/A 3137ASRX4 2042-08-15 1.54282 N/A 469984.00 6274.50 Agency Collateralized Mortgage Obligation GNMA_10-35E N/A 38376WR56 2040-03-20 4.5 N/A 9820000.00 74574.60 Agency Collateralized Mortgage Obligation GNMA_24-159D N/A 38384YBK6 2054-10-20 6 N/A 3750000.00 168597.48 Agency Collateralized Mortgage Obligation GNMA_14-62 N/A 38379BTX6 2043-09-20 4.5 N/A 25616000.00 90667.13 Agency Collateralized Mortgage Obligation GNMA_21-116L N/A 38382WRT6 2047-10-20 2.5 N/A 64804661.00 3419370.05 Agency Collateralized Mortgage Obligation GNMA_25-89B N/A 38385GFE4 2055-05-20 0.05 N/A 199356000.00 324366.32 Agency Collateralized Mortgage Obligation GNMA_24-95L N/A 38384QBK3 2054-06-20 5.44503 N/A 340000.00 296754.70 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K101 N/A 3137FQ4B6 2029-10-25 0.940292 N/A 4700000.00 135808.83 Agency Collateralized Mortgage Obligation GNMA_25-69V N/A 38385FLR0 2055-04-20 6 N/A 125000.00 20034.64 Agency Collateralized Mortgage Obligation GNMA_18-H07E N/A 38380LDA8 2068-04-20 2.80628 N/A 16658048.00 394415.12 Agency Collateralized Mortgage Obligation FHLMC_5534F N/A 3137HLFJ6 2055-05-25 0 N/A 2243024.00 1704630.49 Agency Collateralized Mortgage Obligation GNMA_21-200 N/A 38381EGK8 2063-11-16 0.88585 N/A 26700000.00 1525226.56 Agency Collateralized Mortgage Obligation GNMA_25-69N N/A 38385FEC1 2055-04-20 0.35 N/A 80000000.00 868073.44 Agency Collateralized Mortgage Obligation GNMA_23-H02C N/A 38382YM26 2072-11-20 0.52987 N/A 27740513.00 1510640.73 Agency Collateralized Mortgage Obligation GNMA_24-64L N/A 38384MMQ7 2054-04-20 1.05497 N/A 125000000.00 3770194.98 Agency Collateralized Mortgage Obligation GNMA_24-H20C N/A 38383K2C5 2074-11-20 5.14503 N/A 777777.00 787903.95 Agency Collateralized Mortgage Obligation GNMA_24-H03F N/A 38383KPJ5 2066-12-20 2.19815 N/A 124065942.00 2523139.70 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHMS_K143 N/A 3137H74C4 2032-03-25 0.450619 N/A 7000000.00 146830.68 Agency Collateralized Mortgage Obligation GNMA_22-60L N/A 38383PCL3 2052-03-20 6 N/A 3691254.00 306490.65 Agency Collateralized Mortgage Obligation GNMA_18-21D N/A 38380K2Z7 2048-02-20 2.5 N/A 1000000.00 430586.96 Agency Collateralized Mortgage Obligation GNMA_24-151J N/A 38384WEH4 2064-09-20 1.08497 N/A 90000000.00 1937103.37 Agency Collateralized Mortgage Obligation GNMA_25-89A N/A 38385GEQ8 2055-05-20 0.05 N/A 40000000.00 74840.19 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K168 N/A 3137HJ6B8 2034-10-25 4.13 N/A 1000.00 971.56 Agency Collateralized Mortgage Obligation GNMA_24-79C N/A 38384PBA7 2054-05-20 1.65497 N/A 50000000.00 2166043.99 Agency Collateralized Mortgage Obligation GNMA_21-14 N/A 38380RRU6 2063-06-16 1.33026 N/A 37000000.00 2383453.70 Agency Collateralized Mortgage Obligation GNMA_21-209F N/A 38383DU55 2051-11-20 2 N/A 15052750.00 431606.83 Agency Collateralized Mortgage Obligation GNMA_23-H13E N/A 38382Y6S7 2072-12-20 1.01802 N/A 41547073.00 1506278.90 Agency Collateralized Mortgage Obligation GNMA_41-97S N/A 38385BDJ6 2053-09-20 4.5 N/A 315000.00 307974.55 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38379RRM7 2043-02-16 2.25 N/A 7035000.00 645043.39 Agency Collateralized Mortgage Obligation GNMA_25-1S N/A 38385CFV5 2055-01-20 0.90497 N/A 30000000.00 2217588.34 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PAS N/A 3137BUX86 2026-12-25 0.399909 N/A 32110000.00 93815.43 Agency Collateralized Mortgage Obligation GNMA_22-60L N/A 38383PCH2 2052-03-20 5.5 N/A 2144825.00 93741.90 Agency Collateralized Mortgage Obligation GNMA_24-64F N/A 38384MLN5 2064-04-20 2.75497 N/A 45000000.00 2355565.09 Agency Collateralized Mortgage Obligation GNMA_25-25H N/A 38385DDQ6 2055-02-20 6 N/A 1400000.00 1257340.17 Agency Collateralized Mortgage Obligation GNMA_25-1T N/A 38385CFZ6 2053-07-20 0.15497 N/A 50000000.00 1617957.32 Agency Collateralized Mortgage Obligation GNMA_25-1B N/A 38385CDA3 2054-11-20 1.50497 N/A 39024835.00 2092115.23 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-53 N/A 38380M4K4 2061-06-16 0.77013 N/A 130000000.00 1608639.38 Agency Collateralized Mortgage Obligation GNMA_25-124D N/A 38381PFP3 2055-07-20 0.05 N/A 20000000.00 29711.83 Agency Collateralized Mortgage Obligation GNMA_24-64C N/A 38384MTS6 2052-02-20 6 N/A 1468520.00 152012.79 Agency Collateralized Mortgage Obligation GNMA_25-25M N/A 38385DEE2 2051-09-20 3.5 N/A 16878656.00 2597601.75 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K093 N/A 3137FMCT7 2029-05-25 1.078171 N/A 2360000.00 64802.41 Agency Collateralized Mortgage Obligation FHLMC_5534 N/A 3137HLDK5 2055-05-25 5 N/A 704608.00 658006.26 Agency Collateralized Mortgage Obligation GNMA_41-97V N/A 38385BHS2 2054-12-20 0.40497 N/A 75000000.00 2196675.93 Agency Collateralized Mortgage Obligation GNMA_22-18L N/A 38383GG47 2052-01-20 3 N/A 8083332.00 536161.00 Agency Collateralized Mortgage Obligation GNMA_22-60L N/A 38383PBY6 2052-03-20 5.5 N/A 4206831.00 342252.69 Agency Collateralized Mortgage Obligation GNMA_24-4Q N/A 38384HZS0 2054-01-20 6 N/A 1666666.00 39146.38 Agency Collateralized Mortgage Obligation GNMA_21-58D N/A 38382RBK3 2051-04-20 3.5 N/A 16127441.00 919298.03 Agency Collateralized Mortgage Obligation GNMA_24-4G N/A 38384HYQ5 2054-01-20 1.40497 N/A 35000000.00 2121779.12 Agency Collateralized Mortgage Obligation GNMA_24-79C N/A 38384PBE9 2054-05-20 2.90497 N/A 50000000.00 2401515.90 Agency Collateralized Mortgage Obligation GNMA_22-136C N/A 38383UPN4 2042-03-20 4 N/A 1275000.00 417287.70 Agency Collateralized Mortgage Obligation GNMA_22-18H N/A 38383GE31 2052-01-20 2.5 N/A 350000.00 22152.87 Agency Collateralized Mortgage Obligation GNMA_24-159Q N/A 38384YDF5 2054-10-20 1.07497 N/A 36364697.00 1450328.94 Agency Collateralized Mortgage Obligation GNMA_25-124A N/A 38381PEJ8 2055-07-20 0.15497 N/A 10000000.00 165287.83 Agency Collateralized Mortgage Obligation GNMA_25-89M N/A 38385GHF9 2053-06-20 5 N/A 11797696.00 11553871.71 Agency Collateralized Mortgage Obligation GNMA_22-60L N/A 38383PCJ8 2052-03-20 5.5 N/A 8472220.00 710770.58 Agency Collateralized Mortgage Obligation GNMA_23-173D N/A 38384GFP0 2049-12-20 6.5 N/A 3822995.00 59810.96 Agency Collateralized Mortgage Obligation GNMA_25-105R N/A 38381NKF4 2036-02-20 6.5 N/A 615301.00 109130.08 Agency Collateralized Mortgage Obligation GNMA_20-81 N/A 38380PPL2 2062-07-16 0.87055 N/A 54617000.00 2598688.92 Agency Collateralized Mortgage Obligation GNMA_20-183M N/A 38382LVA6 2037-01-20 6 N/A 9536654.00 474982.80 Agency Collateralized Mortgage Obligation GNMA_20-158 N/A 38380RCM0 2062-09-16 0.7841 N/A 33000000.00 1540122.76 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-90 N/A 38381LGD8 2066-07-16 2 N/A 413132.00 312898.15 Agency Collateralized Mortgage Obligation GNMA_22-218C N/A 38383L6V7 2050-12-20 5.5 N/A 11292000.00 1155411.91 Agency Collateralized Mortgage Obligation GNMA_21-116K N/A 38382WRN9 2051-07-20 3.5 N/A 18895076.00 1525838.08 Agency Collateralized Mortgage Obligation GNMA_17-H25E N/A 38375U2C3 2067-12-20 5.06617 N/A 9195.00 3717.36 Agency Collateralized Mortgage Obligation GNMA_21-H09J N/A 38380Q5B4 2071-06-20 0.01549 N/A 56804590.00 1322643.68 Agency Collateralized Mortgage Obligation GNMA_15-165F N/A 38379FE47 2041-07-16 3.5 N/A 25579804.00 15115.29 Agency Collateralized Mortgage Obligation GNMA_24-126E N/A 38384UZM4 2054-08-20 6 N/A 250000.00 43309.17 Agency Collateralized Mortgage Obligation GNMA_25-69C N/A 38385FBN0 2055-04-20 0.85497 N/A 45885646.00 2168972.03 Agency Collateralized Mortgage Obligation GNMA_24-126P N/A 38384UXJ3 2054-08-20 3 N/A 147964.00 112822.16 Agency Collateralized Mortgage Obligation GNMA_24-64M N/A 38384MNB9 2054-04-20 1.65497 N/A 90000000.00 3054895.85 Agency Collateralized Mortgage Obligation GNMA_14-93 N/A 38378N6R9 2055-11-16 0.6841 N/A 8940010.00 24771.89 Agency Collateralized Mortgage Obligation GNMA_24-184S N/A 38384XH22 2054-11-20 1.65497 N/A 55464420.00 3713710.29 Agency Collateralized Mortgage Obligation GNMA_17-133C N/A 38380HCC4 2047-09-16 3 N/A 3747733.00 548637.23 Agency Collateralized Mortgage Obligation GNMA_20-162L N/A 38382KMH3 2048-08-20 3.5 N/A 7706025.00 164470.89 Agency Collateralized Mortgage Obligation GNMA_23-103G N/A 38384CEH8 2053-07-20 1.60497 N/A 105000000.00 1758345.29 Agency Collateralized Mortgage Obligation GNMA_13-107 N/A 38378KYP8 2047-11-16 2.78427 N/A 2400000.00 331904.15 Agency Collateralized Mortgage Obligation GNMA_19-6 N/A 38381BK78 2048-12-20 3.5 N/A 700000.00 190062.58 Agency Collateralized Mortgage Obligation GNMA_21-161E N/A 38383A5X8 2051-09-20 2 N/A 5630000.00 371994.18 Agency Collateralized Mortgage Obligation GNMA_25-69R N/A 38385FJS1 2054-01-20 5 N/A 2487322.00 2496702.41 Agency Collateralized Mortgage Obligation GNMA_24-51U N/A 38384KWQ0 2054-03-20 2.83497 N/A 50000000.00 2726283.43 Agency Collateralized Mortgage Obligation GNMA_18-65H N/A 38380WP78 2048-05-20 5.5 N/A 2186345.00 38208.45 Agency Collateralized Mortgage Obligation GNMA_21-57F N/A 38382QAU4 2051-02-20 2 N/A 4175000.00 334775.65 Agency Collateralized Mortgage Obligation GNMA_23-182H N/A 38384GSP6 2053-12-20 2.80497 N/A 60000000.00 3304960.63 Agency Collateralized Mortgage Obligation GNMA_24-165 N/A 38381LD90 2064-08-16 3.25 N/A 202356.00 126436.84 Agency Collateralized Mortgage Obligation GNMA_21-82 N/A 38381DCG3 2061-04-16 0.25 N/A 20000000.00 186417.25 Agency Collateralized Mortgage Obligation GNMA_24-64C N/A 38384MUH8 2054-04-20 6 N/A 416666.00 9707.58 Agency Collateralized Mortgage Obligation GNMA_24-51L N/A 38384KUS8 2052-02-20 3 N/A 11966168.00 1628740.07 Agency Collateralized Mortgage Obligation GNMA_21-95 N/A 38381DJU5 2061-06-16 4 N/A 510731.00 395010.75 Agency Collateralized Mortgage Obligation GNMA_23-183H N/A 38384HMT2 2053-12-20 2.15497 N/A 35244908.00 1876585.94 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38379JA50 2045-03-20 5.5 N/A 1900000.00 30276.67 Agency Collateralized Mortgage Obligation FHLMC_3626C N/A 31398W4N1 2036-08-15 5.5 N/A 500000.00 36153.83 Agency Collateralized Mortgage Obligation GNMA_19-157 N/A 38380NZW2 2062-01-16 0.4 N/A 120483604.00 297728.75 Agency Collateralized Mortgage Obligation GNMA_25-69X N/A 38385FNB3 2065-04-20 0.90497 N/A 85000000.00 2358086.75 Agency Collateralized Mortgage Obligation GNMA_25-41A N/A 38385ERD8 2036-02-20 6 N/A 479833.00 88934.94 Agency Collateralized Mortgage Obligation FHLMC_4523B N/A 3137BLPX0 2045-10-15 3.5 N/A 1237207.00 1533458.45 Agency Collateralized Mortgage Obligation GNMA_23-113J N/A 38384CWD7 2053-08-20 1.45497 N/A 113819457.00 2046611.27 Agency Collateralized Mortgage Obligation GNMA_13-53 N/A 38378MVC6 2043-04-20 3.5 N/A 3200000.00 22063.56 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-H04 N/A 38382YMT7 2072-02-20 5.16503 N/A 245000.00 181456.45 Agency Collateralized Mortgage Obligation GNMA_13-185 N/A 38378PNF1 2043-12-20 3 N/A 5500000.00 48578.23 Agency Collateralized Mortgage Obligation GNMA_24-64G N/A 38384MLP0 2064-04-20 6.5 N/A 14548768.00 864230.18 Agency Collateralized Mortgage Obligation GNMA_19-4B N/A 38381BTG9 2049-01-20 1.5451 N/A 115772153.00 2919882.70 Agency Collateralized Mortgage Obligation GNMA_24-79Y N/A 38384PFC9 2064-05-20 1.55497 N/A 100000000.00 1514567.23 Agency Collateralized Mortgage Obligation GNMA_20-105 N/A 38380PYQ1 2062-03-16 0.76354 N/A 43000000.00 1618802.28 Agency Collateralized Mortgage Obligation GNMA_20-H11E N/A 38380QCY6 2069-05-20 2.22268 N/A 28607880.00 1255553.36 Agency Collateralized Mortgage Obligation GNMA_23-66C N/A 38384AQX4 2053-05-20 1.80497 N/A 30000000.00 1351722.23 Agency Collateralized Mortgage Obligation GNMA_19-119F N/A 38381YD84 2043-10-16 4 N/A 4155500.00 162805.09 Agency Collateralized Mortgage Obligation GNMA_23-182C N/A 38384GPA2 2053-12-20 2.05497 N/A 48888889.00 1431372.81 Agency Collateralized Mortgage Obligation GNMA_22-216A N/A 38381HK26 2065-07-16 0.74973 N/A 26300000.00 1534456.83 Agency Collateralized Mortgage Obligation FNMA_19-M32 N/A 3136B7U41 2029-10-25 1.243 N/A 3340084.00 96272.15 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-168 N/A 38381BDT8 2048-08-20 4 N/A 200000.00 67229.38 Agency Collateralized Mortgage Obligation GNMA_25-124E N/A 38381PKU6 2051-07-20 6 N/A 7028280.00 929893.10 Agency Collateralized Mortgage Obligation GNMA_25-69C N/A 38385FBD2 2055-04-20 0.95497 N/A 30000000.00 1493153.22 Agency Collateralized Mortgage Obligation GNMA_24-184J N/A 38384XA86 2054-11-20 0.50497 N/A 60000000.00 1545052.18 Agency Collateralized Mortgage Obligation GNMA_25-1Y N/A 38385CQQ4 2053-09-20 6.5 N/A 673077.00 39017.76 Agency Collateralized Mortgage Obligation GNMA_20-H13H N/A 38380QGX4 2070-08-20 4.84166 N/A 600000.00 118153.20 Agency Collateralized Mortgage Obligation GNMA_24-30Z N/A 38384JQJ6 2054-02-20 2.65497 N/A 50000000.00 2942416.71 Agency Collateralized Mortgage Obligation FREMF_17-SB36 N/A 35802YAF8 2037-06-25 5.13374 N/A 10000.00 2335.27 Agency Collateralized Mortgage Obligation GNMA_19-16C N/A 38381RGP8 2049-02-20 1.5951 N/A 48182959.00 1910530.38 Agency Collateralized Mortgage Obligation GNMA_21-161E N/A 38383A5C4 2051-09-20 2.5 N/A 1000000.00 60657.78 Agency Collateralized Mortgage Obligation GNMA_25-89D N/A 38385GFU8 2055-05-20 0 N/A 200000000.00 181986.10 Agency Collateralized Mortgage Obligation GNMA_19-15C N/A 38381RMH9 2048-07-20 0.16365 N/A 264000.00 150339.36 Agency Collateralized Mortgage Obligation GNH_16-H23 N/A 38376RB70 2066-10-20 5.19166 N/A 570000.00 108062.89 Agency Collateralized Mortgage Obligation GNMA_24-151V N/A 38384WSQ9 2052-05-20 5.5 N/A 3750545.00 344893.49 Agency Collateralized Mortgage Obligation FRESB MULTIFAMILY MORTGAGE PASS- N/A 30295NAH3 2036-10-25 2.57 N/A 10000.00 4804.21 Agency Collateralized Mortgage Obligation GNMA_25-124E N/A 38381PGC1 2055-07-20 2.75497 N/A 15000000.00 1340660.07 Agency Collateralized Mortgage Obligation GNMA_23-83B N/A 38384BRA1 2053-06-20 0.95497 N/A 50000000.00 1383243.95 Agency Collateralized Mortgage Obligation GNMA_24-159P N/A 38384YDD0 2054-10-20 0.45497 N/A 100000000.00 3439229.87 Agency Collateralized Mortgage Obligation FNMA_25-55B N/A 3136BWTV8 2055-07-25 5 N/A 245738.00 227779.67 Agency Collateralized Mortgage Obligation GNMA_23-173F N/A 38384GDH0 2053-11-20 1.90497 N/A 30000000.00 1997289.22 Agency Collateralized Mortgage Obligation GNMA_24-30Q N/A 38384JNB6 2054-02-20 2.05497 N/A 60000000.00 3618313.78 Agency Collateralized Mortgage Obligation GNMA_16-164 N/A 38380CFC2 2046-12-20 6.5 N/A 34438384.00 526946.79 Agency Collateralized Mortgage Obligation GNMA_25-89G N/A 38385GGN3 2055-05-20 2.70497 N/A 7843217.00 638125.70 Agency Collateralized Mortgage Obligation GNMA_24-151V N/A 38384WRZ0 2054-09-20 5.5 N/A 794909.00 274548.67 Agency Collateralized Mortgage Obligation FRESB_20-SB81 N/A 30317QAE7 2030-10-25 1.11 N/A 10000.00 7247.46 Agency Collateralized Mortgage Obligation FNMA_20-M43 N/A 3136BBS94 2034-08-25 1.985 N/A 23867706.00 991490.48 Agency Collateralized Mortgage Obligation FHLMC_2909B N/A 31395K3S0 2034-12-15 5 N/A 500000.00 50722.65 Agency Collateralized Mortgage Obligation GNMA_24-30L N/A 38384JMH4 2054-02-20 5.59503 N/A 105000.00 84690.38 Agency Collateralized Mortgage Obligation GNMA_19-151M N/A 38382BCB7 2049-12-20 4.5 N/A 28907790.00 1394624.52 Agency Collateralized Mortgage Obligation FNMA_01-M2 N/A 313920HM5 2031-06-25 6.3 N/A 3000000.00 41218.80 Agency Collateralized Mortgage Obligation GNMA_25-69E N/A 38385FBX8 2065-04-20 1.60497 N/A 100000000.00 3160720.71 Agency Collateralized Mortgage Obligation GNMA_20-191M N/A 38382MMP1 2050-12-20 4.5 N/A 1142799.00 85931.49 Agency Collateralized Mortgage Obligation FHLMC_3568 N/A 31398EY99 2039-08-15 6 N/A 10855.00 29682.39 Agency Collateralized Mortgage Obligation GNMA_24-110V N/A 38384QXC7 2054-07-20 2.35497 N/A 50000000.00 1441828.60 Agency Collateralized Mortgage Obligation GNMA_25-69D N/A 38385FBV2 2065-04-20 0.55497 N/A 9587106.00 365014.68 Agency Collateralized Mortgage Obligation GNMA_25-69R N/A 38385FEQ0 2055-04-20 0 N/A 7746172.00 306338.23 Agency Collateralized Mortgage Obligation GNMA_18-H02 N/A 38375U7L8 2068-02-20 4.97754 N/A 395000.00 166244.57 Agency Collateralized Mortgage Obligation GNMA_20-65D N/A 38382E7C5 2050-05-20 1.6451 N/A 46753246.00 2635845.95 Agency Collateralized Mortgage Obligation GNMA_24-97S N/A 38384PTF7 2064-06-20 2.88497 N/A 50000000.00 1336497.79 Agency Collateralized Mortgage Obligation GNMA_21-49C N/A 38382PU75 2051-03-20 2 N/A 1750000.00 106137.20 Agency Collateralized Mortgage Obligation GNMA_25-1Z N/A 38385CRZ3 2052-11-20 6.5 N/A 1534615.00 60164.19 Agency Collateralized Mortgage Obligation GNMA_25-69M N/A 38385FDW8 2055-04-20 0.1 N/A 20000000.00 72205.07 Agency Collateralized Mortgage Obligation 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(including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAM3 2025-09-30 0.25 N/A 74001400.00 73850912.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875 N/A 28755600.00 27233256.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHZ7 2030-09-30 4.625 N/A 74400.00 78883.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128286X3 2026-05-31 2.125 N/A 75800.00 75165.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.25 N/A 40059500.00 34616877.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFW6 2025-11-15 4.5 N/A 500.00 506.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLQ2 2027-10-15 3.875 N/A 1300.00 1325.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625 N/A 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254900HROIFWPRGM1V77 91282CFM8 2027-09-30 4.125 N/A 10077500.00 10347823.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828Z78 2027-01-31 1.5 N/A 107218800.00 104044379.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGR6 2026-03-15 4.625 N/A 4900.00 5019.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128287B0 2026-06-30 1.875 N/A 400.00 394.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128286L9 2026-03-31 2.25 N/A 3100.00 3097.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797PY7 2025-09-25 0 N/A 400.00 398.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.5 N/A 516900.00 517015.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKA8 2027-02-15 4.125 N/A 54788600.00 55160411.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.25 N/A 18117500.00 17170463.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLN9 2029-09-30 3.5 N/A 19966000.00 20142477.29 U.S. Treasuries (including strips) Y Moody's P-1 Fitch NR Standard & Poor's A-1+ 2025-09-02 2025-09-02 2025-09-02 N N N 0.0435 4500000000.00 4500000000.00 0.0243 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797RW9 254900HROIFWPRGM1V77 US912797RW97 U.S. Treasury Debt Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2025-12-09 2025-12-09 2025-12-09 N N N 0.0396 3616386716.76 3616386716.76 0.0195 N Y Y N Fixed Income Clearing Corporation - NOMU Fixed Income Clearing Corporation - NOMU 4.33000000 N/A 549300H47WTHXPU08X20 BYDQMLJD5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y 4 3/8 NOTE S 30 N/A 91282CJM4 2030-11-30 4.375 N/A 11364200.00 11822713.62 U.S. Treasuries (including strips) 0 1/2 NOTE K 27 N/A 912828ZN3 2027-04-30 0.5 N/A 130088400.00 123686102.26 U.S. Treasuries (including strips) 3 5/8 NOTE AR 28 N/A 91282CNU1 2028-08-15 3.625 N/A 336739400.00 337584641.49 U.S. Treasuries (including strips) 4 3/8 BOND 40 N/A 912810QH4 2040-05-15 4.375 N/A 100.00 98.44 U.S. Treasuries (including strips) 4 1/4 NOTE C 35 N/A 91282CNC1 2035-05-15 4.25 N/A 287576700.00 291905260.78 U.S. Treasuries (including strips) 4 NOTE N 30 N/A 91282CHR5 2030-07-31 4 N/A 300.00 304.76 U.S. Treasuries (including strips) 5 BOND 37 N/A 912810PU6 2037-05-15 5 N/A 900.00 967.67 U.S. Treasuries (including strips) Y Standard & Poor's A-1+ Fitch NR Moody's P-1 2025-09-02 2025-09-02 2025-09-02 N N N 0.0433 750000000.00 750000000.00 0.0040 N Y Y N Federal Home Loan Bank Bonds Federal Home Loan Bank Bonds 3.75000000 3130B7M92 2549001DPIFGXC1TOL40 US3130B7M922 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-02-26 2026-02-26 2026-02-26 N N N 0.0374 1819930289.42 1819930289.42 0.0098 N N N N Bank of America Securities, Inc. Bank of America Securities, Inc. 4.34000000 N/A 549300HN4UKV1E2R3U73 BYDQMLHA3 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 GNMA_12-H23 N/A 38375BXS6 2062-10-20 0.87116 N/A 2594291.00 72.54 Agency Collateralized Mortgage Obligation GNMA_24-42B N/A 38384KHR5 2054-03-20 0 N/A 250000.00 0.93 Agency Collateralized Mortgage Obligation FNMA_24-22L N/A 3136BRN94 2054-05-25 0 N/A 249999.00 2.62 Agency Collateralized Mortgage Obligation FNMA_24-88E N/A 3136BT6D0 2054-12-25 0 N/A 250000.00 18.59 Agency Collateralized Mortgage Obligation GM_02-83 N/A 38373VT91 2042-10-16 0.00017 N/A 112652320.00 0.07 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-93 N/A 38376KDQ1 2039-10-16 0 N/A 100000000.00 7.27 Agency Collateralized Mortgage Obligation FHLMC_41-94 N/A 3137B1JQ6 2043-04-15 0 N/A 19760200.00 14.71 Agency Collateralized Mortgage Obligation FHLMC_5499K N/A 3137HJZ59 2055-02-25 0 N/A 250000.00 13.87 Agency Collateralized Mortgage Obligation GNMA_24-61H N/A 38384MFQ5 2054-04-20 0 N/A 250000.00 1.85 Agency Collateralized Mortgage Obligation FHLMC_5491B N/A 3137HJ5S2 2055-01-25 0 N/A 150000.00 6.84 Agency Collateralized Mortgage Obligation GNMA_23-127 N/A 38381JMQ7 2057-07-16 0.40488 N/A 200000000.00 2825050.35 Agency Collateralized Mortgage Obligation FNMA_24-22L N/A 3136BRN60 2054-05-25 0 N/A 250000.00 15.54 Agency Collateralized Mortgage Obligation FNMA_24-103D N/A 3136BUPC8 2055-01-25 1.50161 N/A 105302656.00 4792595.70 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_02-26 N/A 38373MBU3 2042-03-16 0.00002 N/A 125000000.00 0.23 Agency Collateralized Mortgage Obligation GNMA_24-83E N/A 38384NNE1 2054-05-20 0 N/A 250000.00 5.37 Agency Collateralized Mortgage Obligation GNMA_25-137B N/A 38381P2W2 2055-08-20 0 N/A 250000.00 1195.25 Agency Collateralized Mortgage Obligation GNMA_12-H29 N/A 38375BZZ8 2062-10-20 0.02106 N/A 12173605.00 40.52 Agency Collateralized Mortgage Obligation GNMA_12-H20 N/A 38375BVM1 2061-04-20 0.33443 N/A 1000000.00 15.98 Agency Collateralized Mortgage Obligation FHLMC_5411G N/A 3137HCS45 2054-05-25 0 N/A 250000.00 0.21 Agency Collateralized Mortgage Obligation GNMA_24-61G N/A 38384MFJ1 2054-04-20 0 N/A 250000.00 1.71 Agency Collateralized Mortgage Obligation GNMA_24-180B N/A 38384YT50 2054-11-20 0 N/A 250000.00 2.31 Agency Collateralized Mortgage Obligation GNMA_25-9D N/A 38385BZQ6 2055-01-20 0 N/A 250000.00 21.21 Agency Collateralized Mortgage Obligation GNMA_25-81T N/A 38385F6Q9 2053-12-20 1 N/A 4613680.00 116208.52 Agency Collateralized Mortgage Obligation GNMA_24-159C N/A 38384YBB6 2054-10-20 1.15497 N/A 31631520.00 2155906.96 Agency Collateralized Mortgage Obligation GNMA_25-81T N/A 38385F6P1 2053-12-20 1.35497 N/A 104739584.00 3970865.80 Agency Collateralized Mortgage Obligation GNMA_25-66D N/A 38385EV76 2055-04-20 0 N/A 250000.00 1.86 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3472 N/A 31397WNU5 2036-08-15 0 N/A 79982750.00 2.85 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-115 N/A 38376GCX6 2051-11-16 0.75001 N/A 28000000.00 4.91 Agency Collateralized Mortgage Obligation FNMA_24-82E N/A 3136BTQY2 2054-11-25 0 N/A 250000.00 4.19 Agency Collateralized Mortgage Obligation GNMA_24-4G N/A 38384HYS1 2054-01-20 1.48497 N/A 145000000.00 7516712.02 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-H17 N/A 38380LLF8 2068-10-20 2.07525 N/A 26515040.00 745246.92 Agency Collateralized Mortgage Obligation GNMA_23-153A N/A 38384E5L5 2053-10-20 1.35497 N/A 100000000.00 2571343.43 Agency Collateralized Mortgage Obligation FREDDIE MAC REMICS FHR_3364 N/A 31397KL66 2032-05-15 0 N/A 79890963.00 1.24 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_09-2 N/A 31397NA62 2037-04-25 0 N/A 23019827.00 1.28 Agency Collateralized Mortgage Obligation FREDDIE_MAC FHLMC_3247 N/A 31397EB79 2036-08-15 0 N/A 25000000.00 2.09 Agency Collateralized Mortgage Obligation FHLMC_5050U N/A 3137F7Q57 2050-09-25 3.5 N/A 21000000.00 1415523.67 Agency Collateralized Mortgage Obligation GNMA_22-19B N/A 38383GML2 2052-01-20 0 N/A 91096447.00 971305.06 Agency Collateralized Mortgage Obligation FHLMC_5473D N/A 3137HHGR6 2054-11-25 0 N/A 250000.00 64.49 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-H28 N/A 38375BYH9 2061-11-20 0.5063 N/A 700000.00 97.61 Agency Collateralized Mortgage Obligation FNMA_24-82B N/A 3136BTFT5 2054-11-25 0.85161 N/A 49999900.00 1508615.00 Agency Collateralized Mortgage Obligation FHLMC_5491C N/A 3137HJ5R4 2055-01-25 0 N/A 100000.00 13.18 Agency Collateralized Mortgage Obligation GNMA_20-H18A N/A 38380QQG0 2070-09-20 1.88476 N/A 3885000.00 146382.80 Agency Collateralized Mortgage Obligation FHLMC_5537 N/A 3137HLCY6 2055-05-25 1.45161 N/A 153114368.00 7708497.91 Agency Collateralized Mortgage Obligation GNMA_20-116G N/A 38382HYM6 2050-08-20 1.7451 N/A 9000000.00 545459.79 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3519 N/A 31398C4U9 2037-07-15 0 N/A 21475526.00 15.07 Agency Collateralized Mortgage Obligation FHLMC_5535 N/A 3137HL7F3 2055-05-25 0 N/A 250000.00 30.10 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_09-3 N/A 31397MY50 2037-01-25 0 N/A 46460176.00 14.28 Agency Collateralized Mortgage Obligation GNMA_18-101 N/A 38380MBC4 2058-06-16 0.70097 N/A 94859008.00 427731.54 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-42 N/A 38374UUX7 2037-04-20 0 N/A 77574754.00 1.17 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_09-36 N/A 31397NP58 2037-06-25 0 N/A 16108173.00 4.83 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38375BSJ2 2062-04-20 3.09399 N/A 234999.00 57.37 Agency Collateralized Mortgage Obligation FNMA_25-7E N/A 3136BUVZ0 2054-06-25 1.55161 N/A 93671040.00 4090103.30 Agency Collateralized Mortgage Obligation FNMA_25-43B N/A 3136BWAY2 2055-06-25 0.75161 N/A 111457408.00 3813996.36 Agency Collateralized Mortgage Obligation GNMA_23-53E N/A 38383XXU3 2053-04-20 1.80497 N/A 91416448.00 4108358.33 Agency Collateralized Mortgage Obligation FNMA_24-88C N/A 3136BT5T6 2054-12-25 0 N/A 250000.00 44.88 Agency Collateralized Mortgage Obligation GNMA_25-55D N/A 38385D3P9 2055-03-20 0.95497 N/A 18620608.00 1141744.75 Agency Collateralized Mortgage Obligation FNMA_25-1C N/A 3136BUZT0 2055-02-25 0 N/A 249999.00 3009.26 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-55 N/A 38374VNE5 2036-04-20 0 N/A 5650739.00 0.13 Agency Collateralized Mortgage Obligation GNMA_25-117A N/A 38381NK80 2055-07-20 0 N/A 250000.00 37.71 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSSOCIATION GNMA_14-H08 N/A 38375UFE5 2064-03-20 1.58099 N/A 7959000.00 11240.23 Agency Collateralized Mortgage Obligation GNMA_24-164H N/A 38384XTM5 2054-10-20 0 N/A 250000.00 52.64 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38375BF72 2060-08-20 0.64186 N/A 42696886.00 30.68 Agency Collateralized Mortgage Obligation FNMA_24-22J N/A 3136BRJ65 2054-05-25 0 N/A 249998.00 91.96 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-93 N/A 38376KDP3 2039-10-16 0 N/A 125000000.00 15.14 Agency Collateralized Mortgage Obligation FNMA_23-56B N/A 3136BQNG0 2053-11-25 2.55161 N/A 50000000.00 2682231.66 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-55 N/A 38374VND7 2038-02-20 0 N/A 112275765.00 1.82 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3320 N/A 31397HGD4 2036-09-15 0 N/A 95058510.00 37.94 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_07-40 N/A 38375KA36 2037-07-16 0 N/A 10000000.00 0.21 Agency Collateralized Mortgage Obligation GNMA_25-32A N/A 38385CH84 2083-10-20 1.65497 N/A 90686000.00 3188995.11 Agency Collateralized Mortgage Obligation FHLMC_5382B N/A 3137HBHX5 2054-02-25 2.00161 N/A 39072448.00 1629002.76 Agency Collateralized Mortgage Obligation FHLMC_5516B N/A 3137HKC36 2055-03-25 0 N/A 250000.00 21.15 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3538 N/A 31398EH31 2036-06-15 0 N/A 10000000.00 23.06 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3533 N/A 31398CWQ7 2036-07-15 0 N/A 12224948.00 3.46 Agency Collateralized Mortgage Obligation GNMA_25-117E N/A 38381NM47 2054-02-20 1.67997 N/A 93788000.00 4308750.45 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3523 N/A 31398CFK9 2036-08-15 0 N/A 5938329.00 0.04 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3538 N/A 31398EF90 2036-07-15 0 N/A 77242219.00 7.65 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_09-2 N/A 31397NA70 2036-07-25 0 N/A 14420183.00 2.32 Agency Collateralized Mortgage Obligation FNMA_24-82B N/A 3136BTQA4 2054-11-25 0 N/A 250000.00 81.69 Agency Collateralized Mortgage Obligation GNMA_22-119A N/A 38383UAT7 2052-07-20 0 N/A 100000000.00 1889754.11 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_03-96 N/A 38373MJS0 2047-01-16 0 N/A 328812515.00 1.66 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-36 N/A 38376GGH7 2052-01-16 0 N/A 75000000.00 23.44 Agency Collateralized Mortgage Obligation GNMA_20-164B N/A 38382LEC1 2050-11-20 0 N/A 68383232.00 503240.60 Agency Collateralized Mortgage Obligation FHLMC_5473G N/A 3137HHGW5 2054-11-25 0 N/A 250000.00 49.39 Agency Collateralized Mortgage Obligation GNMA_24-61J N/A 38384MFT9 2054-04-20 1.59497 N/A 55670080.00 2244870.14 Agency Collateralized Mortgage Obligation FHLMC_5516C N/A 3137HKC44 2055-03-25 0 N/A 250000.00 5.07 Agency Collateralized Mortgage Obligation GNMA_25-9F N/A 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Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B5UB1 2055-04-01 6 N/A 1000.00 936.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BMY25 2052-10-01 5 N/A 1000.00 668.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140HBFX1 2048-05-01 5 N/A 1000.00 136.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138YHVH0 2045-05-01 3.5 N/A 1000.00 59.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QASJ0 2048-01-01 4.5 N/A 1008.00 279.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BJXS6 2052-08-01 5 N/A 1000.00 873.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A3KF9 2053-11-01 6.5 N/A 1008.00 934.12 Agency Mortgage-Backed Securities FEDERAL 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S6XOOCT0IEG5ABCC6L87 3133BVNX9 2053-02-01 6 N/A 1021.00 855.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QRXR9 2053-04-01 6 N/A 546570.00 436808.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSPS4 2053-06-01 5 N/A 2048.00 1856.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AUGS6 2054-11-01 5.5 N/A 1000.00 876.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JMLV2 2049-02-01 4.5 N/A 1000.00 228.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133C9WV1 2053-08-01 5.5 N/A 1000.00 653.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QTDW6 2053-10-01 4 N/A 1000.00 882.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31334WTL5 2049-06-01 4.5 N/A 1000.00 176.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N5QA5 2052-11-01 5 N/A 1000.00 839.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NDVG9 2053-03-01 6.5 N/A 1005.00 742.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QGYT8 2051-02-01 2 N/A 31349056.00 18692963.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NPSQ4 2053-07-01 5.5 N/A 1000.00 665.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140APJL9 2054-10-01 4.5 N/A 188253.00 179760.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QQVH5 2052-11-01 6 N/A 1001.00 908.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140KEJL3 2040-08-01 2 N/A 3009.00 1396.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WEGQ6 2045-04-01 3.5 N/A 1024.00 216.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSCR0 2038-05-01 5.5 N/A 1000.00 737.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133C4GT5 2053-04-01 5.5 N/A 1000.00 291.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BE3S5 2055-07-01 6 N/A 2000.00 2070.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140J8ZF3 2048-02-01 4 N/A 1024.00 309.28 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3132WNZQ8 2047-06-01 3.5 N/A 1246776.00 248465.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BDNM8 2055-06-01 5 N/A 1000.00 998.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BCSA1 2055-06-01 6.5 N/A 2000.00 2101.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WJMA3 2046-12-01 3 N/A 1008.00 205.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138A46V2 2040-12-01 4 N/A 1000.00 41.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NBQ95 2053-03-01 5.5 N/A 2000.00 1445.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BKKC2 2052-09-01 5 N/A 1000.00 493.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B7PB3 2055-03-01 7 N/A 2000.00 2118.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MTA78 2052-11-01 4.5 N/A 1000.00 708.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138MDZ88 2042-10-01 4 N/A 1000.00 111.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MSQ40 2052-11-01 4.5 N/A 1024.00 845.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138MLDW1 2042-11-01 3 N/A 2000.00 131.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31408JKU4 2036-01-01 6 N/A 1024.00 7.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140K1Z66 2050-01-01 3 N/A 1000.00 171.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N0JZ9 2052-11-01 5.5 N/A 1000.00 792.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133CRH55 2054-08-01 7 N/A 1000.00 744.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140K4ER7 2049-11-01 3.5 N/A 1000.00 461.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JSRG6 2049-04-01 5 N/A 1000.00 407.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BMHA6 2052-09-01 5 N/A 1000.00 769.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140HL7L4 2048-09-01 4.5 N/A 1000.00 205.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BDCA1 2052-06-01 5 N/A 1083698.00 843980.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JAA73 2049-02-01 4.5 N/A 1024.00 198.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSK83 2053-06-01 5.5 N/A 56113799.00 50375277.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NCLX5 2053-02-01 5.5 N/A 1000.00 928.93 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3132QSK56 2045-09-01 4.5 N/A 1000.00 159.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QANF3 2049-02-01 4.5 N/A 1000.00 209.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NJ5Z3 2053-05-01 6.5 N/A 1000.00 805.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133C16R6 2053-05-01 6 N/A 1000.00 807.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QLMY9 2051-08-01 2.5 N/A 1000.00 607.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSBE0 2053-05-01 6.5 N/A 1000.00 702.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QRWV1 2053-04-01 5 N/A 874000.00 710920.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QQ2U8 2052-12-01 5.5 N/A 3016.00 2284.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140HPAJ6 2048-09-01 4.5 N/A 4000.00 1184.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133LWA44 2051-05-01 2 N/A 1000.00 579.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138EQAB8 2045-09-01 3.5 N/A 4218.00 796.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NGZY9 2053-05-01 5.5 N/A 1000.00 810.72 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3132VPKK3 2049-04-01 4.5 N/A 172147.00 32903.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N6MQ2 2052-12-01 6 N/A 4000.00 3202.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140K8EF4 2050-01-01 4 N/A 1000.00 262.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSZQ7 2053-09-01 5.5 N/A 84216082.00 70870762.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140KAG34 2050-02-01 3.5 N/A 1000.00 164.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KRW83 2053-08-01 6 N/A 1000.00 907.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QEY63 2050-09-01 2.5 N/A 1089.00 542.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140M5S22 2053-09-01 6.5 N/A 1000.00 880.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140H9EK5 2048-10-01 4.5 N/A 1000.00 708.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140EUJ75 2046-03-01 3.5 N/A 1024.00 145.91 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3132J8UH1 2043-04-01 4 N/A 1000.00 113.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BHZJ8 2052-08-01 5 N/A 1000.00 952.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QFES4 2050-10-01 2 N/A 4056.00 2183.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JLJS4 2049-04-01 4 N/A 2001.00 105.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WQVC3 2043-04-01 4 N/A 1000.00 144.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NDSP3 2053-04-01 5 N/A 1008.00 821.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NPSR2 2053-09-01 6.5 N/A 2000.00 1538.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140H6CR8 2048-01-01 3.5 N/A 1000.00 256.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NBY21 2053-04-01 6 N/A 1000.00 566.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N8R42 2053-02-01 5 N/A 1000.00 827.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B2LR3 2055-04-01 6 N/A 1000.00 1021.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140GSXF4 2047-04-01 4.5 N/A 1001.00 378.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DSFP2 2053-11-01 5.5 N/A 9925736.00 8785455.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BVU94 2053-01-01 5.5 N/A 1000.00 764.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSK26 2053-06-01 5.5 N/A 2048.00 1814.12 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3132J9H76 2043-05-01 4 N/A 1000.00 211.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NC7F0 2053-04-01 4.5 N/A 1000.00 723.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ASA40 2054-10-01 6.5 N/A 2000.00 2075.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31409WDY4 2036-12-01 5.5 N/A 1024.00 1.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QTFY0 2038-10-01 5 N/A 3960.00 3022.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B0ZW1 2055-02-01 6 N/A 1000.00 1020.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WH3J9 2046-09-01 3 N/A 100711296.00 26591271.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KP6U7 2052-10-01 5 N/A 1000.00 790.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133C2Z35 2053-05-01 5.5 N/A 1000.00 730.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QTNT2 2053-12-01 6 N/A 20452749.00 18069359.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QD2M5 2040-06-01 2.5 N/A 1000.00 402.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140M2LU4 2052-03-01 2 N/A 1000.00 641.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QP4F1 2052-08-01 5.5 N/A 1000.00 755.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MNNR3 2052-04-01 2 N/A 4000.00 2533.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138W1K63 2043-02-01 3.5 N/A 2000.00 380.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FXDQ2 2056-03-01 4 N/A 1024.00 388.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427N6J3 2055-06-01 5.5 N/A 1000.00 1009.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QFCJ6 2050-10-01 2 N/A 1024.00 520.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140E7NM8 2046-01-01 3.5 N/A 1019.00 171.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140GRMR2 2047-05-01 4.5 N/A 3000.00 1009.78 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3132VNLG6 2049-03-01 4 N/A 1003.00 159.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QPFM4 2052-06-01 3.5 N/A 4000.00 3005.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QTDJ5 2053-10-01 6 N/A 1000.00 812.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QGTB3 2051-01-01 4 N/A 1000.00 353.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WAPW1 2043-12-01 4.5 N/A 1024.00 48.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KRW91 2053-08-01 6.5 N/A 1024.00 835.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MYGF3 2052-09-01 5 N/A 4000.00 3133.72 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3132QTMQ6 2045-10-01 3.5 N/A 1000.00 155.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140M5YH2 2053-12-01 6.5 N/A 1000.00 723.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QGWL7 2051-02-01 2 N/A 2064.00 1212.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE 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Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QLBK1 2036-06-01 2.5 N/A 1024.00 574.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BJWH1 2052-08-01 5 N/A 1000.00 781.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133AL6Y9 2051-06-01 3 N/A 1000.00 648.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NMND5 2053-07-01 5.5 N/A 2000.00 1422.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LW5V5 2053-03-01 6 N/A 1000.00 684.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N1XL2 2052-09-01 5 N/A 1000.00 703.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140M5WY7 2053-10-01 6.5 N/A 1000.00 938.13 Agency Mortgage-Backed Securities FEDERAL 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Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QP4H7 2052-08-01 5.5 N/A 16231520.00 11670116.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QT4P1 2054-02-01 7 N/A 1008.00 850.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QET51 2035-08-01 2.5 N/A 1000.00 420.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NE2T1 2053-04-01 6 N/A 1000.00 703.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ND3U9 2053-05-01 5.5 N/A 3000.00 1617.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QRNK5 2053-02-01 4.5 N/A 2000.00 1663.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QQFG5 2052-09-01 4 N/A 1000.00 746.13 Agency Mortgage-Backed Securities 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2050-10-01 2 N/A 2048.00 1037.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NL7M5 2053-06-01 6 N/A 1000.00 1008.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FN7D0 2048-06-01 4.5 N/A 1000.00 399.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JMMJ8 2049-01-01 5 N/A 1001.00 306.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N4TJ6 2052-10-01 5 N/A 1024.00 830.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AHWB4 2054-07-01 5.5 N/A 2000.00 2007.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N6PN6 2052-11-01 5 N/A 3000.00 2715.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138MNZM5 2042-12-01 3.5 N/A 2000.00 483.86 Agency 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3140JHNK5 2048-10-01 4.5 N/A 2000.00 892.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140M6QN6 2054-09-01 6 N/A 1000.00 939.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QVAQ7 2054-08-01 6 N/A 1008.00 964.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B17D2 2055-02-01 5.5 N/A 3000.00 3016.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QFEC9 2050-10-01 2 N/A 251689290.00 138125465.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140E2FX4 2030-09-01 2.5 N/A 1026.00 57.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JVJF0 2049-07-01 3.5 N/A 2000.00 567.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QUBL9 2054-03-01 5.5 N/A 1024.00 871.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QGUN5 2051-01-01 2 N/A 1000.00 525.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140L8VB3 2051-05-01 2.5 N/A 1000.00 595.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138E5RX8 2042-01-01 3.5 N/A 1000.00 78.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31334XL72 2049-07-01 3.5 N/A 1000.00 323.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133A0Q23 2049-12-01 4.5 N/A 1000.00 287.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KR5M2 2053-09-01 6 N/A 174362835.00 149403087.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q9MR1 2048-08-01 4.5 N/A 1024.00 319.58 Agency Mortgage-Backed 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NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QUJ56 2054-04-01 5.5 N/A 2024.00 1913.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QNCM2 2052-02-01 2.5 N/A 1000.00 653.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NGDN7 2053-05-01 5 N/A 4000.00 2472.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138YNDY0 2045-05-01 4 N/A 1000.00 102.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N4FR3 2053-02-01 5.5 N/A 2000.00 1523.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140K4ES5 2049-11-01 3.5 N/A 1000.00 121.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JMND0 2049-04-01 4.5 N/A 1000.00 182.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N1TH6 2052-08-01 5 N/A 2000.00 1235.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NQA65 2053-07-01 5.5 N/A 3032.00 2635.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DSF80 2054-02-01 6.5 N/A 4906447.00 4095287.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSLJ8 2053-06-01 5 N/A 1024.00 906.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DUXG7 2054-11-01 5.5 N/A 7991413.00 7794496.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A5W53 2053-11-01 6.5 N/A 1000.00 891.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140HAJX9 2049-07-01 3.5 N/A 2000.00 529.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QUHQ2 2054-04-01 6 N/A 1024.00 887.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FUXM5 2047-06-01 4.5 N/A 1000.00 198.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JSZA0 2049-04-01 4.5 N/A 3000.00 1630.79 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3132Y2PV2 2048-09-01 5 N/A 1000.00 289.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JRRV5 2049-05-01 3.5 N/A 2008.00 341.50 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 31283LA55 2036-12-01 7.5 N/A 28341.00 635.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N6JQ6 2052-11-01 6 N/A 2000.00 952.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31334WJ44 2049-06-01 3.5 N/A 1000.00 317.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MXN59 2052-08-01 5 N/A 1000.00 675.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QTKJ7 2053-11-01 6 N/A 1008.00 859.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B3EJ7 2055-06-01 7 N/A 1000.00 1068.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A1P92 2053-09-01 6.5 N/A 1000.00 631.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133CRT29 2054-08-01 6 N/A 2288.00 2327.53 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3132Y3U44 2048-11-01 5 N/A 1000.00 300.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QGYR2 2051-02-01 2 N/A 1024.00 535.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QTW47 2054-01-01 6.5 N/A 1000.00 824.91 Agency Mortgage-Backed 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Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140L6MM3 2051-03-01 2 N/A 90184995.00 52740012.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JQY72 2049-06-01 3.5 N/A 1000.00 409.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q9JU8 2038-07-01 4 N/A 1008.00 212.02 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3132XV6K4 2048-01-01 4.5 N/A 2173820.00 733613.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N0Y90 2052-08-01 5 N/A 1000.00 872.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QMZK3 2052-01-01 3 N/A 2048.00 1397.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140E9HP4 2045-12-01 4 N/A 2000.00 295.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION 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Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BDB33 2055-06-01 6 N/A 6688416.00 6790363.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NS5L4 2053-10-01 6.5 N/A 1000.00 1032.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WDZJ3 2045-01-01 3.5 N/A 1024.00 108.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N5QN7 2052-11-01 5.5 N/A 1000.00 725.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QPAM9 2052-05-01 4 N/A 2008.00 1491.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QFAU3 2050-10-01 2 N/A 1000.00 508.44 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3132J8F47 2043-04-01 4 N/A 1000.00 128.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION 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Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MMED6 2052-07-01 5 N/A 1000.00 455.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31409WE56 2036-04-01 6 N/A 1000.00 4.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FXGJ5 2051-11-01 3.5 N/A 1000.00 277.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140H2QD3 2053-06-01 6.5 N/A 1176727.00 1102295.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QQJ48 2052-10-01 5 N/A 1008.00 804.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140HFHU6 2048-05-01 4.5 N/A 1024.00 216.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N1Q89 2052-10-01 5 N/A 59090.00 33901.24 Agency Mortgage-Backed Securities FEDERAL 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B1V7KEBTPIMZEU4LTD58 3140NDUR6 2053-03-01 5.5 N/A 1000.00 981.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NSAS3 2053-08-01 6.5 N/A 1000.00 918.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QUJC1 2054-04-01 6.5 N/A 2032.00 1557.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A93N8 2054-04-01 5 N/A 1832644.00 1773544.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QQ3B9 2052-12-01 5.5 N/A 4001.00 2981.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NESX4 2053-03-01 6 N/A 1000.00 547.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QEU91 2050-09-01 2 N/A 351733482.00 175554673.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 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B1V7KEBTPIMZEU4LTD58 3140QKF94 2051-04-01 3 N/A 1000.00 574.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KJRP9 2050-08-01 2.5 N/A 2000.00 918.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QRUN1 2053-04-01 5.5 N/A 2016.00 1814.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q83A1 2048-05-01 4 N/A 1024.00 185.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133A1ZB1 2050-02-01 3.5 N/A 1000.00 451.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N2PJ4 2052-10-01 5 N/A 1000.00 806.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JKJ31 2048-11-01 4.5 N/A 1000.00 414.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MNLF1 2052-04-01 3 N/A 1002870.00 770512.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NNWZ4 2053-08-01 6 N/A 2000.00 1200.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QFNM7 2050-11-01 2 N/A 1000.00 498.77 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3132VPKV9 2049-04-01 4 N/A 1216560.00 338116.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QL5Q5 2036-09-01 2 N/A 3168.00 1973.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140KFLF0 2050-11-01 2 N/A 337578496.00 181190609.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QGWN3 2051-01-01 2 N/A 2048.00 1124.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q9DU4 2038-06-01 4.5 N/A 1000.00 259.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138EKYX7 2043-04-01 3.5 N/A 1000.00 170.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N0XW0 2052-08-01 5 N/A 3000.00 2529.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140J9SA0 2048-03-01 3.5 N/A 2032.00 598.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BDB38 2052-06-01 5 N/A 1000.00 861.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138ETCL8 2046-02-01 3.5 N/A 2000.00 377.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KRJU9 2053-06-01 5.5 N/A 1008.00 825.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WHM66 2046-07-01 3 N/A 1024.00 148.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION 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Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QFR27 2050-11-01 2 N/A 1024.00 564.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MVCQ9 2052-07-01 5 N/A 1000.00 753.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DPCH9 2052-11-01 5.5 N/A 4343040.00 3485040.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BD3C7 2052-06-01 3.5 N/A 1000.00 616.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QDL28 2050-05-01 3.5 N/A 1024.00 496.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QMFQ2 2036-10-01 2 N/A 8326.00 4790.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NLZJ1 2053-07-01 6 N/A 1000.00 617.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JAD88 2048-02-01 3.5 N/A 1000.00 185.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WKQ57 2047-04-01 3.5 N/A 25220631.00 2054786.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31334YZ59 2049-09-01 3.5 N/A 1000.00 331.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B7N90 2055-04-01 6 N/A 1000.00 1031.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BQCW4 2052-11-01 5 N/A 1000.00 686.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133A0Q64 2049-12-01 3.5 N/A 2261430.00 771654.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140EBF48 2046-07-01 3.5 N/A 1000.00 257.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WEKN8 2045-04-01 3.5 N/A 2048.00 480.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31409T5L8 2036-08-01 6.5 N/A 1072.00 1.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140J5V89 2047-07-01 4 N/A 1000.00 230.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QPJB4 2052-06-01 4 N/A 1000.00 614.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138X7DM2 2043-08-01 4 N/A 1000.00 108.98 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3132JMKJ7 2043-07-01 4 N/A 1000.00 169.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JCSD7 2047-06-01 4.5 N/A 1002.00 956.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NDE45 2053-06-01 5.5 N/A 1000.00 958.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N0RA5 2052-09-01 5 N/A 3000.00 2350.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSP70 2053-07-01 5.5 N/A 57632000.00 48018613.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A9Q29 2054-06-01 6 N/A 1024.00 1029.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140M74Q1 2052-01-01 3 N/A 1000.00 706.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138ENQF9 2044-05-01 5 N/A 1000.00 76.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140M6T37 2054-09-01 4.5 N/A 1000.00 950.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QS3M1 2053-09-01 5.5 N/A 1008.00 872.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140GTEA4 2047-06-01 4.5 N/A 3000.00 1144.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133CEMG4 2053-10-01 6 N/A 2923988.00 2794603.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QRYD9 2053-04-01 6.5 N/A 4100.00 2922.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B6NR2 2055-04-01 5.5 N/A 1000.00 1012.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NSRP1 2053-08-01 5 N/A 2000.00 1802.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BKUF4 2052-09-01 5 N/A 1000.00 806.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BMAW5 2052-09-01 5 N/A 1000.00 953.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NQRR1 2053-07-01 5.5 N/A 3000.00 2632.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BEZH4 2055-07-01 5 N/A 2000.00 1853.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QF2R9 2050-12-01 2 N/A 252637899.00 136864001.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140E7GP9 2045-11-01 4 N/A 1000.00 154.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSNU1 2053-07-01 6 N/A 2782.00 2185.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B8PE5 2055-04-01 6 N/A 1000.00 1024.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140HJZ46 2048-05-01 4.5 N/A 1024.00 230.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QRXD0 2053-04-01 5.5 N/A 19291.00 15515.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133A0QU1 2049-12-01 3.5 N/A 1000.00 133.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133C9K44 2053-08-01 5.5 N/A 1000.00 847.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31408ETL6 2036-01-01 6 N/A 1024.00 18.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QFXC8 2050-11-01 2 N/A 1024.00 525.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WQLU4 2043-04-01 3 N/A 1008.00 185.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133L8Q32 2036-10-01 2 N/A 120733314.00 66748718.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BE5M6 2055-06-01 6 N/A 1000.00 1035.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140GRWS9 2047-06-01 3.5 N/A 1000.00 276.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133ALE46 2051-05-01 3 N/A 1000.00 502.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NMTV9 2053-07-01 6.5 N/A 1000.00 899.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NKZH7 2053-06-01 6.5 N/A 1000.00 887.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LW4Q7 2053-01-01 6 N/A 1000.00 857.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QMFL3 2036-10-01 2 N/A 1024.00 580.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NAYM9 2053-01-01 6 N/A 1024.00 624.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QHKK0 2051-02-01 3 N/A 1000.00 556.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140GRT46 2047-11-01 4.5 N/A 2000.00 757.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QU6Q4 2054-08-01 5 N/A 1024.00 990.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QLA48 2036-07-01 2 N/A 2347.00 1284.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WHYJ5 2046-09-01 3 N/A 1024.00 154.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31339UZZ6 2049-11-01 4.5 N/A 1000.00 315.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140E7FU9 2045-10-01 4 N/A 1000.00 102.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSNE7 2053-07-01 4.5 N/A 1024.00 818.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NSMF8 2053-08-01 6.5 N/A 1000.00 823.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QQ2X2 2052-12-01 5.5 N/A 1000.00 802.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MJ4H5 2052-03-01 2 N/A 1024.00 713.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWNE9 2054-12-01 4.5 N/A 1000.00 934.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N13U5 2052-09-01 5 N/A 1286425.00 1238366.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSVG3 2053-08-01 5.5 N/A 49026451.00 42412121.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133AXVU3 2051-11-01 2.5 N/A 1000.00 632.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WX3N5 2043-06-01 3.5 N/A 2000.00 250.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JWT42 2049-11-01 3.5 N/A 2000.00 366.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QQ2W4 2052-12-01 5.5 N/A 5064.00 4212.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WFLU8 2045-09-01 3.5 N/A 1024.00 179.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BKGB9 2052-09-01 5 N/A 1000.00 949.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AH3Z3 2054-07-01 6.5 N/A 2000.00 2072.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140GN3G6 2047-04-01 3.5 N/A 1000.00 143.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N6T85 2053-02-01 4.5 N/A 1000.00 766.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133AAAK8 2050-09-01 2.5 N/A 1000.00 501.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A4GU9 2053-11-01 6 N/A 1000.00 582.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XQZB6 2054-07-01 7.5 N/A 1040.00 741.72 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3132WNCL4 2047-05-01 4 N/A 2574428.00 654277.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QUNP7 2054-05-01 6 N/A 2032.00 1913.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BEH84 2055-06-01 5.5 N/A 1024.00 1035.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31409WDS7 2036-10-01 6 N/A 2120.00 5.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QG4N4 2051-02-01 2 N/A 8599243.00 4923035.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QUUQ7 2054-06-01 5.5 N/A 1000.00 885.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QRRZ8 2053-03-01 5.5 N/A 1024.00 855.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KM5Q4 2051-11-01 2.5 N/A 1000.00 594.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140K5MP9 2049-12-01 3 N/A 2000.00 513.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QFUY3 2050-11-01 2 N/A 1280.00 658.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QTJV2 2053-11-01 5.5 N/A 1040.00 881.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132E0EM0 2053-09-01 6 N/A 1024.00 855.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MJ6U4 2052-04-01 3 N/A 1024.00 693.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B0P36 2055-02-01 6.5 N/A 1000.00 1047.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FXY97 2063-06-01 3.5 N/A 1024.00 797.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QUPY6 2054-05-01 5.5 N/A 2000.00 1851.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QASB7 2049-03-01 4.5 N/A 4096.00 1021.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138MTKD8 2054-12-01 5 N/A 1000.00 936.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QRP80 2053-03-01 5.5 N/A 1024.00 838.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138YGXW7 2045-04-01 4 N/A 1000.00 158.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MNY26 2052-06-01 5 N/A 2000.00 1327.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QS4D0 2053-09-01 6 N/A 1000.00 768.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BHZK5 2052-08-01 5 N/A 1027304.00 973436.09 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3132QDF30 2046-09-01 3.5 N/A 1000.00 338.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NEEH4 2053-04-01 5 N/A 1000.00 818.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QRUJ0 2053-04-01 5 N/A 1024.00 903.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A6C38 2054-01-01 6.5 N/A 1162917.00 999330.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AFX92 2054-07-01 6.5 N/A 1000.00 822.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BWF65 2053-01-01 6.5 N/A 1000.00 1028.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QDRD8 2049-12-01 3.5 N/A 2000.00 792.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QFYQ6 2050-11-01 2 N/A 84176512.00 45066643.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JSV22 2049-04-01 4.5 N/A 1001.00 291.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QGQR1 2051-01-01 1.5 N/A 1008.00 554.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QGVM6 2051-01-01 2 N/A 10981.00 5814.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140HMBN3 2048-10-01 4.5 N/A 1000.00 433.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BCZV7 2055-06-01 6 N/A 1000.00 988.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QL5L6 2036-09-01 2 N/A 1024.00 586.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BFPB0 2052-07-01 5 N/A 1000.00 796.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BHN28 2052-08-01 5 N/A 1000.00 616.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133CCY83 2053-09-01 6.5 N/A 1000.00 817.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140H2FX1 2048-01-01 4.5 N/A 1000.00 348.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WSPC6 2043-05-01 4 N/A 1000.00 115.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140M5M77 2053-04-01 6.5 N/A 1008.00 820.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QQD93 2052-09-01 5 N/A 2001.00 1407.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AEN54 2055-01-01 6 N/A 1482.00 1529.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MNY59 2052-06-01 5 N/A 4000.00 2886.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B6A21 2055-05-01 6.5 N/A 1000.00 1040.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q94U4 2048-11-01 4.5 N/A 43965171.00 10292828.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140HFG45 2048-04-01 4.5 N/A 1008.00 192.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q72D8 2047-11-01 3.5 N/A 1280.00 189.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JNTB6 2049-06-01 3.5 N/A 2000.00 518.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WFMK9 2045-09-01 3.5 N/A 50096000.00 11595229.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138LSME7 2042-05-01 4 N/A 1024.00 168.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSNS6 2053-07-01 6 N/A 1024.00 839.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N8BZ0 2052-12-01 5.5 N/A 5000.00 4894.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31334XLE7 2049-07-01 3.5 N/A 1000.00 286.54 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3132GGG33 2041-08-01 4 N/A 1000.00 101.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QPTA5 2052-07-01 5.5 N/A 4024.00 2566.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140HK2B3 2048-09-01 4.5 N/A 1000.00 420.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133CVVY7 2054-09-01 5.5 N/A 1139176.00 1145599.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MTFJ7 2052-07-01 5 N/A 2000.00 1793.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q8XP5 2038-04-01 4 N/A 1008.00 223.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QRKZ5 2053-02-01 6.5 N/A 1000.00 772.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140K3CZ3 2050-02-01 3.5 N/A 4000.00 1354.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QS4L2 2053-09-01 6 N/A 1024.00 948.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B0JV1 2054-12-01 6 N/A 455717.00 470373.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DMPC3 2048-02-01 3.5 N/A 1000.00 398.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N8HX9 2053-03-01 6 N/A 1000.00 745.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N1JR5 2052-09-01 5 N/A 1636408.00 1100529.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QFMD8 2050-11-01 2 N/A 1144.00 614.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N9EB8 2053-01-01 6 N/A 3000.00 2095.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140J9E64 2047-02-01 3.5 N/A 1000.00 159.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSQA2 2053-07-01 5.5 N/A 1008.00 903.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QUY59 2054-07-01 5.5 N/A 4048.00 3808.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AVAB7 2054-11-01 5.5 N/A 2001.00 1596.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QQK38 2052-10-01 5 N/A 2049.00 1615.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QF3V9 2050-12-01 2 N/A 1000.00 533.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QQK20 2052-10-01 5 N/A 250059636.00 191907666.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NPDG2 2053-08-01 6 N/A 1000.00 1021.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133CUNB8 2054-09-01 5.5 N/A 78640.00 79574.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138LWRF0 2042-06-01 3.5 N/A 2016.00 236.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N0X26 2052-08-01 4.5 N/A 3000.00 2101.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NDKG1 2053-04-01 5.5 N/A 1001.00 873.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N1WV1 2052-10-01 5 N/A 2000.00 1629.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B65B7 2055-04-01 5.5 N/A 1000.00 929.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138XDTL4 2044-01-01 3.5 N/A 2000.00 225.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140EXDV2 2046-09-01 3 N/A 1024.00 173.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NDCK1 2053-04-01 5.5 N/A 3000.00 2412.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A74C5 2053-12-01 7 N/A 2000.00 842.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q9J20 2038-07-01 4.5 N/A 1024.00 206.96 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3132XTK80 2047-10-01 4 N/A 1000.00 289.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AW3U1 2055-01-01 6 N/A 2000.00 1821.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QE3Z3 2050-09-01 2 N/A 1024.00 508.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WH2B7 2046-09-01 3.5 N/A 1000.00 351.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QUZH2 2054-07-01 5.5 N/A 3753088.00 3633475.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31409XS34 2036-03-01 6.5 N/A 1024.00 5.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QS5B3 2053-09-01 6.5 N/A 2024.00 1563.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BE2A0 2052-07-01 5 N/A 1000.00 824.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BJVP4 2052-08-01 5 N/A 1237130.00 1064126.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JUKM5 2049-05-01 4.5 N/A 3000.00 453.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QFSG5 2050-11-01 2 N/A 1024.00 616.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QMCD4 2051-10-01 2.5 N/A 1008.00 674.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GRLN8 2054-04-01 6 N/A 13006064.00 9231985.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LYND1 2051-11-01 3.5 N/A 1000.00 680.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MHN54 2052-04-01 4 N/A 1000.00 843.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WFMV5 2045-09-01 3.5 N/A 2037.00 201.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NBKP5 2053-04-01 5.5 N/A 3008.00 2734.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QRM34 2053-02-01 6 N/A 1024.00 869.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MM3K2 2052-08-01 5 N/A 1000.00 770.16 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3132M47E9 2044-02-01 4 N/A 1008.00 121.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FXGS5 2042-02-01 3.5 N/A 1000.00 250.43 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3132GLMC5 2041-12-01 4 N/A 1000.00 99.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QT4Q9 2054-02-01 7 N/A 1000.00 864.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ATD37 2054-11-01 5 N/A 1008.00 991.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KY2L2 2044-01-01 6 N/A 2000.00 1373.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LWZZ3 2052-11-01 6 N/A 2000.00 1467.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WE2E8 2045-06-01 3.5 N/A 1000.00 162.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DTHQ6 2054-06-01 5.5 N/A 2000.00 1831.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QRHH9 2053-02-01 4.5 N/A 1008.00 832.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MFWM1 2052-06-01 3 N/A 2008.00 1514.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B3UW0 2055-02-01 6 N/A 1000.00 935.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QTHU6 2053-11-01 6 N/A 1024.00 892.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QLUL8 2036-06-01 3 N/A 1000.00 371.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NCFA2 2053-09-01 6.5 N/A 2000.00 1607.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132E06J6 2053-12-01 6.5 N/A 1365.00 1125.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A96N5 2054-03-01 5.5 N/A 1000.00 872.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JML34 2049-03-01 4.5 N/A 4000.00 1038.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JBGH3 2048-10-01 3 N/A 1000.00 240.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSUJ8 2053-08-01 6.5 N/A 87250258.00 66865986.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WES42 2045-05-01 4 N/A 1000.00 161.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140HPZ42 2048-08-01 4.5 N/A 3000.00 267.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BBZY8 2047-05-01 3 N/A 1000.00 770.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N7UC2 2053-02-01 5 N/A 2000.00 1449.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KNLB7 2052-01-01 2.5 N/A 1008.00 658.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JLCQ5 2049-02-01 5 N/A 1000.00 185.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B8XD8 2055-04-01 6 N/A 2000.00 1578.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QQV51 2052-11-01 5.5 N/A 2048.00 1634.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BEYB8 2055-06-01 6 N/A 1000.00 1033.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AWRC5 2054-11-01 6.5 N/A 1000.00 1042.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31409UFC4 2036-02-01 6.5 N/A 1000.00 9.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QM4M3 2052-01-01 2.5 N/A 3048.00 1985.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138YT4E1 2045-08-01 3.5 N/A 2000.00 359.43 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3132Y0PQ7 2048-06-01 4.5 N/A 1000.00 282.69 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3132Y3JG0 2048-10-01 5 N/A 1499450.00 679093.32 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3132Y4CS9 2048-11-01 4 N/A 1000.00 202.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSGN5 2053-06-01 4 N/A 4001.00 3350.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QVG57 2054-09-01 6 N/A 21228140.00 20698358.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NJMY7 2053-07-01 6.5 N/A 5000.00 4490.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138MGB61 2042-12-01 3.5 N/A 2000.00 101.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q8XN0 2038-04-01 4 N/A 1008.00 193.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QTNW5 2053-12-01 6.5 N/A 1073.00 850.87 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3132WPJE8 2047-07-01 4 N/A 1000.00 378.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AHRF1 2054-07-01 6 N/A 2000.00 1977.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JASZ2 2049-03-01 4.5 N/A 1000.00 269.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JMT36 2049-02-01 5.5 N/A 1008.00 17.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31409XSL4 2036-03-01 6 N/A 1024.00 6.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140H2FG8 2048-01-01 4.5 N/A 1000.00 389.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QTVC0 2054-01-01 6.5 N/A 29078434.00 19809385.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N1JQ7 2052-08-01 5 N/A 4000.00 3269.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QERW4 2050-08-01 2.5 N/A 2063.00 867.06 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3132WMEL4 2047-04-01 4 N/A 4708912.00 1176291.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QHDE2 2035-12-01 3 N/A 1000.00 206.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ATKV7 2054-11-01 4.5 N/A 1000.00 922.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140HJ2Z3 2048-06-01 4.5 N/A 1000.00 212.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31417KVB0 2039-08-01 6 N/A 1091.00 39.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31334WCS8 2049-06-01 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2052-06-01 5 N/A 1000.00 729.01 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3132Y1VV7 2048-07-01 4.5 N/A 1000.00 369.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WQA69 2043-05-01 3.5 N/A 3072.00 579.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QGPD3 2051-01-01 2 N/A 2288.00 1214.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N14K6 2052-10-01 5 N/A 2000.00 1508.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NSJV7 2053-10-01 6 N/A 2000.00 1040.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B8XC0 2055-04-01 6.5 N/A 1000.00 1044.47 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3132QUNN9 2045-11-01 4 N/A 1004.00 162.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION 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Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QGVV6 2051-01-01 2 N/A 181547774.00 94030253.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BE7G2 2052-07-01 5 N/A 1000.00 831.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132E0AE2 2053-08-01 5.5 N/A 1904.00 1680.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132E0LS9 2052-05-01 2.5 N/A 2000.00 1432.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KRFE9 2053-06-01 5.5 N/A 2000.00 1733.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140J9E56 2047-05-01 3.5 N/A 1000.00 190.04 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3132WNVS8 2047-06-01 3.5 N/A 1216944.00 620577.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JPH81 2049-05-01 4.5 N/A 5001.00 2377.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FMP67 2047-02-01 4 N/A 1000.00 125.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QAWC0 2049-04-01 4.5 N/A 7395424.00 1581685.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133C9DL4 2053-08-01 5.5 N/A 5081.00 4587.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JUK52 2049-05-01 4.5 N/A 1001.00 339.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ANSA8 2054-08-01 6 N/A 1000.00 1024.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QEUY6 2050-09-01 2 N/A 18507846.00 9111288.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140HMP40 2033-09-01 4 N/A 1000.00 245.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140HMBM5 2048-10-01 4.5 N/A 2000.00 885.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AMUS8 2054-09-01 7 N/A 1185347.00 734710.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138LWS85 2042-06-01 3.5 N/A 1008.00 120.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140J8QE6 2048-06-01 4 N/A 2000.00 550.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BC5D0 2055-06-01 6.5 N/A 1000.00 1050.28 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3132VNDP5 2049-03-01 4.5 N/A 1000.00 211.14 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3132XUJS5 2047-11-01 4 N/A 2250844.00 457571.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSPB1 2053-07-01 4.5 N/A 2080.00 1804.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140KQVB4 2050-11-01 2 N/A 4023240.00 2213684.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138W6SY3 2043-03-01 4 N/A 1000.00 229.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FF3M1 2046-09-01 3.5 N/A 1000.00 149.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140KKVY7 2050-08-01 2 N/A 1024.00 508.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AWRB7 2054-11-01 6.5 N/A 1000.00 1041.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N1RH8 2052-10-01 5 N/A 2000.00 1608.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BS4B5 2052-12-01 6 N/A 1000.00 748.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140HEBD3 2033-07-01 4 N/A 1000.00 214.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QLPX8 2041-08-01 2 N/A 1000.00 615.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QEVD1 2050-09-01 2.5 N/A 1008.00 496.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JYCX2 2049-12-01 3.5 N/A 1000.00 417.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LWXR3 2052-10-01 5 N/A 1004.00 761.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JCAZ7 2053-07-01 4 N/A 1000.00 742.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QUAV8 2054-03-01 5 N/A 1024.00 862.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140KE4K1 2050-07-01 2.5 N/A 1040.00 394.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B1CP9 2055-01-01 6.5 N/A 1000.00 1041.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QDCC6 2035-04-01 3 N/A 1000.00 339.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MS2U8 2052-07-01 5 N/A 3000.00 2344.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NNQD0 2053-07-01 5.5 N/A 4000.00 3720.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31409WSM4 2036-04-01 6 N/A 1024.00 7.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133B0DN0 2051-11-01 3 N/A 1000.00 466.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BFQU7 2052-07-01 4.5 N/A 1000.00 497.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q9NT6 2048-08-01 4.5 N/A 1024.00 151.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N2SR3 2052-10-01 5 N/A 3000.00 1125.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138AYAT6 2041-12-01 3.5 N/A 2000.00 203.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NKXW6 2053-06-01 5 N/A 1053320.00 866757.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ASRR1 2054-10-01 5 N/A 1000.00 976.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133WBXB7 2054-05-01 6.5 N/A 1000.00 835.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133C1AX8 2053-04-01 5 N/A 2000.00 1722.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MEXH4 2055-04-01 4.5 N/A 1000.00 964.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140K4WS5 2050-01-01 3.5 N/A 1000.00 229.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B4N71 2055-02-01 6 N/A 1000.00 1020.73 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3132L6L90 2044-06-01 4 N/A 1002.00 114.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QR5B5 2053-05-01 4.5 N/A 1000.00 829.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QS4P3 2053-09-01 6 N/A 2024.00 1683.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NKBY6 2053-05-01 6.5 N/A 2000.00 1640.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ARL65 2054-11-01 5 N/A 1000.00 950.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NCEL9 2053-08-01 6.5 N/A 5000.00 4099.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ADYQ8 2054-06-01 6.5 N/A 1034789.00 950414.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140HLUD6 2048-07-01 4.5 N/A 2000.00 511.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DS78 2040-08-01 1.5 N/A 172259072.00 84797671.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133B0VQ3 2051-12-01 3 N/A 1490560.00 1035591.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FC6F0 2047-06-01 4 N/A 1470714.00 659720.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FCS58 2047-02-01 3.5 N/A 2032.00 299.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BSKC5 2052-12-01 6.5 N/A 1000.00 733.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WCHZ9 2044-07-01 4 N/A 1990.00 241.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSV65 2053-08-01 6.5 N/A 1000.00 781.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QQFW0 2052-09-01 5 N/A 6000.00 4596.51 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3132Y02E9 2048-07-01 4 N/A 1000.00 229.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NGYZ7 2053-05-01 6 N/A 4000.00 3077.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JLJJ4 2049-03-01 4.5 N/A 8600.00 2302.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MX3L6 2052-08-01 5 N/A 1000.00 626.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JNCH1 2049-01-01 4.5 N/A 3557693.00 626821.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140HFFM6 2048-03-01 4.5 N/A 2024.00 474.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NGDX5 2053-05-01 5 N/A 1000.00 829.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ATM52 2054-10-01 6.5 N/A 1000.00 1039.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B5FF9 2055-03-01 6.5 N/A 1000.00 889.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140KDGX2 2050-06-01 2.5 N/A 1008.00 396.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140H1V31 2048-03-01 4.5 N/A 1024.00 289.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AVVR9 2054-12-01 6 N/A 1000.00 921.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QGUJ4 2051-01-01 2 N/A 1000.00 568.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140J86U2 2043-01-01 4 N/A 1000.00 238.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSAL5 2053-05-01 5 N/A 24995000.00 21272910.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AVW56 2055-01-01 6 N/A 1000.00 871.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BKRC5 2052-09-01 5 N/A 1000.00 785.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140HNUS9 2048-07-01 4 N/A 5000.00 1065.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140GT6G0 2047-08-01 4 N/A 1000.00 203.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QQ4J1 2052-12-01 6.5 N/A 1000.00 535.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BMR23 2052-09-01 5 N/A 1000.00 798.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140HBRY6 2048-02-01 3 N/A 1000.00 201.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133C2JT6 2053-05-01 5.5 N/A 1000.00 770.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JPN50 2049-06-01 4.5 N/A 70144.00 16937.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSVY4 2053-08-01 6.5 N/A 1000.00 780.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B7DB6 2055-04-01 6 N/A 1008.00 973.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140HNUQ3 2048-07-01 4.5 N/A 1000.00 337.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MF4U4 2052-07-01 4 N/A 15670720.00 11799246.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140M7KW0 2045-02-01 5.5 N/A 1000.00 923.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NKZ87 2053-06-01 6 N/A 1241460.00 1135585.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133C7HQ3 2053-07-01 6.5 N/A 3000.00 1309.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133WF2T3 2054-07-01 7.5 N/A 1000.00 1070.83 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3132JMKL2 2043-07-01 4 N/A 1000.00 137.50 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3132WNTP7 2047-06-01 3.5 N/A 1000.00 290.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ME6Q4 2055-07-01 6 N/A 1000.00 1018.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FUR75 2047-03-01 4 N/A 1000.00 152.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BAL79 2055-06-01 5.5 N/A 2000.00 2031.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31409VXP3 2036-03-01 6 N/A 1024.00 10.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ARXB1 2054-10-01 5.5 N/A 1000.00 1004.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NSAT1 2053-08-01 6.5 N/A 1000.00 830.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JM5A6 2049-03-01 5 N/A 1024.00 277.27 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3132Y1JW9 2048-07-01 4 N/A 1000.00 335.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133A02M5 2050-01-01 3.5 N/A 1000.00 378.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140J9AU5 2048-10-01 4.5 N/A 6000.00 1612.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q9XM0 2048-10-01 4.5 N/A 1000.00 159.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A43A7 2053-11-01 5.5 N/A 1000.00 888.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FC5L8 2047-05-01 4.5 N/A 2000.00 610.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BFUD5 2055-06-01 7 N/A 1279504.00 1361626.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QG2Z9 2051-02-01 2 N/A 2304.00 1296.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133W8FB4 2054-03-01 6.5 N/A 1000.00 565.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138MRS77 2042-11-01 4 N/A 1000.00 117.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JR2M2 2049-05-01 4.5 N/A 1001.00 45.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140J9LV1 2048-10-01 4 N/A 1000.00 203.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FC5P9 2047-05-01 4 N/A 2000.00 797.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NJN26 2053-08-01 6.5 N/A 2000.00 2074.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N5V68 2052-10-01 5.5 N/A 4000.00 2420.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B4LE8 2055-03-01 7 N/A 1000.00 1058.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N6TX0 2053-02-01 6.5 N/A 1000.00 541.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N0ZJ7 2052-08-01 5 N/A 1008.00 857.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B55C7 2055-03-01 6 N/A 1000.00 1027.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N0F34 2052-08-01 5 N/A 4000.00 2921.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138YR5C8 2045-07-01 3.5 N/A 1000.00 267.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138ALWZ6 2041-07-01 4.5 N/A 2000.00 279.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140M4MG0 2051-12-01 2.5 N/A 2000.00 1372.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JRFV8 2049-05-01 4.5 N/A 1000.00 213.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSVR9 2053-08-01 6 N/A 1024.00 851.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NLGS2 2053-08-01 5.5 N/A 1000.00 708.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSZU8 2053-09-01 6 N/A 2032.00 1740.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QUNA0 2054-05-01 5.5 N/A 2000.00 1889.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N3BZ1 2052-09-01 5 N/A 5300.00 3223.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QQDR3 2052-09-01 4 N/A 1008.00 677.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140K8HX2 2050-01-01 3.5 N/A 5956.00 2969.16 Agency Mortgage-Backed Securities Y Standard & Poor's A-1+ Fitch NR Moody's P-1 2025-09-02 2025-09-02 2025-09-02 N N N 0.0434 3750000000.00 3750000000.00 0.0202 N Y Y N Credit Agricole Corporate & Investment Bank SA Credit Agricole Corporate & Investment Bank SA 4.33000000 N/A 254900BN8XS34XZDJ223 BYDQMLHN5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNH0 2028-06-15 3.875 N/A 2009200.00 2040050.41 U.S. Treasuries (including strips) Y Moody's P-1 Fitch F1 Standard & Poor's A-1 2025-09-02 2025-09-02 2025-09-02 N N N 0.0433 2000000.00 2000000.00 0.0000 N Y Y N Federal Home Loan Mortgage Corp. Variable Rate Notes Federal Home Loan Mortgage Corp. Variable Rate Notes 4.47999840 3134HAMW0 S6XOOCT0IEG5ABCC6L87 US3134HAMW00 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Aa1 Standard & Poor's AA+ Fitch AA+ 2025-09-02 2026-09-23 2026-09-23 N N N 0.0449 418665744.79 418665744.79 0.0023 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.00000000 313385SQ0 2549001DPIFGXC1TOL40 US313385SQ02 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Standard & Poor's A-1+ Fitch Agency Moody's P-1 2026-02-03 2026-02-03 2026-02-03 N N N 0.0401 350749684.13 350749684.13 0.0019 N N N N Natixis SA Natixis SA 4.34000000 N/A KX1WK48MPD4Y2NCUIZ63 BYDQMLK27 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FNMS 03.500 CLBN5423 N/A 3140JNAZ3 2049-04-01 3.5 N/A 1024.00 296.74 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8349 N/A 3132DWH22 2053-08-01 5.5 N/A 1000.00 839.39 Agency Mortgage-Backed Securities FEPC 05.500 CLQG6607 N/A 3133C7KU0 2053-07-01 5.5 N/A 2001.00 1834.93 Agency Mortgage-Backed Securities FNMS 04.000 CIBK4791 N/A 3140HJKD2 2033-08-01 4 N/A 1000.00 158.77 Agency Mortgage-Backed Securities FEPC 05.000 CLSD4999 N/A 3132DSRU8 2053-08-01 5 N/A 1000.00 873.86 Agency Mortgage-Backed Securities FNMS 03.500 CRBM6096 N/A 3140JAX29 2043-07-01 3.5 N/A 1000.00 251.14 Agency Mortgage-Backed Securities FNMS 04.000 CLCA3666 N/A 3140QBCC0 2049-06-01 4 N/A 1000.00 257.41 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8206 N/A 3132DWDK6 2052-04-01 3 N/A 1000.00 697.74 Agency Mortgage-Backed Securities 2 BOND 50 N/A 912810SL3 2050-02-15 2 N/A 100.00 58.26 U.S. Treasuries (including strips) FEPC 03.500 CLSD8221 N/A 3132DWD26 2052-06-01 3.5 N/A 1000.00 740.25 Agency Mortgage-Backed Securities FNMS 06.000 CLDE6446 N/A 3140BKEU4 2055-08-01 6 N/A 1000.00 1035.63 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2401 N/A 3140QMU36 2051-12-01 2.5 N/A 1000.00 654.32 Agency Mortgage-Backed Securities FNMS 03.000 CLCA4133 N/A 3140QBSX7 2049-09-01 3 N/A 1000.00 336.77 Agency Mortgage-Backed Securities FNMS 03.000 CLCB2430 N/A 3140QMVY7 2051-12-01 3 N/A 1000.00 649.40 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4782 N/A 3140QQJ48 2052-10-01 5 N/A 1040.00 830.29 Agency Mortgage-Backed Securities GNHA RM CK9658 H N/A 3617Y5WT2 2072-01-20 5.829 N/A 6594208.00 7182980.07 Agency Mortgage-Backed Securities FNMS 07.000 CLDE3425 N/A 3140BFYX7 2055-07-01 7 N/A 1000.00 1058.49 Agency Mortgage-Backed Securities 4 5/8 NOTE B 35 N/A 91282CMM0 2035-02-15 4.625 N/A 586500.00 608334.52 U.S. Treasuries (including strips) FEPC 02.000 CTSC0206 N/A 3132D9GP3 2041-11-01 2 N/A 1000.00 595.97 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8321 N/A 3132DWG64 2053-05-01 4 N/A 1000.00 815.98 Agency Mortgage-Backed Securities FNMS 02.000 CLCB2835 N/A 3140QNEH1 2052-02-01 2 N/A 1000.00 622.65 Agency Mortgage-Backed Securities FNMS 04.000 CQAL6685 N/A 3138EPNB6 2035-01-01 4 N/A 1000.00 146.95 Agency Mortgage-Backed Securities FNMS 06.000 CLDE6129 N/A 3140BJY35 2055-08-01 6 N/A 1000.00 1041.29 Agency Mortgage-Backed Securities 4 5/8 BOND 55 N/A 912810UG1 2055-02-15 4.625 N/A 52816800.00 50813432.95 U.S. Treasuries (including strips) FNMS 03.500 CIAL9233 N/A 3138ERHK9 2029-04-01 3.5 N/A 1000.00 84.83 Agency Mortgage-Backed Securities FNMS 06.000 CLDB2037 N/A 3140ABHP3 2054-05-01 6 N/A 1000.00 877.16 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6912 N/A 3140QEVE9 2050-09-01 2.5 N/A 107829225.00 45116052.80 Agency Mortgage-Backed Securities FNMS 04.000 CLAL6589 N/A 3138EPKB9 2045-03-01 4 N/A 1000.00 193.16 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ2198 N/A 3142GSNQ7 2054-08-01 5.5 N/A 6791296.00 6480501.36 Agency Mortgage-Backed Securities FEPC 03.500 CLSD0968 N/A 3132DNCD3 2052-04-01 3.5 N/A 1000.00 683.22 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7979 N/A 3140QF2M0 2050-12-01 2 N/A 1024.00 546.37 Agency Mortgage-Backed Securities FNMS 02.000 CLCA6987 N/A 3140QEXR8 2050-09-01 2 N/A 1000.00 610.54 Agency Mortgage-Backed Securities 2 1/2 BOND 45 N/A 912810RK6 2045-02-15 2.5 N/A 3554400.00 2492477.10 U.S. Treasuries (including strips) FNMS 06.000 CLDE5221 N/A 3140BHYT2 2055-08-01 6 N/A 8218320.00 8506640.58 Agency Mortgage-Backed Securities 3 5/8 NOTE AC 29 N/A 91282CLK5 2029-08-31 3.625 N/A 100.00 101.71 U.S. Treasuries (including strips) FNMS 06.000 CLDD6199 N/A 3140B63H6 2055-04-01 6 N/A 1000.00 1035.25 Agency Mortgage-Backed Securities 3 3/8 BOND 44 N/A 912810RG5 2044-05-15 3.375 N/A 100.00 82.82 U.S. Treasuries (including strips) FEPC 04.000 CLSD2530 N/A 3132DPY36 2052-10-01 4 N/A 741000.00 552782.97 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7340 N/A 3140QFEN5 2050-10-01 2 N/A 1024.00 537.72 Agency Mortgage-Backed Securities FEPC 03.000 CLQD5311 N/A 3133B23U1 2052-01-01 3 N/A 1000.00 643.71 Agency Mortgage-Backed Securities FEPC 03.500 CLRA2658 N/A 3133KH5T9 2050-05-01 3.5 N/A 1000.00 329.93 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8183 N/A 3132DWCU5 2051-12-01 2.5 N/A 1000.00 638.48 Agency Mortgage-Backed Securities FNMS 03.000 CLCB0199 N/A 3140QKGH5 2051-04-01 3 N/A 1000.00 625.15 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8342 N/A 3132DWHT3 2053-07-01 5.5 N/A 1000.00 843.47 Agency Mortgage-Backed Securities FEPC 02.000 CLQB8251 N/A 3133AFEY3 2051-02-01 2 N/A 1613000.00 849591.11 Agency Mortgage-Backed Securities 4 1/2 BOND 44 N/A 912810TZ1 2044-02-15 4.5 N/A 100.00 96.45 U.S. Treasuries (including strips) FNMS 03.000 CLCB0912 N/A 3140QLAN6 2051-07-01 3 N/A 1000.00 691.38 Agency Mortgage-Backed Securities FNMS 02.500 CICA5630 N/A 3140QDHG2 2035-05-01 2.5 N/A 1000.00 470.07 Agency Mortgage-Backed Securities FNMS 03.500 CIAL6598 N/A 3138EPKL7 2030-04-01 3.5 N/A 1000.00 74.73 Agency Mortgage-Backed Securities FNMS 02.500 CICB1939 N/A 3140QMEM2 2036-10-01 2.5 N/A 46895280.00 26821006.59 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8382 N/A 3132DWJ38 2053-12-01 5 N/A 1000.00 910.61 Agency Mortgage-Backed Securities FNMS 04.000 CLBM5261 N/A 3140J9Z38 2048-01-01 4 N/A 1000.00 146.51 Agency Mortgage-Backed Securities GNII SF MA3311 M N/A 36179RVC0 2045-12-20 4 N/A 1000.00 88.83 Agency Mortgage-Backed Securities 3 BOND 47 N/A 912810RV2 2047-02-15 3 N/A 24999800.00 18696408.03 U.S. Treasuries (including strips) FNMS 06.000 CLDE3570 N/A 3140BF6G5 2055-08-01 6 N/A 1000.00 1031.64 Agency Mortgage-Backed Securities FEPC 05.500 CLQZ0954 N/A 31426XBY3 2055-08-01 5.5 N/A 1000.00 1013.44 Agency Mortgage-Backed Securities FEPC 02.500 CLQD0229 N/A 3133AWHE7 2051-11-01 2.5 N/A 1000.00 627.39 Agency Mortgage-Backed Securities FNMS 04.000 CLAK6297 N/A 3138EA7K7 2042-03-01 4 N/A 1000.00 142.08 Agency Mortgage-Backed Securities 6 1/4 BOND 30 N/A 912810FM5 2030-05-15 6.25 N/A 35952400.00 40526973.20 U.S. Treasuries (including strips) FNMS 04.000 CLCB3630 N/A 3140QPA80 2052-05-01 4 N/A 1000.00 761.01 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8371 N/A 3132DWJQ7 2053-11-01 5 N/A 1000.00 890.65 Agency Mortgage-Backed Securities 4 5/8 BOND 44 N/A 912810UF3 2044-11-15 4.625 N/A 2708000.00 2675501.32 U.S. Treasuries (including strips) FEPC 04.500 CLSD8314 N/A 3132DWGX5 2053-04-01 4.5 N/A 1000.00 840.84 Agency Mortgage-Backed Securities 3 7/8 NOTE Q 29 N/A 91282CFL0 2029-09-30 3.875 N/A 1774900.00 1818312.32 U.S. Treasuries (including strips) FEPC 05.500 CLSD5763 N/A 3132DTML1 2054-07-01 5.5 N/A 1000.00 923.96 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8438 N/A 3132DWLT8 2054-06-01 5.5 N/A 2000.00 1775.91 Agency Mortgage-Backed Securities FEPC 05.500 CLRA8066 N/A 3133KP6B9 2052-12-01 5.5 N/A 1000.00 861.15 Agency Mortgage-Backed Securities FEPC 05.000 CLSD2872 N/A 3132DQFM3 2053-05-01 5 N/A 1000.00 875.17 Agency Mortgage-Backed Securities 2 5/8 NOTE Z 27 N/A 91282CET4 2027-05-31 2.625 N/A 1000.00 988.32 U.S. Treasuries (including strips) FNMS 03.500 CLCB3596 N/A 3140QN7J5 2052-05-01 3.5 N/A 1000.00 687.85 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8225 N/A 3132DWD67 2052-07-01 3 N/A 1000.00 738.42 Agency Mortgage-Backed Securities FEPC 06.000 CLSD3072 N/A 3132DQMV5 2053-05-01 6 N/A 1000.00 834.07 Agency Mortgage-Backed Securities FEPC 04.000 CIZS8659 N/A 3132A9TQ0 2032-05-01 4 N/A 790000.00 60343.44 Agency Mortgage-Backed Securities FEPC 03.500 CLRA7326 N/A 3133KPD70 2052-05-01 3.5 N/A 1000.00 761.38 Agency Mortgage-Backed Securities FEPC 05.500 CLSD7412 N/A 3132DVGV1 2055-01-01 5.5 N/A 1000.00 932.01 Agency Mortgage-Backed Securities FNMS 06.500 CLDB9808 N/A 3140AK3S2 2054-09-01 6.5 N/A 1000.00 1043.07 Agency Mortgage-Backed Securities 2 3/4 NOTE AB 27 N/A 91282CFB2 2027-07-31 2.75 N/A 700.00 689.59 U.S. Treasuries (including strips) GNHA AL CR2618 H N/A 3618AG4B2 2073-01-20 6.809 N/A 4622360.00 4005177.09 Agency Mortgage-Backed Securities FEPC 02.000 CNRD5058 N/A 3133LPTP2 2031-05-01 2 N/A 1000.00 385.25 Agency Mortgage-Backed Securities 4 1/8 BOND 44 N/A 912810UD8 2044-08-15 4.125 N/A 1100.00 1005.50 U.S. Treasuries (including strips) FNMS 06.500 CLDE1484 N/A 3140BDUJ7 2055-06-01 6.5 N/A 4686208.00 4984420.70 Agency Mortgage-Backed Securities 2 3/8 BOND 51 N/A 912810SX7 2051-05-15 2.375 N/A 100.00 63.34 U.S. Treasuries (including strips) FNMS 04.500 CLBN0213 N/A 3140JGGX7 2048-08-01 4.5 N/A 1000.00 76.00 Agency Mortgage-Backed Securities FNMS 03.500 CTAL7904 N/A 3138EQYA4 2035-09-01 3.5 N/A 1000.00 116.25 Agency Mortgage-Backed Securities FEPC 02.500 CLSD0578 N/A 3132DMUB9 2051-03-01 2.5 N/A 1000.00 560.15 Agency Mortgage-Backed Securities 1 7/8 NOTE M 26 N/A 9128287B0 2026-06-30 1.875 N/A 143108800.00 141096699.57 U.S. Treasuries (including strips) FEPC 02.500 CLQC2044 N/A 3133ALHV3 2051-05-01 2.5 N/A 1000.00 587.33 Agency Mortgage-Backed Securities FNMS 05.500 CLCB4956 N/A 3140QQQJ7 2052-10-01 5.5 N/A 1024.00 776.55 Agency Mortgage-Backed Securities FEPC 02.000 CLSD3984 N/A 3132E0M90 2051-05-01 2 N/A 1000.00 720.38 Agency Mortgage-Backed Securities 4 1/8 NOTE N 31 N/A 91282CLD1 2031-07-31 4.125 N/A 10598900.00 10808023.49 U.S. Treasuries (including strips) 4 BOND 52 N/A 912810TL2 2052-11-15 4 N/A 200.00 175.30 U.S. Treasuries (including strips) FEPC 03.500 CLQD9728 N/A 3133B7YZ5 2052-04-01 3.5 N/A 1008.00 710.82 Agency Mortgage-Backed Securities FNMS 04.000 CLBM4857 N/A 3140J9MF5 2048-03-01 4 N/A 1000.00 341.29 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8341 N/A 3132DWHS5 2053-07-01 5 N/A 2024.00 1735.22 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8286 N/A 3132DWF32 2053-01-01 4 N/A 1000.00 804.89 Agency Mortgage-Backed Securities FEPC 04.500 CLSL2360 N/A 31427PTS3 2053-07-01 4.5 N/A 162752.00 157413.41 Agency Mortgage-Backed Securities FEPC 03.500 CLQE7181 N/A 3133BG6S2 2052-06-01 3.5 N/A 1000.00 708.27 Agency Mortgage-Backed Securities FEPC 02.500 CLRA6388 N/A 3133KNCZ4 2051-12-01 2.5 N/A 1000.00 617.22 Agency Mortgage-Backed Securities 3 7/8 NOTE BC 27 N/A 91282CNE7 2027-05-31 3.875 N/A 250000.00 253134.67 U.S. Treasuries (including strips) FEPC 02.000 CTRB5108 N/A 3133KYU98 2041-04-01 2 N/A 1000.00 576.05 Agency Mortgage-Backed Securities FNMS 06.000 CLDB9556 N/A 3140AKTN5 2054-08-01 6 N/A 2001.00 1838.85 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6635 N/A 3140QELR1 2050-08-01 2.5 N/A 1000.00 515.36 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8277 N/A 3132DWFS7 2052-12-01 5.5 N/A 1000.00 797.37 Agency Mortgage-Backed Securities FEPC 06.500 CISB1482 N/A 3132CXUF7 2040-02-01 6.5 N/A 2502784.00 2196311.40 Agency Mortgage-Backed Securities 04.000 FGPC G67713 G N/A 3132XCSA4 2048-06-01 4 N/A 1000.00 195.11 Agency Mortgage-Backed Securities FEPC 03.000 CLRA6664 N/A 3133KNMM2 2052-02-01 3 N/A 1000.00 674.94 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8316 N/A 3132DWGZ0 2053-04-01 5.5 N/A 1000.00 807.98 Agency Mortgage-Backed Securities 4 1/2 BOND 39 N/A 912810QC5 2039-08-15 4.5 N/A 3999600.00 3988324.96 U.S. Treasuries (including strips) FNMS 02.000 CLCA7714 N/A 3140QFSC4 2050-11-01 2 N/A 1024.00 553.15 Agency Mortgage-Backed Securities FNMS 03.000 CLCB3115 N/A 3140QNN99 2052-03-01 3 N/A 1000.00 677.32 Agency Mortgage-Backed Securities FEPC 04.000 CISB8184 N/A 3132D6CV0 2037-10-01 4 N/A 1000.00 613.38 Agency Mortgage-Backed Securities 4 1/4 NOTE AW 26 N/A 91282CJV4 2026-01-31 4.25 N/A 4915500.00 4932926.36 U.S. Treasuries (including strips) FNMS 02.000 CLCB3348 N/A 3140QNWJ7 2052-04-01 2 N/A 1000.00 670.20 Agency Mortgage-Backed Securities FNMS 03.000 U3BF0344 N/A 3140FXL26 2043-06-01 3 N/A 1000.00 314.45 Agency Mortgage-Backed Securities FNMS 03.000 CIAL1611 N/A 3138EHYH9 2027-04-01 3 N/A 1000.00 23.22 Agency Mortgage-Backed Securities 1 5/8 BOND 50 N/A 912810SS8 2050-11-15 1.625 N/A 6522000.00 3423937.22 U.S. Treasuries (including strips) FEPC 04.000 CLSD2896 N/A 3132DQGD2 2051-10-01 4 N/A 1000.00 709.53 Agency Mortgage-Backed Securities FNMS 02.500 CLBT2642 N/A 3140LQ5C0 2051-05-01 2.5 N/A 1000.00 467.35 Agency Mortgage-Backed Securities FEPC 05.500 CLQF2389 N/A 3133BPUN6 2052-10-01 5.5 N/A 1000.00 824.47 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4686 N/A 3140QQF42 2052-09-01 5 N/A 1000.00 739.27 Agency Mortgage-Backed Securities FEPC 02.500 CLSD7552 N/A 3132DVL94 2052-01-01 2.5 N/A 2000.00 1280.84 Agency Mortgage-Backed Securities FEPC 06.000 CLQG8087 N/A 3133C86Y6 2053-07-01 6 N/A 119000.00 95129.46 Agency Mortgage-Backed Securities FNMS 04.000 CTBM5752 N/A 3140JAMA3 2037-10-01 4 N/A 1000.00 246.93 Agency Mortgage-Backed Securities GNHA AL DM1328 H N/A 3618LQPM1 2075-07-20 6.45 N/A 342662.00 360989.51 Agency Debentures and Agency Strips 4 1/8 NOTE R 31 N/A 91282CLU3 2031-10-31 4.125 N/A 489100.00 503299.64 U.S. Treasuries (including strips) FEPC 06.500 CLSD7566 N/A 3132DVMP7 2054-01-01 6.5 N/A 1024.00 871.10 Agency Mortgage-Backed Securities GNMI SF BG9700 X N/A 3617GUX58 2048-07-15 4.5 N/A 1617880.00 652335.71 Agency Mortgage-Backed Securities FNMS 07.000 CLDD2672 N/A 3140B26J8 2055-04-01 7 N/A 2000.00 2121.96 Agency Mortgage-Backed Securities FEPC 02.500 CTRB5132 N/A 3133KYVZ9 2041-10-01 2.5 N/A 1000.00 613.68 Agency Mortgage-Backed Securities FEPC 03.500 CLSD2254 N/A 3132DPQF8 2052-07-01 3.5 N/A 1000.00 768.00 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7336 N/A 3140QFEJ4 2050-10-01 2 N/A 2048.00 1071.98 Agency Mortgage-Backed Securities FEPC 04.500 3PRE6054 N/A 3133N3WP5 2050-04-01 4.5 N/A 1000.00 51.46 Agency Mortgage-Backed Securities FNMS 05.000 CLDE8758 N/A 3140BMWU0 2055-09-01 5 N/A 1000.00 994.17 Agency Mortgage-Backed Securities FNMS 06.000 CLDE4590 N/A 3140BHC41 2055-08-01 6 N/A 1000.00 1028.01 Agency Mortgage-Backed Securities FEPC 04.500 CLZT0794 N/A 3132AC3B4 2048-10-01 4.5 N/A 1000.00 216.66 Agency Mortgage-Backed Securities FNMS 02.500 CLCA7732 N/A 3140QFSW0 2050-11-01 2.5 N/A 1120.00 593.05 Agency Mortgage-Backed Securities FEPC 03.500 CLSD2670 N/A 3132DP6F0 2052-06-01 3.5 N/A 1000.00 738.73 Agency Mortgage-Backed Securities FEPC 02.500 CIZS8641 N/A 3132A9S65 2032-02-01 2.5 N/A 1000.00 171.26 Agency Mortgage-Backed Securities FNMS 06.500 CLDE6444 N/A 3140BKES9 2055-08-01 6.5 N/A 1000.00 1043.90 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8213 N/A 3132DWDS9 2052-05-01 3 N/A 1000.00 712.93 Agency Mortgage-Backed Securities 4 1/4 NOTE BM 25 N/A 91282CJS1 2025-12-31 4.25 N/A 25000500.00 25179362.28 U.S. Treasuries (including strips) FNMS 05.500 CLDA1612 N/A 3140A1YJ0 2053-11-01 5.5 N/A 1000.00 994.39 Agency Mortgage-Backed Securities FEPC 02.500 CISB0587 N/A 3132CWUL6 2036-12-01 2.5 N/A 1000.00 553.96 Agency Mortgage-Backed Securities FEPC 02.500 CLRA4414 N/A 3133KK3X5 2051-01-01 2.5 N/A 2000.00 1062.47 Agency Mortgage-Backed Securities FEPC 02.500 CIQN0951 N/A 3133G7BU6 2034-11-01 2.5 N/A 1000.00 335.37 Agency Mortgage-Backed Securities BILL 10/09/25 N/A 912797QE0 2025-10-09 0 N/A 1100.00 1094.73 U.S. Treasuries (including strips) FNMS 05.500 CLCB5846 N/A 3140QRP80 2053-03-01 5.5 N/A 2000.00 1636.80 Agency Mortgage-Backed Securities FNMS 05.000 CLBY0545 N/A 3140NGTB6 2053-05-01 5 N/A 1000.00 821.03 Agency Mortgage-Backed Securities FEPC 02.000 CLSD0784 N/A 3132DM2R5 2051-12-01 2 N/A 1000.00 630.51 Agency Mortgage-Backed Securities 4 1/8 BOND 53 N/A 912810TT5 2053-08-15 4.125 N/A 11393200.00 10074064.46 U.S. Treasuries (including strips) 4 1/2 NOTE AU 25 N/A 91282CFW6 2025-11-15 4.5 N/A 72900.00 73878.53 U.S. Treasuries (including strips) FNMS 05.500 CLDC5352 N/A 3140AS5N4 2054-11-01 5.5 N/A 2000.00 2010.96 Agency Mortgage-Backed Securities FEPC 02.500 CISB1153 N/A 3132CXH62 2037-11-01 2.5 N/A 1000.00 799.16 Agency Mortgage-Backed Securities FEPC 02.000 CLRA5204 N/A 3133KLX93 2051-05-01 2 N/A 1000.00 647.53 Agency Mortgage-Backed Securities 0 7/8 NOTE AD 26 N/A 91282CCZ2 2026-09-30 0.875 N/A 7096000.00 6896893.14 U.S. Treasuries (including strips) 3 3/8 BOND 48 N/A 912810SE9 2048-11-15 3.375 N/A 8997700.00 7157170.68 U.S. Treasuries (including strips) FEPC 04.500 CLSD2355 N/A 3132DPTL2 2052-12-01 4.5 N/A 2000.00 1542.53 Agency Mortgage-Backed Securities FEPC 05.000 CLSD4656 N/A 3132DSE57 2053-11-01 5 N/A 1000.00 834.01 Agency Mortgage-Backed Securities FNMS 03.500 CLBO1345 N/A 3140JVP71 2049-08-01 3.5 N/A 1000.00 167.94 Agency Mortgage-Backed Securities FEPC 01.500 CLSD8120 N/A 3132DWAV5 2051-01-01 1.5 N/A 876000.00 487197.31 Agency Mortgage-Backed Securities FEPC 01.500 CNRD5067 N/A 3133LPTY3 2031-09-01 1.5 N/A 1000.00 444.76 Agency Mortgage-Backed Securities FNMS 03.500 CVAL8047 N/A 3138EQ5H1 2030-11-01 3.5 N/A 1000.00 111.53 Agency Mortgage-Backed Securities 0 1/8 TRIN D 31 N/A 91282CCM1 2031-07-15 0.125 N/A 3483000.00 3928961.49 U.S. Treasuries (including strips) FEPC 05.000 CLRA7932 N/A 3133KPY51 2052-09-01 5 N/A 1000.00 780.49 Agency Mortgage-Backed Securities FNMS 05.500 CLCB4847 N/A 3140QQL52 2052-10-01 5.5 N/A 1000.00 758.22 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8817 N/A 3140QGYP6 2051-02-01 2 N/A 1000.00 580.71 Agency Mortgage-Backed Securities 4 3/8 NOTE G 32 N/A 91282CMK4 2032-01-31 4.375 N/A 916700.00 945784.77 U.S. Treasuries (including strips) 4 7/8 NOTE BA 26 N/A 91282CKK6 2026-04-30 4.875 N/A 100.00 102.17 U.S. Treasuries (including strips) FEPC 03.500 CLZS9495 N/A 3132AARQ9 2045-10-01 3.5 N/A 1000.00 184.64 Agency Mortgage-Backed Securities 1 3/8 NOTE T 28 N/A 91282CDP3 2028-12-31 1.375 N/A 150000700.00 139874729.95 U.S. Treasuries (including strips) FNMS 03.500 U3BF0234 N/A 3140FXHL9 2042-06-01 3.5 N/A 1000.00 288.95 Agency Mortgage-Backed Securities FNMS 05.500 CLDE8256 N/A 3140BME63 2055-09-01 5.5 N/A 1008.00 1018.53 Agency Mortgage-Backed Securities FEPC 05.000 CLRA7574 N/A 3133KPMX3 2052-06-01 5 N/A 1000.00 751.31 Agency Mortgage-Backed Securities FEPC 02.500 CLRA6215 N/A 3133KM3Y9 2051-11-01 2.5 N/A 1000.00 610.62 Agency Mortgage-Backed Securities FEPC 02.500 CLSD0653 N/A 3132DMWN1 2051-07-01 2.5 N/A 1000.00 582.94 Agency Mortgage-Backed Securities 1 1/8 BOND 40 N/A 912810SQ2 2040-08-15 1.125 N/A 100.00 61.83 U.S. Treasuries (including strips) FEPC 03.000 CLSD8074 N/A 3132DV6K6 2050-07-01 3 N/A 1000.00 274.82 Agency Mortgage-Backed Securities FEPC 04.500 CLSD1683 N/A 3132DN2Q5 2052-10-01 4.5 N/A 1000.00 777.14 Agency Mortgage-Backed Securities 4 1/4 NOTE V 29 N/A 91282CKD2 2029-02-28 4.25 N/A 2299400.00 2394797.56 U.S. Treasuries (including strips) FEPC 06.000 CLSD8279 N/A 3132DWFU2 2052-11-01 6 N/A 1000.00 718.64 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6201 N/A 3140QR3K7 2053-05-01 6 N/A 1024.00 861.87 Agency Mortgage-Backed Securities 3 7/8 NOTE AB 30 N/A 91282CNN7 2030-07-31 3.875 N/A 8393300.00 8485153.49 U.S. Treasuries (including strips) FNMS 06.000 CLDE7213 N/A 3140BLAP7 2055-08-01 6 N/A 6476904.00 6658332.88 Agency Mortgage-Backed Securities 2 7/8 BOND 46 N/A 912810RU4 2046-11-15 2.875 N/A 34999700.00 25912001.65 U.S. Treasuries (including strips) FNMS 06.000 CLCB5914 N/A 3140QRSC8 2053-03-01 6 N/A 2048.00 1532.14 Agency Mortgage-Backed Securities 2 3/8 NOTE K 26 N/A 9128286S4 2026-04-30 2.375 N/A 300.00 299.08 U.S. Treasuries (including strips) FNMS 03.500 CLAS2885 N/A 3138WCF32 2044-07-01 3.5 N/A 1000.00 129.68 Agency Mortgage-Backed Securities 4 3/4 BOND 53 N/A 912810TV0 2053-11-15 4.75 N/A 100.00 99.35 U.S. Treasuries (including strips) FEPC 04.000 CLZT0132 N/A 3132ACED8 2047-05-01 4 N/A 1000.00 253.13 Agency Mortgage-Backed Securities FEPC 06.000 CLSD4756 N/A 3132DSH96 2054-02-01 6 N/A 1000.00 965.11 Agency Mortgage-Backed Securities FEPC 03.000 CLRA5391 N/A 3133KL7C5 2051-06-01 3 N/A 1000.00 701.46 Agency Mortgage-Backed Securities 4 1/2 NOTE AZ 26 N/A 91282CKH3 2026-03-31 4.5 N/A 5399000.00 5513364.72 U.S. Treasuries (including strips) FNMS 03.500 CLBE9610 N/A 3140FVVC7 2047-06-01 3.5 N/A 1000.00 237.12 Agency Mortgage-Backed Securities FNMS 05.000 CLBW1330 N/A 3140MSPQ2 2052-11-01 5 N/A 1000.00 765.63 Agency Mortgage-Backed Securities FEPC 06.000 CLSD4275 N/A 3132E0XC1 2053-09-01 6 N/A 1000.00 706.33 Agency Mortgage-Backed Securities FNMS 03.500 CIAL8561 N/A 3138ETQP4 2031-06-01 3.5 N/A 1000.00 102.09 Agency Mortgage-Backed Securities FEPC 05.500 CLQG7562 N/A 3133C8MK8 2053-07-01 5.5 N/A 1000.00 728.88 Agency Mortgage-Backed Securities FNMS 03.000 CLAL8560 N/A 3138ETQN9 2041-05-01 3 N/A 2000.00 276.18 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4813 N/A 3140QQK38 2052-10-01 5 N/A 2000.00 1576.38 Agency Mortgage-Backed Securities FNMS 02.000 CLBR2822 N/A 3140L1D44 2050-12-01 2 N/A 1000.00 566.07 Agency Mortgage-Backed Securities 0 3/8 NOTE U 26 N/A 91282CBH3 2026-01-31 0.375 N/A 1999900.00 1968876.58 U.S. Treasuries (including strips) FEPC 03.000 CLSD8016 N/A 3132DV3Z6 2049-10-01 3 N/A 1000.00 148.96 Agency Mortgage-Backed Securities FNMS 03.500 CLBO7231 N/A 3140K3A93 2050-01-01 3.5 N/A 1000.00 433.52 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8243 N/A 3132DWEQ2 2052-09-01 3.5 N/A 1000.00 765.84 Agency Mortgage-Backed Securities FEPC 03.000 CLRA6605 N/A 3133KNKS1 2052-01-01 3 N/A 1000.00 666.66 Agency Mortgage-Backed Securities FEPC 04.000 CLSD4291 N/A 3132E0XU1 2049-07-01 4 N/A 1000.00 797.33 Agency Mortgage-Backed Securities 4 3/4 BOND 55 N/A 912810UM8 2055-08-15 4.75 N/A 149600.00 146983.80 U.S. Treasuries (including strips) FNMS 04.500 CLCB4212 N/A 3140QPVE4 2052-07-01 4.5 N/A 1000.00 787.58 Agency Mortgage-Backed Securities FEPC 06.000 CLQH0207 N/A 3133CCGQ3 2053-09-01 6 N/A 5000.00 4091.41 Agency Mortgage-Backed Securities FEPC 03.000 CLSD0089 N/A 3132DMC29 2049-09-01 3 N/A 1018.00 405.50 Agency Mortgage-Backed Securities FNMS 07.000 CLDD4966 N/A 3140B5QU4 2055-04-01 7 N/A 2000.00 2121.46 Agency Mortgage-Backed Securities FEPC 03.500 CLRA7386 N/A 3133KPF37 2052-05-01 3.5 N/A 1000.00 745.50 Agency Mortgage-Backed Securities FEPC 04.500 CLSD8266 N/A 3132DWFF5 2052-11-01 4.5 N/A 1000.00 809.10 Agency Mortgage-Backed Securities FNMS 03.500 CIAL7964 N/A 3138EQZ62 2031-02-01 3.5 N/A 1000.00 122.71 Agency Mortgage-Backed Securities GNAR AT MA8370 M N/A 36179XJP2 2052-09-20 3 N/A 337700.00 225995.56 Agency Mortgage-Backed Securities 4 3/8 NOTE AQ 27 N/A 91282CKZ3 2027-07-15 4.375 N/A 400.00 407.14 U.S. Treasuries (including strips) FNMS 05.000 CTBV5899 N/A 3140MKRV6 2045-06-01 5 N/A 1000.00 1007.92 Agency Mortgage-Backed Securities 4 7/8 NOTE BL 25 N/A 91282CJL6 2025-11-30 4.875 N/A 600.00 608.12 U.S. Treasuries (including strips) FEPC 03.000 CLSD8272 N/A 3132DWFM0 2052-12-01 3 N/A 2000.00 1478.82 Agency Mortgage-Backed Securities FEPC 06.500 CLSL1950 N/A 31427PEY6 2055-07-01 6.5 N/A 17457792.00 18250698.99 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8107 N/A 3132DWAG8 2050-11-01 2.5 N/A 1000.00 433.60 Agency Mortgage-Backed Securities 3 3/4 NOTE BD 27 N/A 91282CNL1 2027-06-30 3.75 N/A 6575900.00 6624588.82 U.S. Treasuries (including strips) FNMS 02.000 CLBR2619 N/A 3140L04D6 2051-02-01 2 N/A 2000.00 1047.96 Agency Mortgage-Backed Securities FEPC 05.000 CTSC0712 N/A 3132D9YH1 2045-08-01 5 N/A 1000.00 1013.51 Agency Mortgage-Backed Securities FEPC 04.500 CLSD1381 N/A 3132DNRA3 2052-07-01 4.5 N/A 1000.00 735.37 Agency Mortgage-Backed Securities FEPC 06.000 CLRQ0028 N/A 3142J6A60 2055-07-01 6 N/A 1000.00 1003.88 Agency Mortgage-Backed Securities FNMS 03.000 CLCB3586 N/A 3140QN6Y3 2052-05-01 3 N/A 1000.00 729.61 Agency Mortgage-Backed Securities FEPC 02.500 CLSD5344 N/A 3132DS5D0 2052-04-01 2.5 N/A 1000.00 758.31 Agency Mortgage-Backed Securities FNMS 04.000 CLBW0022 N/A 3140MRAY3 2052-07-01 4 N/A 1000.00 611.81 Agency Mortgage-Backed Securities FEPC 04.000 CLRA7390 N/A 3133KPF78 2052-05-01 4 N/A 1000.00 739.85 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8394 N/A 3132DWKF9 2054-01-01 5 N/A 1000.00 911.37 Agency Mortgage-Backed Securities 2 3/4 BOND 42 N/A 912810QY7 2042-11-15 2.75 N/A 25000200.00 19173358.29 U.S. Treasuries (including strips) FEPC 02.500 CLSD0612 N/A 3132DMVD4 2050-11-01 2.5 N/A 1000.00 528.39 Agency Mortgage-Backed Securities 03.500 FGPC G67709 G N/A 3132XCR64 2048-03-01 3.5 N/A 2000000.00 536267.62 Agency Mortgage-Backed Securities 03.000 FGPC G08692 G N/A 3128MJXW5 2046-02-01 3 N/A 1000.00 143.18 Agency Mortgage-Backed Securities FNMS 03.500 CLBT7848 N/A 3140LWWJ2 2052-07-01 3.5 N/A 1000.00 761.18 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3901 N/A 3140QPKP1 2052-06-01 3.5 N/A 1000.00 795.64 Agency Mortgage-Backed Securities 2 3/4 BOND 47 N/A 912810RZ3 2047-11-15 2.75 N/A 100.00 71.43 U.S. Treasuries (including strips) BILL 09/23/25 N/A 912797QV2 2025-09-23 0 N/A 100.00 99.71 U.S. Treasuries (including strips) 1 5/8 NOTE C 26 N/A 912828R36 2026-05-15 1.625 N/A 100.00 98.84 U.S. Treasuries (including strips) FEPC 02.000 CLSD8098 N/A 3132DV7K5 2050-10-01 2 N/A 1000.00 510.56 Agency Mortgage-Backed Securities BILL 04/16/26 N/A 912797QD2 2026-04-16 0 N/A 3300.00 3220.37 U.S. Treasuries (including strips) FEPC 02.500 CISB1597 N/A 3132CXX23 2037-06-01 2.5 N/A 1000.00 943.22 Agency Mortgage-Backed Securities FEPC 06.000 CLSD6561 N/A 3132DUJE8 2054-10-01 6 N/A 1000.00 997.13 Agency Mortgage-Backed Securities FNMS 04.000 CLAU6743 N/A 3138X6P58 2043-10-01 4 N/A 1000.00 101.32 Agency Mortgage-Backed Securities 1 1/2 NOTE E 26 N/A 9128282A7 2026-08-15 1.5 N/A 14492800.00 14172156.25 U.S. Treasuries (including strips) FNMS 06.000 CLCB5472 N/A 3140QRCJ0 2053-01-01 6 N/A 2048.00 1614.77 Agency Mortgage-Backed Securities FNMS 06.000 CLDD6216 N/A 3140B64A0 2055-04-01 6 N/A 2096.00 2170.38 Agency Mortgage-Backed Securities FNMS 06.000 CLDC0687 N/A 3140AMXR7 2054-11-01 6 N/A 11835.00 12255.10 Agency Mortgage-Backed Securities FNMS 07.000 CLDE2186 N/A 3140BENC8 2055-06-01 7 N/A 2000.00 2119.27 Agency Mortgage-Backed Securities FEPC 07.000 CLSD4982 N/A 3132DSRB0 2054-01-01 7 N/A 1024.00 789.55 Agency Mortgage-Backed Securities 4 1/2 NOTE AN 27 N/A 91282CKR1 2027-05-15 4.5 N/A 553600.00 567974.20 U.S. Treasuries (including strips) FNMS 03.500 CIAS8884 N/A 3138WJ2S6 2032-02-01 3.5 N/A 1000.00 162.48 Agency Mortgage-Backed Securities 4 1/4 BOND 54 N/A 912810UC0 2054-08-15 4.25 N/A 100.00 90.32 U.S. Treasuries (including strips) FEPC 06.000 CLSD8470 N/A 3132DWMT7 2054-10-01 6 N/A 1000.00 897.58 Agency Mortgage-Backed Securities FEPC 03.000 CLRA6567 N/A 3133KNJL8 2051-12-01 3 N/A 1000.00 633.39 Agency Mortgage-Backed Securities 4 1/8 NOTE F 32 N/A 91282CFV8 2032-11-15 4.125 N/A 4998900.00 5115533.30 U.S. Treasuries (including strips) 1 7/8 BOND 51 N/A 912810SU3 2051-02-15 1.875 N/A 100.00 55.55 U.S. Treasuries (including strips) FEPC 05.000 CLSD3349 N/A 3132DQWJ1 2053-06-01 5 N/A 1000.00 757.72 Agency Mortgage-Backed Securities FNMS 03.000 CLCA7605 N/A 3140QFNX3 2050-11-01 3 N/A 1000.00 566.07 Agency Mortgage-Backed Securities FEPC 02.500 CLQC0165 N/A 3133AJFE8 2051-03-01 2.5 N/A 1000.00 525.65 Agency Mortgage-Backed Securities FEPC 03.500 CLSD7513 N/A 3132DVK20 2050-04-01 3.5 N/A 1000.00 359.03 Agency Mortgage-Backed Securities 3 7/8 NOTE AP 28 N/A 91282CNH0 2028-06-15 3.875 N/A 200.00 203.07 U.S. Treasuries (including strips) FNMS 06.000 CLDB1087 N/A 3140AAF51 2054-05-01 6 N/A 1000.00 897.47 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8779 N/A 3140QGXH5 2051-02-01 2 N/A 2000.00 1144.87 Agency Mortgage-Backed Securities FNMS 06.000 CL781593 N/A 31404XKE3 2034-10-01 6 N/A 1000.00 26.88 Agency Mortgage-Backed Securities FNMS 04.500 CLBW8586 N/A 3140N1RG0 2052-10-01 4.5 N/A 1000.00 565.67 Agency Mortgage-Backed Securities 4 3/4 BOND 55 N/A 912810UK2 2055-05-15 4.75 N/A 4544900.00 4516912.80 U.S. Treasuries (including strips) FEPC 06.000 CLSD8447 N/A 3132DWL43 2054-07-01 6 N/A 1000.00 851.63 Agency Mortgage-Backed Securities FNMS 03.000 CLCB3303 N/A 3140QNU59 2052-04-01 3 N/A 1000.00 680.65 Agency Mortgage-Backed Securities FNAR XX.XXX AM462363 N/A 31381JTU6 2037-06-01 6.582 N/A 8004.00 248.39 Agency Mortgage-Backed Securities FNMS 04.000 CLBV2634 N/A 3140MF4U4 2052-07-01 4 N/A 1000.00 752.95 Agency Mortgage-Backed Securities FEPC 03.000 CLSD5573 N/A 3132DTFN5 2052-08-01 3 N/A 1000.00 779.59 Agency Mortgage-Backed Securities FNMS 05.500 CLCB4914 N/A 3140QQN84 2052-10-01 5.5 N/A 1024.00 872.21 Agency Mortgage-Backed Securities 1 7/8 BOND 41 N/A 912810SW9 2041-02-15 1.875 N/A 36769200.00 25389401.57 U.S. Treasuries (including strips) FEPC 04.500 CLRA7923 N/A 3133KPYU6 2052-09-01 4.5 N/A 1000.00 762.64 Agency Mortgage-Backed Securities FNMS 05.500 CLDD8350 N/A 3140B9H44 2055-05-01 5.5 N/A 1024.00 1026.99 Agency Mortgage-Backed Securities 2 3/8 TRIB 27 N/A 912810PS1 2027-01-15 2.375 N/A 200.00 327.03 U.S. Treasuries (including strips) FEPC 03.000 CLSD0941 N/A 3132DNBJ1 2052-04-01 3 N/A 1000.00 665.52 Agency Mortgage-Backed Securities 4 1/4 NOTE M 31 N/A 91282CKW0 2031-06-30 4.25 N/A 22125300.00 22790372.09 U.S. Treasuries (including strips) FNMS 03.000 CIAL2286 N/A 3138EJRG5 2027-09-01 3 N/A 1000.00 14.91 Agency Mortgage-Backed Securities FNMS 03.500 CLCB4112 N/A 3140QPSA6 2052-07-01 3.5 N/A 1000.00 727.72 Agency Mortgage-Backed Securities FNMS 04.000 CLBA4738 N/A 3140E9HQ2 2045-12-01 4 N/A 1000.00 144.88 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5773 N/A 3140QRMX8 2053-02-01 5.5 N/A 1024.00 876.31 Agency Mortgage-Backed Securities 0 3/8 NOTE AG 25 N/A 91282CAZ4 2025-11-30 0.375 N/A 100.00 99.13 U.S. Treasuries (including strips) FNMS 07.000 CLDA4937 N/A 3140A5PX0 2053-11-01 7 N/A 4999.00 3539.88 Agency Mortgage-Backed Securities FEPC 05.500 CLQF7245 N/A 3133BVBN4 2053-02-01 5.5 N/A 1000.00 978.82 Agency Mortgage-Backed Securities FNMS 02.500 CICA9440 N/A 3140QHP25 2036-03-01 2.5 N/A 1000.00 511.89 Agency Mortgage-Backed Securities FEPC 03.500 CLSD1353 N/A 3132DNQE6 2052-06-01 3.5 N/A 1000.00 712.36 Agency Mortgage-Backed Securities 1 7/8 NOTE N 26 N/A 912828Y95 2026-07-31 1.875 N/A 100.00 98.31 U.S. Treasuries (including strips) FEPC 03.000 CLSD4497 N/A 3132E07J5 2050-02-01 3 N/A 1000.00 775.11 Agency Mortgage-Backed Securities 0 1/8 TRIN AE 25 N/A 91282CAQ4 2025-10-15 0.125 N/A 200.00 248.05 U.S. Treasuries (including strips) FEPC 05.500 CLSD4708 N/A 3132DSGR7 2053-12-01 5.5 N/A 1000.00 832.13 Agency Mortgage-Backed Securities FEPC 02.500 CISB8175 N/A 3132D6CL2 2037-09-01 2.5 N/A 1000.00 679.64 Agency Mortgage-Backed Securities FEPC 07.000 CLQX9774 N/A 31426G2G9 2055-04-01 7 N/A 1000.00 1011.87 Agency Mortgage-Backed Securities FNMS 02.500 CIAS6537 N/A 3138WGHP2 2031-01-01 2.5 N/A 1000.00 106.12 Agency Mortgage-Backed Securities FEPC 01.000 CISB1627 N/A 3132CXYY2 2036-10-01 1 N/A 1000.00 892.68 Agency Mortgage-Backed Securities FEPC 02.000 CLQC0885 N/A 3133AJ6W8 2051-04-01 2 N/A 1000.00 534.46 Agency Mortgage-Backed Securities FNMS 04.000 CLBA7651 N/A 3140ECQD4 2046-01-01 4 N/A 1000.00 184.72 Agency Mortgage-Backed Securities 03.500 FGPC G61748 G N/A 31335B5H5 2048-11-01 3.5 N/A 1000.00 273.82 Agency Mortgage-Backed Securities FEPC 02.500 CLSD1749 N/A 3132DN5J8 2052-04-01 2.5 N/A 1000.00 682.39 Agency Mortgage-Backed Securities FEPC 01.500 CLRA3653 N/A 3133KKBW8 2050-10-01 1.5 N/A 1000.00 478.31 Agency Mortgage-Backed Securities FEPC 03.500 CLSD2494 N/A 3132DPXX1 2052-03-01 3.5 N/A 1000.00 787.89 Agency Mortgage-Backed Securities 1 7/8 NOTE B 32 N/A 91282CDY4 2032-02-15 1.875 N/A 400.00 354.66 U.S. Treasuries (including strips) FEPC 03.500 CLSD8296 N/A 3132DWGD9 2053-02-01 3.5 N/A 1000.00 792.81 Agency Mortgage-Backed Securities FEPC 04.500 CLSD6706 N/A 3132DUNX1 2054-01-01 4.5 N/A 1000.00 915.00 Agency Mortgage-Backed Securities FNMS 04.500 CLAL7306 N/A 3138EQDL3 2042-09-01 4.5 N/A 1000.00 130.72 Agency Mortgage-Backed Securities FEPC 06.000 CLQZ0502 N/A 31426WRY8 2055-08-01 6 N/A 1008.00 1034.95 Agency Mortgage-Backed Securities FEPC 05.000 CLSD3129 N/A 3132DQPN0 2052-10-01 5 N/A 1000.00 875.49 Agency Mortgage-Backed Securities FNMS 04.000 CLAS3707 N/A 3138WDDM0 2044-11-01 4 N/A 1000.00 120.35 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8255 N/A 3132DWE41 2052-10-01 3.5 N/A 1000.00 771.70 Agency Mortgage-Backed Securities FNMS 02.000 CIFM7426 N/A 3140XBHC7 2036-06-01 2 N/A 7374256.00 4154404.16 Agency Mortgage-Backed Securities FNMS 06.500 CLDE6671 N/A 3140BKMV3 2055-08-01 6.5 N/A 2000.00 2091.20 Agency Mortgage-Backed Securities 2 3/4 TPRN B 28 N/A 9128204M6 2028-02-15 0 N/A 100.00 91.50 U.S. Treasuries (including strips) 3 3/8 BOND 42 N/A 912810TK4 2042-08-15 3.375 N/A 4999900.00 4194250.95 U.S. Treasuries (including strips) FEPC 02.000 CISB0424 N/A 3132CWPH1 2035-10-01 2 N/A 1000.00 435.94 Agency Mortgage-Backed Securities 2 3/4 NOTE Y 27 N/A 91282CEN7 2027-04-30 2.75 N/A 34098500.00 33879387.13 U.S. Treasuries (including strips) 6 BOND 26 N/A 912810EW4 2026-02-15 6 N/A 100.00 101.09 U.S. Treasuries (including strips) 4 NOTE M 32 N/A 91282CNJ6 2032-06-30 4 N/A 16090300.00 16283234.59 U.S. Treasuries (including strips) FNMS 03.500 CIAL8271 N/A 3138ETFM3 2031-04-01 3.5 N/A 1000.00 115.36 Agency Mortgage-Backed Securities FEPC 05.000 CLQG5435 N/A 3133C6BC2 2053-06-01 5 N/A 1000.00 888.66 Agency Mortgage-Backed Securities 4 1/8 NOTE S 31 N/A 91282CLZ2 2031-11-30 4.125 N/A 3999900.00 4100471.26 U.S. Treasuries (including strips) FNMS 03.500 CLAS7587 N/A 3138WHND0 2046-07-01 3.5 N/A 1000.00 239.91 Agency Mortgage-Backed Securities 4 1/4 NOTE C 35 N/A 91282CNC1 2035-05-15 4.25 N/A 100.00 101.68 U.S. Treasuries (including strips) FNMS 04.500 CICB4263 N/A 3140QPWZ6 2037-07-01 4.5 N/A 1000.00 658.77 Agency Mortgage-Backed Securities FNMS 03.500 CIAL9390 N/A 3138ERNG1 2031-10-01 3.5 N/A 1000.00 76.33 Agency Mortgage-Backed Securities FNMS 03.000 CLBV0919 N/A 3140MEAV8 2052-05-01 3 N/A 1000.00 717.06 Agency Mortgage-Backed Securities 04.000 FGPC U49046 G N/A 3132LKAX8 2029-02-01 4 N/A 1000.00 26.05 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8475 N/A 3132DWMY6 2054-11-01 5.5 N/A 1000.00 933.62 Agency Mortgage-Backed Securities 3 BOND 44 N/A 912810RJ9 2044-11-15 3 N/A 100.00 77.54 U.S. Treasuries (including strips) FEPC 02.500 CLRA4784 N/A 3133KLJ57 2051-03-01 2.5 N/A 1000.00 575.76 Agency Mortgage-Backed Securities FNMS 03.500 CICA3930 N/A 3140QBLL0 2034-08-01 3.5 N/A 1000.00 262.59 Agency Mortgage-Backed Securities FEPC 04.000 CLSD6787 N/A 3132DURG4 2053-05-01 4 N/A 399000.00 347564.92 Agency Mortgage-Backed Securities FEPC 02.000 CISB8502 N/A 3132D6NT3 2035-08-01 2 N/A 1000.00 423.19 Agency Mortgage-Backed Securities 2 1/8 TRIN X 29 N/A 91282CKL4 2029-04-15 2.125 N/A 314800.00 343323.08 U.S. Treasuries (including strips) FEPC 05.500 CLSD5416 N/A 3132DTAR1 2054-04-01 5.5 N/A 1000.00 901.79 Agency Mortgage-Backed Securities FNMS 02.000 CLCA9273 N/A 3140QHJT3 2051-02-01 2 N/A 1000.00 595.68 Agency Mortgage-Backed Securities FNMS 03.000 CLAL9631 N/A 3138ERVZ0 2046-12-01 3 N/A 1000.00 274.11 Agency Mortgage-Backed Securities FNMS 05.500 CLDD6980 N/A 3140B7XJ7 2055-04-01 5.5 N/A 2000.00 2029.53 Agency Mortgage-Backed Securities FEPC 04.000 CLSD7560 N/A 3132DVMH5 2053-02-01 4 N/A 1000.00 750.29 Agency Mortgage-Backed Securities FNMS 05.000 CLDE3530 N/A 3140BF4Q5 2055-06-01 5 N/A 1000.00 997.95 Agency Mortgage-Backed Securities FNMS 02.500 CIAS8429 N/A 3138WJLK2 2031-12-01 2.5 N/A 1000.00 183.96 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8362 N/A 3132DWJF1 2053-09-01 5.5 N/A 1000.00 859.18 Agency Mortgage-Backed Securities FNMS 02.000 CICA6862 N/A 3140QETU6 2035-09-01 2 N/A 1000.00 413.38 Agency Mortgage-Backed Securities FEPC 05.000 CLSD4977 N/A 3132DSQ62 2053-11-01 5 N/A 1000.00 892.03 Agency Mortgage-Backed Securities Y Moody's P-1 Standard & Poor's A-1 Fitch F1 2025-09-02 2025-09-02 2025-09-02 N N N 0.0434 800000000.00 800000000.00 0.0043 N Y Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 4.43499840 3130B7KF0 2549001DPIFGXC1TOL40 US3130B7KF09 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's AA+ Moody's Aa1 Fitch AA+ 2025-11-25 2027-02-25 2027-02-25 N N N 0.0451 445851018.88 445851018.88 0.0024 N N N N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797RR0 254900HROIFWPRGM1V77 US912797RR03 U.S. Treasury Debt Y Standard & Poor's A-1+ Fitch F1+ Moody's P-1 2025-12-02 2025-12-02 2025-12-02 N N N 0.0395 1753565961.77 1753565961.77 0.0095 N Y Y N Federal Home Loan Mortgage Corp. Discount Notes Federal Home Loan Mortgage Corp. Discount Notes 0.00000000 313397MD0 S6XOOCT0IEG5ABCC6L87 US313397MD09 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Standard & Poor's A-1+ Fitch Agency Moody's P-1 2025-09-25 2025-09-25 2025-09-25 N N N 0.0427 432437517.40 432437517.40 0.0023 N N Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797RK5 254900HROIFWPRGM1V77 US912797RK59 U.S. Treasury Debt Y Standard & Poor's A-1+ Fitch F1+ Moody's P-1 2026-01-29 2026-01-29 2026-01-29 N N N 0.0392 343356771.21 343356771.21 0.0019 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797NU7 254900HROIFWPRGM1V77 US912797NU77 U.S. Treasury Debt Y Fitch F1+ Standard & Poor's A-1+ Moody's P-1 2025-12-26 2025-12-26 2025-12-26 N N N 0.0398 3735923479.20 3735923479.20 0.0201 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 0.37500000 91282CBC4 254900HROIFWPRGM1V77 US91282CBC47 U.S. Treasury Debt Y Moody's Aa1 Standard & Poor's AA+ Fitch AA+ 2025-12-31 2025-12-31 2025-12-31 N N N 0.0403 399420003.01 399420003.01 0.0022 N Y Y N Deutsche Bank AG Deutsche Bank AG 4.33000000 N/A 7LTWFZYICNSX8D621K86 BYDQMLJ45 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDF5 2028-10-31 1.375 N/A 2175200.00 2040076.71 U.S. Treasuries (including strips) Y Moody's P-1 Standard & Poor's A-1 Fitch F1 2025-09-02 2025-09-02 2025-09-02 N N N 0.0433 2000000.00 2000000.00 0.0000 N Y Y N Wells Fargo Securities LLC Wells Fargo Securities LLC 4.33000000 N/A VYVVCKR63DVZZN70PB21 BYDQMLKD3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNU1 2028-08-15 3.625 N/A 120988.00 121258.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMG3 2030-01-31 4.25 N/A 2640409.00 2710826.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMU2 2030-03-31 4 N/A 799974.00 823895.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828ZS2 2027-05-31 0.5 N/A 3864.00 3661.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFJ5 2029-08-31 3.125 N/A 11102.00 11059.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLG4 2027-08-15 3.75 N/A 1259805.00 1263667.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGC9 2027-12-31 3.875 N/A 374824.00 379271.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHV6 2025-08-31 5 N/A 275471.00 282266.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNN7 2030-07-31 3.875 N/A 21.00 21.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.25 N/A 335045.00 344577.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKG5 2029-03-31 4.125 N/A 98057.00 101356.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEC1 2027-02-28 1.875 N/A 6554339.00 6436814.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHJ3 2030-06-30 3.75 N/A 3287380.00 3314679.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHQ7 2028-07-31 4.125 N/A 1066736.00 1085360.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHX2 2028-08-31 4.375 N/A 622326.00 649258.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828YS3 2029-11-15 1.75 N/A 240252.00 224044.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBT7 2026-03-31 0.75 N/A 317929.00 312929.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAJ0 2025-08-31 0.25 N/A 272271.00 272548.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKN0 2031-04-30 4.625 N/A 455786.00 482158.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGJ4 2030-01-31 3.5 N/A 3616647.00 3600911.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAM3 2025-09-30 0.25 N/A 648426.00 646805.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375 N/A 2511007.00 2432624.33 U.S. Treasuries (including strips) Y Standard & Poor's A-1 Fitch NR Moody's NR 2025-09-02 2025-09-02 2025-09-02 N N N 0.0433 25000000.00 25000000.00 0.0001 N Y Y N Bank of Montreal Bank of Montreal 4.34000000 N/A NQQ6HPCNCCU6TUTQYE16 BYDQMLHF2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNII RG CS0475 C N/A 3618ASQ48 2038-12-20 6 N/A 1006017.00 518760.54 Agency Mortgage-Backed Securities GNPL PN DI7405 N/A 3618NRGN5 2060-04-15 5.73 N/A 50000.00 52636.08 Agency Mortgage-Backed Securities GNII ET DJ6529 C N/A 3618KTHE3 2065-04-20 3 N/A 370702.00 322257.04 Agency Mortgage-Backed Securities GNII ET DI6875 C N/A 3618NQT86 2065-02-20 3 N/A 300532.00 260748.72 Agency Mortgage-Backed Securities GNPL PN DJ2715 N/A 3618KPAQ1 2060-05-15 5.16 N/A 50000.00 50770.61 Agency Mortgage-Backed Securities GNII RG DL3409 C N/A 3618LEYE6 2053-11-20 7 N/A 1053285.00 1107123.08 Agency Mortgage-Backed Securities GNII ET DC5887 C N/A 3618HLRG8 2064-04-20 7.5 N/A 272540.00 281122.31 Agency Mortgage-Backed Securities GNCL CL DC7259 N/A 3618HNB48 2067-02-15 6.13 N/A 700846.00 747129.01 Agency Mortgage-Backed Securities GNCL CL DF1290 N/A 3618JJNF7 2064-12-15 6 N/A 100000.00 105236.37 Agency Mortgage-Backed Securities GNII ET DJ4000 C N/A 3618KQNR3 2065-02-20 5 N/A 186973.00 184453.53 Agency Mortgage-Backed Securities GNPL PN DI7403 N/A 3618NRGL9 2060-04-15 5.64 N/A 50000.00 52155.85 Agency Mortgage-Backed Securities GNII ET DL8356 C N/A 3618LLH90 2065-07-20 7 N/A 96264.00 99856.52 Agency Mortgage-Backed Securities GNII ET DI7127 C N/A 3618NQ4L4 2065-03-20 5 N/A 376767.00 371366.61 Agency Mortgage-Backed Securities GNPL PN DJ7948 N/A 3618KUZM2 2060-06-15 6.07 N/A 250000.00 269992.96 Agency Mortgage-Backed Securities GNII RG CN9958 C N/A 3617FAB32 2048-06-20 3.5 N/A 1151526.00 589882.34 Agency Mortgage-Backed Securities GNII ET DD0936 C N/A 3618HTBD5 2064-07-20 4.5 N/A 773898.00 464548.94 Agency Mortgage-Backed Securities GNII ET DK0298 C N/A 3618KYKK4 2065-04-20 5 N/A 621749.00 612826.00 Agency Mortgage-Backed Securities GNII ET DF5629 C N/A 3618JPHE3 2062-04-20 3.5 N/A 77562.00 68817.64 Agency Mortgage-Backed Securities GNII ET DK6122 C N/A 3618L5YT2 2065-06-20 5 N/A 1219039.00 1203194.40 Agency Mortgage-Backed Securities GNII ET DK8693 C N/A 3618L8US2 2065-06-20 4.5 N/A 152303.00 145463.22 Agency Mortgage-Backed Securities GNPL PN DA8510 N/A 3618GYN34 2060-06-15 5.84 N/A 250000.00 265652.87 Agency Mortgage-Backed Securities GNPL PN DJ4969 N/A 3618KRQW7 2060-04-15 5.75 N/A 100000.00 105774.17 Agency Mortgage-Backed Securities GNII JM MA9840 M N/A 36179Y4Z4 2054-07-20 6.5 N/A 1719148.00 1099985.27 Agency Mortgage-Backed Securities GNII ET DG7094 C N/A 3618K33B1 2064-01-20 7.5 N/A 487911.00 504252.66 Agency Mortgage-Backed Securities GNII ET DA7297 C N/A 3618GXDA1 2064-05-20 7.5 N/A 575702.00 334268.67 Agency Mortgage-Backed Securities GNII ET DH2344 C N/A 3618KAS93 2064-12-20 3 N/A 171962.00 149074.21 Agency Mortgage-Backed Securities GNII RG DD2436 C N/A 3618HUV57 2050-01-20 5 N/A 1755260.00 1237361.62 Agency Mortgage-Backed Securities GNII RG DK6226 C N/A 3618L54K4 2054-07-20 7 N/A 1179055.00 1237570.84 Agency Mortgage-Backed Securities GNII ET DF2265 C N/A 3618JKQS3 2064-09-20 7.5 N/A 98844.00 102111.47 Agency Mortgage-Backed Securities GNII JM MA9162 M N/A 36179YFB5 2053-08-20 7 N/A 731061.00 162582.17 Agency Mortgage-Backed Securities GNII ET DH2452 C N/A 3618KAWM9 2065-01-20 4 N/A 383521.00 352033.79 Agency Mortgage-Backed Securities GNII ET DI6950 C N/A 3618NQWK5 2065-03-20 4 N/A 308286.00 283392.37 Agency Mortgage-Backed Securities GNII ET DL1863 C N/A 3618LDB86 2065-06-20 5.5 N/A 357074.00 357564.10 Agency Mortgage-Backed Securities GNII ET DK6165 C N/A 3618L5Z61 2062-05-20 4 N/A 335937.00 309451.26 Agency Mortgage-Backed Securities GNII ET DF8722 C N/A 3618JSVP6 2064-12-20 5 N/A 169754.00 167077.54 Agency Mortgage-Backed Securities GNPL PN DJ7949 N/A 3618KUZN0 2060-07-15 5.68 N/A 250000.00 262768.88 Agency Mortgage-Backed Securities GNII ET CQ2831 C N/A 3618A5EC3 2064-03-20 4 N/A 68552.00 62541.17 Agency Mortgage-Backed Securities GNII ET DJ5061 C N/A 3618KRTS3 2064-12-20 2.5 N/A 222117.00 179573.71 Agency Mortgage-Backed Securities GNII ET DI8678 C N/A 3618NSUB3 2065-01-20 3.5 N/A 199373.00 177819.59 Agency Mortgage-Backed Securities GNHA RM CL8175 H N/A 3617YGCL7 2072-06-20 6.001 N/A 20000000.00 21947564.98 Agency Mortgage-Backed Securities GNII ET DJ2522 C N/A 3618KNYT4 2064-12-20 4 N/A 388544.00 357805.08 Agency Mortgage-Backed Securities GNPL PN DC7220 N/A 3618HNAV9 2060-05-15 5.53 N/A 50000.00 52031.10 Agency Mortgage-Backed Securities GNII ET DL0287 C N/A 3618LBJ82 2065-06-20 6.5 N/A 401000.00 412964.86 Agency Mortgage-Backed Securities GNII ET DF3275 C N/A 3618JLT82 2064-12-20 4 N/A 882025.00 809523.32 Agency Mortgage-Backed Securities GNII RG CS3909 C N/A 3618AWKW3 2035-04-20 6 N/A 1184019.00 731927.71 Agency Mortgage-Backed Securities GNII ET DI6893 C N/A 3618NQUS0 2065-03-20 5 N/A 148992.00 146800.00 Agency Mortgage-Backed Securities GNII RG DD0909 C N/A 3618HTAJ3 2041-05-20 5 N/A 1398275.00 1252463.68 Agency Mortgage-Backed Securities GNII RG DI7460 C N/A 3618NRJD4 2053-10-20 6.5 N/A 1020395.00 1071994.43 Agency Mortgage-Backed Securities GNII ET DJ7225 C N/A 3618KUA23 2065-04-20 3.5 N/A 529521.00 473627.67 Agency Mortgage-Backed Securities GNII ET DK0816 C N/A 3618KY3Z0 2065-05-20 6 N/A 653911.00 665610.56 Agency Mortgage-Backed Securities GNII ET DB5647 C N/A 3618H8HY9 2063-12-20 8 N/A 216605.00 127148.17 Agency Mortgage-Backed Securities GNII RG CQ2838 C N/A 3618A5EK5 2034-10-20 6 N/A 1319678.00 1049604.33 Agency Mortgage-Backed Securities GNCL CL CC8487 N/A 3617V7NC8 2063-05-15 3 N/A 1076305.00 955715.07 Agency Mortgage-Backed Securities GNII FS MA6525 M N/A 36179VHA1 2050-02-20 3.5 N/A 1046927.00 547940.63 Agency Mortgage-Backed Securities GNII RG DK6924 C N/A 3618L6VR7 2047-12-20 3.5 N/A 1043501.00 951275.57 Agency Mortgage-Backed Securities GNPL PN DE5570 N/A 3618JBFK2 2055-02-15 5.71 N/A 50000.00 52600.44 Agency Mortgage-Backed Securities GNII ET DK5433 C N/A 3618L5BA8 2065-05-20 4 N/A 761987.00 702152.26 Agency Mortgage-Backed Securities GNII ET DG8284 C N/A 3618K5FZ0 2064-12-20 4.5 N/A 434770.00 413421.36 Agency Mortgage-Backed Securities GNCL CL DJ4690 N/A 3618KRF74 2067-09-15 5.25 N/A 100000.00 99729.53 Agency Mortgage-Backed Securities GNII ET DI5805 C N/A 3618NPNW1 2065-03-20 4 N/A 481840.00 442932.11 Agency Mortgage-Backed Securities GNPL PN DJ7952 N/A 3618KUZR1 2060-07-15 5.99 N/A 250000.00 268631.24 Agency Mortgage-Backed Securities GNII ET DE4522 C N/A 3618JAAX1 2064-08-20 4.5 N/A 226088.00 214791.46 Agency Mortgage-Backed Securities GNII ET DJ7219 C N/A 3618KUAU1 2065-04-20 5 N/A 568981.00 561194.78 Agency Mortgage-Backed Securities GNII ET DI6128 C N/A 3618NPYZ2 2064-12-20 4.5 N/A 161636.00 154254.05 Agency Mortgage-Backed Securities GNII RG DI7469 C N/A 3618NRJN2 2050-02-20 3.5 N/A 1010257.00 911948.66 Agency Mortgage-Backed Securities GNII JM MA9715 M N/A 36179YYL2 2054-06-20 7 N/A 995000.00 449513.12 Agency Mortgage-Backed Securities GNII RG DH3739 C N/A 3618KCEL7 2049-05-20 3.5 N/A 1113812.00 1001382.41 Agency Mortgage-Backed Securities GNII ET DJ7255 C N/A 3618KUBY2 2065-05-20 4.5 N/A 71748.00 68370.70 Agency Mortgage-Backed Securities GNII ET DB9820 C N/A 3618HC4D0 2063-12-20 7.5 N/A 96492.00 99593.17 Agency Mortgage-Backed Securities GNII ET DF3813 C N/A 3618JMGW1 2064-12-20 3 N/A 168031.00 145441.57 Agency Mortgage-Backed Securities GNII RG CO2773 C N/A 3617FECJ8 2047-06-20 3.5 N/A 911435.00 510257.97 Agency Mortgage-Backed Securities GNII RG DH3728 C N/A 3618KCD95 2050-05-20 3.5 N/A 1014709.00 913279.35 Agency Mortgage-Backed Securities GNII ET DG0706 C N/A 3618JVYB7 2064-12-20 4 N/A 475448.00 436088.17 Agency Mortgage-Backed Securities GNII ET DL3586 C N/A 3618LE6X5 2065-08-20 7 N/A 363112.00 374910.76 Agency Mortgage-Backed Securities GNII ET DJ7227 C N/A 3618KUA49 2065-04-20 4.5 N/A 243862.00 232818.99 Agency Mortgage-Backed Securities GNII RG DH3785 C N/A 3618KCF28 2053-10-20 6.5 N/A 1010741.00 737890.70 Agency Mortgage-Backed Securities GNPL PN DI9900 N/A 3618NT7M3 2055-06-15 6.22 N/A 250000.00 272616.92 Agency Mortgage-Backed Securities GNII ET DF6206 C N/A 3618JP3P3 2064-09-20 5 N/A 358538.00 352279.24 Agency Mortgage-Backed Securities GNII ET DI6949 C N/A 3618NQWJ8 2064-09-20 3.5 N/A 152428.00 136081.27 Agency Mortgage-Backed Securities GNII RG DJ5125 C N/A 3618KRVS0 2049-11-20 3.5 N/A 1248359.00 1130342.28 Agency Mortgage-Backed Securities GNPL PN DJ4971 N/A 3618KRQY3 2060-07-15 5.85 N/A 250000.00 265026.10 Agency Mortgage-Backed Securities GNCL CL DF8941 N/A 3618JS5A8 2066-10-15 5.4 N/A 50000.00 50854.20 Agency Mortgage-Backed Securities GNII ET DG3163 C N/A 3618JYQQ7 2064-12-20 4 N/A 1056316.00 969555.83 Agency Mortgage-Backed Securities GNCL CL DD4709 N/A 3618HXGS8 2067-05-15 5.95 N/A 111439.00 118588.57 Agency Mortgage-Backed Securities GNII ET DG9798 C N/A 3618K63F5 2065-01-20 4.5 N/A 201030.00 191820.44 Agency Mortgage-Backed Securities GNII RG CI7782 C N/A 3617XCUF0 2050-06-20 4 N/A 1999385.00 1125214.89 Agency Mortgage-Backed Securities GNII ET DH2453 C N/A 3618KAWN7 2065-01-20 3.5 N/A 216802.00 193201.66 Agency Mortgage-Backed Securities GNPL PN DJ7953 N/A 3618KUZS9 2060-07-15 5.99 N/A 250000.00 267670.63 Agency Mortgage-Backed Securities GNPL PN DH1764 N/A 3618K95Z3 2060-04-15 5.99 N/A 100000.00 107268.99 Agency Mortgage-Backed Securities GNII ET DC6446 C N/A 3618HMET2 2064-05-20 7.5 N/A 586123.00 239550.41 Agency Mortgage-Backed Securities GNPL PN DF3007 N/A 3618JLKU2 2060-03-15 5.6 N/A 50000.00 52238.80 Agency Mortgage-Backed Securities GNII ET DJ3490 C N/A 3618KP2X5 2065-01-20 4 N/A 411497.00 378916.31 Agency Mortgage-Backed Securities GNII ET DL6731 C N/A 3618LJPQ8 2065-08-20 7 N/A 820139.00 846788.14 Agency Mortgage-Backed Securities GNII ET DE2037 C N/A 3618J7HN3 2064-09-20 7.5 N/A 617867.00 638254.83 Agency Mortgage-Backed Securities GNII ET DM3869 C N/A 3618LTJN0 2065-07-20 7 N/A 338935.00 349948.17 Agency Mortgage-Backed Securities GNII ET DD0935 C N/A 3618HTBC7 2062-04-20 3.5 N/A 240604.00 211683.94 Agency Mortgage-Backed Securities GNPL PN DJ4970 N/A 3618KRQX5 2060-07-15 5.95 N/A 100000.00 106663.29 Agency Mortgage-Backed Securities GNII ET DK1421 C N/A 3618L0SJ2 2065-05-20 4 N/A 190618.00 175648.29 Agency Mortgage-Backed Securities GNPL PN DI7406 N/A 3618NRGP0 2060-05-15 5.69 N/A 50000.00 52675.26 Agency Mortgage-Backed Securities GNII ET DC8191 C N/A 3618HPC42 2064-06-20 7.5 N/A 2012653.00 436004.08 Agency Mortgage-Backed Securities GNII ET DG8349 C N/A 3618K5H21 2064-12-20 4.5 N/A 412996.00 393315.36 Agency Mortgage-Backed Securities GNII ET DB8089 C N/A 3618HA7A7 2064-05-20 7.5 N/A 87530.00 90316.06 Agency Mortgage-Backed Securities GNII ET DL3468 C N/A 3618LEZ96 2065-08-20 7 N/A 845704.00 873183.84 Agency Mortgage-Backed Securities GNII RG DK6830 C N/A 3618L6ST7 2054-04-20 7 N/A 1036453.00 1088355.25 Agency Mortgage-Backed Securities GNII ET DB5204 C N/A 3618H7X98 2064-06-20 7.5 N/A 584840.00 482453.70 Agency Mortgage-Backed Securities GNPL PN CY9777 N/A 3618G92J7 2060-06-15 5.57 N/A 50000.00 52204.58 Agency Mortgage-Backed Securities GNPL PN DH1746 N/A 3618K95F7 2060-02-15 5.88 N/A 100000.00 106621.16 Agency Mortgage-Backed Securities GNII ET DL8355 C N/A 3618LLH82 2065-07-20 7 N/A 633255.00 653831.64 Agency Mortgage-Backed Securities GNII ET DI7826 C N/A 3618NRVT5 2065-03-20 4.5 N/A 777063.00 740043.85 Agency Mortgage-Backed Securities GNII ET DF4841 C N/A 3618JNLW3 2064-10-20 7.5 N/A 220193.00 227545.57 Agency Mortgage-Backed Securities GNII ET DL3365 C N/A 3618LEW24 2065-07-20 6.5 N/A 181616.00 187034.98 Agency Mortgage-Backed Securities GNII ET DI6719 C N/A 3618NQPC1 2065-03-20 5 N/A 470284.00 463319.95 Agency Mortgage-Backed Securities GNII RG DK6192 C N/A 3618L52Z3 2048-05-20 3.5 N/A 1073965.00 975393.09 Agency Mortgage-Backed Securities GNII ET DB5621 C N/A 3618H8G61 2064-03-20 8 N/A 1153530.00 744362.62 Agency Mortgage-Backed Securities GNPL PN DJ7942 N/A 3618KUZF7 2060-06-15 5.94 N/A 250000.00 264695.25 Agency Mortgage-Backed Securities GNPL PN DJ7944 N/A 3618KUZH3 2060-06-15 6.02 N/A 50000.00 53809.62 Agency Mortgage-Backed Securities GNII RG DH3720 C N/A 3618KCDZ7 2054-03-20 7 N/A 1062654.00 1111184.92 Agency Mortgage-Backed Securities GNII ET DI6814 C N/A 3618NQSB0 2064-05-20 5 N/A 146079.00 143878.66 Agency Mortgage-Backed Securities GNII RG CR3123 C N/A 3618AHPG6 2039-04-20 6.5 N/A 1054960.00 694448.80 Agency Mortgage-Backed Securities GNII ET DL8357 C N/A 3618LLJA5 2065-08-20 7 N/A 331208.00 341970.09 Agency Mortgage-Backed Securities GNII ET DH5177 C N/A 3618KDXE0 2065-03-20 4 N/A 1153639.00 1060603.27 Agency Mortgage-Backed Securities GNPL PN DF8951 N/A 3618JS5L4 2060-04-15 5.66 N/A 50000.00 52476.54 Agency Mortgage-Backed Securities GNII ET DL1359 C N/A 3618LCQL3 2065-08-20 7 N/A 147207.00 151990.26 Agency Mortgage-Backed Securities GNCL CL DD4702 N/A 3618HXGK5 2066-07-15 5.56 N/A 464328.00 478788.77 Agency Mortgage-Backed Securities GNPL PN CD6024 N/A 3617VGVR6 2063-09-15 2.41 N/A 292204.00 241843.31 Agency Mortgage-Backed Securities GNCL CL DC7214 N/A 3618HNAP2 2066-11-15 5.87 N/A 100000.00 102751.36 Agency Mortgage-Backed Securities GNII ET DL8673 C N/A 3618LLT63 2065-07-20 7 N/A 171308.00 176874.39 Agency Mortgage-Backed Securities GNII ET DI8677 C N/A 3618NSUA5 2065-02-20 3 N/A 382947.00 332113.69 Agency Mortgage-Backed Securities GNII ET DG8789 C N/A 3618K5XS6 2064-11-20 5 N/A 106872.00 105115.21 Agency Mortgage-Backed Securities GNPL PN DA8504 N/A 3618GYNV2 2060-05-15 5.95 N/A 50000.00 53515.37 Agency Mortgage-Backed Securities GNII RG DL3355 C N/A 3618LEWQ1 2054-01-20 6.5 N/A 1142775.00 1206833.89 Agency Mortgage-Backed Securities GNII ET DL4816 C N/A 3618LGK55 2065-06-20 6 N/A 1207269.00 1228869.05 Agency Mortgage-Backed Securities GNII ET DC7286 C N/A 3618HNCX3 2064-04-20 7.5 N/A 542085.00 273079.94 Agency Mortgage-Backed Securities GNII RG CP0111 C N/A 3617FPDQ6 2042-07-20 3.5 N/A 998614.00 695114.69 Agency Mortgage-Backed Securities GNII ET DI7202 C N/A 3618NRAB7 2065-03-20 4 N/A 218157.00 200712.00 Agency Mortgage-Backed Securities GNPL PN DJ8022 N/A 3618KU4F1 2060-06-15 6.03 N/A 250000.00 269236.88 Agency Mortgage-Backed Securities GNII RG CT6954 C N/A 3618BCWP8 2038-12-20 6 N/A 1382127.00 1148593.67 Agency Mortgage-Backed Securities GNII ET DH5175 C N/A 3618KDXC4 2065-02-20 3 N/A 253853.00 220217.74 Agency Mortgage-Backed Securities GNII ET DL8383 C N/A 3618LLJ49 2065-06-20 7 N/A 205982.00 212675.06 Agency Mortgage-Backed Securities GNII JM MA9531 M N/A 36179YSU9 2054-01-20 7 N/A 1048000.00 274195.74 Agency Mortgage-Backed Securities GNII ET DL3416 C N/A 3618LEYM8 2065-07-20 7 N/A 535329.00 552723.68 Agency Mortgage-Backed Securities GNII RG DI7470 C N/A 3618NRJP7 2054-01-20 6.5 N/A 1152871.00 1214133.02 Agency Mortgage-Backed Securities GNHA RM DK4972 H N/A 3618L4QZ0 2075-05-20 5.932 N/A 14849731.00 16240409.39 Agency Mortgage-Backed Securities GNII ET CT5330 C N/A 3618BA4P3 2061-08-20 3.5 N/A 301096.00 265223.61 Agency Mortgage-Backed Securities GNII ET DC7477 C N/A 3618HNJW8 2063-12-20 7.5 N/A 200620.00 206940.61 Agency Mortgage-Backed Securities GNII ET DF5659 C N/A 3618JPJC5 2063-12-20 7.5 N/A 182463.00 188617.59 Agency Mortgage-Backed Securities GNII ET DI3513 C N/A 3618NL3W2 2065-01-20 3 N/A 361027.00 313458.76 Agency Mortgage-Backed Securities GNII ET DK5468 C N/A 3618L5CD1 2065-07-20 7 N/A 983098.00 1015042.24 Agency Mortgage-Backed Securities GNHA RM CN6131 H N/A 3617F5Y46 2072-05-20 5.714 N/A 15550000.00 16740932.49 Agency Mortgage-Backed Securities GNII ET DL7207 C N/A 3618LKAG3 2065-07-20 6.5 N/A 733768.00 755661.11 Agency Mortgage-Backed Securities GNHA RM CM6391 H N/A 3617YSC49 2072-04-20 5.817 N/A 15000000.00 15666848.16 Agency Mortgage-Backed Securities GNCL CL DA4299 N/A 3618GTX42 2066-05-15 5.15 N/A 50000.00 49414.03 Agency Mortgage-Backed Securities GNII ET DC0328 C N/A 3618HELH8 2064-05-20 7.5 N/A 186893.00 192926.76 Agency Mortgage-Backed Securities GNII ET DG0970 C N/A 3618JWCF0 2064-10-20 5 N/A 130551.00 128354.91 Agency Mortgage-Backed Securities GNII RG DI1785 C N/A 3618NJ6W4 2051-08-20 3.5 N/A 1635009.00 1223057.59 Agency Mortgage-Backed Securities GNII ET DL7237 C N/A 3618LKBE7 2065-05-20 6 N/A 1174390.00 1195401.79 Agency Mortgage-Backed Securities GNPL PN DE7035 N/A 3618JCY86 2055-06-15 5.72 N/A 250000.00 263768.66 Agency Mortgage-Backed Securities GNII ET DJ7322 C N/A 3618KUD38 2065-03-20 4 N/A 262330.00 241624.53 Agency Mortgage-Backed Securities GNII ET DJ3511 C N/A 3618KP3U0 2065-02-20 4 N/A 326927.00 301044.61 Agency Mortgage-Backed Securities GNII ET DK3214 C N/A 3618L2SB5 2064-07-20 6.5 N/A 192329.00 198067.24 Agency Mortgage-Backed Securities GNII ET DB1895 C N/A 3618H4C80 2064-04-20 7.5 N/A 129217.00 133263.41 Agency Mortgage-Backed Securities GNII ET DB4072 C N/A 3618H6QZ0 2064-04-20 7.5 N/A 143305.00 147837.77 Agency Mortgage-Backed Securities GNII ET DI8658 C N/A 3618NSTP4 2065-03-20 4 N/A 316728.00 291384.20 Agency Mortgage-Backed Securities GNII ET DK2404 C N/A 3618L1U57 2065-04-20 4.5 N/A 263987.00 251897.07 Agency Mortgage-Backed Securities GNII ET DJ7235 C N/A 3618KUBC0 2065-04-20 4 N/A 163053.00 150148.75 Agency Mortgage-Backed Securities GNPL PN DJ4693 N/A 3618KRGA6 2060-06-15 4.86 N/A 1000000.00 992788.78 Agency Mortgage-Backed Securities GNPL PN DH1775 N/A 3618K96L3 2060-05-15 5.76 N/A 100000.00 105604.96 Agency Mortgage-Backed Securities GNII ET DB9042 C N/A 3618HCBK6 2062-09-20 5 N/A 83337.00 81458.48 Agency Mortgage-Backed Securities GNII ET DG1656 C N/A 3618JWZV0 2065-01-20 5 N/A 550857.00 542484.48 Agency Mortgage-Backed Securities GNII RG CN2042 C N/A 3617F0HT1 2047-12-20 3.5 N/A 1127182.00 507988.20 Agency Mortgage-Backed Securities GNII ET DJ5432 C N/A 3618KSA93 2065-05-20 4.5 N/A 168712.00 161101.35 Agency Mortgage-Backed Securities GNPL PN DA8497 N/A 3618GYNN0 2060-02-15 5.75 N/A 100000.00 105661.30 Agency Mortgage-Backed Securities GNII ET DC0231 C N/A 3618HEHG5 2063-12-20 7.5 N/A 798059.00 333790.54 Agency Mortgage-Backed Securities GNII RG DJ9685 C N/A 3618KWXN8 2051-06-20 3 N/A 1075504.00 947802.68 Agency Mortgage-Backed Securities GNPL PN CW0782 N/A 3618F82P6 2060-09-15 5.9 N/A 100000.00 102161.28 Agency Mortgage-Backed Securities GNII ET DL8381 C N/A 3618LLJ23 2065-07-20 7 N/A 112863.00 116530.31 Agency Mortgage-Backed Securities GNII ET DF6150 C N/A 3618JPZP8 2064-08-20 4.5 N/A 134242.00 127700.41 Agency Mortgage-Backed Securities GNPL PN DH1772 N/A 3618K96H2 2060-05-15 5.64 N/A 50000.00 52428.15 Agency Mortgage-Backed Securities GNII RG CN2091 C N/A 3617F0KC4 2046-01-20 3.5 N/A 1288548.00 798624.80 Agency Mortgage-Backed Securities GNII RG CQ9327 C N/A 3618ACLG1 2038-11-20 6 N/A 1394966.00 1137503.47 Agency Mortgage-Backed Securities GNII RG DK6961 C N/A 3618L6WW5 2050-03-20 4 N/A 1110707.00 1040362.34 Agency Mortgage-Backed Securities GNPL PN DJ7946 N/A 3618KUZK6 2060-06-15 6.02 N/A 250000.00 269048.11 Agency Mortgage-Backed Securities GNII ET DB7579 C N/A 3618HAM44 2064-06-20 7.5 N/A 991462.00 583171.01 Agency Mortgage-Backed Securities GNII ET DM1652 C N/A 3618LQZR9 2065-08-20 6 N/A 1180226.00 1201342.21 Agency Mortgage-Backed Securities GNII ET DL3237 C N/A 3618LES29 2065-07-20 6.5 N/A 1232971.00 1269758.61 Agency Mortgage-Backed Securities GNII ET CX7212 C N/A 3618FUAM5 2064-06-20 7.5 N/A 284645.00 293611.87 Agency Mortgage-Backed Securities GNII ET DF5597 C N/A 3618JPGE4 2062-05-20 4 N/A 100334.00 91711.30 Agency Mortgage-Backed Securities GNII ET DC3546 C N/A 3618HH5F3 2064-06-20 7.5 N/A 435576.00 109676.77 Agency Mortgage-Backed Securities GNPL PN CD0955 N/A 3617VBBY4 2063-05-15 2.9 N/A 143006.00 122874.13 Agency Mortgage-Backed Securities GNII ET DL6732 C N/A 3618LJPR6 2065-08-20 7 N/A 404854.00 418009.10 Agency Mortgage-Backed Securities GNII ET DL3368 C N/A 3618LEW57 2065-07-20 7 N/A 282109.00 291275.69 Agency Mortgage-Backed Securities GNII ET DE3803 C N/A 3618J9GL4 2064-08-20 5 N/A 403900.00 392375.39 Agency Mortgage-Backed Securities GNII ET DJ5613 C N/A 3618KSGW6 2065-03-20 4.5 N/A 108154.00 103113.75 Agency Mortgage-Backed Securities GNII ET DK1602 C N/A 3618L0X72 2065-04-20 3 N/A 297199.00 258635.16 Agency Mortgage-Backed Securities GNII ET DH2339 C N/A 3618KAS44 2064-12-20 5 N/A 142799.00 140488.33 Agency Mortgage-Backed Securities GNII ET DH3742 C N/A 3618KCEP8 2063-11-20 7.5 N/A 194414.00 201012.25 Agency Mortgage-Backed Securities GNII ET DB3229 C N/A 3618H5SS6 2063-12-20 4.5 N/A 339298.00 320865.93 Agency Mortgage-Backed Securities GNII ET DL3444 C N/A 3618LEZH8 2065-07-20 6.5 N/A 201632.00 207648.21 Agency Mortgage-Backed Securities GNII ET DB5614 C N/A 3618H8GX2 2063-12-20 8 N/A 97294.00 101087.95 Agency Mortgage-Backed Securities GNII ET DF1033 C N/A 3618JJEE0 2063-12-20 7.5 N/A 234509.00 242287.72 Agency Mortgage-Backed Securities GNPL PN DA4275 N/A 3618GTXC4 2059-07-15 5.69 N/A 1000000.00 1046485.10 Agency Mortgage-Backed Securities GNII ET DL3443 C N/A 3618LEZG0 2065-08-20 6.5 N/A 434921.00 447897.98 Agency Mortgage-Backed Securities GNII RG CO2147 C N/A 3617FDL43 2050-06-20 3.5 N/A 1491807.00 1165560.53 Agency Mortgage-Backed Securities GNCL CL DF8934 N/A 3618JS4T8 2067-07-15 5.54 N/A 200000.00 205738.38 Agency Mortgage-Backed Securities GNII ET DL9054 C N/A 3618LMBX1 2065-02-20 3 N/A 301855.00 263170.57 Agency Mortgage-Backed Securities GNHA RM CM9951 H N/A 3617YWBU3 2072-04-20 5.784 N/A 7357110.00 7625897.82 Agency Mortgage-Backed Securities GNII RG CP0132 C N/A 3617FPED4 2045-07-20 3.5 N/A 2002973.00 1097531.19 Agency Mortgage-Backed Securities GNPL PN CP3663 N/A 3617FTB80 2057-12-15 6.02 N/A 250000.00 258685.30 Agency Mortgage-Backed Securities GNII RG CT5326 C N/A 3618BA4K4 2036-04-20 6 N/A 1721193.00 1122665.40 Agency Mortgage-Backed Securities GNII ET DG7389 C N/A 3618K4F67 2064-11-20 3.5 N/A 239963.00 214208.88 Agency Mortgage-Backed Securities GNII ET DC8656 C N/A 3618HPTM4 2064-06-20 7.5 N/A 2158416.00 716593.76 Agency Mortgage-Backed Securities GNCL CL CS8949 N/A 3618B25J4 2066-12-15 5.65 N/A 503275.00 522409.74 Agency Mortgage-Backed Securities GNII ET DC4804 C N/A 3618HKKR3 2064-04-20 7.5 N/A 118734.00 122528.88 Agency Mortgage-Backed Securities GNII ET DB4277 C N/A 3618H6XE9 2062-04-20 3 N/A 6807.00 5826.41 Agency Mortgage-Backed Securities GNII ET DB5243 C N/A 3618H7ZG0 2064-06-20 7.5 N/A 675172.00 435205.38 Agency Mortgage-Backed Securities GNII ET CZ8708 C N/A 3618GLU91 2063-12-20 8 N/A 973507.00 337883.38 Agency Mortgage-Backed Securities GNII ET DC1654 C N/A 3618HFZT4 2064-04-20 7.5 N/A 138677.00 143112.57 Agency Mortgage-Backed Securities GNII ET DE3865 C N/A 3618J9JJ6 2064-08-20 4 N/A 182009.00 166618.23 Agency Mortgage-Backed Securities GNPL PN CM4404 N/A 3617YP3M5 2064-08-15 5.7 N/A 50000.00 52666.73 Agency Mortgage-Backed Securities GNII ET DC1949 C N/A 3618HGEW8 2064-05-20 7.5 N/A 435366.00 335902.86 Agency Mortgage-Backed Securities GNCL CL DF9983 N/A 3618JUCU1 2067-04-15 5.05 N/A 800966.00 788445.12 Agency Mortgage-Backed Securities GNII ET DC9622 C N/A 3618HQVP2 2063-12-20 7.5 N/A 129765.00 133018.23 Agency Mortgage-Backed Securities GNII ET DH6108 C N/A 3618KEYD9 2065-03-20 4 N/A 440598.00 405069.90 Agency Mortgage-Backed Securities GNPL PN DK6737 N/A 3618L6PW3 2060-06-15 5.84 N/A 250000.00 265652.87 Agency Mortgage-Backed Securities GNPL PN CQ4845 N/A 3618A7L23 2057-12-15 5 N/A 1000000.00 991405.89 Agency Mortgage-Backed Securities GNII RG CV1696 C N/A 3618BW3D3 2038-12-20 6 N/A 1252499.00 1118529.90 Agency Mortgage-Backed Securities GNII ET DJ7321 C N/A 3618KUD20 2065-03-20 3.5 N/A 530213.00 474553.18 Agency Mortgage-Backed Securities GNII ET DG8347 C N/A 3618K5HY1 2065-01-20 3.5 N/A 1293253.00 1150732.64 Agency Mortgage-Backed Securities GNII RG CX7661 C N/A 3618FUQN6 2052-12-20 6.5 N/A 1150747.00 749809.47 Agency Mortgage-Backed Securities GNII RG CO5651 C N/A 3617FHH49 2048-04-20 3.5 N/A 1044282.00 600870.56 Agency Mortgage-Backed Securities GNII ET DL7942 C N/A 3618LKZF8 2065-08-20 7 N/A 739305.00 763327.57 Agency Mortgage-Backed Securities GNII ET DL3455 C N/A 3618LEZU9 2065-07-20 6.5 N/A 435610.00 448607.54 Agency Mortgage-Backed Securities GNII ET DL9043 C N/A 3618LMBL7 2065-05-20 5.5 N/A 273756.00 274270.60 Agency Mortgage-Backed Securities GNII ET DF5632 C N/A 3618JPHH6 2062-09-20 5 N/A 502346.00 281072.15 Agency Mortgage-Backed Securities GNPL PN DG0401 N/A 3618JVNS2 2060-05-15 5.65 N/A 50000.00 52626.32 Agency Mortgage-Backed Securities GNII ET DH2343 C N/A 3618KAS85 2065-01-20 4.5 N/A 122942.00 117158.64 Agency Mortgage-Backed Securities GNII ET DG4236 C N/A 3618K0V59 2063-11-20 7.5 N/A 121033.00 125168.76 Agency Mortgage-Backed Securities GNII RG CP0135 C N/A 3617FPEG7 2042-08-20 3.5 N/A 1410753.00 827596.64 Agency Mortgage-Backed Securities GNCL CL DF8960 N/A 3618JS5V2 2067-09-15 5.28 N/A 205517.00 207104.55 Agency Mortgage-Backed Securities GNII ET DH5176 C N/A 3618KDXD2 2065-03-20 3.5 N/A 102368.00 91375.36 Agency Mortgage-Backed Securities GNPL PN DH1766 N/A 3618K96B5 2060-04-15 5.99 N/A 100000.00 103054.50 Agency Mortgage-Backed Securities GNII RG DH3831 C N/A 3618KCHG5 2048-06-20 3.5 N/A 1239164.00 1115780.75 Agency Mortgage-Backed Securities GNII ET DB8404 C N/A 3618HBKR3 2060-01-20 5 N/A 116204.00 113500.78 Agency Mortgage-Backed Securities GNII ET DI2683 C N/A 3618NK6U5 2062-09-20 4.5 N/A 152075.00 145179.00 Agency Mortgage-Backed Securities GNII ET DF5654 C N/A 3618JPH78 2062-04-20 3.5 N/A 56898.00 50544.58 Agency Mortgage-Backed Securities GNII ET DI7125 C N/A 3618NQ4J9 2065-03-20 4.5 N/A 95783.00 91419.78 Agency Mortgage-Backed Securities GNII ET DL9152 C N/A 3618LMEZ3 2065-05-20 6.5 N/A 423232.00 435860.21 Agency Mortgage-Backed Securities GNII ET DL9726 C N/A 3618LMYX6 2065-08-20 6 N/A 162672.00 165885.04 Agency Mortgage-Backed Securities GNII ET DB5658 C N/A 3618H8JB7 2064-05-20 8 N/A 135729.00 60826.72 Agency Mortgage-Backed Securities GNII ET DH7525 C N/A 3618KGLE6 2065-01-20 5 N/A 78091.00 76829.85 Agency Mortgage-Backed Securities GNII ET DC2969 C N/A 3618HHJN1 2064-04-20 7.5 N/A 112244.00 115833.79 Agency Mortgage-Backed Securities GNII ET DH7569 C N/A 3618KGMS4 2065-01-20 4 N/A 1092294.00 1002522.20 Agency Mortgage-Backed Securities GNII ET DI3514 C N/A 3618NL3X0 2065-03-20 3.5 N/A 542805.00 484969.28 Agency Mortgage-Backed Securities GNCL CL CZ6011 N/A 3618GHVC2 2066-07-15 5.9 N/A 250000.00 246588.47 Agency Mortgage-Backed Securities GNII ET DG8481 C N/A 3618K5M66 2064-11-20 7.5 N/A 271043.00 280185.98 Agency Mortgage-Backed Securities GNPL PN DB4181 N/A 3618H6UE2 2059-07-15 5.83 N/A 100000.00 105794.31 Agency Mortgage-Backed Securities GNII ET DB9485 C N/A 3618HCRE3 2064-05-20 7.5 N/A 721029.00 314268.40 Agency Mortgage-Backed Securities GNII RG DJ4976 C N/A 3618KRQ56 2049-10-20 4 N/A 1117634.00 1041148.94 Agency Mortgage-Backed Securities GNII ET DK6197 C N/A 3618L53E9 2063-12-20 8 N/A 105394.00 97333.04 Agency Mortgage-Backed Securities GNII ET DB4278 C N/A 3618H6XF6 2062-06-20 4 N/A 389129.00 200594.73 Agency Mortgage-Backed Securities GNPL PN DA8505 N/A 3618GYNW0 2060-04-15 5.18 N/A 50000.00 51041.79 Agency Mortgage-Backed Securities GNII ET DE3813 C N/A 3618J9GW0 2064-08-20 4 N/A 446818.00 408854.70 Agency Mortgage-Backed Securities GNII ET DJ3471 C N/A 3618KP2C1 2064-11-20 3.5 N/A 241641.00 216107.20 Agency Mortgage-Backed Securities GNII RG CN2001 C N/A 3617F0GJ4 2047-12-20 3.5 N/A 1023896.00 673608.43 Agency Mortgage-Backed Securities GNII ET DL8382 C N/A 3618LLJ31 2065-08-20 6.5 N/A 163926.00 168817.15 Agency Mortgage-Backed Securities GNII RG DF5651 C N/A 3618JPH45 2042-12-20 3.5 N/A 1154240.00 1025343.94 Agency Mortgage-Backed Securities GNII ET DI1791 C N/A 3618NJ7C7 2064-10-20 5 N/A 424320.00 418016.08 Agency Mortgage-Backed Securities GNII ET DG8356 C N/A 3618K5H96 2064-11-20 3 N/A 324427.00 280976.96 Agency Mortgage-Backed Securities GNII ET DG3148 C N/A 3618JYP96 2064-12-20 3.5 N/A 238984.00 212732.54 Agency Mortgage-Backed Securities GNII RG CS4166 C N/A 3618AWTX2 2039-02-20 6.5 N/A 1008269.00 772687.20 Agency Mortgage-Backed Securities GNII ET DH8903 C N/A 3618KH3L8 2065-01-20 5 N/A 117910.00 116077.81 Agency Mortgage-Backed Securities GNPL PN DA8502 N/A 3618GYNT7 2060-03-15 5.72 N/A 50000.00 52672.28 Agency Mortgage-Backed Securities GNII ET DG3164 C N/A 3618JYQR5 2064-12-20 4.5 N/A 709568.00 675663.72 Agency Mortgage-Backed Securities GNII RG CO2850 C N/A 3617FEEX5 2048-03-20 3.5 N/A 1287634.00 1077390.38 Agency Mortgage-Backed Securities GNII ET DJ5348 C N/A 3618KR5H3 2065-04-20 3 N/A 163569.00 142168.61 Agency Mortgage-Backed Securities GNPL PN DA8503 N/A 3618GYNU4 2060-03-15 5.72 N/A 50000.00 52672.28 Agency Mortgage-Backed Securities GNII ET DL8362 C N/A 3618LLJF4 2065-07-20 7 N/A 460815.00 475788.47 Agency Mortgage-Backed Securities GNII RG CV2898 C N/A 3618BYGF0 2038-11-20 6.5 N/A 1020507.00 916515.08 Agency Mortgage-Backed Securities GNII ET DI6877 C N/A 3618NQUA9 2065-03-20 4 N/A 369685.00 339855.07 Agency Mortgage-Backed Securities GNII ET DE3802 C N/A 3618J9GK6 2064-08-20 4 N/A 100293.00 91812.20 Agency Mortgage-Backed Securities GNPL PN DE9891 N/A 3618JF7C0 2060-05-15 5.87 N/A 1000000.00 1064867.46 Agency Mortgage-Backed Securities GNII ET DI6889 C N/A 3618NQUN1 2065-03-20 3.5 N/A 723229.00 645717.90 Agency Mortgage-Backed Securities GNII ET DG8361 C N/A 3618K5JE3 2065-01-20 5 N/A 52565.00 51730.43 Agency Mortgage-Backed Securities GNCL CL DA4292 N/A 3618GTXV2 2067-01-15 5.3 N/A 250000.00 257334.06 Agency Mortgage-Backed Securities GNII ET DL6717 C N/A 3618LJPA3 2065-04-20 6.5 N/A 321897.00 331377.04 Agency Mortgage-Backed Securities GNII RG CM2528 C N/A 3617YMYZ9 2032-11-20 7 N/A 1723706.00 834799.20 Agency Mortgage-Backed Securities GNII ET DJ5033 C N/A 3618KRSW5 2065-03-20 3 N/A 240022.00 208651.80 Agency Mortgage-Backed Securities GNPL PN DJ7963 N/A 3618KUZ42 2060-08-15 5.97 N/A 508050.00 543554.23 Agency Mortgage-Backed Securities GNPL PN DJ4973 N/A 3618KRQ23 2060-07-15 5.85 N/A 250000.00 265026.10 Agency Mortgage-Backed Securities GNII ET DI6718 C N/A 3618NQPB3 2064-11-20 4.5 N/A 131036.00 124938.96 Agency Mortgage-Backed Securities GNPL PN DK6736 N/A 3618L6PV5 2060-06-15 5.84 N/A 250000.00 265652.87 Agency Mortgage-Backed Securities GNII ET DG3142 C N/A 3618JYP39 2064-12-20 4 N/A 160221.00 146924.64 Agency Mortgage-Backed Securities GNII ET DI3527 C N/A 3618NL4L5 2065-03-20 3.5 N/A 429886.00 384082.99 Agency Mortgage-Backed Securities GNII ET DF4472 C N/A 3618JM6H5 2063-05-20 5 N/A 143472.00 141042.02 Agency Mortgage-Backed Securities GNSN 678423 001-100 N/A 36295RVQ8 2038-04-15 5 N/A 2521989.00 657097.47 Agency Mortgage-Backed Securities GNII ET DD9175 C N/A 3618J3FQ7 2064-06-20 7.5 N/A 306452.00 316151.77 Agency Mortgage-Backed Securities GNII ET DI5675 C N/A 3618NPJU0 2065-04-20 5 N/A 188952.00 186309.62 Agency Mortgage-Backed Securities GNII ET DJ7334 C N/A 3618KUEF0 2065-03-20 4.5 N/A 122012.00 116598.07 Agency Mortgage-Backed Securities GNII RG DI7472 C N/A 3618NRJR3 2050-07-20 3.5 N/A 1036620.00 937175.95 Agency Mortgage-Backed Securities GNII ET DL3462 C N/A 3618LEZ39 2065-07-20 6.5 N/A 393927.00 405680.82 Agency Mortgage-Backed Securities GNII RG DC2565 C N/A 3618HGZ62 2049-05-20 5 N/A 1181621.00 946336.02 Agency Mortgage-Backed Securities GNII ET DC1084 C N/A 3618HFFZ2 2064-06-20 7.5 N/A 957991.00 700899.37 Agency Mortgage-Backed Securities GNII ET DF8862 C N/A 3618JSZ31 2064-10-20 7.5 N/A 500050.00 517218.91 Agency Mortgage-Backed Securities GNII RG CS3921 C N/A 3618AWLA0 2034-02-20 6 N/A 1058270.00 789534.81 Agency Mortgage-Backed Securities GNII ET CV2965 C N/A 3618BYJJ9 2064-03-20 2.5 N/A 29965.00 14270.59 Agency Mortgage-Backed Securities GNPL PN DC7239 N/A 3618HNBG1 2058-04-15 5.51 N/A 50000.00 51812.52 Agency Mortgage-Backed Securities GNII ET DC5549 C N/A 3618HLEW7 2063-12-20 7.5 N/A 258150.00 266447.12 Agency Mortgage-Backed Securities GNII ET DM2325 C N/A 3618LRSN4 2065-07-20 7.5 N/A 120232.00 124676.78 Agency Mortgage-Backed Securities GNII ET DI7189 C N/A 3618NQ7A5 2065-02-20 5 N/A 184246.00 181608.66 Agency Mortgage-Backed Securities GNII RG DK6940 C N/A 3618L6V97 2048-04-20 3.5 N/A 1366495.00 1242180.35 Agency Mortgage-Backed Securities GNII ET DL0422 C N/A 3618LBPF9 2065-05-20 6.5 N/A 1051099.00 1082460.17 Agency Mortgage-Backed Securities GNCL CL DF4990 N/A 3618JNRK3 2066-08-15 5.4 N/A 88522.00 90236.76 Agency Mortgage-Backed Securities GNII ET DC6382 C N/A 3618HMCT4 2064-05-20 7.5 N/A 1425966.00 1078936.24 Agency Mortgage-Backed Securities GNII ET DJ9251 C N/A 3618KWH48 2065-05-20 3 N/A 155091.00 134824.38 Agency Mortgage-Backed Securities GNII ET DE1945 C N/A 3618J7ES5 2064-08-20 5 N/A 104148.00 102266.88 Agency Mortgage-Backed Securities GNII RG DK6939 C N/A 3618L6V89 2054-01-20 7.5 N/A 1000482.00 1054250.52 Agency Mortgage-Backed Securities GNII RG CO2849 C N/A 3617FEEW7 2042-10-20 3.5 N/A 1546611.00 1140616.91 Agency Mortgage-Backed Securities GNII RG CT6956 C N/A 3618BCWR4 2038-12-20 6.5 N/A 1072129.00 904704.12 Agency Mortgage-Backed Securities GNII RG DI7481 C N/A 3618NRJ28 2054-01-20 7 N/A 1003028.00 1051212.12 Agency Mortgage-Backed Securities GNII ET DF3188 C N/A 3618JLRH4 2064-11-20 3.5 N/A 341900.00 304529.87 Agency Mortgage-Backed Securities GNII ET DK6048 C N/A 3618L5WH0 2065-08-20 6.5 N/A 571229.00 588271.93 Agency Mortgage-Backed Securities GNII ET DK6121 C N/A 3618L5YS4 2065-05-20 4.5 N/A 1314732.00 1256334.55 Agency Mortgage-Backed Securities GNII ET DI7151 C N/A 3618NQ5L3 2065-04-20 5 N/A 107710.00 106170.85 Agency Mortgage-Backed Securities GNCL CL CN7025 N/A 3617F6YW2 2065-04-15 5.64 N/A 100000.00 101931.07 Agency Mortgage-Backed Securities GNII ET DJ2523 C N/A 3618KNYU1 2064-12-20 4.5 N/A 202346.00 193234.13 Agency Mortgage-Backed Securities GNII ET DL8595 C N/A 3618LLRQ1 2065-08-20 6 N/A 672636.00 684670.58 Agency Mortgage-Backed Securities GNPL PN DC7241 N/A 3618HNBJ5 2060-04-15 5.54 N/A 50000.00 52116.82 Agency Mortgage-Backed Securities GNPL PN DI9901 N/A 3618NUAA2 2055-06-15 6.22 N/A 250000.00 272616.92 Agency Mortgage-Backed Securities GNII RG CT5447 C N/A 3618BBBQ1 2038-12-20 6 N/A 1514223.00 716833.73 Agency Mortgage-Backed Securities GNPL PN DH1771 N/A 3618K96G4 2060-05-15 5.64 N/A 50000.00 52428.15 Agency Mortgage-Backed Securities GNII ET DF5696 C N/A 3618JPKH2 2062-05-20 4.5 N/A 181572.00 172710.21 Agency Mortgage-Backed Securities GNPL PN DG5688 N/A 3618K2J91 2060-04-15 5.21 N/A 50000.00 50915.03 Agency Mortgage-Backed Securities GNII ET DJ9258 C N/A 3618KWJB0 2065-01-20 5 N/A 888727.00 876694.79 Agency Mortgage-Backed Securities GNII RG CQ7628 C N/A 3618AAPM8 2036-05-20 6 N/A 1205370.00 946529.19 Agency Mortgage-Backed Securities GNII ET DI7827 C N/A 3618NRVU2 2065-02-20 5 N/A 374850.00 369514.07 Agency Mortgage-Backed Securities GNII ET DD0856 C N/A 3618HS5R3 2064-06-20 7.5 N/A 511538.00 251975.04 Agency Mortgage-Backed Securities GNII ET DJ4646 C N/A 3618KRET7 2065-03-20 3 N/A 363840.00 315981.67 Agency Mortgage-Backed Securities GNII ET DH3710 C N/A 3618KCDP9 2065-02-20 5 N/A 339624.00 334355.83 Agency Mortgage-Backed Securities GNII ET DG8360 C N/A 3618K5JD5 2065-01-20 4.5 N/A 784619.00 747109.71 Agency Mortgage-Backed Securities GNPL PN DI9897 N/A 3618NT7J0 2060-06-15 5.97 N/A 100000.00 106121.00 Agency Mortgage-Backed Securities GNPL PN DF6559 N/A 3618JQJC3 2060-05-15 5.42 N/A 50000.00 51717.60 Agency Mortgage-Backed Securities GNII ET DL2117 C N/A 3618LDK60 2065-07-20 6.5 N/A 962803.00 991528.76 Agency Mortgage-Backed Securities GNPL PN DJ8027 N/A 3618KU4L8 2060-07-15 6.1 N/A 538600.00 574968.49 Agency Mortgage-Backed Securities GNPL PN DJ4688 N/A 3618KRF58 2060-06-15 5.37 N/A 250000.00 257765.64 Agency Mortgage-Backed Securities GNII RG CQ7592 C N/A 3618AANH1 2035-04-20 5 N/A 1299877.00 816194.16 Agency Mortgage-Backed Securities GNII ET DH5058 C N/A 3618KDTP0 2064-11-20 4 N/A 132475.00 121595.57 Agency Mortgage-Backed Securities GNII ET DL1355 C N/A 3618LCQG4 2055-12-20 6 N/A 234165.00 238352.96 Agency Mortgage-Backed Securities GNPL PN DH1773 N/A 3618K96J8 2060-05-15 5.64 N/A 50000.00 52428.15 Agency Mortgage-Backed Securities GNII ET CY2541 C N/A 3618G1ZE9 2063-12-20 8 N/A 3006232.00 881564.40 Agency Mortgage-Backed Securities GNPL PN DA8498 N/A 3618GYNP5 2060-02-15 5.75 N/A 50000.00 52830.65 Agency Mortgage-Backed Securities GNII RG CS7493 C N/A 3618B1KE0 2039-12-20 6 N/A 1340034.00 1098169.61 Agency Mortgage-Backed Securities GNII ET DB7683 C N/A 3618HARC1 2064-06-20 7.5 N/A 405913.00 230790.76 Agency Mortgage-Backed Securities GNCL CL DF8944 N/A 3618JS5D2 2061-07-15 5.94 N/A 857620.00 845092.74 Agency Mortgage-Backed Securities GNPL PN DK6734 N/A 3618L6PT0 2060-06-15 5.84 N/A 250000.00 265652.87 Agency Mortgage-Backed Securities GNII ET DD0945 C N/A 3618HTBN3 2064-03-20 7.5 N/A 65105.00 67227.43 Agency Mortgage-Backed Securities GNII ET DB5587 C N/A 3618H8F47 2063-12-20 8 N/A 178115.00 185148.99 Agency Mortgage-Backed Securities GNII ET DI5954 C N/A 3618NPTK1 2065-06-20 3.5 N/A 221838.00 198577.54 Agency Mortgage-Backed Securities GNPL PN DC7248 N/A 3618HNBR7 2060-05-15 5.53 N/A 50000.00 52031.10 Agency Mortgage-Backed Securities GNII ET CX7206 C N/A 3618FUAF0 2062-09-20 5 N/A 271999.00 266124.86 Agency Mortgage-Backed Securities GNII ET DH9348 C N/A 3618KJL59 2064-11-20 4.5 N/A 459434.00 437805.17 Agency Mortgage-Backed Securities GNII ET DL7238 C N/A 3618LKBF4 2065-04-20 6.5 N/A 225755.00 232490.75 Agency Mortgage-Backed Securities GNPL PN DF8957 N/A 3618JS5S9 2055-04-15 5.63 N/A 50000.00 52326.74 Agency Mortgage-Backed Securities GNII ET DI7172 C N/A 3618NQ6H1 2065-03-20 3 N/A 466919.00 405411.60 Agency Mortgage-Backed Securities GNPL PN DH1767 N/A 3618K96C3 2060-04-15 5.99 N/A 100000.00 107268.99 Agency Mortgage-Backed Securities GNII ET DL1358 C N/A 3618LCQK5 2065-08-20 6.5 N/A 858798.00 884421.57 Agency Mortgage-Backed Securities GNII ET DG8303 C N/A 3618K5GL0 2065-01-20 4.5 N/A 247363.00 235621.57 Agency Mortgage-Backed Securities GNPL PN DJ8020 N/A 3618KU4D6 2060-06-15 5.83 N/A 50000.00 53101.66 Agency Mortgage-Backed Securities GNHA RM CK2815 H N/A 3617XXDU0 2072-05-20 5.853 N/A 19550000.00 21488685.20 Agency Mortgage-Backed Securities GNII ET DI3526 C N/A 3618NL4K7 2065-01-20 3 N/A 287040.00 249306.38 Agency Mortgage-Backed Securities GNPL PN CO1754 N/A 3617FC5P6 2058-05-15 4.79 N/A 250000.00 245212.40 Agency Mortgage-Backed Securities GNII ET DJ2556 C N/A 3618KNZV8 2065-03-20 3 N/A 312668.00 272597.82 Agency Mortgage-Backed Securities GNPL PN DJ4972 N/A 3618KRQZ0 2060-07-15 5.85 N/A 250000.00 265026.10 Agency Mortgage-Backed Securities GNII RG CS9547 C N/A 3618B3TC1 2038-12-20 6 N/A 1056345.00 710483.89 Agency Mortgage-Backed Securities GNII ET DI7186 C N/A 3618NQ6X6 2065-03-20 3 N/A 235939.00 204906.06 Agency Mortgage-Backed Securities GNII ET DL9050 C N/A 3618LMBT0 2065-04-20 4.5 N/A 393502.00 376544.03 Agency Mortgage-Backed Securities GNII ET DJ5433 C N/A 3618KSBA9 2065-03-20 4 N/A 295645.00 272244.45 Agency Mortgage-Backed Securities GNII ET DI6805 C N/A 3618NQR21 2065-01-20 4 N/A 349246.00 321033.67 Agency Mortgage-Backed Securities GNII ET DG9570 C N/A 3618K6T34 2064-12-20 4 N/A 631219.00 579680.99 Agency Mortgage-Backed Securities GNII ET DM2323 C N/A 3618LRSL8 2065-07-20 6.5 N/A 75265.00 77440.80 Agency Mortgage-Backed Securities GNII ET DL6733 C N/A 3618LJPS4 2065-07-20 6.5 N/A 422382.00 434984.85 Agency Mortgage-Backed Securities GNPL PN CQ8606 N/A 3618ABR36 2060-03-15 5.45 N/A 50000.00 51892.50 Agency Mortgage-Backed Securities GNII ET DK6166 C N/A 3618L5Z79 2062-05-20 4.5 N/A 240792.00 230050.57 Agency Mortgage-Backed Securities GNII RG DI7428 C N/A 3618NRHD6 2054-02-20 7 N/A 1384475.00 1040176.37 Agency Mortgage-Backed Securities GNCL CL DF1288 N/A 3618JJND2 2064-12-15 6 N/A 50000.00 52431.78 Agency Mortgage-Backed Securities GNII ET DJ2542 C N/A 3618KNZF3 2065-05-20 4 N/A 322508.00 297417.98 Agency Mortgage-Backed Securities GNPL PN DJ8021 N/A 3618KU4E4 2060-07-15 5.7 N/A 1000000.00 1048800.12 Agency Mortgage-Backed Securities GNII ET DG3165 C N/A 3618JYQS3 2065-01-20 5 N/A 365218.00 359348.28 Agency Mortgage-Backed Securities GNII ET DF3868 C N/A 3618JMJM0 2064-09-20 5 N/A 68385.00 67176.48 Agency Mortgage-Backed Securities GNII ET DL8354 C N/A 3618LLH74 2065-08-20 6.5 N/A 366341.00 377271.72 Agency Mortgage-Backed Securities GNPL PN CU4651 N/A 3618BNEY5 2059-02-15 5.54 N/A 1000000.00 1032409.92 Agency Mortgage-Backed Securities GNPL RX 728041 N/A 3620AEZE3 2041-01-15 4.5 N/A 415000.00 287634.94 Agency Mortgage-Backed Securities GNII ET DI2622 C N/A 3618NK4F0 2062-09-20 5 N/A 287408.00 283041.69 Agency Mortgage-Backed Securities GNII ET DG8302 C N/A 3618K5GK2 2064-11-20 4 N/A 69408.00 63669.24 Agency Mortgage-Backed Securities GNII ET DJ9252 C N/A 3618KWH55 2065-05-20 3.5 N/A 662970.00 592887.42 Agency Mortgage-Backed Securities GNII ET DJ9254 C N/A 3618KWH71 2065-05-20 4.5 N/A 476897.00 455422.49 Agency Mortgage-Backed Securities GNII RG CR3190 C N/A 3618AHRK5 2039-08-20 6 N/A 1081211.00 935142.47 Agency Mortgage-Backed Securities GNPL PN DC7244 N/A 3618HNBM8 2060-05-15 5.59 N/A 50000.00 52514.45 Agency Mortgage-Backed Securities GNPL PN CW2330 N/A 3618FAST5 2059-02-15 5.62 N/A 1000000.00 1037996.34 Agency Mortgage-Backed Securities GNII RG CV2879 C N/A 3618BYFU8 2036-06-20 6 N/A 1032503.00 704180.85 Agency Mortgage-Backed Securities GNPL PN DJ7941 N/A 3618KUZE0 2060-06-15 5.94 N/A 50000.00 53507.58 Agency Mortgage-Backed Securities GNII ET DI6810 C N/A 3618NQR70 2065-01-20 4.5 N/A 185785.00 177152.47 Agency Mortgage-Backed Securities GNII ET DL9051 C N/A 3618LMBU7 2065-05-20 6.5 N/A 435605.00 448601.95 Agency Mortgage-Backed Securities GNII ET DF5598 C N/A 3618JPGF1 2062-05-20 4.5 N/A 117419.00 111499.77 Agency Mortgage-Backed Securities GNII ET DD8413 C N/A 3618J2K26 2064-07-20 7.5 N/A 737922.00 761942.34 Agency Mortgage-Backed Securities GNPL PN DA8511 N/A 3618GYN42 2060-06-15 5.84 N/A 250000.00 265652.87 Agency Mortgage-Backed Securities GNII ET DL3433 C N/A 3618LEY63 2065-08-20 6.5 N/A 178996.00 184336.80 Agency Mortgage-Backed Securities GNII RG DF5653 C N/A 3618JPH60 2041-10-20 5 N/A 1055013.00 1025573.75 Agency Mortgage-Backed Securities GNII ET DJ9253 C N/A 3618KWH63 2065-04-20 4 N/A 173602.00 159851.41 Agency Mortgage-Backed Securities GNII ET DK5418 C N/A 3618L5AT8 2065-05-20 3.5 N/A 303222.00 271385.18 Agency Mortgage-Backed Securities GNII ET DD8405 C N/A 3618J2KS9 2064-01-20 7.5 N/A 315652.00 325806.55 Agency Mortgage-Backed Securities GNPL PN DI9898 N/A 3618NT7K7 2060-06-15 5.97 N/A 50000.00 53060.50 Agency Mortgage-Backed Securities GNII ET DK5420 C N/A 3618L5AV3 2065-06-20 5 N/A 659968.00 651394.47 Agency Mortgage-Backed Securities GNII ET DG3147 C N/A 3618JYP88 2063-12-20 7.5 N/A 323204.00 334039.58 Agency Mortgage-Backed Securities GNII ET DL3452 C N/A 3618LEZR6 2065-07-20 6.5 N/A 129291.00 133148.73 Agency Mortgage-Backed Securities GNII ET DL6722 C N/A 3618LJPF2 2065-07-20 6.5 N/A 340168.00 350317.78 Agency Mortgage-Backed Securities GNPL PN DE7034 N/A 3618JCY78 2060-05-15 5.15 N/A 250000.00 253561.68 Agency Mortgage-Backed Securities GNII RG DJ5059 C N/A 3618KRTQ7 2051-05-20 3.5 N/A 1002624.00 909763.31 Agency Mortgage-Backed Securities GNII ET DA7973 C N/A 3618GX2E5 2064-02-20 7.5 N/A 507456.00 276267.02 Agency Mortgage-Backed Securities GNII ET DI2612 C N/A 3618NK3V6 2062-04-20 3.5 N/A 155551.00 138663.70 Agency Mortgage-Backed Securities GNII ET DF5630 C N/A 3618JPHF0 2062-05-20 4 N/A 250110.00 228925.34 Agency Mortgage-Backed Securities GNII JM MA9657 M N/A 36179YWS9 2054-05-20 6.5 N/A 862643.00 364622.35 Agency Mortgage-Backed Securities GNII ET CZ8225 C N/A 3618GLD66 2064-03-20 7.5 N/A 273814.00 282563.49 Agency Mortgage-Backed Securities GNPL PN DH1770 N/A 3618K96F6 2060-05-15 5.64 N/A 50000.00 52428.15 Agency Mortgage-Backed Securities GNII ET DD7862 C N/A 3618J1WX7 2064-06-20 4.5 N/A 178152.00 168980.00 Agency Mortgage-Backed Securities GNII ET DB9233 C N/A 3618HCHJ3 2063-10-20 7.5 N/A 43370.00 44717.86 Agency Mortgage-Backed Securities GNII RG CV1733 C N/A 3618BW4S9 2039-01-20 6 N/A 1475632.00 1118186.50 Agency Mortgage-Backed Securities GNII ET DJ8679 C N/A 3618KVUC7 2065-04-20 3.5 N/A 1114021.00 996422.82 Agency Mortgage-Backed Securities GNII ET DJ9261 C N/A 3618KWJE4 2065-05-20 5 N/A 430162.00 424326.67 Agency Mortgage-Backed Securities GNII ET DJ3492 C N/A 3618KP2Z0 2064-11-20 4.5 N/A 375257.00 358315.46 Agency Mortgage-Backed Securities GNII RG DL3352 C N/A 3618LEWM0 2047-12-20 3 N/A 1046495.00 926549.23 Agency Mortgage-Backed Securities GNPL PN CU4609 N/A 3618BNDN0 2059-02-15 6.47 N/A 1000000.00 1080830.07 Agency Mortgage-Backed Securities GNII ET DI7150 C N/A 3618NQ5K5 2065-03-20 4.5 N/A 727977.00 694676.82 Agency Mortgage-Backed Securities GNII RG CR6849 C N/A 3618AMTE6 2038-08-20 6 N/A 1148177.00 719961.84 Agency Mortgage-Backed Securities GNII ET DK6783 C N/A 3618L6RC5 2065-07-20 6 N/A 354259.00 360597.28 Agency Mortgage-Backed Securities GNII ET DL9180 C N/A 3618LMFV1 2065-07-20 6 N/A 1028142.00 1046536.15 Agency Mortgage-Backed Securities GNII ET DJ2521 C N/A 3618KNYS6 2064-11-20 3.5 N/A 282196.00 252336.69 Agency Mortgage-Backed Securities GNPL PN DL7504 N/A 3618LKKR8 2055-09-15 5.88 N/A 814767.00 850601.54 Agency Mortgage-Backed Securities GNII RG DK6931 C N/A 3618L6VY2 2053-12-20 6 N/A 1001544.00 1048534.83 Agency Mortgage-Backed Securities GNII RG DL3463 C N/A 3618LEZ47 2045-12-20 3 N/A 1028942.00 917144.71 Agency Mortgage-Backed Securities GNII ET DK1422 C N/A 3618L0SK9 2065-05-20 3.5 N/A 134449.00 121023.65 Agency Mortgage-Backed Securities GNII ET DG8304 C N/A 3618K5GM8 2064-12-20 5 N/A 85708.00 84333.92 Agency Mortgage-Backed Securities GNPL PN DA8508 N/A 3618GYNZ3 2060-05-15 5.95 N/A 50000.00 52950.31 Agency Mortgage-Backed Securities GNII ET DH2796 C N/A 3618KBC98 2065-02-20 5 N/A 574526.00 565603.76 Agency Mortgage-Backed Securities GNII RG DK6902 C N/A 3618L6U31 2047-12-20 3.5 N/A 1274069.00 1158510.80 Agency Mortgage-Backed Securities GNII ET DJ7226 C N/A 3618KUA31 2065-03-20 4 N/A 185018.00 170361.61 Agency Mortgage-Backed Securities GNCL CL CT6899 N/A 3618BCUY1 2065-09-15 5.45 N/A 910600.00 944326.70 Agency Mortgage-Backed Securities GNII ET CX7084 C N/A 3618FT2R6 2064-01-20 7.5 N/A 415761.00 220560.57 Agency Mortgage-Backed Securities GNII RG CT6918 C N/A 3618BCVK0 2039-04-20 6 N/A 1584336.00 978003.58 Agency Mortgage-Backed Securities GNPL PN CW0778 N/A 3618F82K7 2060-04-15 5.44 N/A 50000.00 51733.72 Agency Mortgage-Backed Securities GNII ET DI7825 C N/A 3618NRVS7 2065-03-20 4 N/A 1155116.00 1062120.51 Agency Mortgage-Backed Securities GNII RG DI7433 C N/A 3618NRHJ3 2054-02-20 7 N/A 1002060.00 1049615.91 Agency Mortgage-Backed Securities GNII ET DJ2770 C N/A 3618KPCF3 2055-06-20 5 N/A 204777.00 201261.22 Agency Mortgage-Backed Securities GNPL PN DK6735 N/A 3618L6PU7 2060-06-15 5.84 N/A 250000.00 265652.87 Agency Mortgage-Backed Securities GNII ET DI4348 C N/A 3618NMZM7 2065-04-20 5 N/A 737004.00 726554.06 Agency Mortgage-Backed Securities GNPL PN DD8092 N/A 3618J17D9 2060-06-15 5.53 N/A 50000.00 52055.35 Agency Mortgage-Backed Securities GNII ET DI7824 C N/A 3618NRVR9 2065-03-20 3.5 N/A 733075.00 654921.08 Agency Mortgage-Backed Securities GNII ET DE8183 C N/A 3618JECU7 2064-08-20 7.5 N/A 396685.00 408154.13 Agency Mortgage-Backed Securities GNII ET DG3064 C N/A 3618JYMM0 2064-12-20 4 N/A 290206.00 266116.80 Agency Mortgage-Backed Securities GNII RG CQ7560 C N/A 3618AAMH2 2036-04-20 6 N/A 1257172.00 868192.91 Agency Mortgage-Backed Securities GNII ET DK6193 C N/A 3618L53A7 2062-04-20 3.5 N/A 204945.00 183528.63 Agency Mortgage-Backed Securities GNII ET DL3386 C N/A 3618LEXP2 2065-08-20 6.5 N/A 1174468.00 1209511.25 Agency Mortgage-Backed Securities GNII ET DF3189 C N/A 3618JLRJ0 2064-11-20 4 N/A 770544.00 706937.11 Agency Mortgage-Backed Securities GNII ET DD0937 C N/A 3618HTBE3 2062-09-20 5 N/A 295920.00 290312.48 Agency Mortgage-Backed Securities GNII RG DI1820 C N/A 3618NKAV8 2050-02-20 3.5 N/A 1285321.00 1156720.03 Agency Mortgage-Backed Securities GNII ET DC2974 C N/A 3618HHJT8 2064-04-20 7.5 N/A 271714.00 280334.79 Agency Mortgage-Backed Securities GNPL PN DF3000 N/A 3618JLKM0 2060-03-15 5.92 N/A 1000000.00 1093450.99 Agency Mortgage-Backed Securities GNII ET DD0437 C N/A 3618HSPW0 2061-05-20 3.5 N/A 258618.00 228897.96 Agency Mortgage-Backed Securities GNPL PN DC4407 N/A 3618HJ3Q7 2059-08-15 5.53 N/A 1000000.00 1035181.94 Agency Mortgage-Backed Securities GNPL PN CI1786 N/A 3617X56X3 2063-08-15 3.83 N/A 142360.00 131078.40 Agency Mortgage-Backed Securities GNII ET DB5594 C N/A 3618H8GB0 2064-03-20 8 N/A 1178188.00 550218.29 Agency Mortgage-Backed Securities GNPL PN CV9243 N/A 3618F6HU3 2065-06-15 5.45 N/A 50000.00 51862.97 Agency Mortgage-Backed Securities GNII ET DI1848 C N/A 3618NKBR6 2065-02-20 5 N/A 272269.00 268206.11 Agency Mortgage-Backed Securities GNII ET DI4347 C N/A 3618NMZL9 2065-03-20 4.5 N/A 457056.00 436110.00 Agency Mortgage-Backed Securities GNPL PN DD4705 N/A 3618HXGN9 2060-04-15 5.25 N/A 100000.00 101944.14 Agency Mortgage-Backed Securities GNII ET DE5333 C N/A 3618JA4S9 2064-09-20 7.5 N/A 364286.00 376560.23 Agency Mortgage-Backed Securities GNII ET DG3050 C N/A 3618JYL74 2064-11-20 5 N/A 216292.00 212456.35 Agency Mortgage-Backed Securities GNII ET DI2652 C N/A 3618NK5M4 2062-09-20 5 N/A 46268.00 45588.49 Agency Mortgage-Backed Securities GNPL PN DJ7954 N/A 3618KUZT7 2060-07-15 5.99 N/A 250000.00 267670.63 Agency Mortgage-Backed Securities GNII ET DK6167 C N/A 3618L5Z87 2062-08-20 5 N/A 158166.00 156062.61 Agency Mortgage-Backed Securities GNII ET DE3814 C N/A 3618J9GX8 2064-08-20 5 N/A 279136.00 273977.51 Agency Mortgage-Backed Securities GNII RG CT8011 C N/A 3618BD3U7 2039-02-20 6 N/A 1506908.00 656759.81 Agency Mortgage-Backed Securities GNII ET DL6734 C N/A 3618LJPT2 2065-08-20 7 N/A 261073.00 269556.16 Agency Mortgage-Backed Securities GNPL LM AF7414 N/A 36181PGX1 2035-07-15 3.38 N/A 400000.00 221247.99 Agency Mortgage-Backed Securities GNII ET DL4564 C N/A 3618LGB97 2065-08-20 7 N/A 595943.00 615307.24 Agency Mortgage-Backed Securities GNPL PN DJ4682 N/A 3618KRFX7 2060-05-15 5.63 N/A 50000.00 52551.73 Agency Mortgage-Backed Securities GNII ET DL7205 C N/A 3618LKAE8 2065-07-20 6 N/A 375058.00 381768.41 Agency Mortgage-Backed Securities GNII ET DL6730 C N/A 3618LJPP0 2065-08-20 6.5 N/A 766010.00 788865.87 Agency Mortgage-Backed Securities GNII ET DF5638 C N/A 3618JPHP8 2064-10-20 4 N/A 285259.00 261284.79 Agency Mortgage-Backed Securities GNII RG DJ5109 C N/A 3618KRVA9 2053-12-20 7 N/A 1197258.00 1254823.16 Agency Mortgage-Backed Securities GNII RG CN9953 C N/A 3617FABW8 2045-10-20 3.5 N/A 1212250.00 899867.27 Agency Mortgage-Backed Securities GNPL PN DH1765 N/A 3618K96A7 2060-04-15 5.99 N/A 100000.00 107268.99 Agency Mortgage-Backed Securities GNII RG CT6955 C N/A 3618BCWQ6 2035-09-20 6 N/A 1083305.00 707773.78 Agency Mortgage-Backed Securities GNII ET DC1970 C N/A 3618HGFK3 2064-03-20 7.5 N/A 154776.00 159704.27 Agency Mortgage-Backed Securities GNII JM MA7364 M N/A 36179WFD5 2051-04-20 5 N/A 619052.00 194757.38 Agency Mortgage-Backed Securities GNCL CL CP2698 N/A 3617FR7K2 2066-05-15 5.32 N/A 1039625.00 1053412.28 Agency Mortgage-Backed Securities GNII ET DF8030 C N/A 3618JR4P8 2064-06-20 7.5 N/A 198229.00 204767.07 Agency Mortgage-Backed Securities GNII ET DL3430 C N/A 3618LEY30 2065-06-20 6.5 N/A 421180.00 433746.98 Agency Mortgage-Backed Securities GNII ET DJ3499 C N/A 3618KP3G1 2065-04-20 3 N/A 155899.00 135501.38 Agency Mortgage-Backed Securities GNPL PN DD2269 N/A 3618HUQW4 2060-04-15 6.09 N/A 100000.00 108023.30 Agency Mortgage-Backed Securities GNII ET DI6890 C N/A 3618NQUP6 2065-03-20 4 N/A 949786.00 873183.62 Agency Mortgage-Backed Securities GNII ET DK6232 C N/A 3618L54R9 2063-11-20 7.5 N/A 69594.00 72122.51 Agency Mortgage-Backed Securities GNII ET DI2651 C N/A 3618NK5L6 2062-05-20 4 N/A 117016.00 107403.16 Agency Mortgage-Backed Securities GNII ET CZ4614 C N/A 3618GGDT7 2063-12-20 3 N/A 8764.00 7512.07 Agency Mortgage-Backed Securities GNII ET DJ2708 C N/A 3618KPAH1 2065-07-20 6.5 N/A 165336.00 170269.22 Agency Mortgage-Backed Securities GNII ET DL4693 C N/A 3618LGGA9 2065-07-20 6.5 N/A 1222371.00 1258842.34 Agency Mortgage-Backed Securities GNPL PN DD8089 N/A 3618J17A5 2060-04-15 5.4 N/A 50000.00 51634.53 Agency Mortgage-Backed Securities GNII RG CQ7577 C N/A 3618AAM25 2034-08-20 6.5 N/A 1234412.00 808001.40 Agency Mortgage-Backed Securities GNII ET DF2145 C N/A 3618JKL25 2064-09-20 7.5 N/A 701325.00 552055.88 Agency Mortgage-Backed Securities GNII ET DK5470 C N/A 3618L5CF6 2065-05-20 6 N/A 142546.00 145360.52 Agency Mortgage-Backed Securities GNII RG DI7441 C N/A 3618NRHS3 2049-09-20 3.5 N/A 1256347.00 1133989.04 Agency Mortgage-Backed Securities GNII RG CN9927 C N/A 3617FAA41 2037-11-20 6 N/A 1406184.00 1188143.68 Agency Mortgage-Backed Securities GNPL PN DA8512 N/A 3618GYN59 2060-06-15 5.84 N/A 250000.00 261891.06 Agency Mortgage-Backed Securities GNII ET DG6717 C N/A 3618K3PA9 2064-10-20 3 N/A 396450.00 343271.29 Agency Mortgage-Backed Securities GNPL PN DC7230 N/A 3618HNA72 2060-03-15 5.65 N/A 50000.00 52423.26 Agency Mortgage-Backed Securities GNII RG CS4129 C N/A 3618AWSS4 2038-10-20 6 N/A 1051396.00 810920.12 Agency Mortgage-Backed Securities GNII ET DJ2558 C N/A 3618KNZX4 2065-03-20 5.5 N/A 251443.00 251915.66 Agency Mortgage-Backed Securities GNII ET DK6120 C N/A 3618L5YR6 2065-06-20 4 N/A 588957.00 542740.62 Agency Mortgage-Backed Securities GNII ET DJ5100 C N/A 3618KRUZ5 2064-08-20 4 N/A 231420.00 213102.76 Agency Mortgage-Backed Securities GNII ET DK5419 C N/A 3618L5AU5 2065-05-20 4 N/A 792030.00 729873.19 Agency Mortgage-Backed Securities GNII RG DL3366 C N/A 3618LEW32 2053-07-20 7 N/A 1003689.00 1054986.99 Agency Mortgage-Backed Securities GNII RG CF4672 C N/A 3617W6FM6 2038-11-20 6 N/A 1562742.00 1059267.11 Agency Mortgage-Backed Securities GNII ET DI8700 C N/A 3618NSUZ0 2065-03-20 3.5 N/A 277454.00 247693.10 Agency Mortgage-Backed Securities GNPL PN DJ7945 N/A 3618KUZJ9 2060-06-15 6.02 N/A 50000.00 53809.62 Agency Mortgage-Backed Securities GNCL CL CN0562 N/A 3617YXTT5 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36202EYF0 2038-12-20 6 N/A 35000.00 64.71 Agency Mortgage-Backed Securities GNMA_23-57B N/A 38383XKJ2 2053-04-20 1.85497 N/A 56262272.00 4547628.72 Agency Collateralized Mortgage Obligation GNMA_24-149E N/A 38384WYE9 2054-09-20 2.35497 N/A 37500000.00 4057593.11 Agency Collateralized Mortgage Obligation GNMA_25-60A N/A 38385FD73 2055-04-20 1.60497 N/A 41952576.00 4826915.89 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YDF8 2053-08-20 3.5 N/A 105000.00 76704.61 Agency Mortgage-Backed Securities GNMA_20-187B N/A 38382LF97 2050-12-20 3 N/A 27957280.00 3042159.43 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5T66 2055-08-20 4.5 N/A 2999289.00 3007195.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VZQ6 2050-12-20 2 N/A 35045000.00 17165831.23 Agency Mortgage-Backed Securities GNMA_25-83C N/A 38385GPQ6 2055-05-20 1.45497 N/A 18000000.00 1460265.19 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5KW8 2055-04-20 5.5 N/A 30000000.00 29996371.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VDM9 2050-01-20 2.5 N/A 1250000.00 248591.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179UCA8 2048-09-20 3.5 N/A 900000.00 98828.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618L2R42 2055-08-20 6.5 N/A 2783800.00 2939318.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202D5E7 2034-04-20 6 N/A 100000.00 1190.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202D7K1 2034-08-20 6 N/A 108997.00 1187.24 Agency Mortgage-Backed Securities GNMA_21-228C N/A 38383D3V8 2051-12-20 3 N/A 28000000.00 2242855.85 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VSP6 2050-08-20 6 N/A 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NATIONAL MORTGAGE ASSOCIATION 1 N/A 36241KDZ8 2035-05-15 5.5 N/A 50000.00 600.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36291RCJ9 2034-11-15 5.25 N/A 981449.00 33825.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36209KBB3 2028-04-15 7 N/A 1051344.00 1563.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36210SSY5 2031-06-15 6.5 N/A 90000.00 200.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36294SDJ3 2036-09-15 6.5 N/A 60473.00 309.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36295HSQ4 2037-09-15 6.5 N/A 25000.00 317.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36230NZ81 2041-07-20 4.5 N/A 35239.00 253.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KYWT2 2042-04-01 3 N/A 261000.00 176478.42 Agency 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2035-07-01 5 N/A 16361036.00 167714.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36241KVW5 2038-10-15 5 N/A 25000.00 302.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36201MM25 2032-09-15 6.5 N/A 25000.00 234.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36230KG47 2040-09-15 4.7 N/A 1013.00 112.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36210BUP8 2029-04-15 7 N/A 75000.00 302.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36201Q4T7 2032-09-15 6.5 N/A 25000.00 428.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617XLU94 2051-12-20 2.5 N/A 2992.00 2307.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36208YP45 2028-05-15 7 N/A 313137.00 662.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36200QJC9 2032-03-15 6.5 N/A 69000.00 127.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36209HJM8 2028-07-15 7 N/A 25069.00 325.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617UQAV9 2051-02-20 3.5 N/A 2028.00 1296.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36294XC46 2036-11-15 6.5 N/A 25000.00 308.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36225ASN1 2027-03-15 7 N/A 29619030.00 6604.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36207AMN9 2026-06-15 7 N/A 792357.00 293.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36207E7F5 2027-10-15 7 N/A 250000.00 211.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131WWTV6 2032-04-01 7 N/A 13461096.00 166972.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36210MDF5 2029-05-15 6.5 N/A 52995.00 142.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617XXWJ4 2051-12-20 2.5 N/A 42013.00 28992.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202FEH5 2040-02-20 4.5 N/A 206000.00 8023.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617MJPB2 2050-06-20 3 N/A 770061.00 302254.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A3P72 2054-02-01 6.5 N/A 146110.00 125406.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YKP8 2053-11-20 4 N/A 90000.00 74580.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202EEU9 2035-08-20 5 N/A 75175.00 1210.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617NXRR3 2050-10-20 2.5 N/A 14074.00 9489.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36297FVZ2 2039-09-15 4 N/A 40000.00 2301.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36296ST54 2038-12-15 6.5 N/A 25000.00 845.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617G5AB5 2048-06-20 4.5 N/A 1250000.00 35714.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622ABLA8 2051-12-20 2.5 N/A 1600.00 979.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202FP34 2026-02-20 3.5 N/A 5061107.00 9963.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36297DDZ7 2039-04-15 5 N/A 328700.00 1757.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WDU9 2051-04-20 4 N/A 6600.00 2634.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202FX84 2041-10-20 4 N/A 899000.00 44513.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36225AVG2 2027-08-15 6.5 N/A 845886.00 107.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WW87 2052-02-20 2.5 N/A 7485.00 4969.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36208GBF4 2027-12-15 6.5 N/A 990001.00 2970.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36202U2L6 2034-08-15 6.5 N/A 25000.00 1185.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36292K6K7 2036-01-15 5 N/A 25000.00 1206.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36201MSF0 2032-11-15 6.5 N/A 35000.00 231.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36241KL55 2037-04-15 6 N/A 531432.00 6784.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36210SR83 2031-04-15 7 N/A 100000.00 32.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617J6RP1 2048-11-20 5 N/A 250000.00 1139.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36291QSG0 2031-09-15 2.5 N/A 6260.00 1769.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179NQW1 2043-10-20 4.5 N/A 1473342.00 5130.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36201MED0 2032-04-15 6.5 N/A 230642.00 595.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36294V7C8 2037-01-15 6.5 N/A 25000.00 132.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202FKM7 2040-09-20 4 N/A 40000.00 1819.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617AUBX7 2047-10-15 5 N/A 22549.00 3153.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36225A4M9 2028-07-15 7.5 N/A 80069.00 56.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36295CT50 2037-03-15 7 N/A 200000.00 3448.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202FXH4 2041-09-20 5 N/A 65529.00 3384.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618JRVD5 2054-11-20 5 N/A 5917.00 3092.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202DTR2 2032-07-20 6 N/A 25000.00 79.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36209STQ4 2028-07-15 6.5 N/A 465450.00 129.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179MCH1 2027-05-20 2.5 N/A 1386400.00 23609.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36295UC25 2037-12-15 6 N/A 142541.00 535.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36202S4V7 2036-09-15 6.5 N/A 33800.00 840.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622ACS84 2053-09-20 6 N/A 27100.00 21188.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36225BVS4 2032-11-15 6.5 N/A 160496.00 367.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36295NDN4 2038-03-15 6.5 N/A 25000.00 645.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179SEF0 2046-06-20 2.5 N/A 17100.00 3311.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36241KM21 2036-05-15 5 N/A 50000.00 726.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36200QJD7 2032-03-15 7 N/A 164440.00 269.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36297GJG6 2034-04-15 5.5 N/A 26000.00 1364.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A9NK9 2028-08-01 2 N/A 1065000.00 67344.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36225BEG9 2029-05-15 6.5 N/A 74000.00 69.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202FFU5 2040-04-20 5 N/A 127460.00 4207.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36206RZR0 2026-01-15 7 N/A 263493.00 110.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DQH66 2053-04-01 4.5 N/A 371100.00 302543.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WDS4 2051-04-20 3 N/A 190900.00 86621.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36208FKT6 2028-01-15 7 N/A 179731.00 97.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36294Q6D8 2036-08-15 6.5 N/A 103632.00 626.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179QPQ8 2031-08-20 7.5 N/A 36790.00 4816.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36206JBB9 2027-10-15 7 N/A 2003925.00 545.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36209KDN5 2028-10-15 6.75 N/A 30000.00 197.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36290TUC1 2036-08-15 6.5 N/A 137176.00 450.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36291N2J9 2034-08-15 7 N/A 35097.00 239.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179S2R7 2047-04-20 4.5 N/A 51212.00 4099.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617AHA66 2047-05-15 4.5 N/A 24815.00 3440.11 Agency Mortgage-Backed Securities GNMA GNII SP 786949 C N/A BRYQJSVF7 2053-08-20 0 N/A 5347.00 4412.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179QT76 2044-11-20 5 N/A 837201.00 38323.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36225BHF8 2030-01-15 7 N/A 120000.00 123.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YSZ8 2054-02-20 3 N/A 13442.00 10187.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36200JA91 2033-04-15 6 N/A 2856929.00 29608.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36207UQR2 2027-03-15 7 N/A 148758.00 134.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36209FZK8 2029-07-15 7 N/A 3012541.00 8572.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179TZT5 2048-06-20 4 N/A 18600.00 382.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36209YRJ9 2031-08-15 7 N/A 1279510.00 2649.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3620ARZF1 2026-02-15 3.5 N/A 45000.00 59.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36241KEK0 2035-06-15 6 N/A 55200.00 797.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179W5E4 2052-05-20 4 N/A 230400.00 168636.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202DZZ7 2033-10-20 6 N/A 25132.00 251.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36210BYF6 2039-03-15 4.5 N/A 33500.00 518.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36295PSE3 2037-09-15 6.5 N/A 141696.00 756.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179X5J1 2053-06-20 6 N/A 10000.00 6630.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WRT7 2051-11-20 4 N/A 139200.00 93499.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36207UQE1 2028-05-15 7 N/A 1518273.00 1340.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202DRG8 2032-01-20 6 N/A 43000.00 124.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36206DP27 2026-03-15 7 N/A 50000.00 14.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36206NKY0 2026-04-15 7 N/A 212649.00 61.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36241KQJ0 2038-01-20 4.5 N/A 80000.00 2021.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202EWE5 2038-09-20 6 N/A 45000.00 401.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36241KCE6 2034-10-15 6.5 N/A 25000.00 188.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179UKP6 2049-01-20 5 N/A 4170.00 115.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202EM97 2037-05-20 5 N/A 57486.00 731.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179M2P4 2043-02-20 3 N/A 75900.00 8432.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3622A2EM0 2027-12-15 2.5 N/A 304700.00 4984.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WWQ7 2037-02-20 3.5 N/A 8200.00 3622.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36241LC87 2039-09-15 6 N/A 459980.00 5270.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622ABGC0 2051-10-20 3 N/A 3280400.00 2019653.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36294TZN8 2036-09-15 6.5 N/A 195008.00 1072.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36241LCM6 2038-09-15 6 N/A 233093.00 4869.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36208PQP6 2028-05-15 7 N/A 60000.00 44.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36207R4Y8 2027-02-15 7 N/A 25228.00 10.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179T7A7 2048-08-20 4.5 N/A 968500.00 26829.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179U3Z3 2049-06-20 2 N/A 48800.00 23551.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36208VUH6 2027-11-15 7 N/A 3162465.00 533.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179V4Z0 2051-01-20 4.5 N/A 1100.00 280.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36207YKN9 2027-11-15 7.5 N/A 25260.00 73.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36201QVN0 2032-07-15 6.5 N/A 121000.00 890.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36241LYH3 2026-06-20 5 N/A 1000000.00 35.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36207H5K9 2026-09-15 7.5 N/A 10100000.00 5220.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36292LFL3 2036-10-15 6.5 N/A 80000.00 758.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36296UK66 2038-12-15 7 N/A 184000.00 1367.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36210TDH6 2029-03-15 6.5 N/A 100324.00 48.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36294P6X6 2036-07-15 6.5 N/A 25021.00 887.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179RGB9 2045-06-20 4.5 N/A 3500000.00 241326.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31415XKF7 2039-01-01 5 N/A 10009835.00 161971.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36290NVG4 2033-09-15 4.75 N/A 962747.00 80893.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3620ARBK6 2037-11-20 5.5 N/A 1341000.00 7616.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YDL5 2053-08-20 6 N/A 1100.00 737.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617AYA51 2047-09-15 4.5 N/A 85343.00 4896.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36291EMC2 2033-12-15 6 N/A 2000000.00 66698.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202DD65 2029-10-20 7.5 N/A 5000000.00 2683.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36212VTE9 2031-05-15 6.5 N/A 25000.00 75.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36213EUZ7 2032-02-15 7 N/A 500000.00 126.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202E5F2 2039-05-20 4.5 N/A 180000.00 4733.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622AAXL3 2051-01-20 2.5 N/A 88000.00 42126.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617YCQH0 2052-03-15 3.5 N/A 33279.00 8766.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622AC7A2 2053-09-20 5.5 N/A 414926.00 350127.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36207E3R3 2027-09-15 7 N/A 1170431.00 477.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617XJL99 2052-02-15 3 N/A 3774.00 3014.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36207DNP7 2026-12-15 7 N/A 74045.00 27.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE 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Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36212NAP2 2032-02-15 7 N/A 90000.00 122.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36291QHD9 2036-07-15 6 N/A 200000.00 4141.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36296TQU0 2038-10-15 6.5 N/A 50000.00 317.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36200RMW9 2031-09-15 6.5 N/A 200000.00 373.35 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNE7 2027-05-31 3.875 N/A 747000.00 756366.40 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617B0CT0 2047-09-15 4 N/A 5500.00 452.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XMWU6 2052-04-01 2.5 N/A 344300.00 249478.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36207UB98 2026-10-15 7.5 N/A 504918.00 42.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36225BSU3 2032-04-15 7 N/A 29921127.00 50953.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36211DUY4 2029-07-15 7 N/A 217479.00 213.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36291UXF7 2035-04-15 5.86 N/A 25444.00 3345.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202ED30 2035-06-20 4.5 N/A 254000.00 6410.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36294P5Q2 2036-07-15 6.5 N/A 299314.00 2373.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36213Y4V1 2031-10-15 6.5 N/A 101925.00 886.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617QHMU3 2050-10-20 3 N/A 3083.00 1827.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36294TK61 2036-09-15 7 N/A 50710.00 3423.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36207LJQ2 2031-03-15 7 N/A 5475320.00 6968.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36296XGN8 2038-12-15 7 N/A 150000.00 1047.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36206UDC0 2026-04-15 6.5 N/A 25371.00 14.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WG44 2051-06-20 3 N/A 16000.00 8115.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36183QYV1 2045-04-15 4.5 N/A 7478.00 1622.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36213SZJ7 2031-09-15 6.5 N/A 135000.00 654.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3620A8CM3 2043-02-15 3 N/A 157433.00 71184.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618AJS61 2063-07-20 6 N/A 268500.00 70899.43 Agency Mortgage-Backed Securities GNMA GNII SP 787290 C N/A BRYWGHQM2 2053-09-20 0 N/A 10061944.00 7818881.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36296RZA8 2038-09-15 6.5 N/A 25000.00 69.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36290S2L4 2034-06-15 5.5 N/A 54000.00 673.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617JJME3 2049-03-20 5.5 N/A 1808.00 897.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36207JVU4 2028-02-15 7 N/A 100000.00 49.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179RHL6 2030-07-20 3 N/A 980000.00 60170.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36213E4D5 2032-06-15 7 N/A 370413.00 751.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36213JS97 2031-05-15 6.5 N/A 80000.00 149.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36294XAW6 2037-08-15 6 N/A 181435.00 2115.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36200RG48 2032-07-15 6.5 N/A 341000.00 594.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36200MGJ6 2033-04-15 6 N/A 71000.00 157.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XTUC2 2045-12-01 3.5 N/A 2107260.00 326199.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179MSC5 2027-11-20 3.5 N/A 19800.00 587.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179Y7M0 2054-09-20 2.5 N/A 1406417.00 1128487.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202FTK2 2041-05-20 4 N/A 15000.00 655.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36198KLP4 2045-04-15 3 N/A 6574.00 658.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36205K6L1 2027-02-15 7 N/A 1887843.00 294.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622AB4Z2 2052-09-20 5 N/A 1700.00 1331.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36210JH84 2031-04-15 6.5 N/A 30000.00 303.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202FYD2 2026-10-20 3 N/A 500000.00 4284.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36209HLT0 2028-06-15 6.5 N/A 550000.00 1385.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179TE27 2047-08-20 4 N/A 3013000.00 329708.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202EMM8 2037-03-20 5 N/A 70000.00 706.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL 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Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179X2F2 2053-05-20 3 N/A 7099.00 4951.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179QPG0 2044-09-20 3.5 N/A 1629995.00 126261.97 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875 N/A 5000.00 5104.71 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202EQA0 2037-11-20 6 N/A 125000.00 1365.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36213RHL4 2031-10-15 6.5 N/A 72000.00 1650.47 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UM8 2055-08-15 4.75 N/A 6011500.00 5906371.28 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36294T2N4 2036-10-15 6.5 N/A 105956.00 1182.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179MMX5 2027-09-20 2.5 N/A 2648785.00 63522.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36225BTU2 2029-12-15 6.5 N/A 1140000.00 1233.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202FEZ5 2040-03-20 4.5 N/A 604215.00 9430.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36177MKU5 2042-01-15 2.45 N/A 94900.00 20384.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36209VQL1 2029-02-15 6.5 N/A 25000.00 33.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36208FFG0 2027-04-15 7 N/A 2518553.00 43925.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179UZK1 2049-09-20 4 N/A 271288.00 14635.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36208MA54 2028-07-15 7.5 N/A 1171022.00 2383.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5JE0 2055-03-20 6 N/A 1971.00 1989.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36209YWM6 2031-10-15 6.5 N/A 150000.00 4111.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36290UH74 2037-10-15 6 N/A 227263.00 1041.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202EPL7 2037-09-20 5.5 N/A 142000.00 1201.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36208UEZ6 2027-12-15 7 N/A 8165752.00 5016.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36200RW24 2031-11-15 6.5 N/A 25000.00 36.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36206NYW9 2028-10-15 7 N/A 477184.00 770.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202FY67 2041-11-20 4 N/A 165309.00 8837.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION 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Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179S5M5 2047-05-20 4 N/A 1000.00 92.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XZ74 2053-05-20 5 N/A 12782.00 9760.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202F2H8 2027-01-20 3 N/A 1070000.00 9571.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36210AZP5 2029-01-15 6.5 N/A 57047.00 125.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617M5KT8 2050-02-15 3 N/A 112100.00 21055.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36201Q3Q4 2032-07-15 7 N/A 25000.00 270.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36290YUW6 2033-10-15 4.5 N/A 145000.00 2063.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179SGL5 2046-07-20 3.5 N/A 3097121.00 341197.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179RD63 2045-05-20 3 N/A 2331716.00 219939.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202EAL3 2034-09-20 6 N/A 25000.00 293.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36210K5J0 2029-06-15 6.5 N/A 25000.00 598.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179SWV5 2047-02-20 2.5 N/A 26800.00 5861.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DQAQ9 2050-09-01 4.5 N/A 100000.00 73270.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179UXW7 2049-08-20 5 N/A 28000.00 2814.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202F2M7 2042-01-20 4 N/A 1349.00 72.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36201JGU7 2032-05-15 6.5 N/A 315000.00 1447.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36201EM49 2032-02-15 6 N/A 10306113.00 36272.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36205UMR8 2027-05-15 7 N/A 33000.00 9.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202DHY0 2030-07-20 8.5 N/A 532059.00 169.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179TXW0 2048-05-20 4.5 N/A 1900000.00 144954.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179MQY9 2030-11-20 8 N/A 124572.00 17181.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617BN3S2 2047-11-15 4 N/A 110067.00 5860.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622AAP40 2049-04-20 3 N/A 158244.00 33779.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133CT2V0 2054-09-01 6.5 N/A 1544734.00 742651.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36201M4U3 2032-08-15 6.5 N/A 65000.00 1175.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138LY2H9 2027-06-01 3 N/A 16075276.00 334390.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202DK26 2030-12-20 8.5 N/A 25000.00 16.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179UMC3 2049-02-20 5 N/A 9555.00 312.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36292GT54 2036-01-15 5 N/A 45000.00 2066.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622ACNP1 2053-07-20 5.5 N/A 9332.00 7704.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36225A4Z0 2028-07-20 8.5 N/A 100000.00 46.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618JS5J9 2060-04-15 5.39 N/A 1100.00 1133.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36197MQM3 2047-03-15 4.5 N/A 100000.00 36798.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36209CRJ7 2028-02-15 7.5 N/A 80953.00 305.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XXS77 2047-09-01 3.5 N/A 2633211.00 557266.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36294TZ24 2036-09-15 6.5 N/A 31984.00 139.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36209EX49 2028-11-15 7 N/A 1120000.00 1125.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36213EYK6 2032-04-15 6.5 N/A 400386.00 296.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36209ACL2 2028-05-15 7 N/A 807140.00 1706.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36225A4J6 2028-07-15 6.5 N/A 250000.00 249.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36295UDS7 2037-12-15 6.5 N/A 69889.00 666.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36208FDU1 2027-06-15 7 N/A 2510667.00 35945.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36208QEZ5 2027-10-15 7 N/A 1518649.00 586.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36201Q6N8 2032-09-15 6 N/A 114550.00 159.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36213CJ50 2031-08-15 7 N/A 3976320.00 4498.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36207X4R0 2027-11-15 7 N/A 36714.00 320.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36200RX80 2031-12-15 6.5 N/A 50000.00 81.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202DVX6 2032-12-20 4.5 N/A 100000.00 2504.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36225AVQ0 2027-08-15 7 N/A 325000.00 46.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XS56 2044-10-20 1.5 N/A 20031.00 14344.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WZC5 2052-03-20 4 N/A 9000.00 6158.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418CYW8 2048-06-01 4.5 N/A 8937575.00 456262.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179NM39 2043-09-20 3 N/A 90000.00 8099.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36296LFL9 2038-09-15 6.5 N/A 1438196.00 8152.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KMG90 2051-08-01 2.5 N/A 1092789.00 679802.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36210JZK7 2029-08-15 7 N/A 98911.00 92.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36209EGD8 2028-03-15 7.5 N/A 540978.00 1846.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36225BND6 2031-05-15 6.5 N/A 125000.00 192.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179UUH3 2049-06-20 3 N/A 998700.00 138335.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3620AR5A5 2026-03-15 4 N/A 2300300.00 3179.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AW4W6 2054-12-01 5.5 N/A 78111.00 78487.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36209UAE6 2029-07-15 7 N/A 57950.00 42.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202EWC9 2038-09-20 5 N/A 86000.00 1219.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36206STG9 2026-01-15 7 N/A 26000.00 39.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36212EDA2 2030-06-15 8.5 N/A 1929974.00 2032.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179RQ85 2039-01-20 6.5 N/A 750800.00 74174.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36206SGZ1 2027-08-15 7 N/A 504342.00 4920.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179R4C0 2046-03-20 2.5 N/A 807850.00 141149.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36200X4G1 2032-04-15 6 N/A 25000.00 36.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36209YRN0 2031-08-15 7 N/A 162693.00 97.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31386L4G4 2030-10-01 8.5 N/A 23899684.00 303972.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36297GVY3 2043-03-15 3 N/A 7400.00 2644.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36225B5X2 2034-04-15 6.5 N/A 61000.00 369.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179UH47 2048-12-20 4 N/A 16920.00 1567.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YFC3 2045-05-20 1.5 N/A 379628.00 83210.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36209N2Z4 2029-05-15 6.5 N/A 150000.00 1046.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36208FH86 2027-09-15 7 N/A 816493.00 638.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36213ER57 2032-01-15 5.5 N/A 50000.00 149.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3622A2CM2 2026-05-15 4 N/A 1000000.00 707.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36204MD48 2026-05-15 7 N/A 136622.00 68.94 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625 N/A 100.00 86.15 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179MK82 2042-08-20 4 N/A 850000.00 54483.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617XWT43 2051-12-20 2.5 N/A 8989.00 5974.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XQR0 2053-01-20 2.5 N/A 1567.00 1035.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QCTJ5 2030-01-01 3.5 N/A 2648215.00 404938.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VQW3 2050-07-20 4.5 N/A 18600.00 4555.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617LEU93 2049-12-20 4.5 N/A 5740.00 2254.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179NF78 2043-06-20 3.5 N/A 50000.00 5150.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179S5S2 2047-05-20 6.5 N/A 51000.00 7273.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36208V4P7 2028-04-15 7 N/A 257000.00 408.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36209QC86 2028-06-15 6.75 N/A 225000.00 146.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36225BDE5 2029-03-15 7.5 N/A 1800000.00 1584.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36294NMW5 2036-09-15 6.5 N/A 62422.00 1248.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179SUW5 2047-01-20 4 N/A 1709280.00 179626.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36209ETP7 2028-06-15 7 N/A 1007904.00 35661.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36208UHA8 2027-12-15 7 N/A 93133.00 81.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5MM8 2055-05-20 4 N/A 118456.00 110297.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ARM2 2043-03-01 4 N/A 2680100.00 317420.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617L7U98 2049-09-15 4 N/A 60000.00 8243.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B64V4 2055-05-01 5.5 N/A 101800.00 102764.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179Q3J8 2045-02-20 3.5 N/A 31054.00 2239.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FXDJ8 2056-02-01 4 N/A 790500.00 237227.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202FM60 2040-12-20 3.5 N/A 22617.00 1402.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179RZV4 2046-02-20 4.5 N/A 850000.00 65058.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36206GHW3 2028-09-15 7 N/A 288226.00 717.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36208RH80 2027-11-15 7 N/A 992533.00 3526.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36207TQ95 2027-10-15 7 N/A 993865.00 2886.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36296L4A5 2039-01-15 7 N/A 46000.00 3308.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36225BXX1 2033-01-15 6.5 N/A 371000.00 1041.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36207BA59 2029-03-15 6.5 N/A 175000.00 377.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36206USR1 2026-04-15 7 N/A 80000.00 2.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202EKC2 2036-08-20 6.5 N/A 12000.00 112.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36206VQB6 2026-04-15 6.5 N/A 50000.00 9.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36225A2B5 2028-04-15 6 N/A 50000.00 56.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36294TXH3 2036-09-20 6 N/A 37418.00 2768.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36209YXH6 2031-07-15 7 N/A 322173.00 2051.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617K4C39 2049-05-20 5 N/A 2898.00 440.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622A2NL2 2044-12-20 5 N/A 11591.00 2095.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36180MYG6 2043-03-20 3 N/A 27700.00 4541.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36213R6K8 2032-03-15 7 N/A 332663.00 603.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202EYD5 2038-12-20 5 N/A 123500.00 627.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3622AADX9 2046-12-15 2.5 N/A 605115.00 208867.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36294NA99 2036-09-15 6.5 N/A 261781.00 5101.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36209HJJ5 2028-07-15 7 N/A 80000.00 1273.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5RE1 2055-07-20 5 N/A 15000.00 14873.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DQF92 2053-05-01 5.5 N/A 100000.00 77477.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617XSEY2 2051-12-20 2.5 N/A 14065.00 8976.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36209LLL8 2029-07-15 7 N/A 160000.00 676.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202C5T6 2028-10-20 6.5 N/A 500000.00 420.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36213TFT5 2032-11-15 6.5 N/A 130000.00 325.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36211QWR8 2031-07-15 7 N/A 600000.00 124.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179QF55 2044-06-20 4.5 N/A 499972.00 7878.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179UMM1 2049-02-20 4.5 N/A 88610.00 6605.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617VKGV5 2051-05-20 2.5 N/A 3000.00 1559.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622A2R79 2045-11-20 5 N/A 25000.00 7071.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36290TNV7 2036-02-15 6.5 N/A 27595.00 498.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617QPDU5 2050-10-20 3.5 N/A 5559.00 2912.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36201F3M7 2032-08-15 7 N/A 3484843.00 8177.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36210BDP7 2029-04-15 6.5 N/A 69054.00 76.28 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UJ5 2045-02-15 4.75 N/A 2141000.00 2122795.22 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36213QYT0 2031-07-15 7 N/A 1400000.00 1840.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WVV7 2052-01-20 3 N/A 5000.00 3183.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202E6C8 2039-06-20 4 N/A 158000.00 6707.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617KRSA5 2049-12-15 2.5 N/A 375623.00 244099.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140GXGP0 2047-09-01 4 N/A 2670000.00 675807.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36209FVG1 2029-06-15 7 N/A 676368.00 1508.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36213SYK5 2031-11-15 6.5 N/A 100000.00 123.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36296R5W3 2038-12-15 6.5 N/A 25000.00 1192.63 Agency Mortgage-Backed Securities 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428097.00 102.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179U6L1 2049-11-20 3.5 N/A 9900.00 779.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36200WWV9 2032-01-15 6.5 N/A 80534.00 911.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133N3VL5 2049-11-01 3 N/A 2000000.00 204931.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618KFNX4 2055-03-20 5.5 N/A 110373.00 112451.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36209WRM6 2029-02-15 6.5 N/A 200000.00 1920.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617JVD63 2049-04-20 4.5 N/A 1154939.00 213242.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36208XD73 2028-03-15 7 N/A 184184.00 284.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 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Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202FUQ7 2026-06-20 4.5 N/A 198199.00 569.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202C6G3 2028-11-20 6 N/A 223000.00 289.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36210A6R3 2029-03-15 6.5 N/A 25000.00 29.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36176XU31 2027-06-15 2.5 N/A 1043600.00 19256.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WG93 2051-06-20 5.5 N/A 1100.00 531.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202FAN6 2039-08-20 5 N/A 210639.00 3312.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3622A2XW7 2046-12-15 3 N/A 270993.00 130683.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36211D3K4 2029-08-15 7 N/A 1014000.00 616.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36291LEV3 2034-09-15 6.5 N/A 215000.00 6269.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36209VPM0 2029-01-15 6.5 N/A 100000.00 125.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36207X4F6 2027-10-15 7 N/A 27023.00 395.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36194CTV5 2046-07-20 3 N/A 38000.00 9126.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36206LV48 2025-11-15 7 N/A 340470.00 8.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618KSDG4 2055-04-20 5.5 N/A 686145.00 689286.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XMNZ5 2052-04-01 2.5 N/A 391500.00 286430.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36210CZK2 2029-07-15 7 N/A 50000.00 1046.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36206MBX4 2026-02-15 7 N/A 263000.00 32.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618GXUN4 2054-03-20 5 N/A 2140.00 2090.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36295SH25 2037-10-15 6.5 N/A 220000.00 2742.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202EP94 2037-11-20 5.5 N/A 80000.00 769.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179SU21 2039-10-20 6 N/A 10600.00 1601.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179RNW5 2045-09-20 3.5 N/A 1040000.00 97404.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36208JSP8 2027-09-15 7 N/A 870261.00 2460.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 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NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WP85 2051-10-20 1.5 N/A 18783.00 11104.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617YGN76 2052-03-15 4 N/A 147309.00 66181.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617VR6E9 2051-07-15 4 N/A 1809.00 1134.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36208N6V0 2028-03-15 6.5 N/A 1007968.00 19315.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31371MP35 2036-01-01 6.5 N/A 16775975.00 300939.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YKQ6 2053-11-20 4.5 N/A 892024.00 805429.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132ACCM0 2047-07-01 4.5 N/A 280167.00 55899.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36209BYU6 2028-05-20 6.5 N/A 70000.00 130.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36241L7C4 2041-07-20 4.5 N/A 1000.00 51.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36211RDC0 2030-01-15 7 N/A 75000.00 188.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QLGT7 2051-07-01 2 N/A 617000.00 363156.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36212EEU7 2030-07-15 9 N/A 25000.00 141.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179UST0 2049-05-20 3.5 N/A 42271.00 4152.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36294SRL3 2037-07-15 6 N/A 226000.00 2938.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MESW7 2055-03-01 4 N/A 114051.00 106110.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 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606.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131Y6FS3 2046-03-01 4 N/A 1824700.00 289221.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36295AHU2 2038-01-15 6.5 N/A 20000.00 128.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179ST98 2032-01-20 6 N/A 47340.00 8097.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36212M7M5 2032-01-15 6.5 N/A 100000.00 187.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36291J2B5 2034-06-15 4.5 N/A 77817.00 3612.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36210PQ23 2031-06-15 6.5 N/A 140000.00 1585.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202FAT3 2039-08-20 4 N/A 170000.00 8165.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622ACX21 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3618GPGB3 2059-09-15 5.27 N/A 9358600.00 9514127.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36294TMK8 2036-10-15 6.5 N/A 59853.00 721.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36211D7F1 2029-09-15 7 N/A 125000.00 172.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179MCY4 2042-05-20 3 N/A 85000.00 7092.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36201KJ98 2032-06-15 7 N/A 1035964.00 3585.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36295M3H0 2037-12-15 6.5 N/A 77000.00 1297.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36208YF38 2028-07-15 6.5 N/A 41628.00 6.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36209AUJ7 2028-03-15 7.5 N/A 29000.00 85.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE 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GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YS88 2054-03-20 6.5 N/A 3900.00 2204.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36225BED6 2029-04-15 6.5 N/A 475000.00 459.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36241LEC6 2039-12-15 6 N/A 365689.00 6110.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36207UEK0 2026-11-15 8 N/A 250000.00 22.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36210ESC4 2029-07-15 7 N/A 300286.00 238.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36181FGT2 2043-07-15 2.5 N/A 24512.00 2450.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36208FFX3 2027-05-15 7 N/A 2522097.00 47516.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617XDD26 2052-01-15 4 N/A 5394.00 4418.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36208LZ42 2028-08-15 6.5 N/A 75000.00 85.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618HXGA7 2049-11-15 5.44 N/A 3200.00 3277.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36207KMV9 2029-04-15 7 N/A 909000.00 990.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36201CN34 2032-03-15 6.5 N/A 25000.00 88.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36290UGT7 2037-09-15 6.5 N/A 663500.00 7316.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3622A2R46 2038-12-15 6 N/A 2447600.00 449365.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617GCQB3 2048-05-15 5 N/A 1052837.00 392980.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36213SH57 2031-08-15 7 N/A 128961.00 573.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36291ACR8 2033-09-15 4.5 N/A 205000.00 2990.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36205K2B7 2027-01-15 7 N/A 207761.00 28.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617BVFF9 2048-01-15 4.5 N/A 350448.00 177349.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202CYG2 2027-11-20 7.5 N/A 40000.00 17.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617NFUT4 2050-07-20 3.5 N/A 1030.00 553.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202EEW5 2035-08-20 6 N/A 50000.00 977.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36296QDS5 2038-12-15 6.5 N/A 162500.00 1747.19 Agency Mortgage-Backed Securities GNMA GNII SP 787485 C N/A BYD6K6630 2054-07-20 0 N/A 1000.00 944.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36208WDE0 2028-06-15 6.5 N/A 972152.00 726.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36208VJS5 2028-04-15 7 N/A 144681.00 91.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36295V4N6 2049-07-15 4 N/A 56000.00 7495.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617GQKG7 2048-10-15 3 N/A 7700.00 4023.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179Y2J2 2054-07-20 4.5 N/A 2000.00 1876.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DXK3 2051-03-01 2 N/A 838000.00 473980.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618L0SH6 2055-06-20 5.5 N/A 407014.00 416040.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36241LCQ7 2035-12-20 6 N/A 946000.00 51675.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202FR99 2026-04-20 3.5 N/A 94900.00 280.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36291QYF5 2034-11-15 6.5 N/A 26640.00 515.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202FHN9 2040-07-20 4.5 N/A 10000000.00 97930.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FNDV3 2046-12-01 3.5 N/A 2247200.00 599108.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36209US31 2028-08-15 7.5 N/A 936032.00 10625.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202ET25 2038-06-20 5.5 N/A 198000.00 2572.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36195UY97 2046-10-15 3 N/A 23200.00 8331.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179SNU7 2046-10-20 3 N/A 46852.00 6133.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DVHN8 2055-01-01 5.5 N/A 122445.00 118610.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36295K3V3 2038-10-15 6.5 N/A 10000.00 87.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36290TVQ9 2036-09-15 7 N/A 48290.00 2695.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617BYFD8 2047-12-15 4 N/A 111000.00 39129.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617AKXD9 2047-07-15 5 N/A 15767.00 3560.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622ABYY2 2052-04-20 3 N/A 11100.00 7362.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36291Q6N9 2036-05-15 6.5 N/A 62820.00 505.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QT2D0 2054-01-01 5 N/A 153777.00 150550.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36294ST49 2036-08-15 6.5 N/A 265850.00 2504.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36206DAB3 2027-02-15 7 N/A 515995.00 1009.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179UNZ1 2049-03-20 4.5 N/A 23410520.00 814320.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202FM78 2040-12-20 4 N/A 125219.00 6438.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202DWU1 2033-03-20 5 N/A 105000.00 882.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36290NS94 2033-09-15 4.75 N/A 96173.00 3723.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36212HFP0 2032-05-15 6.5 N/A 875000.00 1460.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179N2K3 2044-02-20 4 N/A 813800.00 47623.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36213Y4J8 2031-09-15 6.5 N/A 25000.00 249.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618KTS76 2060-07-15 5.93 N/A 20000.00 21322.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36200RBF8 2032-06-15 6 N/A 270297.00 1875.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179UMR0 2049-02-20 6.5 N/A 6400.00 1280.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202DWX5 2033-03-20 6 N/A 47000.00 287.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202FLH7 2040-10-20 4.5 N/A 12150716.00 302425.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36210A4U8 2029-02-15 6.5 N/A 400000.00 128.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36208SFN7 2027-10-15 7.5 N/A 61473.00 699.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36200KXA0 2033-06-15 6 N/A 35000.00 179.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36296QVT3 2039-06-15 4.5 N/A 213000.00 3608.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36209CTR7 2028-04-15 7 N/A 285000.00 145.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36205K6N7 2027-02-15 7 N/A 85048.00 16.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179TNS0 2047-12-20 4 N/A 2400.00 261.35 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3128MMUS0 2031-03-01 3 N/A 2515000.00 254517.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36213LLA6 2031-07-15 6.5 N/A 100000.00 127.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36297GV98 2043-04-15 2.5 N/A 6819.00 2161.46 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3128PUAC6 2026-02-01 3.5 N/A 38790600.00 88563.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XUD6 2052-12-20 6.5 N/A 29900.00 12703.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36212YQK2 2031-03-15 7 N/A 171000.00 498.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617JYLD3 2050-02-20 4.5 N/A 2138359.00 423841.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3620A2TX4 2039-05-15 4.5 N/A 60000.00 429.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36294PNG4 2036-09-15 6.5 N/A 26283.00 794.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36290UCH7 2037-06-15 6.5 N/A 166150.00 2513.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36207WXQ2 2027-10-15 7 N/A 1039218.00 2365.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36178DPF2 2042-11-15 3 N/A 4300.00 491.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36200BB63 2032-12-15 6.5 N/A 65000.00 790.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202EJ91 2036-08-20 5 N/A 60000.00 1217.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202D6D8 2034-06-20 5 N/A 48476.00 733.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36210GJD7 2028-12-15 6.5 N/A 87638.00 170.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36186QCT7 2045-08-15 5 N/A 80179.00 1738.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618GCNL2 2054-04-20 7.5 N/A 76101.00 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GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5A33 2054-11-20 5 N/A 1100.00 1057.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617V7ZL5 2044-08-20 4 N/A 21718.00 5248.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31329JKG1 2042-05-01 3.5 N/A 1643800.00 263322.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179QPP0 2032-06-20 7 N/A 2066.00 337.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36206DBH9 2026-04-15 6.5 N/A 50000.00 52.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31329NCT3 2045-11-01 3 N/A 2050000.00 416983.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31403DRA9 2035-05-01 4.687 N/A 36514832.00 679878.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618KUZU4 2060-07-15 5.9 N/A 9200.00 9787.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622AC5V8 2050-07-20 4 N/A 1665.00 1278.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36211FWP6 2029-10-15 7 N/A 50000.00 911.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36210AN94 2028-09-15 6.5 N/A 1313000.00 559.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36202TAC0 2037-07-15 6.5 N/A 995000.00 17034.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36208Q5H5 2028-04-15 7 N/A 253199.00 737.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36207JTX1 2028-01-15 7 N/A 243554.00 101.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36206WX42 2026-06-15 7 N/A 293532.00 11.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36225AUL2 2027-06-15 7 N/A 4047178.00 702.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B9AR0 2055-04-01 6 N/A 215289.00 185250.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36208FDC1 2027-02-15 7.5 N/A 2505274.00 30489.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36294SB30 2036-08-15 6 N/A 910447.00 4933.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36207KHT0 2028-12-15 7 N/A 60000.00 53.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WBZ0 2051-03-20 3 N/A 163700.00 65425.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36213FCX9 2032-09-15 7 N/A 47291.00 1092.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36206VPT8 2026-04-15 7.5 N/A 7302145.00 671.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36200GES1 2036-04-15 6.5 N/A 25706.00 967.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36291FQC5 2045-06-20 3 N/A 90000.00 40358.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36292DJH6 2035-06-15 5.86 N/A 1011545.00 100058.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36206UPN3 2026-05-15 7 N/A 400715.00 75.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36178D6A4 2043-03-20 3 N/A 32293.00 6452.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36201Y4T0 2034-06-15 6.5 N/A 25000.00 1867.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36210EMT3 2028-12-15 6 N/A 50000.00 342.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617Y1HR2 2052-01-20 3 N/A 1065300.00 762075.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617XQ6U3 2051-12-20 2.5 N/A 131481.00 89100.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36294XJC1 2036-12-15 6.5 N/A 25000.00 392.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36225AUC2 2027-06-15 7 N/A 991056.00 214.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XNBX0 2043-07-01 4 N/A 498400.00 92084.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36290VTP9 2034-04-15 5.5 N/A 50000.00 529.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XNKV5 2053-07-01 5.5 N/A 358916.00 343238.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202DX63 2033-06-20 4.5 N/A 308343.00 2550.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617J1Z81 2048-12-20 4.5 N/A 49218.00 6122.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WNK0 2051-09-20 5 N/A 118200.00 51715.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131YDBE3 2049-05-01 3.5 N/A 228000.00 56456.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622A2R87 2046-01-20 3 N/A 45797.00 5238.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36296DLV8 2038-10-15 6.5 N/A 70809.00 329.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179UKM3 2049-01-20 4 N/A 1100.00 44.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622ACH94 2053-04-20 5 N/A 22300.00 16974.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WNF1 2051-09-20 3 N/A 1284100.00 736199.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WLN6 2051-08-20 2 N/A 1000.00 570.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617M3LN5 2052-09-15 4.5 N/A 60571.00 47158.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179QBF7 2044-04-20 3.5 N/A 20611.00 1390.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36225B7J1 2034-08-15 6.5 N/A 27980.00 291.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179SB71 2046-05-20 3 N/A 18506.00 2085.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36296DLK2 2038-10-15 6.5 N/A 110321.00 567.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202EVL0 2038-08-20 4.5 N/A 35000.00 330.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202FTT3 2041-05-20 3.5 N/A 25000.00 1811.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36292L6P4 2036-05-15 6.5 N/A 32518.00 615.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617MBTJ8 2050-02-20 4.5 N/A 1768539.00 670302.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202FV45 2026-08-20 3.5 N/A 1832015.00 8163.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202E2D0 2039-02-20 6.5 N/A 25000.00 397.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36207F5Y3 2026-08-15 7.25 N/A 25000.00 72.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617Q9QL7 2050-09-20 2.5 N/A 10497.00 6256.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36210P5L4 2029-04-15 6.5 N/A 550000.00 815.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618K32G1 2054-12-20 5 N/A 45160.00 44136.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE 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68.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36210GXB5 2029-02-15 7 N/A 621974.00 1239.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202FVG8 2041-07-20 4.5 N/A 850000.00 37618.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179SJV0 2046-08-20 4.5 N/A 16000.00 1558.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36290TRL5 2036-05-15 6.5 N/A 78777.00 1060.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A5G58 2047-05-01 4.5 N/A 698700.00 65337.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YKM5 2053-11-20 3 N/A 6000.00 4199.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36290QYK5 2033-07-15 5 N/A 30000.00 244.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3620ARGV7 2025-09-15 3.5 N/A 1615000.00 177.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179W2V9 2052-04-20 3 N/A 2255.00 1521.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36177MHU9 2041-12-15 3 N/A 17800.00 9341.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36176SZB9 2041-09-15 3 N/A 1400.00 838.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202ELN7 2036-12-20 7 N/A 10000.00 177.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36206HUH9 2026-03-15 7.5 N/A 2513286.00 38532.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QNN99 2052-03-01 3 N/A 977000.00 661742.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36291EBP5 2034-01-15 6 N/A 10638980.00 133804.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE 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Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3620AMZ21 2042-03-20 3.5 N/A 374806.00 58062.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36295ER82 2037-04-15 6 N/A 876753.00 17343.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XHKJ4 2041-10-01 4 N/A 3010000.00 425533.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140J9N80 2048-12-01 3 N/A 3247000.00 375818.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617BTGM8 2048-01-15 4 N/A 1200.00 552.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36290S6G1 2034-08-20 6.5 N/A 72000.00 1167.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36213UDK3 2031-11-15 6.5 N/A 103966.00 153.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36294STV9 2036-08-15 7 N/A 65645.00 1507.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KJSE3 2050-08-01 1.5 N/A 160640.00 83353.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31402CVQ2 2034-03-01 5.5 N/A 8508185.00 65356.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36202TSN7 2036-08-15 6.5 N/A 111000.00 908.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36225BG93 2029-12-15 7 N/A 220000.00 334.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YY24 2054-06-20 7.5 N/A 5000.00 1742.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202D3H2 2034-01-20 5.5 N/A 148000.00 1869.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36208EZ55 2027-09-15 7 N/A 994353.00 5795.36 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3132H7D76 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B1V7KEBTPIMZEU4LTD58 3140NEPR0 2053-03-01 5.5 N/A 416448.00 316990.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179QPK1 2044-09-20 5 N/A 9300.00 537.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36209VLJ1 2028-11-15 6.5 N/A 1011771.00 1511.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202F2L9 2042-01-20 3.5 N/A 74000.00 5382.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AUU50 2054-10-01 5.5 N/A 169500.00 156894.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179QGF2 2044-06-20 5 N/A 940000.00 61979.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36225BGD4 2028-12-15 6.5 N/A 35000.00 35.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36210JHY7 2031-03-15 6.5 N/A 3347532.00 10489.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426CKB9 2055-02-01 5.5 N/A 777136.00 782923.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36210LW33 2028-12-15 6.5 N/A 522000.00 832.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XPM55 2053-06-01 4 N/A 92522.00 79260.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36209HKB0 2028-08-15 6.5 N/A 49864.00 391.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202C7L1 2029-01-20 6 N/A 175000.00 241.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202ERD3 2038-02-20 5.5 N/A 25000.00 281.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36209JMQ1 2029-05-15 7 N/A 86833.00 339.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179SSQ1 2046-12-20 3.5 N/A 941621.00 132665.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36294QAV3 2036-08-15 6.5 N/A 94958.00 248.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36225BW61 2032-10-15 7 N/A 862612.00 2767.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36208VKW4 2029-03-15 7 N/A 150000.00 290.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179TUB9 2048-03-20 4 N/A 29608.00 2703.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36210FHC3 2028-11-15 6.5 N/A 187000.00 169.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36213JKA2 2032-01-15 6.5 N/A 48500.00 7.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202FCM6 2039-11-20 4 N/A 79000.00 3476.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36216AJC6 2028-06-15 7 N/A 100034.00 81.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XAA4 2052-06-20 4.5 N/A 12322251.00 9278063.33 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3132G7GN9 2033-02-01 3.5 N/A 794203.00 74275.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36210ART6 2028-10-15 6.5 N/A 50000.00 49.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202FEG7 2040-02-20 4 N/A 51000.00 2205.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617YCVN1 2052-03-15 4.5 N/A 6938.00 6231.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36196JKX3 2047-06-15 4.5 N/A 300855.00 65860.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XM52 2052-12-20 4.5 N/A 1011249.00 806238.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179QPM7 2044-09-20 6 N/A 21762.00 1949.97 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810EY0 2026-11-15 6.5 N/A 440000.00 463519.24 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BFAV7 2055-07-01 5 N/A 127733.00 127201.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202F4T0 2042-03-20 5 N/A 10400.00 484.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36200RYQ9 2032-01-15 6.5 N/A 663000.00 771.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36225BA81 2028-12-15 7 N/A 719863.00 559.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202C6J7 2028-11-20 6.5 N/A 330000.00 299.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WNL8 2051-08-20 5.5 N/A 50000.00 20983.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36206DN86 2026-02-15 7 N/A 25000.00 1.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618BYT74 2053-06-20 5 N/A 1033936.00 757416.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179SUX3 2047-01-20 4.5 N/A 62811.00 6462.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XNQ98 2053-12-01 6.5 N/A 500000.00 395038.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36213RRY5 2031-08-15 7 N/A 75000.00 87.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36182AUP4 2043-09-15 4 N/A 17200.00 6234.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36207SET6 2027-04-15 7.25 N/A 125000.00 142.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36178DT35 2043-01-20 3 N/A 37100.00 5607.80 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 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Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36209KYD4 2028-05-15 7 N/A 85000.00 454.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36294YNL4 2037-01-15 6.5 N/A 145000.00 272.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179TNT8 2047-12-20 4.5 N/A 81769.00 8105.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617AUG20 2047-11-15 4 N/A 1029405.00 73399.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36206JJQ8 2026-03-15 7 N/A 41533.00 2.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36177MKX9 2042-02-15 3.1 N/A 12398.00 7676.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3620ASNE5 2026-07-15 3.5 N/A 400000.00 1073.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36296NZ74 2038-08-15 6.5 N/A 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GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36295FG99 2037-05-15 6 N/A 201337.00 2037.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36206LZ77 2026-01-15 7 N/A 896740.00 16.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36208ED42 2027-03-15 7.5 N/A 2508948.00 34184.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36207AA93 2028-01-15 7 N/A 243533.00 61.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617KMG27 2049-01-15 4.5 N/A 20467.00 1785.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KY3D9 2044-03-01 4.5 N/A 1189958.00 831963.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5JF7 2055-03-20 6.5 N/A 3314.00 3371.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36292EHS2 2036-08-15 6.5 N/A 110204.00 1834.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DNGF4 2052-01-01 2.5 N/A 130000.00 86848.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617MYGP8 2050-04-15 3.5 N/A 9154.00 2587.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618JCYY9 2059-10-15 5.18 N/A 43000.00 43487.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36208WB93 2028-06-15 7 N/A 93000.00 318.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617V84P8 2046-06-20 3 N/A 17185.00 12666.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202ELB3 2036-11-20 7 N/A 14000.00 250.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36296WRQ1 2039-04-15 5 N/A 179000.00 1585.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XFF8 2052-09-20 3.5 N/A 3000.00 2200.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618HTMK7 2064-07-20 7 N/A 6220.00 4891.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36206UPC7 2026-04-15 6.5 N/A 156050.00 19.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36207SA45 2027-03-15 7 N/A 30420.00 34.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202FAW6 2039-08-20 5.5 N/A 10000.00 274.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36294PBV4 2036-05-15 6.5 N/A 100000.00 850.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179S2P1 2047-04-20 3.5 N/A 777353.00 91499.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36297GYQ7 2031-10-15 4.5 N/A 14964.00 5227.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36294TFJ9 2036-12-15 6.5 N/A 32000.00 290.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202DY39 2033-08-20 6 N/A 25000.00 237.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36290N5N8 2033-08-15 4.5 N/A 107000.00 1213.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3620ASRX9 2026-08-15 3.5 N/A 1320000.00 3973.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36213XJY1 2031-12-15 6.5 N/A 399960.00 4078.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36201CLV4 2032-01-15 6.5 N/A 761561.00 1042.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202FBB1 2039-09-20 5.5 N/A 1857433.00 6629.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36201MXX5 2032-07-15 7 N/A 50000.00 954.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 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NATIONAL MORTGAGE ASSOCIATION 1 N/A 36290T7G8 2037-04-15 6.5 N/A 25042.00 205.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36201Q4R1 2032-09-15 6.5 N/A 38257.00 116.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179RC98 2030-05-20 2.5 N/A 97300.00 6416.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202E3J6 2039-03-20 6.5 N/A 90000.00 2285.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618KCL70 2055-02-20 6 N/A 126463.00 129592.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36206QUB2 2026-04-15 6.5 N/A 102000.00 84.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36206VJP3 2026-03-15 7.5 N/A 250000.00 5.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36211QWF4 2031-06-15 7 N/A 218772.00 496.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36209GQ34 2028-05-15 6.75 N/A 55000.00 308.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36296WSR8 2039-06-15 4.5 N/A 150000.00 2685.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138M4PP1 2042-08-01 3.5 N/A 8484225.00 345463.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36206VKV8 2026-03-15 7 N/A 200000.00 8.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YU44 2054-04-20 4.5 N/A 1985.00 1842.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36208QBQ8 2027-12-15 7 N/A 504364.00 2283.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36200UBE4 2031-09-15 6.5 N/A 100000.00 155.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179UMK5 2049-02-20 3.5 N/A 390200.00 40716.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36200GKB1 2033-11-15 6 N/A 1179083.00 10162.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XLJ3 2052-11-20 5.5 N/A 2973817.00 2188062.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133C5LM1 2053-06-01 6 N/A 84189.00 84117.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36194G5F7 2046-07-15 4.5 N/A 4311.00 879.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202FAU0 2039-08-20 4.5 N/A 123000.00 4523.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XHJF5 2052-06-01 4 N/A 86000.00 63387.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202FPF7 2041-01-20 4 N/A 428228.00 21969.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36294THX6 2036-08-15 7 N/A 27875.00 672.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426SW62 2055-06-01 5 N/A 66123.00 65808.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36295MH28 2037-09-15 6 N/A 842849.00 4403.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36210K4B8 2029-04-15 6.5 N/A 201319.00 9397.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36291UWW1 2034-12-15 5.86 N/A 734044.00 50197.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179NDQ8 2043-05-20 3 N/A 108600.00 11872.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36225AUN8 2027-06-15 7 N/A 5547539.00 622.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36208YDS5 2029-03-15 6.5 N/A 25672.00 142.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL 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NATIONAL MORTGAGE ASSOCIATION 1 N/A 36201MM90 2032-09-15 7 N/A 151677.00 544.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36207AFH0 2026-03-15 6.5 N/A 210000.00 34.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617YCSQ8 2052-03-15 4 N/A 752257.00 665198.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36200KMV6 2033-02-15 6.5 N/A 150000.00 595.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179TSJ5 2048-02-20 4.5 N/A 19600.00 1662.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36294PL50 2036-04-15 6.5 N/A 27550.00 1662.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622ABCD2 2051-08-20 2.5 N/A 7200.00 4266.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202FM86 2040-12-20 4.5 N/A 250000.00 13686.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36212S5S1 2031-04-15 6.5 N/A 275000.00 244.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36200C5K7 2036-07-15 6.5 N/A 35395.00 343.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36225AUH1 2027-06-15 7 N/A 40140750.00 4267.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36207X3R1 2027-03-15 7 N/A 2515937.00 41365.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36230RYS9 2025-12-15 3.5 N/A 2425000.00 3154.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36208NS95 2027-09-15 7 N/A 575984.00 4948.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36213WSL1 2031-08-15 7 N/A 77000.00 701.84 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 31286DDQ1 2037-07-01 5.8 N/A 6184900.00 268183.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36212D2Q1 2031-06-15 6.5 N/A 75000.00 966.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202EXP9 2038-11-20 6.5 N/A 2000000.00 5180.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202FVF0 2041-07-20 4 N/A 144741.00 6311.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36212MAV1 2031-03-15 7 N/A 69000.00 242.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36213CBP4 2031-06-15 6.5 N/A 316980.00 88.87 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3132JRQW1 2043-08-01 4.5 N/A 2660600.00 842041.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202F3J3 2027-02-20 3.5 N/A 9957529.00 90031.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36225BXE3 2033-03-15 6.5 N/A 420000.00 911.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618AJTN3 2062-10-20 5.5 N/A 1165.00 1146.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617XA3K3 2051-12-20 2.5 N/A 681580.00 479340.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36292LC77 2036-04-15 6.5 N/A 75972.00 537.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36295PS45 2037-10-15 6.5 N/A 50000.00 898.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617BTEQ1 2048-01-15 4 N/A 156000.00 68599.40 Agency Mortgage-Backed Securities SHELL: GNMA GNII SP 786657 C N/A BRYH3QCC6 2053-04-20 0 N/A 500000.00 399532.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36211DPS3 2029-06-15 7 N/A 51125.00 58.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36188MQP7 2045-11-15 4 N/A 18000.00 1847.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36295ADR3 2037-11-15 6 N/A 366748.00 2187.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3620AR5V9 2033-10-20 6.5 N/A 19000.00 1316.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617MR3M4 2050-02-15 4.5 N/A 40053.00 1966.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36200R5X6 2031-10-15 7 N/A 35500.00 220.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202ETZ2 2038-06-20 5 N/A 40000.00 568.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36225AY79 2028-03-15 6.5 N/A 102000.00 71.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131WCX29 2033-09-01 5 N/A 36000000.00 794148.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179Q6L0 2044-08-20 2 N/A 42000.00 8675.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3620AR4Z1 2026-03-15 3.5 N/A 1100000.00 1915.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31390BYQ5 2032-04-01 7 N/A 12188414.00 66984.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618K1C82 2055-01-20 5 N/A 86928.00 84951.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A1V27 2034-01-01 5 N/A 20176260.00 252458.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36207BR36 2027-12-15 7 N/A 280799.00 361.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36194F4X1 2046-06-20 3.5 N/A 2660000.00 528851.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179W7K8 2052-06-20 3 N/A 4000.00 2738.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3620C5BR7 2040-09-20 4.5 N/A 28000.00 2372.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202DYL9 2033-07-20 5.5 N/A 140000.00 1468.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36200KPA9 2033-02-15 6.5 N/A 135000.00 1124.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36208RVY7 2028-03-15 7 N/A 357993.00 234.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202FDW3 2040-01-20 4.5 N/A 216000.00 8304.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36230RXV3 2025-12-15 3.5 N/A 3095000.00 3133.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36294VHH6 2037-02-15 6 N/A 383818.00 3836.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3620C4TE0 2025-09-15 4 N/A 4500000.00 225.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36208TTC4 2028-02-15 7 N/A 154434.00 472.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36208JZZ8 2027-11-15 7 N/A 992513.00 4085.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36208TFS4 2027-10-15 7.5 N/A 25667.00 134.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36210VZ53 2029-09-15 6.5 N/A 25000.00 641.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140J5GJ2 2045-02-01 3.5 N/A 376400.00 80915.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36180KCP4 2043-01-20 3.5 N/A 28579.00 2328.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202EBC2 2034-11-20 4.5 N/A 30000.00 630.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36188KDT7 2045-10-15 3 N/A 23934.00 3093.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36181FVQ1 2043-09-15 2.5 N/A 10172.00 450.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202D3W9 2034-02-20 5 N/A 25078.00 285.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36225BYA0 2032-08-15 7 N/A 1292463.00 4254.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179MSR2 2042-11-20 3.5 N/A 1032200.00 44613.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179U4D1 2049-10-20 4 N/A 1000.00 120.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617U4PY6 2051-01-20 3.5 N/A 72107.00 44031.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36213DYA0 2031-08-15 7 N/A 1697805.00 1356.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36205XC36 2033-09-15 5.5 N/A 50000.00 307.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36196LTZ4 2046-09-20 3.5 N/A 7994080.00 818707.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36209ANG1 2028-05-15 6.5 N/A 30960.00 138.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179QWE7 2044-12-20 3.5 N/A 643355.00 46996.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202EYJ2 2038-12-20 4.5 N/A 50000.00 795.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36209HHY4 2028-06-15 7.5 N/A 106185.00 984.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36201QUK7 2032-05-15 6.5 N/A 500000.00 3273.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617XMR96 2051-12-20 2.5 N/A 80518.00 56522.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36213DG44 2031-08-15 7 N/A 70279.00 79.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36225BPZ5 2031-10-15 6.5 N/A 422242.00 557.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36210DDK4 2028-10-15 7.5 N/A 318134.00 1104.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202FKL9 2040-09-20 3.5 N/A 15177.00 2134.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36178DK91 2027-10-15 2.5 N/A 1100.00 20.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36294V6M7 2036-12-15 6.5 N/A 52861.00 1874.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36291SBG4 2030-01-15 5.5 N/A 551633.00 11384.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179RXF1 2046-01-20 4.5 N/A 1382.00 104.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36296RE37 2038-11-15 6 N/A 70126.00 4009.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202D5P2 2034-05-20 4.5 N/A 350000.00 6115.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36207K3X6 2030-02-15 7 N/A 45000.00 75.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3622ABRP9 2052-02-15 4 N/A 47221.00 30834.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36201CNX8 2032-03-15 7 N/A 31000.00 70.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617FVDT7 2062-08-20 2.5 N/A 272100.00 211576.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36197DES3 2047-01-15 4 N/A 115889.00 24951.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3620ACVP6 2039-12-20 5 N/A 25000.00 1907.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36180J5G5 2043-05-15 2.5 N/A 17249.00 3834.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36296QBZ1 2038-10-15 6.5 N/A 65294.00 118.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179ME22 2042-06-20 3 N/A 168100.00 17132.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618NP6T7 2055-03-20 5 N/A 48589.00 47578.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202EWF2 2038-09-20 6.5 N/A 160000.00 1726.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3620A7JJ5 2040-08-15 4.5 N/A 72000.00 2290.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202DCS8 2029-07-20 6.5 N/A 5000000.00 5000.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36180B3Y5 2043-03-15 2.5 N/A 222749.00 6901.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36206UNW5 2026-03-15 6.5 N/A 100999.00 17.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617HCQU0 2048-07-20 5 N/A 35000.00 3580.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622ABU91 2052-03-20 3.5 N/A 6700.00 5074.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36213DGZ5 2031-08-15 7 N/A 107022.00 317.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618H82E9 2054-04-20 5 N/A 2832059.00 2767665.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202DQM6 2031-11-20 6 N/A 50000.00 160.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36208SMW9 2027-11-15 7 N/A 1380772.00 5387.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36200MQ30 2033-07-15 5 N/A 50000.00 637.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36207DK39 2026-04-15 7 N/A 283792.00 466.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36295PUC4 2032-08-20 7 N/A 170000.00 6688.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36201Q6T5 2032-09-15 6 N/A 36000.00 174.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202EHF9 2036-03-20 5.5 N/A 40000.00 524.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36230SFP4 2046-06-15 3 N/A 10800.00 5637.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36200RG71 2032-07-15 7 N/A 94000.00 220.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202DCC3 2029-06-20 6.5 N/A 85000.00 94.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617QPDR2 2050-10-20 3 N/A 1177.00 442.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36290UF92 2037-09-15 6.5 N/A 235882.00 2422.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36230LGZ6 2041-05-15 5 N/A 50000.00 8591.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179UWB4 2049-07-20 5 N/A 800000.00 74132.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36208UF69 2027-12-15 7.25 N/A 450000.00 577.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36204L2M2 2026-01-15 7 N/A 90216.00 89.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36225B6V5 2034-08-15 6.5 N/A 68205.00 629.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QLD78 2051-07-01 2.5 N/A 98900.00 59740.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36206NXD2 2026-02-15 7 N/A 40000.00 14.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36208WP72 2028-04-15 7.5 N/A 218215.00 2630.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617KB6L0 2049-06-15 4 N/A 3711.00 325.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36292N7M6 2036-08-15 6.5 N/A 174269.00 1525.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36200WS85 2031-11-15 6.5 N/A 350000.00 978.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36213VFX1 2032-06-15 7 N/A 156000.00 389.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36181C2J6 2037-01-15 5.5 N/A 15700.00 3248.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179W7J1 2052-06-20 2.5 N/A 2581.00 1667.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36200QW59 2032-01-15 6.5 N/A 40222.00 47.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XVW3 2053-03-20 7 N/A 10000.00 4082.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36295B7F4 2038-04-15 6.5 N/A 125000.00 5951.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202DRW3 2032-02-20 6.5 N/A 50000.00 102.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36209CNQ5 2028-07-15 7.5 N/A 81643.00 828.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36225AQF0 2026-10-15 7 N/A 2697298.00 226.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36201KLP9 2032-06-15 6.5 N/A 125000.00 586.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36296FK51 2038-08-15 6.5 N/A 35000.00 1357.40 Agency Mortgage-Backed Securities GNMA GNII SP 786280 C N/A BRY62Z2D0 2052-07-20 0 N/A 9100.00 6526.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617YEHG8 2062-08-20 2 N/A 29700.00 22014.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36207DYR1 2026-04-15 6.5 N/A 50000.00 10.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31406XJF0 2035-03-01 5.5 N/A 14098400.00 140256.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133CVH31 2054-09-01 5.5 N/A 150000.00 100662.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618JBEX5 2059-11-15 5.17 N/A 2800.00 2830.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36292DJR4 2035-07-15 5.86 N/A 880664.00 260242.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36210P5R1 2029-04-15 7 N/A 62881.00 100.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622ABFC1 2051-10-20 2.5 N/A 31700.00 18380.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202FCN4 2039-11-20 4.5 N/A 853000.00 31212.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36201CNF7 2032-02-15 6.5 N/A 25000.00 310.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XDE3 2052-08-20 4.5 N/A 7263.00 5541.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179SLT2 2046-09-20 4 N/A 14300.00 1419.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36209FPB9 2029-05-15 7 N/A 105000.00 69.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36207UQH4 2028-05-15 7 N/A 78000.00 172.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36209PM61 2028-10-15 6.5 N/A 502500.00 761.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36210UXA6 2029-04-15 6.5 N/A 35000.00 17.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202DG70 2030-05-20 8 N/A 250000.00 112.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36206JPC2 2025-11-15 7 N/A 2515570.00 40733.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36200AD22 2032-07-15 7 N/A 143250.00 8598.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36213EUN4 2032-02-15 6.5 N/A 250000.00 945.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617HCQV8 2048-07-20 5 N/A 35000.00 1530.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179V5E6 2038-07-20 7 N/A 4300.00 993.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36290VKM5 2036-09-15 6.5 N/A 35068.00 177.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36213FB93 2032-09-15 6.5 N/A 35000.00 251.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36291N3U3 2034-09-15 6.5 N/A 100000.00 1616.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36296AFY5 2038-08-15 6.5 N/A 1000000.00 1428.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36294PBX0 2036-05-15 6.5 N/A 28942.00 765.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KYZJ1 2043-07-01 5.5 N/A 258000.00 163644.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36294RAD1 2036-11-15 6.5 N/A 148965.00 1139.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3620A9VX6 2039-11-15 4.5 N/A 750000.00 14726.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36230UGA1 2026-02-15 3.5 N/A 2455000.00 4496.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36225BT24 2032-04-15 7 N/A 695219.00 1143.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36197ELC8 2047-05-15 4 N/A 879420.00 91273.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36209XA83 2028-09-15 7.5 N/A 566550.00 1365.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31419ATC1 2035-01-01 6.664 N/A 22956651.00 557153.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202EB99 2035-01-20 5 N/A 39000.00 643.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36180C5D7 2043-02-20 3 N/A 10000.00 1700.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3620A9MD0 2039-08-15 5 N/A 500000.00 6219.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DMAL9 2049-07-01 3.5 N/A 790300.00 229691.90 Agency Mortgage-Backed Securities 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NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617AGBV2 2047-06-15 4.5 N/A 31166.00 3171.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36176S7F1 2041-09-15 3 N/A 7901.00 4653.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36211B2Q6 2031-05-15 7 N/A 34000.00 67.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36209EQK1 2028-03-15 6.5 N/A 400000.00 875.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36241KLT3 2037-02-15 5.5 N/A 40000.00 628.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36225BWH7 2032-11-15 7 N/A 971221.00 2149.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3622A2LD2 2026-08-15 4.5 N/A 1250000.00 143.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622ADMW5 2051-06-20 3.5 N/A 1454.00 1253.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202F4Y9 2027-03-20 2.5 N/A 1000000.00 11144.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36177U4U5 2042-02-15 2.65 N/A 329600.00 54230.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36207J2V4 2028-05-15 7 N/A 668734.00 91.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36292L5H3 2036-05-15 6.5 N/A 79304.00 633.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EB74 2052-03-01 1.5 N/A 704300.00 443159.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36201EJS0 2032-01-15 6.5 N/A 750000.00 2247.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202FB39 2039-10-20 4.5 N/A 37000.00 1286.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XDD5 2052-08-20 4 N/A 987139.00 743102.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DPWM6 2053-02-01 6.5 N/A 300000.00 217672.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36208WB85 2028-06-15 6.5 N/A 170000.00 477.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36296YTY8 2038-12-15 6 N/A 212790.00 4293.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36213QYQ6 2031-07-15 6.5 N/A 290000.00 571.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36213C6C9 2031-09-15 7 N/A 945000.00 776.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202FX43 2026-10-20 3.5 N/A 326388.00 1832.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179USJ2 2049-05-20 3.5 N/A 567475.00 9731.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36207KFF2 2028-11-15 6.5 N/A 30000.00 49.12 Agency Mortgage-Backed Securities GNMA GNII SP 786335 C N/A BRY826LE7 2052-09-20 0 N/A 200000.00 147940.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5C98 2054-12-20 7 N/A 336684.00 290985.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36206SR71 2026-09-15 7.5 N/A 2514798.00 40090.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202E5Y1 2039-06-20 5.5 N/A 500000.00 6344.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36296B5C2 2038-05-20 5.5 N/A 144000.00 1191.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202C2X0 2028-05-20 6.5 N/A 930000.00 638.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179TJW6 2047-10-20 3 N/A 31700.00 4287.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36295NNM5 2038-06-15 6.5 N/A 990437.00 5881.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36294P7G2 2036-08-15 6.5 N/A 114178.00 1442.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36230RVU7 2025-11-15 4 N/A 275000.00 253.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36206AQJ5 2026-01-15 7 N/A 7056211.00 531.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36204KSA2 2026-01-15 7 N/A 171500.00 101.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36209YAD0 2029-06-15 7 N/A 100000.00 183.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36213TEU3 2032-09-15 7 N/A 351001.00 1083.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131WNNV2 2039-09-01 5 N/A 1191900.00 67594.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE 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Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202ENN5 2037-06-20 5.5 N/A 50000.00 621.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617GQ7G2 2048-04-20 5 N/A 28000.00 13132.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VZV5 2050-12-20 4.5 N/A 42600.00 10994.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36225BTE8 2032-05-15 7 N/A 44194988.00 74590.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3620A6RY5 2039-11-15 6.5 N/A 27899.00 2101.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B0SG4 2055-02-01 5.5 N/A 68226.00 68737.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36207KAD2 2028-07-15 7 N/A 215000.00 77.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36201MG71 2032-06-15 7 N/A 222148.00 434.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202FSV9 2026-04-20 3 N/A 614013.00 5700.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36178DZF1 2043-03-20 3.5 N/A 9697600.00 1843475.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3622AADU5 2048-05-15 4 N/A 964536.00 88576.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36201YR65 2034-01-15 6.5 N/A 75000.00 2178.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36208HSM9 2027-10-15 7 N/A 2030000.00 266.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W2JM4 2055-06-01 5.5 N/A 378688.00 384805.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36208HQL3 2027-09-15 7.5 N/A 623785.00 68.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 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Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36201UBT0 2032-10-15 7 N/A 78000.00 816.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202E7F0 2039-07-20 4 N/A 186266.00 7441.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202D4A6 2034-02-20 6 N/A 52000.00 625.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36176EQZ7 2027-01-15 3.5 N/A 650000.00 9440.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36206UNH8 2026-02-15 6.5 N/A 61000.00 12.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179S5R4 2047-05-20 6 N/A 16000.00 2001.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36209EVT6 2028-10-15 7 N/A 228000.00 837.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36207F5W7 2026-08-15 7 N/A 752163.00 596.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36197MRR1 2047-04-15 4.5 N/A 3100.00 1028.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617MB5P0 2050-03-15 4 N/A 100000.00 24009.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36209ER79 2028-04-15 7 N/A 33332.00 423.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36207JY64 2028-05-15 7 N/A 383666.00 532.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36208V4F9 2028-03-15 6.5 N/A 720000.00 400.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36296DRX8 2038-06-15 6 N/A 35000.00 1277.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36208GSD1 2027-12-15 7 N/A 991501.00 3358.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36225AQ78 2026-12-15 7 N/A 50000.00 6.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622ABE65 2051-10-20 2.5 N/A 7900.00 4837.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179SYU5 2047-03-20 4.5 N/A 125000.00 9894.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617W75D5 2046-11-20 4 N/A 16173.00 8027.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618KY4B2 2055-08-20 6 N/A 3698.00 3818.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617J12D6 2048-09-20 5.5 N/A 1096.00 48.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36297GSS0 2041-04-20 5 N/A 3036.00 337.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36207X3H3 2027-03-15 7 N/A 2509475.00 34760.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36210BEA9 2029-04-15 6.5 N/A 266417.00 26.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179S5B9 2047-05-20 3.5 N/A 28600.00 965.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36209YY28 2031-06-15 6.5 N/A 25000.00 148.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36209QP82 2028-12-15 6.5 N/A 25000.00 61.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202DDB4 2029-08-20 7.5 N/A 40000.00 41.04 Agency Mortgage-Backed Securities GNMA GNII SP 787058 C N/A BRYRFNV52 2053-08-20 0 N/A 500000.00 402946.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36296NWR3 2038-08-15 5.5 N/A 75000.00 533.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179R4D8 2046-03-20 3 N/A 61361.00 6548.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36208TTS9 2028-03-15 7 N/A 804832.00 3584.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36208J4W9 2027-11-15 7 N/A 2118639.00 1974.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36213EP67 2031-12-15 6.5 N/A 537507.00 855.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3620ART35 2029-07-20 7 N/A 9000.00 252.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36201MFW7 2032-05-15 7 N/A 95000.00 101.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36206QEQ7 2026-02-15 7 N/A 307198.00 191.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179UKZ4 2049-01-20 5 N/A 23198700.00 1402813.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36241KYT9 2038-12-15 7 N/A 50000.00 1014.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XJYY3 2052-10-01 4 N/A 440000.00 334628.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36194J5F1 2046-10-20 3.5 N/A 10149486.00 2036084.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202ERS0 2038-03-20 5 N/A 41000.00 517.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XRR9 2053-01-20 7.5 N/A 6191.00 2315.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618JVXW2 2054-12-20 6 N/A 1241990.00 1269439.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XVQ6 2053-03-20 4 N/A 67000.00 51737.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36209FDS5 2029-02-15 7 N/A 150000.00 251.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179NVL9 2043-12-20 2.5 N/A 25000.00 5699.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE 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Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BCYU0 2055-06-01 5 N/A 120465.00 119504.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36213VNJ3 2032-04-15 6.5 N/A 306301.00 707.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36206VRH2 2026-05-15 7 N/A 1125000.00 50.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617MPD21 2050-08-20 4 N/A 8854.00 6269.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XS72 2053-02-20 2.5 N/A 254200.00 168898.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617WD2F0 2041-10-20 4.5 N/A 5000.00 1720.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36200Q7M0 2032-05-15 6.5 N/A 333762.00 493.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427MQL8 2051-10-01 2 N/A 221400.00 170781.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JCJ70 2050-09-01 3 N/A 262619.00 211360.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202D6S5 2034-07-20 4.5 N/A 100012.00 1405.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202FPG5 2041-01-20 4.5 N/A 175000.00 8938.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179SB97 2046-05-20 4 N/A 800000.00 75431.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36241KHK7 2036-01-15 6 N/A 100000.00 1880.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3620ARSH5 2025-12-15 3.5 N/A 607824.00 532.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179THZ1 2032-10-20 2.5 N/A 15700.00 2240.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YE59 2053-06-20 4 N/A 13413.00 8590.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36208SM41 2027-12-15 7 N/A 99922.00 1824.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617BYS77 2048-04-15 4 N/A 234113.00 43095.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36209ARU6 2028-01-15 7 N/A 84000.00 33.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179NKR8 2028-08-20 3.5 N/A 1075000.00 32510.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179UZS4 2049-09-20 3 N/A 1001.00 143.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36211NPC6 2029-11-15 7 N/A 35000.00 327.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179RXG9 2046-01-20 5 N/A 500000.00 45388.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36213AB86 2032-01-15 5.5 N/A 25000.00 294.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36208NQK2 2028-03-15 7 N/A 203906.00 336.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WLP1 2051-08-20 2.5 N/A 14000.00 8180.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36294PL92 2036-05-15 6.5 N/A 27130.00 1854.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3622A2RC8 2042-11-15 3.2 N/A 2223.00 467.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179W5B0 2052-05-20 2.5 N/A 12185.00 8003.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36208M7B5 2027-09-15 7 N/A 759392.00 3439.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QMX90 2036-12-01 2.5 N/A 403000.00 249547.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36206U4D8 2027-05-15 7.5 N/A 4950000.00 9886.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36208CJD0 2028-10-15 6.5 N/A 250000.00 227.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36291UW43 2035-01-15 5.86 N/A 960477.00 93302.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36208MZD0 2027-11-15 7 N/A 2027626.00 543.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36201FPJ0 2032-05-15 6.5 N/A 25000.00 47.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36210FCP9 2028-10-15 7 N/A 477184.00 252.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140J5MF3 2037-04-01 2.5 N/A 312400.00 61176.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179Q6N6 2045-03-20 3 N/A 1200.00 98.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36177WYT1 2042-05-15 2.65 N/A 25800.00 8579.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31329JC47 2037-04-01 6.5 N/A 14932356.00 194688.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XV7M1 2047-02-01 4 N/A 2442800.00 659936.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36241KKT4 2036-07-15 6.5 N/A 614322.00 4540.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VSK7 2050-08-20 4 N/A 254000.00 63611.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36296RKU0 2038-09-15 6.5 N/A 25000.00 1289.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36207KQU7 2029-05-15 6.5 N/A 25000.00 18.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179RZT9 2046-02-20 3.5 N/A 1855912.00 185200.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36294PMJ9 2036-07-15 6.5 N/A 53180.00 1673.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622AC6Z8 2053-09-20 5.5 N/A 19085.00 15834.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36208YLV9 2028-09-15 7 N/A 75000.00 93.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618JVL62 2054-11-20 4.5 N/A 10293.00 9738.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YQZ0 2053-10-20 4 N/A 1539.00 1381.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138LYA31 2042-07-01 4 N/A 1846500.00 232338.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617LR6H3 2049-10-15 3.5 N/A 90323.00 9266.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36208RH98 2027-11-15 7 N/A 2000000.00 3430.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36188KDS9 2045-10-20 3.5 N/A 1788.00 711.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36208N4N0 2028-01-15 7 N/A 111453.00 1027.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36208YFG9 2027-12-15 7 N/A 633272.00 2246.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36225BW53 2032-10-15 6.5 N/A 437840.00 1004.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36210VZL8 2029-07-15 7 N/A 30000.00 69.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36208MRC1 2028-01-15 9 N/A 1001328.00 6358.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36209YR26 2031-07-15 7 N/A 939675.00 1099.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36207UQF8 2028-05-15 7 N/A 892454.00 196.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617QEG29 2050-08-20 3 N/A 1294400.00 177285.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202DWT4 2033-03-20 4.5 N/A 189010.00 3190.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618F1F51 2063-07-20 3 N/A 10062.00 8551.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617J12J3 2048-09-20 4.5 N/A 7628.00 752.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36208LE86 2027-10-15 7 N/A 36000.00 39.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202EMA4 2037-02-20 5.5 N/A 74000.00 848.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31406PX46 2035-07-01 5.86 N/A 593300.00 105182.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36201BCK0 2032-04-15 7 N/A 634044.00 3061.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622ABSE3 2052-03-20 3 N/A 70300.00 49189.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YAM6 2053-07-20 3 N/A 5647.00 3988.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179MSB7 2027-11-20 3 N/A 434700.00 9996.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202EN96 2037-08-20 5.5 N/A 40000.00 437.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418D7B2 2051-10-01 2 N/A 546500.00 353645.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36241KBH0 2034-09-15 4.5 N/A 268700.00 4557.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36201MLE0 2032-08-15 7 N/A 225599.00 521.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36209GZ42 2028-09-15 6.5 N/A 135000.00 58.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617W52U4 2051-07-20 3 N/A 2510.00 1874.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VQJ2 2050-07-20 3 N/A 130085.00 20611.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36213ERZ1 2032-01-15 6.5 N/A 50000.00 675.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36241LQV1 2025-10-20 5 N/A 3000000.00 336.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618NKWB8 2055-05-20 5 N/A 1040.00 1021.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617NATT7 2050-07-15 2.5 N/A 39693.00 15463.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VZS2 2050-12-20 3 N/A 10087.00 3517.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36213LMS6 2031-07-15 7 N/A 100000.00 80.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3622A2KR2 2040-02-15 5 N/A 17400.00 1563.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617GHCX9 2048-05-20 4.5 N/A 20212380.00 161457.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202ERC5 2038-02-20 5 N/A 127000.00 1621.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617M3D87 2049-11-20 3 N/A 722000.00 354351.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36206PP38 2026-02-15 6.5 N/A 132929.00 9.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36211D7L8 2035-01-15 5 N/A 79004.00 2034.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36209WCT7 2028-09-15 6.5 N/A 40000.00 339.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36210ASP3 2028-10-15 7.5 N/A 113894.00 137.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617MQCZ7 2050-12-20 2.5 N/A 3500.00 2062.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36201CLU6 2032-01-15 6.5 N/A 54556.00 47.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36294TZ81 2036-10-15 6.5 N/A 113981.00 1035.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202FJL1 2040-08-20 4.5 N/A 34314066.00 251134.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36201FXZ5 2032-02-15 7 N/A 180000.00 620.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36210GD27 2029-06-15 7 N/A 610250.00 442.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202DUT6 2032-10-20 5 N/A 330000.00 3514.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36205RWM5 2026-04-15 7 N/A 101017.00 19.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133W9SE2 2054-04-01 4.5 N/A 97043.00 92177.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617AXW42 2047-06-15 4 N/A 26000.00 4193.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617BRAE6 2047-11-20 3.5 N/A 93450.00 10189.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36209KSL3 2028-04-15 7 N/A 184996.00 90.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179SX85 2032-03-20 7.5 N/A 293933.00 40629.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179Q6Q9 2045-03-20 4 N/A 30977.00 3086.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL 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Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617FDJY0 2060-12-20 3 N/A 5747.00 4849.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36203MT59 2027-09-15 7 N/A 780209.00 660.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31329H6Z9 2033-04-01 5 N/A 17875000.00 114321.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36206URD3 2026-03-15 7 N/A 205000.00 3.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202F2J4 2027-01-20 3.5 N/A 574555.00 4356.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36209EVY5 2028-10-15 7.5 N/A 5000000.00 737.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36210BCG8 2029-04-15 6.5 N/A 99310.00 651.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XJJB9 2042-04-01 3.5 N/A 355000.00 57556.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426QKF9 2055-06-01 5 N/A 672571.00 665722.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179UXH0 2049-08-20 3 N/A 160000.00 8358.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36200EHY0 2032-11-15 6 N/A 75000.00 446.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36210JVY1 2029-05-15 7 N/A 50000.00 395.10 Agency Mortgage-Backed Securities GNMA GNII SP 786843 C N/A BRYND8QH6 2052-03-20 0 N/A 91800.00 64473.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36292LBM5 2036-03-15 6.5 N/A 37940.00 829.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202DAA9 2029-01-20 6.5 N/A 2525000.00 3019.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 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NATIONAL MORTGAGE ASSOCIATION 1 N/A 36208F2T6 2027-11-15 7 N/A 1180171.00 6027.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618J8RD2 2054-11-20 5 N/A 2596.00 2529.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36225AWN6 2027-10-15 6.5 N/A 40000.00 7.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XX92 2053-04-20 7 N/A 10000.00 4056.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36201HP98 2033-01-15 6 N/A 2521583.00 72016.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31402RJL4 2035-07-01 5 N/A 17800000.00 183143.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36225A7F1 2028-11-15 6.5 N/A 855000.00 317.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36206FWN8 2025-12-15 7 N/A 100000.00 3.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36212PUW0 2031-06-15 6.5 N/A 50000.00 40.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202D6Q9 2034-05-20 3.5 N/A 25002.00 981.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36211DUF5 2029-07-15 7 N/A 174164.00 78.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617Y1NX2 2059-06-15 5.72 N/A 10000.00 10493.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618BJ5E8 2053-06-20 5.5 N/A 12108.00 6443.74 Agency Mortgage-Backed Securities Y Moody's NR Standard & Poor's NR Fitch NR 2025-09-02 2025-09-02 2025-09-02 N N N 0.0434 225000000.00 225000000.00 0.0012 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797RN9 254900HROIFWPRGM1V77 US912797RN98 U.S. Treasury Debt Y Moody's P-1 Fitch F1+ Standard & Poor's A-1+ 2025-11-12 2025-11-12 2025-11-12 N N N 0.0391 2359847434.34 2359847434.34 0.0127 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797RT6 254900HROIFWPRGM1V77 US912797RT68 U.S. Treasury Debt Y Standard & Poor's A-1+ Moody's P-1 Fitch F1+ 2026-02-12 2026-02-12 2026-02-12 N N N 0.0390 2813559207.48 2813559207.48 0.0152 N Y Y N HSBC Securities USA, Inc. HSBC Securities USA, Inc. 4.34000000 N/A CYYGQCGNHMHPSMRL3R97 BYDQMLJQ6 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 3133WKWW2 2038-08-01 5 N/A 1761982.00 1416465.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426SDP1 2055-06-01 5 N/A 10812416.00 10691307.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W1CF8 2055-03-01 5 N/A 5120.00 5061.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A2YD1 2053-11-01 7 N/A 2274676.00 1783508.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140KUM82 2050-12-01 2.5 N/A 215000.00 85480.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618KPKV9 2055-07-20 6 N/A 2590208.00 2669903.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QUUM6 2054-06-01 5.5 N/A 7000.00 6299.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133W9GQ8 2054-04-01 6 N/A 17010.00 14566.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133CAZD5 2053-09-01 6.5 N/A 5986080.00 5019741.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XHB30 2052-05-01 2.5 N/A 1367150.00 918052.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QBJC3 2049-07-01 3.5 N/A 602999.00 123610.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QQ3G8 2052-12-01 5.5 N/A 16917728.00 14404174.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618FSLG1 2054-01-15 7 N/A 8229136.00 8430219.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FDB0 2054-10-01 5.5 N/A 25000.00 23287.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618F3AW3 2053-10-20 7 N/A 4324064.00 3949188.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622AC6M7 2054-02-20 6 N/A 299993.00 266818.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138Y5DW3 2027-05-01 3.5 N/A 10500000.00 164265.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GQGC0 2053-11-01 6 N/A 165000.00 141536.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XND35 2053-11-01 6.5 N/A 18819168.00 15753621.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QUHH2 2054-04-01 5.5 N/A 7000.00 6279.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140F5QW6 2046-06-01 3 N/A 4524040.00 926453.62 Agency Mortgage-Backed Securities Y Fitch NR Standard & Poor's A-1 Moody's NR 2025-09-02 2025-09-02 2025-09-02 N N N 0.0434 65000000.00 65000000.00 0.0004 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 GNMA_15-80 N/A 38379NAW2 2043-02-20 0.4115 N/A 67553541.00 179200.80 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LDL98 2031-09-01 1.6 N/A 9031968.00 7707012.83 Agency Mortgage-Backed Securities FNMA_24-54D N/A 3136BSSJ5 2046-12-25 0.002748 N/A 110680678.00 1847.62 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36241LSZ0 2033-12-15 6.5 N/A 8914426.00 255142.47 Agency Mortgage-Backed Securities FHLMC_5069 N/A 3137F9CW9 2051-02-25 2.5 N/A 100000.00 10099.77 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QRWS8 2053-04-01 5 N/A 386634.00 316649.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36178NB65 2042-08-15 3.5 N/A 300000.00 19032.53 Agency Mortgage-Backed Securities FNMA_21-44C N/A 3136BHD55 2051-07-25 2.5 N/A 1000000.00 149586.49 Agency Collateralized Mortgage Obligation GNMA_23-H28D N/A 38383KLV2 2073-12-20 0.64923 N/A 25510541.00 1637589.28 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XNS47 2053-11-01 5.5 N/A 55000.00 48765.30 Agency Mortgage-Backed Securities GNMA_22-81E N/A 38383RWT0 2052-05-20 4.5 N/A 1223.00 864.55 Agency Collateralized Mortgage Obligation FNMA_21-42G N/A 3136BGAV3 2046-02-25 2.048261 N/A 18923526.00 468711.51 Agency Collateralized Mortgage Obligation GNMA_24-97A N/A 38384PPQ7 2054-06-20 5.54503 N/A 2776906.00 1583209.17 Agency Collateralized Mortgage Obligation GNMA_15-63C N/A 38379PBY2 2040-01-20 0.42708 N/A 41565066.00 114700.46 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138YTRT3 2030-07-01 3 N/A 77512.00 7471.98 Agency Mortgage-Backed Securities GNMA_14-100A N/A 38379DJC9 2041-04-20 0.53429 N/A 42674465.00 153226.86 Agency Collateralized Mortgage Obligation GNMA_24-44J N/A 38384K2M2 2054-03-20 1.05497 N/A 200087.00 12122.98 Agency Collateralized Mortgage Obligation FREDDIE MAC REMICS FHLMC_5377 N/A 3137HBDW1 2051-12-25 2.5 N/A 5961504.00 665106.01 Agency Collateralized Mortgage Obligation FHLMC_5330B N/A 3137HAG26 2053-08-25 0 N/A 2098098.00 1233877.89 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5010 N/A 3137FVQG0 2050-09-25 2.5 N/A 1648152.00 197044.94 Agency Collateralized Mortgage Obligation FNMA_25-50A N/A 3136BWUF1 2055-07-25 0.05 N/A 25000000.00 38448.68 Agency Collateralized 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GNMA_21-97D N/A 38382VEJ4 2051-06-20 3.5 N/A 35764301.00 2047477.24 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EKT6 2052-11-01 4.5 N/A 603442.00 483689.79 Agency Mortgage-Backed Securities GNMA_24-142F N/A 38384XBB8 2054-09-20 2.35497 N/A 25859435.00 1991268.22 Agency Collateralized Mortgage Obligation GNMA_20-116B N/A 38382HXX3 2050-08-20 0 N/A 100062.00 1173.33 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617BA2M4 2047-10-15 5 N/A 521487.00 39322.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MA4W1 2052-04-01 3.5 N/A 771387.00 536265.18 Agency Mortgage-Backed Securities FHLMC_5442C N/A 3137HF5G6 2054-08-25 2.68161 N/A 98318962.00 6339662.84 Agency Collateralized Mortgage Obligation GNMA_11-80 N/A 38376LTT6 2041-06-20 2.2151 N/A 150000000.00 491531.76 Agency Collateralized Mortgage Obligation GNMA_16-29H N/A 38379T4H9 2038-11-20 0.16494 N/A 22783027.00 83007.50 Agency Collateralized Mortgage Obligation FNMA_22-3B N/A 3136BLBK5 2052-02-25 2.112016 N/A 24793712.00 737301.90 Agency Collateralized Mortgage Obligation GNMA_24-H03J N/A 38383KQQ8 2074-02-20 0.78889 N/A 30000000.00 2082554.66 Agency Collateralized Mortgage Obligation FNMA_21-62C N/A 3136BGZQ7 2047-10-25 2.5 N/A 6300014.00 753592.87 Agency Collateralized Mortgage Obligation GNMA_24-64K N/A 38384MMH7 2054-04-20 0.85497 N/A 67045184.00 3287707.55 Agency Collateralized Mortgage Obligation FNMA_20-50A N/A 3136BAZS6 2050-07-25 4.5 N/A 16631000.00 1085519.82 Agency Collateralized Mortgage Obligation FHLMC_5357D N/A 3137HAXQ4 2053-11-25 0 N/A 7142858.00 3569525.30 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618HUZB0 2065-04-20 7 N/A 8541.00 8806.33 Agency Mortgage-Backed Securities GNMA_21-41N N/A 38382PCP5 2050-10-20 2 N/A 100325.00 6094.47 Agency Collateralized Mortgage Obligation FNMA_12-14 N/A 3136A4WV7 2042-03-25 2.03713 N/A 1377957.00 12367.61 Agency Collateralized Mortgage Obligation GNMA_25-26B N/A 38385CF45 2055-02-20 1.65497 N/A 54715948.00 4401782.31 Agency Collateralized Mortgage Obligation FHLMC_4923F N/A 3137FPYD1 2053-01-15 0.489469 N/A 127689986.00 489882.45 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_20-56 N/A 3136BBMQ2 2050-08-25 2.5 N/A 2221806.00 253874.43 Agency Collateralized Mortgage Obligation FNMA_24-56C N/A 3136BSSY2 2054-08-25 2.75161 N/A 12924751.00 1092241.49 Agency Collateralized Mortgage Obligation GNMA_24-H02C N/A 38383KNJ7 2074-01-20 0.72635 N/A 3514100.00 224164.00 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_03-5 N/A 38374BAG8 2033-06-20 2.2451 N/A 185158.00 8.74 Agency Collateralized Mortgage Obligation GNMA_24-39K N/A 38384KLT6 2054-03-20 2.05497 N/A 2036749.00 96587.28 Agency Collateralized Mortgage Obligation GNMA_18-92A N/A 38380XSU2 2046-08-20 0.48656 N/A 68850447.00 375481.71 Agency Collateralized Mortgage Obligation FNMA_21-3 N/A 3136BDYC6 2051-02-25 2.5 N/A 2799076.00 360169.81 Agency Collateralized Mortgage Obligation FNMA_23-49E N/A 3136BQKN8 2061-09-25 5.5 N/A 5617904.00 847861.39 Agency Collateralized Mortgage Obligation GNMA_24-126J N/A 38384UWF2 2054-08-20 0.90497 N/A 99900000.00 4416123.50 Agency Collateralized Mortgage Obligation FHLMC_5442C N/A 3137HF4S1 2054-08-25 0 N/A 4032397.00 2699616.49 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VXT2 2050-11-20 4.5 N/A 2975755.00 589312.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140HSDR9 2033-12-01 4.02 N/A 98377.00 95791.32 Agency Mortgage-Backed Securities FNMA_18-53D N/A 3136B2PA4 2048-07-25 1.834799 N/A 14683720.00 138726.90 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W0DZ5 2049-08-01 3.5 N/A 1412380.00 1255965.12 Agency Mortgage-Backed Securities FNMA_21-33 N/A 3136BHUP2 2047-05-25 2.5 N/A 5340697.00 552074.94 Agency Collateralized Mortgage Obligation GNMA_17-91A N/A 38376M4J3 2038-11-20 0.26976 N/A 36294701.00 137331.99 Agency Collateralized Mortgage Obligation GNMA_13-10 N/A 38378FAV2 2043-01-20 1.8451 N/A 83866385.00 419200.17 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618KMVT9 2065-04-20 6.5 N/A 1071358.00 1101519.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NLJV2 2053-05-01 6.5 N/A 1000.00 1044.65 Agency Mortgage-Backed Securities FNMA_21-82C N/A 3136BKEP3 2051-12-25 2.135711 N/A 21791680.00 595954.77 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NPYJ3 2053-07-01 7 N/A 1000.00 1039.57 Agency Mortgage-Backed Securities FREDDIE MAC FHLMC_2084 N/A 3133TG4V8 2028-08-15 4.29282 N/A 641796.00 49.74 Agency Collateralized Mortgage Obligation GNMA_20-76A N/A 38382EWB9 2050-05-20 1.6451 N/A 31245111.00 1343540.40 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XQKH9 2054-07-01 6.5 N/A 20000.00 14973.70 Agency Mortgage-Backed Securities GNMA_23-48H N/A 38383WUB0 2053-03-20 5.34503 N/A 8330621.00 3823466.23 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WJFK9 2046-11-01 3 N/A 2000000.00 350547.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LL2G5 2036-01-01 5.63 N/A 1099717.00 1173843.30 Agency Mortgage-Backed Securities GNMA_24-H20E N/A 38383K3X8 2074-11-20 0.85943 N/A 36000000.00 2411199.88 Agency Collateralized Mortgage Obligation GNMA_17-59D N/A 38376MR33 2042-06-20 0.34159 N/A 23468606.00 100526.04 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XGXN4 2051-01-01 2 N/A 45000.00 28527.26 Agency Mortgage-Backed Securities GNMA_24-9B N/A 38384G5Q9 2054-01-20 1.50497 N/A 75000000.00 3456708.25 Agency Collateralized Mortgage Obligation FNMA_21-34G N/A 3136BHVZ9 2049-12-25 1.53713 N/A 45340933.00 1853557.53 Agency Collateralized Mortgage Obligation FHLMC_5571A N/A 3137HMEM8 2055-08-25 1.45161 N/A 133591730.00 9684637.62 Agency Collateralized Mortgage Obligation FNMA_18-76A N/A 3136B3EZ9 2045-06-25 1.63713 N/A 101661.00 2871.50 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5KW8 2055-04-20 5.5 N/A 972742.00 972624.35 Agency Mortgage-Backed Securities FNMA_25-48 N/A 3136BV6T0 2055-06-25 5 N/A 1000.00 961.25 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5071 N/A 3137F9R37 2051-02-25 2.5 N/A 299990.00 28633.30 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38378ARN3 2040-08-20 5 N/A 7045611.00 1172.65 Agency Collateralized Mortgage Obligation GNMA_14-8 N/A 38378P8A9 2044-01-16 0.02559 N/A 198453000.00 419038.44 Agency Collateralized Mortgage Obligation FHLMC_5355A N/A 3137HATP1 2053-11-25 0 N/A 8321270.00 4531468.97 Agency Collateralized Mortgage Obligation GNMA_19-129F N/A 38381Y7U2 2046-02-20 0.2322 N/A 73811077.00 441138.27 Agency Collateralized Mortgage Obligation FNMA_25-34A N/A 3136BVC22 2055-05-25 1.60161 N/A 6117504.00 465969.00 Agency Collateralized Mortgage Obligation GNMA_19-69G N/A 38381WQR2 2044-07-20 0.34289 N/A 39767332.00 309598.40 Agency Collateralized Mortgage Obligation GNMA_24-174A N/A 38384VSA6 2054-10-20 0 N/A 1367799.00 3.40 Agency Collateralized Mortgage Obligation GNMA_14-69 N/A 38379BG44 2036-06-20 0.31044 N/A 52040339.00 211274.15 Agency Collateralized Mortgage Obligation GNMA_18-18A N/A 38380KL78 2043-11-20 1.56129 N/A 84926629.00 597893.25 Agency Collateralized Mortgage Obligation GNMA_22-213F N/A 38383LYW4 2052-12-20 5.24503 N/A 4842428.00 3306855.59 Agency Collateralized Mortgage Obligation GNMA_16-121J N/A 38380AC88 2040-12-20 0.25517 N/A 94316353.00 413241.62 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSDJ7 2053-06-01 5.5 N/A 279295.00 236564.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138X8XC0 2028-10-01 3 N/A 164000.00 12572.55 Agency Mortgage-Backed Securities GNMA_24-27B N/A 38384JES9 2054-02-20 5.5 N/A 61977344.00 11166430.39 Agency Collateralized Mortgage Obligation GNMA_23-123D N/A 38384CRT8 2053-08-20 0.03 N/A 20000000.00 9610.06 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_22-22 N/A 3136BMZX9 2051-10-25 2.5 N/A 2361283.00 349883.08 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-195 N/A 38383LCA6 2052-11-20 0 N/A 126712.00 65913.79 Agency Collateralized Mortgage Obligation FHLMC_5507B N/A 3137HJPX9 2055-02-25 0.65161 N/A 34936400.00 819355.76 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QEBL5 2050-07-01 2.5 N/A 4261712.00 2033038.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138LNUR0 2030-08-01 3.75 N/A 182200.00 179366.19 Agency Mortgage-Backed Securities GNMA_23-189A N/A 38384GLV0 2053-12-20 2.70497 N/A 424457.00 17674.44 Agency Collateralized Mortgage Obligation GNMA_15-57 N/A 38379LKS4 2045-04-20 1.1451 N/A 136500000.00 1134298.69 Agency Collateralized Mortgage Obligation FNMA_12-86A N/A 3136A7PS5 2042-08-25 1.03713 N/A 119725333.00 947708.62 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618K4EK7 2065-03-20 6.5 N/A 4337192.00 4212454.12 Agency Mortgage-Backed Securities GNMA_23-H16D N/A 38383KAV4 2073-06-20 0.38905 N/A 100000.00 3836.69 Agency Collateralized Mortgage Obligation FNMA_22-18F N/A 3136BMGK8 2051-11-25 4 N/A 15671258.00 2053593.10 Agency Collateralized Mortgage Obligation GNMA_24-7A N/A 38384GL24 2054-01-20 5.44503 N/A 7912911.00 3938678.99 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LG3F7 2038-07-01 4.24 N/A 1010.00 943.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3622A2SJ2 2029-08-15 7 N/A 7991856.00 545617.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202FKH8 2040-09-20 4.5 N/A 5803563.00 38537.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-15 N/A 38381RLG2 2049-02-20 1.5951 N/A 70798857.00 1387032.08 Agency Collateralized Mortgage Obligation FNMA_13-60E N/A 3136AEW52 2042-10-25 1.75 N/A 7429.00 473.10 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3837 N/A 3137A8US5 2041-04-15 4 N/A 1001.00 429.79 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618NM2P6 2065-04-20 7 N/A 13998.00 14432.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5Q44 2055-07-20 6.5 N/A 97789.00 99778.26 Agency Mortgage-Backed Securities GNMA_24-H07 N/A 38383KXB3 2074-04-20 0.78128 N/A 50000000.00 2919130.42 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36183XNA4 2045-02-15 3.5 N/A 228496.00 12405.78 Agency Mortgage-Backed Securities GNMA_24-21C N/A 38384JBW3 2054-02-20 1.60497 N/A 74779345.00 3920667.88 Agency Collateralized Mortgage Obligation FHLMC_5144D N/A 3137H26W9 2051-04-25 2.5 N/A 8800000.00 744033.59 Agency Collateralized Mortgage Obligation FNMA_10-113B N/A 31398T7D7 2040-10-25 2.13713 N/A 32968164.00 64601.88 Agency Collateralized Mortgage Obligation GNMA_21-135D N/A 38382XAJ4 2051-08-20 1.8451 N/A 5430995.00 541499.07 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179U3V2 2049-10-20 4.5 N/A 108362.00 22392.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618L5UV1 2055-06-20 4.5 N/A 2290139.00 2132902.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618KMN27 2065-03-20 7 N/A 96970.00 99981.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XP3Q0 2054-05-01 5.5 N/A 10000.00 9316.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618NTJT5 2063-05-20 6.5 N/A 30393.00 31242.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36241LJ23 2033-01-20 6.45 N/A 2439430.00 220445.81 Agency Mortgage-Backed Securities FNMA_20-72F N/A 3136BB2H4 2050-10-25 3.5 N/A 20706496.00 1056821.53 Agency Collateralized Mortgage Obligation GNMA_25-10A N/A 38385BE22 2055-01-20 1.58497 N/A 63435982.00 4444710.77 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NPY61 2053-08-01 6.5 N/A 1000.00 1027.99 Agency Mortgage-Backed Securities GNMA_24-127G N/A 38384USE0 2052-12-20 5.5 N/A 2000.00 2114.60 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NP2Z2 2053-09-01 6.5 N/A 1256538.00 1270569.46 Agency Mortgage-Backed Securities GNMA_25-146D N/A 38381Q2R1 2053-04-20 1.85497 N/A 95793666.00 6071856.81 Agency Collateralized Mortgage Obligation GNMA_17-66A N/A 38376UFR5 2041-04-20 0.12963 N/A 63354203.00 275071.08 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618KPCL0 2065-03-20 6.5 N/A 264114.00 271111.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A9TC4 2054-02-01 7.5 N/A 407191.00 423174.69 Agency Mortgage-Backed Securities FNMA_23-54C N/A 3136BQRF8 2053-11-25 0 N/A 25191968.00 14333125.85 Agency Collateralized Mortgage Obligation GNMA_25-118D N/A 38381NB64 2055-07-20 1.55497 N/A 50000000.00 2336149.82 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179V4Q0 2050-12-20 4.5 N/A 797388.00 535252.14 Agency Mortgage-Backed Securities FNMA_24-82F N/A 3136BTEZ2 2054-11-25 5.59839 N/A 49997999.00 43900831.51 Agency Collateralized Mortgage Obligation GNMA_23-187F N/A 38384GNF3 2053-12-20 5.59503 N/A 3835478.00 2035936.57 Agency Collateralized Mortgage Obligation FHLMC_5445D N/A 3137HDWM8 2054-08-25 2.70161 N/A 36962800.00 2926124.90 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202FJL1 2040-08-20 4.5 N/A 2035334.00 14895.99 Agency Mortgage-Backed Securities GNMA_25-118A N/A 38381ND39 2055-07-20 5.51822 N/A 8823807.00 9222748.71 Agency Collateralized Mortgage Obligation FHLMC_5452K N/A 3137HFNE1 2054-09-25 2.20161 N/A 25943354.00 2355511.96 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FCF2 2054-09-01 5 N/A 7000.00 6578.43 Agency Mortgage-Backed Securities FNMA_23-40E N/A 3136BQGT0 2053-09-25 2.25161 N/A 107332910.00 6899125.03 Agency Collateralized Mortgage Obligation GNMA_25-26C N/A 38385CF94 2055-02-20 2.22497 N/A 33725024.00 2538990.57 Agency Collateralized Mortgage Obligation FNMA_15-34A N/A 3136AN4B0 2045-06-25 0 N/A 804374.00 49.26 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FMD6 2040-05-01 6.5 N/A 7060.00 6650.72 Agency Mortgage-Backed Securities GNMA_12-106C N/A 38378HKR6 2042-09-20 4.48 N/A 486383.00 12165.92 Agency Collateralized Mortgage Obligation FHLMC_5196A N/A 3137H5WH6 2051-07-25 2.5 N/A 7861120.00 710909.16 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618LEZQ8 2065-08-20 7 N/A 17786692.00 18364642.88 Agency Mortgage-Backed Securities GNMA_14-99 N/A 38379DDR2 2036-11-20 0.56951 N/A 72459294.00 292484.38 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AHSU7 2054-07-01 6 N/A 22051.00 19840.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36225EWJ7 2039-12-20 6.5 N/A 2750000.00 37862.07 Agency Mortgage-Backed Securities FHLMC_5530B N/A 3137HKTX2 2055-04-25 1.00161 N/A 100009.00 5848.43 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NWMU6 2030-06-01 3.95 N/A 7435114.00 7383852.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617BVFF9 2048-01-15 4.5 N/A 573279.00 290115.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ACGU1 2055-08-01 6 N/A 6025791.00 6186876.46 Agency Mortgage-Backed Securities GNMA_23-H05D N/A 38382YY23 2073-01-20 0.99224 N/A 12424345.00 987979.88 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QRWP4 2053-04-01 5 N/A 1033431.00 759682.10 Agency Mortgage-Backed Securities GNMA_24-172B N/A 38384XRH8 2054-10-20 5.44503 N/A 3650649.00 3139003.07 Agency Collateralized Mortgage Obligation GNMA_22-218A N/A 38383L6P0 2052-12-20 2.50497 N/A 31487488.00 2366153.78 Agency Collateralized Mortgage Obligation GNMA_23-187C N/A 38384GMT4 2053-12-20 5.64503 N/A 9327116.00 3703481.56 Agency Collateralized Mortgage Obligation GNMA_17-132C N/A 38380GZA5 2040-02-20 0.38074 N/A 60685062.00 315518.74 Agency Collateralized Mortgage Obligation GNMA_23-153D N/A 38384E5Z4 2053-10-20 0.01 N/A 106656.00 12.20 Agency Collateralized Mortgage Obligation GNMA_14-90M N/A 38379CWZ5 2038-10-20 0.53669 N/A 61239231.00 162641.93 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LDWH8 2031-11-01 1.75 N/A 105086.00 91484.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179SRL3 2046-11-20 4.625 N/A 1616494.00 64769.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618LMFW9 2065-08-20 6.5 N/A 33756728.00 34763946.26 Agency Mortgage-Backed Securities GNMA_16-29G N/A 38379T4F3 2042-05-20 0.43709 N/A 40317194.00 141088.73 Agency Collateralized Mortgage Obligation FANNIEMAE-ACES FNMA_16-M11 N/A 3136AT5G5 2039-07-25 2.944 N/A 8144.00 469.67 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179SXK8 2047-02-20 5.5 N/A 500000.00 32738.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A9PN4 2054-04-01 5.5 N/A 139119.00 138424.15 Agency Mortgage-Backed Securities GNMA_23-164J N/A 38384D7N1 2053-11-20 2.75497 N/A 14401169.00 1192809.54 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140HUH58 2034-06-01 3.37 N/A 6668403.00 6181150.20 Agency Mortgage-Backed Securities GNMA_23-76E N/A 38383X5B6 2053-05-20 5.34503 N/A 765207.00 468899.87 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36178NB40 2042-08-15 3.5 N/A 499840.00 34773.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36225FKM0 2041-12-20 4.75 N/A 2175000.00 54076.35 Agency Mortgage-Backed Securities GNMA_14-181 N/A 38379HNK7 2040-02-20 0.22035 N/A 26202046.00 88100.78 Agency Collateralized Mortgage Obligation FHLMC_5479A N/A 3137HHMS7 2054-12-25 0 N/A 150000000.00 2374.00 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132YBXR2 2040-02-01 3.26 N/A 2161393.00 1880464.31 Agency Mortgage-Backed Securities GNMA_21-155N N/A 38383AJY1 2051-07-20 1.8451 N/A 10500000.00 993599.36 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X5JF1 2048-07-01 4.5 N/A 2129224.00 403817.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NS6R0 2053-11-01 6.5 N/A 637208.00 638772.39 Agency Mortgage-Backed Securities GNMA_23-76D N/A 38383X4Z4 2053-05-20 5.34503 N/A 8986466.00 4037240.46 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5013 N/A 3137FW3E8 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2.25497 N/A 4807468.00 809027.46 Agency Collateralized Mortgage Obligation FHLMC_5568C N/A 3137HMNF3 2055-08-25 1.45161 N/A 300000000.00 21932787.00 Agency Collateralized Mortgage Obligation GNMA_41-97E N/A 38385BAZ3 2054-12-20 1.55497 N/A 130000000.00 3829008.78 Agency Collateralized Mortgage Obligation GNMA_24-77B N/A 38384NPL3 2054-05-20 1.45497 N/A 45000000.00 1247233.05 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-110 N/A 38381YXT6 2049-09-20 1.6451 N/A 34167000.00 1059673.69 Agency Collateralized Mortgage Obligation FHLMC_5069E N/A 3137F9CZ2 2051-02-25 3 N/A 26500000.00 3172469.28 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PAS N/A 3137BUX94 2045-01-25 2.148377 N/A 3357000.00 88690.95 Agency Collateralized Mortgage Obligation GNMA_24-159M N/A 38384YCY5 2054-10-20 1.05497 N/A 100000000.00 1976757.75 Agency Collateralized Mortgage Obligation FHLMC_5464A N/A 3137HFVT9 2054-10-25 0.44161 N/A 6500000.00 329052.28 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Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-151 N/A 38382BBF9 2049-12-20 3.5 N/A 8400000.00 413399.92 Agency Collateralized Mortgage Obligation GNMA_14-19 N/A 38379AGE4 2044-02-16 1.62559 N/A 38181818.00 306578.29 Agency Collateralized Mortgage Obligation FNMA_20-71C N/A 3136BCDU1 2050-10-25 3 N/A 20532238.00 1631980.02 Agency Collateralized Mortgage Obligation FNMA_14-87 N/A 3136AMKT5 2045-01-25 1.78713 N/A 117234000.00 1282660.28 Agency Collateralized Mortgage Obligation GNMA_25-22E N/A 38385CR42 2055-02-20 7 N/A 14655955.00 2882713.45 Agency Collateralized Mortgage Obligation GNMA_20-112 N/A 38382HLM0 2050-08-20 1.8451 N/A 53398000.00 3871958.18 Agency Collateralized Mortgage Obligation FNMA_20-38M N/A 3136BACV4 2050-06-25 1.05 N/A 34769874.00 954496.82 Agency Collateralized Mortgage Obligation FNSTR_430 N/A 31424QLZ6 2052-06-25 2.5 N/A 100000.00 11732.75 Agency Collateralized Mortgage Obligation GNMA_24-174J N/A 38384VSR9 2051-04-20 2.2201 N/A 21566888.00 3140287.47 Agency Collateralized Mortgage Obligation GNMA_24-184P N/A 38384XD67 2054-11-20 1.65497 N/A 50000000.00 3664882.40 Agency Collateralized Mortgage Obligation FNMA_25-59A N/A 3136BWM60 2055-08-25 0.75161 N/A 212714233.00 10939989.09 Agency Collateralized Mortgage Obligation GNMA_20-104D N/A 38382HGX2 2050-07-20 3 N/A 37916667.00 3624496.83 Agency Collateralized Mortgage Obligation FHLMC_5537 N/A 3137HLCC4 2055-05-25 0.55161 N/A 35000000.00 1018731.96 Agency Collateralized Mortgage Obligation FREMF_22_K747 N/A 35562DAN7 2028-11-25 0.1 N/A 831028000.00 2111655.25 Agency Collateralized Mortgage Obligation FHLMC_4853A N/A 3137FKT48 2049-02-15 2.14282 N/A 11800000.00 358068.93 Agency Collateralized Mortgage Obligation GNMA_19-112M N/A 38381Y4K7 2049-09-20 1.6151 N/A 9390125.00 314365.86 Agency Collateralized Mortgage Obligation FHLMC_5053H N/A 3137F7CA1 2050-12-25 2.5 N/A 12500000.00 1157249.78 Agency Collateralized Mortgage Obligation GNMA_25-120E N/A 38381N4K1 2054-02-20 1.25497 N/A 34236047.00 1564378.36 Agency Collateralized Mortgage Obligation GNMA_19-5D N/A 38381BE83 2049-01-20 1.6951 N/A 30597675.00 761041.49 Agency Collateralized Mortgage Obligation FNMA_20-36D N/A 3136B93L9 2050-06-25 3.5 N/A 13915215.00 1122772.06 Agency Collateralized Mortgage Obligation FHLMC_5062C N/A 3137F8TX1 2051-01-25 1.95161 N/A 9600000.00 1123103.53 Agency Collateralized Mortgage Obligation FNMA_24-57D N/A 3136BSTX3 2053-06-25 4 N/A 35317604.00 6365400.37 Agency Collateralized Mortgage Obligation GNMA_23-185B N/A 38384GTV2 2053-12-20 1.35497 N/A 100000000.00 1629906.99 Agency Collateralized Mortgage Obligation GNMA_23-183B N/A 38384HBE7 2053-12-20 1.50497 N/A 50000000.00 1273277.02 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WJR0 2051-07-20 2.5 N/A 32543348.00 18636183.64 Agency Mortgage-Backed Securities GNMA_25-102A N/A 38385G4U0 2055-06-20 1.50497 N/A 78016613.00 5862959.61 Agency Collateralized Mortgage Obligation GNMA_23-131L N/A 38384EZJ7 2063-09-20 2.00497 N/A 10000000.00 168253.14 Agency Collateralized Mortgage Obligation GNMA_25-23B N/A 38385DYE0 2055-02-20 1.60497 N/A 115612010.00 3886287.10 Agency Collateralized Mortgage Obligation GNMA_25-70C N/A 38385FSU6 2055-04-20 0.90497 N/A 102000000.00 4086332.42 Agency Collateralized Mortgage Obligation GNMA_23-188D N/A 38384HRN0 2053-12-20 1.50497 N/A 50000000.00 2312268.01 Agency Collateralized Mortgage Obligation GNMA_20-61 N/A 38382ET80 2046-01-20 0.12268 N/A 63634638.00 88340.68 Agency Collateralized Mortgage Obligation GNMA_12-131 N/A 38378BW70 2053-02-16 0.55109 N/A 260000000.00 588484.02 Agency Collateralized Mortgage Obligation GNMA_11-141 N/A 38377YK33 2041-10-20 1.6451 N/A 54019000.00 574543.30 Agency Collateralized Mortgage Obligation FNMA_25-12A N/A 3136BVFE3 2055-03-25 0.75161 N/A 23953010.00 1410236.99 Agency Collateralized Mortgage Obligation GNMA_23-48L N/A 38383WUM6 2053-03-20 1.25497 N/A 100000000.00 2203141.82 Agency Collateralized Mortgage Obligation GNMA_25-2N N/A 38385BX39 2055-01-20 2.25497 N/A 40000000.00 3719903.99 Agency Collateralized Mortgage Obligation FNMA_24-67 N/A 3136BSQW8 2054-09-25 0.98161 N/A 111409735.00 4950442.74 Agency Collateralized Mortgage Obligation FNMA_21-56 N/A 3136BGP47 2051-07-25 3 N/A 19999999.00 2164398.57 Agency Collateralized Mortgage Obligation GNMA_24-130C N/A 38384VLE5 2054-08-20 1.05497 N/A 20000000.00 710348.06 Agency Collateralized Mortgage Obligation GNMA_24-58R N/A 38384NGB5 2054-04-20 1.55497 N/A 75000000.00 2352685.28 Agency Collateralized Mortgage Obligation GNMA_25-45A N/A 38385EEJ9 2055-03-20 0.95497 N/A 75000000.00 4081275.90 Agency Collateralized Mortgage Obligation GNMA_17-106 N/A 38379RQ22 2056-12-16 0.66711 N/A 124450000.00 518498.73 Agency Collateralized Mortgage Obligation FHLMC_4999D N/A 3137FV3C4 2043-03-15 1.74282 N/A 18925757.00 709054.05 Agency Collateralized Mortgage Obligation GNMA_20-146B N/A 38382KVE0 2050-09-20 3.5 N/A 19285714.00 1954031.72 Agency Collateralized Mortgage Obligation GNMA_20-96C N/A 38382GK68 2049-08-20 1.6451 N/A 8144000.00 304524.53 Agency Collateralized Mortgage Obligation FRESB_19-SB63 N/A 30298BAK9 2039-04-25 1.75283 N/A 17964000.00 273157.91 Agency Collateralized Mortgage Obligation GNMA_22-63D N/A 38383RAU1 2050-10-20 0 N/A 30000000.00 149973.00 Agency Collateralized Mortgage Obligation GNMA_24-111D N/A 38384QV88 2054-07-20 1.65497 N/A 100000000.00 4135862.61 Agency Collateralized Mortgage Obligation GNMA_25-120E N/A 38381N4R6 2054-06-20 1.05497 N/A 78781849.00 3319356.90 Agency Collateralized Mortgage Obligation FNMA_21-42H N/A 3136BGAW1 2051-03-25 2 N/A 12011000.00 1292649.78 Agency Collateralized Mortgage Obligation GNMA_24-22A N/A 38384JE59 2051-05-20 3 N/A 27674541.00 4117987.97 Agency Collateralized Mortgage Obligation GNMA_19-19 N/A 38380MP21 2060-11-16 0.91441 N/A 140000000.00 834866.77 Agency Collateralized Mortgage Obligation GNMA_20-112D N/A 38382HKS8 2050-08-20 1.7951 N/A 36932087.00 2840027.55 Agency Collateralized Mortgage Obligation FHLMC_5470C N/A 3137HHCY5 2054-11-25 0.95161 N/A 77784860.00 3281199.97 Agency Collateralized Mortgage Obligation FHMS-K144 N/A 3137H7MC4 2032-05-25 3.324378 N/A 21396000.00 3716327.45 Agency Collateralized Mortgage Obligation FNMA_20-41J N/A 3136B9Z91 2050-06-25 1.63713 N/A 14861349.00 719438.51 Agency Collateralized Mortgage Obligation FHLMC_5363C N/A 3137HB5G5 2053-12-25 2.50161 N/A 75000000.00 4141835.41 Agency Collateralized Mortgage Obligation GNMA_19-36B N/A 38381RP52 2049-03-20 1.5951 N/A 43490980.00 929269.01 Agency Collateralized Mortgage Obligation GNMA_24-183E N/A 38384XWH2 2054-11-20 0 N/A 100000000.00 1401497.72 Agency Collateralized Mortgage Obligation GNMA_15-96C N/A 38379MCJ1 2045-07-20 3.5 N/A 77028571.00 517877.18 Agency Collateralized Mortgage Obligation GNMA_25-120F N/A 38381N5Q7 2053-04-20 1.80497 N/A 19039162.00 1509074.39 Agency Collateralized Mortgage Obligation FNMA_25-18D N/A 3136BVAK4 2055-03-25 1.50161 N/A 37982080.00 2575760.92 Agency Collateralized Mortgage Obligation GNMA_13-85 N/A 38378KUW7 2049-02-16 0.33198 N/A 217675000.00 292629.97 Agency Collateralized Mortgage Obligation FHLMC_4992E N/A 3137FUH56 2050-07-25 2.5 N/A 38175343.00 2662363.89 Agency Collateralized Mortgage Obligation GNMA_25-70B N/A 38385FRY9 2055-04-20 0.90497 N/A 70000000.00 2605803.31 Agency Collateralized Mortgage Obligation GNMA_20-181 N/A 38382LWF4 2050-12-20 1.8451 N/A 17121830.00 1838213.40 Agency Collateralized Mortgage Obligation FNMA_24-60D N/A 3136BSR31 2054-08-25 0.85161 N/A 9503195.00 587164.58 Agency Collateralized Mortgage Obligation FRESB MULTIFAMILY MORTGAGE PASS-THROUGH FRESB_18-SB47 N/A 30296KAH8 2038-01-25 0.5628 N/A 125000000.00 119503.96 Agency Collateralized Mortgage Obligation FNMA_24-84B N/A 3136BTTS2 2054-11-25 1.00161 N/A 10673897.00 804198.30 Agency Collateralized Mortgage Obligation GNMA_20-55A N/A 38382ELW5 2050-04-20 0 N/A 100000000.00 127417.15 Agency Collateralized Mortgage Obligation GNMA_24-76A N/A 38384NTE5 2054-05-20 1.65497 N/A 90000000.00 4485488.90 Agency Collateralized Mortgage Obligation GNMA_25-23J N/A 38385DZQ2 2055-02-20 0.90497 N/A 102234978.00 2681361.45 Agency Collateralized Mortgage Obligation FHLMC_5000Q N/A 3137FVFL1 2048-05-25 5 N/A 19466144.00 840295.69 Agency Collateralized Mortgage Obligation GNMA_25-23C N/A 38385DYS9 2050-07-20 1.65497 N/A 17658206.00 2240311.08 Agency Collateralized Mortgage Obligation GNMA_23-70M N/A 38384AEV1 2048-10-20 1.1451 N/A 20573726.00 1587147.94 Agency Collateralized Mortgage Obligation GNMA_20-31A N/A 38382DUC1 2050-03-20 1.6451 N/A 47654869.00 2434401.84 Agency Collateralized Mortgage Obligation FHLMC_5038P N/A 3137FXN53 2050-11-25 2.5 N/A 12500000.00 894412.10 Agency Collateralized Mortgage Obligation FREMF_21-K127 N/A 30319JAS0 2054-03-25 0 N/A 51107921.00 26977469.42 Agency Collateralized Mortgage Obligation GNMA_20-135 N/A 38380P5H3 2063-01-16 0.98618 N/A 44800000.00 1288066.28 Agency Collateralized Mortgage Obligation GNMA_24-167D N/A 38384YYT2 2054-10-20 1.10497 N/A 67782608.00 3619005.80 Agency Collateralized Mortgage Obligation FHLMC_5051N N/A 3137F82F9 2050-12-25 2 N/A 12347131.00 933819.66 Agency Collateralized Mortgage Obligation FHLMC_5477B N/A 3137HHEA5 2050-11-25 3.5 N/A 51351294.00 9363217.63 Agency Collateralized Mortgage Obligation GNMA_24-19P N/A 38384KCU3 2054-02-20 1.54497 N/A 46010169.00 1960333.37 Agency Collateralized Mortgage Obligation GNMA_20-185B N/A 38382LQ53 2050-12-20 2 N/A 2330000.00 189542.22 Agency Collateralized Mortgage Obligation GNMA_23-173J N/A 38384GHA1 2053-11-20 1.15497 N/A 100000000.00 3752398.37 Agency Collateralized Mortgage Obligation FHLMC_4912B N/A 3137FNQH6 2049-06-25 1.58713 N/A 21189621.00 732083.05 Agency Collateralized Mortgage Obligation GNMA_25-102A N/A 38385G4Q9 2055-06-20 0.75497 N/A 6387806.00 323077.74 Agency Collateralized Mortgage Obligation FHLMC_5093A N/A 3137FYKD7 2051-01-25 3 N/A 21000000.00 2403196.79 Agency Collateralized Mortgage Obligation GNMA_13-125 N/A 38378KQ69 2054-10-16 0.24747 N/A 65000000.00 264524.02 Agency Collateralized Mortgage Obligation FHLMC_5034C N/A 3137F6K55 2050-11-25 2 N/A 12000000.00 1250112.22 Agency Collateralized Mortgage Obligation GNMA_09-61 N/A 38376FAC6 2039-08-20 2.2451 N/A 258300000.00 484597.72 Agency Collateralized Mortgage Obligation GNMA_19-44H N/A 38381TRE7 2049-04-20 1.5951 N/A 45523277.00 1711896.50 Agency Collateralized Mortgage Obligation GNMA_23-153D N/A 38384E5Y7 2053-10-20 1.98497 N/A 200000000.00 4342306.92 Agency Collateralized Mortgage Obligation FNMA_20-89 N/A 3136BCF54 2050-12-25 2 N/A 24654901.00 2335343.41 Agency Collateralized Mortgage Obligation FHLMC_5144F N/A 3137H26C3 2051-09-25 3 N/A 11250000.00 1110114.52 Agency Collateralized Mortgage Obligation FHLMC_5458A N/A 3137HFY66 2054-09-25 0.95161 N/A 60000000.00 4417011.97 Agency Collateralized Mortgage Obligation GNMA_24-71A N/A 38384K6H9 2054-04-20 1.15497 N/A 51000000.00 2643816.78 Agency Collateralized Mortgage Obligation GNMA_23-173K N/A 38384GDB3 2053-11-20 0.80497 N/A 31000000.00 1565912.25 Agency Collateralized Mortgage Obligation GNMA_24-130E N/A 38384VLG0 2050-10-20 3 N/A 52704163.00 7935401.83 Agency Collateralized Mortgage Obligation FNMA_19-64J N/A 3136B7ED9 2049-11-25 1.53713 N/A 12825500.00 740560.55 Agency Collateralized Mortgage Obligation GNMA_24-129C N/A 38384U2U2 2054-08-20 0.95497 N/A 85000000.00 2341703.40 Agency Collateralized Mortgage Obligation FNMA_24-96H N/A 3136BTN33 2051-02-25 3 N/A 43985619.00 6820163.84 Agency Collateralized Mortgage Obligation FNMA_24-87F N/A 3136BTD34 2054-12-25 0 N/A 115000000.00 1756954.44 Agency Collateralized Mortgage Obligation FHLMC_5449D N/A 3137HFJP1 2054-08-25 0.80161 N/A 6571000.00 384437.20 Agency Collateralized Mortgage Obligation GNMA_21-031 N/A 38380RVN7 2061-01-16 0.94037 N/A 127685000.00 8120236.93 Agency Collateralized Mortgage Obligation FNMA_25-7A N/A 3136BUWM8 2055-02-25 1.15161 N/A 100000000.00 3732035.31 Agency Collateralized Mortgage Obligation FNMA_24-87D N/A 3136BTC76 2054-12-25 0 N/A 50000000.00 570447.58 Agency Collateralized Mortgage Obligation GNMA_20-85S N/A 38382FWT7 2049-10-20 3.5 N/A 21377446.00 1458043.11 Agency Collateralized Mortgage Obligation GNMA_24-60C N/A 38384NHY4 2054-04-20 0.97497 N/A 30000000.00 1168965.02 Agency Collateralized Mortgage Obligation GNMA_16-92 N/A 38379UWY8 2058-04-16 0.6162 N/A 77251864.00 194573.26 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618KN5U3 2055-08-20 6 N/A 204579.00 212200.93 Agency Mortgage-Backed Securities FHLMC_5003D N/A 3137FVJ60 2050-08-25 1.63713 N/A 10000000.00 676339.56 Agency Collateralized Mortgage Obligation GNMA_16-78B N/A 38379XRL6 2046-06-20 4.5 N/A 17341919.00 69809.28 Agency Collateralized Mortgage Obligation GNMA_18-42E N/A 38380VQM6 2046-11-20 1.6451 N/A 100224619.00 3041400.25 Agency Collateralized Mortgage Obligation GNMA_23-188A N/A 38384HRA8 2053-12-20 2.70497 N/A 50000000.00 1365790.33 Agency Collateralized Mortgage Obligation GNMA_24-97W N/A 38384PTN0 2054-06-20 0.90497 N/A 150000000.00 4260475.11 Agency Collateralized Mortgage Obligation GNMA_21-116N N/A 38382WSE8 2050-12-20 1.8451 N/A 45853393.00 3606968.49 Agency Collateralized Mortgage Obligation FHLMC_5095D N/A 3137FYR32 2041-04-25 3.5 N/A 38764420.00 1976491.23 Agency Collateralized Mortgage Obligation FNMA_24-87G N/A 3136BTF32 2035-06-25 6 N/A 5461958.00 917769.86 Agency Collateralized Mortgage Obligation FHLMC_5037B N/A 3137F6KY2 2050-11-25 2 N/A 8750000.00 691415.96 Agency Collateralized Mortgage Obligation GNMA_20-188H N/A 38382L2E0 2050-11-20 1.8451 N/A 1611000.00 127929.02 Agency Collateralized Mortgage Obligation GNMA_24-136B N/A 38384UMB2 2054-08-20 0.88497 N/A 40000000.00 1947937.27 Agency Collateralized Mortgage Obligation FHLMC_4990C N/A 3137FURT3 2050-07-25 4 N/A 28600000.00 2682988.46 Agency Collateralized Mortgage Obligation GNMA_25-4B N/A 38385CCJ5 2055-01-20 0.05497 N/A 100000000.00 1352587.77 Agency Collateralized Mortgage Obligation FHLMC_5054B N/A 3137F74V4 2035-12-25 1.5 N/A 33333333.00 720989.70 Agency Collateralized Mortgage Obligation FREMF_21-K135 N/A 30325HAQ0 2054-10-25 0.1 N/A 253227997.00 1269628.70 Agency Collateralized Mortgage Obligation GNMA_24-21E N/A 38384JCC6 2054-02-20 0.90497 N/A 50000000.00 838025.88 Agency Collateralized Mortgage Obligation GNMA_21-146H N/A 38382WH26 2051-08-20 3.5 N/A 33243494.00 4059846.70 Agency Collateralized Mortgage Obligation GNMA_24-183D N/A 38384XWF6 2054-11-20 0 N/A 250000000.00 3197332.46 Agency Collateralized Mortgage Obligation GNMA_23-183A N/A 38384HAT5 2053-12-20 2.00497 N/A 100000000.00 3972393.46 Agency Collateralized Mortgage Obligation FHLMC_5245A N/A 3137H8MB4 2052-08-25 0.95161 N/A 50477142.00 3288405.13 Agency Collateralized Mortgage Obligation GNMA_20-160A N/A 38382KE58 2050-10-20 1.8451 N/A 10000000.00 1010090.09 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-101 N/A 38380FH25 2047-07-20 1.7451 N/A 17800000.00 545813.42 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-104 N/A 38380X4H7 2044-07-20 1.1451 N/A 56774729.00 1290730.06 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K123 N/A 3137F8ZY2 2049-02-25 2.717291 N/A 655000.00 76819.35 Agency Collateralized Mortgage Obligation GNMA_24-76C N/A 38384NTL9 2054-05-20 1.40497 N/A 47000000.00 2041437.26 Agency Collateralized Mortgage Obligation GNMA_21-216E N/A 38383D7E2 2051-12-20 3 N/A 11679366.00 1701586.99 Agency Collateralized Mortgage Obligation GNMA_24-84J N/A 38384NUY9 2054-05-20 2.85497 N/A 50000000.00 2654229.93 Agency Collateralized Mortgage Obligation FREMF_22_K747 N/A 35562DAS6 2028-12-25 0 N/A 30039801.00 19951714.87 Agency Collateralized Mortgage Obligation FREMF MORTGAGE TRUST FREMF_17-KW02 N/A 3137BWFY5 2027-01-25 2.911451 N/A 2268000.00 85423.00 Agency Collateralized Mortgage Obligation GNMA_41-97D N/A 38385BAQ3 2054-12-20 1.60497 N/A 40658857.00 2279962.77 Agency Collateralized Mortgage Obligation FREMF_21-K135 N/A 30325HAN7 2054-10-25 0.1 N/A 1011328000.00 4730568.79 Agency Collateralized Mortgage Obligation GNMA_24-23A N/A 38384J5M2 2051-05-20 1.85497 N/A 91950014.00 10929114.08 Agency Collateralized Mortgage Obligation FNMA_20-40A N/A 3136B9P50 2050-06-25 3 N/A 9400000.00 958165.71 Agency Collateralized Mortgage Obligation GNMA_21-176P N/A 38383CET3 2051-10-20 3 N/A 31242552.00 2132880.30 Agency Collateralized Mortgage Obligation GNMA_25-60G N/A 38385FJ77 2055-04-20 1.50497 N/A 22648434.00 1848544.50 Agency Collateralized Mortgage Obligation FHLMC_5058F N/A 3137F8D34 2050-04-25 2 N/A 15140396.00 968602.95 Agency Collateralized Mortgage Obligation GNMA_22-81F N/A 38383RWU7 2047-03-20 1.6451 N/A 50920532.00 4299664.73 Agency Collateralized Mortgage Obligation GNMA_13-015 N/A 38378B5P0 2051-08-16 0.64101 N/A 61750000.00 179574.44 Agency Collateralized Mortgage Obligation FNMA_24-95B N/A 3136BTP64 2054-12-25 0.75161 N/A 8436906.00 496305.55 Agency Collateralized Mortgage Obligation GNMA_20-133H N/A 38382JB96 2050-09-20 1.8451 N/A 66796231.00 4591691.81 Agency Collateralized Mortgage Obligation GNMA_20-30G N/A 38382DZM4 2050-03-20 1.5951 N/A 41545861.00 1762191.90 Agency Collateralized Mortgage Obligation GNMA_20-191 N/A 38382MHB8 2050-12-20 0 N/A 72135472.00 445028.01 Agency Collateralized Mortgage Obligation GNMA_18-122J N/A 38380YU45 2048-08-20 1.6451 N/A 24689850.00 1068953.60 Agency Collateralized Mortgage Obligation FHLMC_5349D N/A 3137HASA5 2053-10-25 2.70161 N/A 50000000.00 2478367.18 Agency Collateralized Mortgage Obligation GNMA_20-74B N/A 38382E4X2 2050-05-20 3.5 N/A 29290500.00 2339797.22 Agency Collateralized Mortgage Obligation FHLMC_5511C N/A 3137HKLD4 2055-03-25 1.55161 N/A 8740989.00 598619.30 Agency Collateralized Mortgage Obligation GNMA_24-79C N/A 38384PBH2 2054-05-20 1.65497 N/A 50000000.00 2080417.21 Agency Collateralized Mortgage Obligation FNMA_16-75 N/A 3136AT2D5 2046-10-25 1.63713 N/A 186086160.00 3064485.02 Agency Collateralized Mortgage Obligation FHLMC_5080K N/A 3137FXV54 2050-01-25 3 N/A 15244249.00 1147790.87 Agency Collateralized Mortgage Obligation GNMA_12-139 N/A 38378BV30 2053-02-16 0.64805 N/A 88200000.00 121618.00 Agency Collateralized Mortgage Obligation GNMA_24-126U N/A 38384UYN3 2054-08-20 0.94497 N/A 80000000.00 3040781.23 Agency Collateralized Mortgage Obligation FNMA_25-27C N/A 3136BVKQ0 2050-06-25 1.53713 N/A 44327938.00 4906900.45 Agency Collateralized Mortgage Obligation FHLMC_5420B N/A 3137HDCZ1 2054-06-25 0.75161 N/A 74000000.00 2750290.83 Agency Collateralized Mortgage Obligation GNMA_19-128H N/A 38382AFP5 2049-10-20 1.5451 N/A 15292399.00 596453.27 Agency Collateralized Mortgage Obligation GNMA_23-116J N/A 38384EEX9 2053-08-20 6.5 N/A 3461538.00 424387.61 Agency Collateralized Mortgage Obligation GNMA_20-176B N/A 38382LJQ5 2050-11-20 2 N/A 2200000.00 173483.89 Agency Collateralized Mortgage Obligation GNMA_16-77G N/A 38379YLB2 2046-06-20 1.6451 N/A 66122517.00 1697530.71 Agency Collateralized Mortgage Obligation GNMA_21-97G N/A 38382VET2 2051-06-20 0 N/A 293394414.00 2298977.65 Agency Collateralized Mortgage Obligation GNMA_41-97P N/A 38385BCZ1 2054-12-20 0.95497 N/A 25000000.00 1802934.58 Agency Collateralized Mortgage Obligation FNMA_20-36D N/A 3136B95E3 2050-06-25 3.5 N/A 26646000.00 2625615.14 Agency Collateralized Mortgage Obligation GNMA_20-141A N/A 38382JNW2 2050-08-20 2.5 N/A 16906400.00 1180323.34 Agency Collateralized Mortgage Obligation GNMA_23-1 N/A 38383VAM0 2047-11-20 4 N/A 30811165.00 3731592.53 Agency Collateralized Mortgage Obligation FHLMC_5402D N/A 3137HC3C4 2051-06-25 4 N/A 16086759.00 2967619.16 Agency Collateralized Mortgage Obligation GNMA_20-166A N/A 38382LPZ8 2050-11-20 0 N/A 75000000.00 577484.22 Agency Collateralized Mortgage Obligation GNMA_24-65H N/A 38384NKV6 2051-04-20 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100000000.00 2315354.41 Agency Collateralized Mortgage Obligation GNMA_21-176B N/A 38383CCE8 2051-10-20 0 N/A 133375001.00 425539.84 Agency Collateralized Mortgage Obligation GNMA_24-110M N/A 38384QVZ8 2054-07-20 2.30497 N/A 21555943.00 1620078.50 Agency Collateralized Mortgage Obligation GNMA_18-49 N/A 38380WSD2 2048-04-20 4 N/A 8400000.00 358610.80 Agency Collateralized Mortgage Obligation FHLMC_5069E N/A 3137F95J6 2051-02-25 3 N/A 8159241.00 1018579.53 Agency Collateralized Mortgage Obligation GNMA_15-60A N/A 38379LRC2 2045-04-20 4 N/A 35165143.00 929673.83 Agency Collateralized Mortgage Obligation GNMA_25-70A N/A 38385FSQ5 2055-04-20 0.90497 N/A 50000000.00 2622598.79 Agency Collateralized Mortgage Obligation GNMA_24-186A N/A 38384XUW1 2054-11-20 0.05497 N/A 100000000.00 1654139.25 Agency Collateralized Mortgage Obligation GNMA_14-56 N/A 38379BCZ9 2039-12-16 1.62559 N/A 69177219.00 500641.99 Agency Collateralized Mortgage Obligation GNMA_19-36B N/A 38381RP45 2049-03-20 1.6451 N/A 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N/A 38382WDK0 2051-07-20 2.5 N/A 30220000.00 2169215.69 Agency Collateralized Mortgage Obligation GNMA_23-146G N/A 38384DAY3 2053-10-20 2.00497 N/A 38461541.00 2229646.79 Agency Collateralized Mortgage Obligation FNMA_24-50A N/A 3136BSPQ2 2054-08-25 2.75161 N/A 75000000.00 3423759.49 Agency Collateralized Mortgage Obligation FNMA_24-26F N/A 3136BRWN3 2054-05-25 2.10161 N/A 109913370.00 3266968.14 Agency Collateralized Mortgage Obligation GNMA_25-102A N/A 38385G3W7 2055-06-20 1 N/A 6251985.00 188080.20 Agency Collateralized Mortgage Obligation GNMA_10-31 N/A 38376XF24 2040-03-20 1.2951 N/A 473125000.00 1717662.13 Agency Collateralized Mortgage Obligation GNMA_15-165 N/A 38379FF79 2044-08-20 1.7451 N/A 47506714.00 846584.20 Agency Collateralized Mortgage Obligation GNMA_21-162G N/A 38383AD27 2051-09-20 2.5 N/A 25400000.00 1649549.30 Agency Collateralized Mortgage Obligation GNMA_19-65M N/A 38381VKZ2 2049-05-20 1.6451 N/A 8141610.00 251702.27 Agency Collateralized Mortgage Obligation 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Obligation GNMA_20-97W N/A 38382GZL9 2050-07-20 3 N/A 47220141.00 3120132.03 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_15-160 N/A 38379K4K1 2056-01-16 0.28652 N/A 186465000.00 393785.80 Agency Collateralized Mortgage Obligation GNMA_41-97BB N/A 38385BLV0 2054-12-20 2.30497 N/A 23500000.00 2124153.77 Agency Collateralized Mortgage Obligation GNMA_20-164A N/A 38382LDX6 2050-11-20 0 N/A 72000000.00 968384.69 Agency Collateralized Mortgage Obligation FHLMC_5364B N/A 3137HBBW3 2053-12-25 2.65161 N/A 50000000.00 2401219.64 Agency Collateralized Mortgage Obligation FHLMC_5249B N/A 3137H8LT6 2052-08-25 1.60161 N/A 50085972.00 3728148.94 Agency Collateralized Mortgage Obligation FNMA_21-63B N/A 3136BGT50 2050-04-25 3.5 N/A 25000000.00 3366153.11 Agency Collateralized Mortgage Obligation GNMA_24-23L N/A 38384J4A9 2050-10-20 3 N/A 27300757.00 3323438.31 Agency Collateralized Mortgage Obligation FNMA_24-75B N/A 3136BS4Y8 2054-10-25 1.60161 N/A 50000000.00 3148740.35 Agency Collateralized Mortgage Obligation FHLMC_5083B N/A 3137FFQM2 2051-03-25 2 N/A 31718171.00 2147349.11 Agency Collateralized Mortgage Obligation FNMA_11-83 N/A 3136A0T98 2041-09-25 2.03713 N/A 250093527.00 2711070.74 Agency Collateralized Mortgage Obligation GNMA_16-067 N/A 38379USK3 2057-07-16 0.75975 N/A 138981000.00 402824.49 Agency Collateralized Mortgage Obligation FREMF_20-K121 N/A 30318JAA0 2053-11-25 0.1 N/A 1146001812.00 4504643.22 Agency Collateralized Mortgage Obligation GNMA_24-151D N/A 38384WDB8 2054-09-20 0.35497 N/A 80000000.00 3382922.25 Agency Collateralized Mortgage Obligation GNMA_25-116H N/A 38381PZL0 2055-07-20 0.85497 N/A 25754793.00 1241647.69 Agency Collateralized Mortgage Obligation FHLMC_5031B N/A 3137FXFB9 2050-10-25 2.5 N/A 48440000.00 4387604.44 Agency Collateralized Mortgage Obligation FHLMC_5080L N/A 3137FXUX4 2048-11-25 4 N/A 21300000.00 2776631.30 Agency Collateralized Mortgage Obligation GNMA_18-164B N/A 38381BDC5 2048-12-20 1.6451 N/A 8149158.00 203624.80 Agency Collateralized Mortgage Obligation GNMA_25-45E N/A 38385EFN9 2055-03-20 1.00497 N/A 30000000.00 1385514.69 Agency Collateralized Mortgage Obligation FREMF_18-K158 N/A 30308PAS9 2033-11-25 0.1 N/A 78207261.00 493079.41 Agency Collateralized Mortgage Obligation FHLMC_4996 N/A 3137FUSU9 2050-06-25 2.5 N/A 13500000.00 1095178.33 Agency Collateralized Mortgage Obligation GNMA_21-196F N/A 38383DCE6 2051-11-20 3 N/A 32604166.00 2385041.98 Agency Collateralized Mortgage Obligation GNMA_13-18B N/A 38378FT34 2043-02-20 3.5 N/A 85714285.00 1978135.35 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-23 N/A 38382NVT1 2051-02-20 2.5 N/A 25536887.00 2427326.27 Agency Collateralized Mortgage Obligation FHR-5087 N/A 3137FFMC8 2051-03-25 3 N/A 35000000.00 3021630.65 Agency Collateralized Mortgage Obligation FNMA_21-94B N/A 3136BKU42 2052-01-25 3.5 N/A 33691833.00 4170896.84 Agency Collateralized Mortgage Obligation 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Collateralized Mortgage Obligation FHLMC_5072H N/A 3137F9A27 2051-01-25 3.5 N/A 29313385.00 2997174.64 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K129 N/A 3137H13S3 2031-05-25 3.269775 N/A 10999504.00 1659980.89 Agency Collateralized Mortgage Obligation FNMA_21-56H N/A 3136BGM32 2051-09-25 2.5 N/A 35552900.00 2028645.61 Agency Collateralized Mortgage Obligation GNMA_25-120H N/A 38381N7A0 2049-04-20 1.4751 N/A 19439632.00 1977682.63 Agency Collateralized Mortgage Obligation FHLMC_5140R N/A 3137H24K7 2050-12-25 4.5 N/A 26016935.00 3250468.03 Agency Collateralized Mortgage Obligation GNMA_19-103B N/A 38381XX50 2049-08-20 1.5951 N/A 12656000.00 412662.90 Agency Collateralized Mortgage Obligation FHLMC_4923 N/A 3137FPYZ2 2049-11-25 1.53713 N/A 13000000.00 667907.23 Agency Collateralized Mortgage Obligation FHLMC_5415A N/A 3137HCQA3 2054-05-25 2.80161 N/A 38559235.00 2706369.62 Agency Collateralized Mortgage Obligation GNMA_18-93D N/A 38380XQV2 2048-07-20 1.7451 N/A 50000000.00 1260175.80 Agency Collateralized Mortgage Obligation GNMA_20-167P N/A 38382LDU2 2050-11-20 3.5 N/A 44016000.00 3334925.52 Agency Collateralized Mortgage Obligation GNMA_20-142A N/A 38382JPP5 2050-09-20 1.8451 N/A 41488602.00 3331937.93 Agency Collateralized Mortgage Obligation GNMA_23-192F N/A 38384GD72 2053-12-20 7 N/A 10665013.00 1238541.80 Agency Collateralized Mortgage Obligation GNMA_22-1C N/A 38383GRR4 2052-01-20 0 N/A 65765005.00 340978.93 Agency Collateralized Mortgage Obligation GNMA_23-76C N/A 38383X4Y7 2053-05-20 1.80497 N/A 37500000.00 1956754.57 Agency Collateralized Mortgage Obligation GNMA_21-206 N/A 38383DWN4 2051-11-20 3.5 N/A 9825019.00 997504.48 Agency Collateralized Mortgage Obligation GNMA_23-24K N/A 38383WBX3 2052-02-20 3.5 N/A 28000000.00 3618161.24 Agency Collateralized Mortgage Obligation GNMA_20-95P N/A 38382G2E1 2050-07-20 1.7451 N/A 3037000.00 232839.44 Agency Collateralized Mortgage Obligation FHLMC_5408D N/A 3137HCN32 2053-12-25 0.75161 N/A 60000000.00 2252253.71 Agency Collateralized Mortgage Obligation GNMA_23-173M N/A 38384GDV9 2053-11-20 2.03497 N/A 80000000.00 4721315.67 Agency Collateralized Mortgage Obligation GNMA_16-75 N/A 38379YFD5 2045-08-20 3.5 N/A 25312449.00 161922.64 Agency Collateralized Mortgage Obligation FHLMC_5319B N/A 3137HAB70 2053-07-25 1.60161 N/A 100000000.00 3447986.20 Agency Collateralized Mortgage Obligation GNMA_20-166 N/A 38382LQE4 2050-11-20 3 N/A 30000000.00 3113758.43 Agency Collateralized Mortgage Obligation GNMA_18-27B N/A 38380VFY2 2048-02-20 4.5 N/A 17217275.00 795449.36 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-147 N/A 38381AHF6 2048-10-20 1.7451 N/A 63301674.00 1880322.04 Agency Collateralized Mortgage Obligation GNMA_20-181F N/A 38382LWE7 2050-12-20 1.8451 N/A 7559000.00 654765.61 Agency Collateralized Mortgage Obligation FNMA_20-89G N/A 3136BCL40 2050-12-25 3 N/A 34000000.00 3492808.95 Agency Collateralized Mortgage Obligation GNMA_24-59F N/A 38384MG76 2054-04-20 1.65497 N/A 46500000.00 2182977.36 Agency Collateralized Mortgage Obligation FHLMC_5500A N/A 3137HJC47 2055-02-25 0.75161 N/A 30000000.00 882121.11 Agency Collateralized Mortgage Obligation GNMA_16-60C N/A 38379WB35 2045-12-20 3.5 N/A 16818861.00 511178.44 Agency Collateralized Mortgage Obligation GNMA_24-132B N/A 38384UPC7 2064-08-20 1.55497 N/A 85321161.00 1437698.59 Agency Collateralized Mortgage Obligation FHLMC_5391E N/A 3137HBV27 2054-03-25 2.15161 N/A 100000000.00 2986677.49 Agency Collateralized Mortgage Obligation FHLMC_5060B N/A 3137F8A29 2050-12-25 3 N/A 9500000.00 1190659.53 Agency Collateralized Mortgage Obligation GNMA_21-125C N/A 38382WGN1 2051-07-20 2.5 N/A 35173200.00 2772325.72 Agency Collateralized Mortgage Obligation GNMA_20-153G N/A 38382KRE5 2050-10-20 2.5 N/A 17599796.00 1209845.33 Agency Collateralized Mortgage Obligation FHLK_12 N/A 3137F72S3 2030-10-25 2.835088 N/A 2357000.00 281039.42 Agency Collateralized Mortgage Obligation FHLMC_5478C N/A 3137HHTD3 2054-04-25 0.70161 N/A 156000000.00 4307487.86 Agency Collateralized Mortgage Obligation FREMF_17-K69 N/A 30305KAU8 2049-10-25 0.1 N/A 937356543.00 1367218.21 Agency Collateralized Mortgage Obligation GNMA_21-160S N/A 38383AWD2 2051-09-20 1.8451 N/A 26227344.00 3132608.26 Agency Collateralized Mortgage Obligation FNMA_16-11 N/A 3136ARQV3 2046-03-25 1.68713 N/A 75000000.00 953053.35 Agency Collateralized Mortgage Obligation GNMA_19-141 N/A 38380NUM9 2062-01-16 0.61782 N/A 25719162.00 676837.18 Agency Collateralized Mortgage Obligation GNMA_24-183A N/A 38384XVV2 2054-11-20 0.15497 N/A 150000000.00 2730748.71 Agency Collateralized Mortgage Obligation FHLMC_4988M N/A 3137FUZ64 2050-07-25 3.5 N/A 17087913.00 1321101.73 Agency Collateralized Mortgage Obligation GNMA_24-84B N/A 38384NTU9 2064-05-20 1.50497 N/A 11232602.00 143727.05 Agency Collateralized Mortgage Obligation GNMA_16-153D N/A 38380BP58 2046-11-20 3.5 N/A 8370000.00 334405.48 Agency Collateralized Mortgage Obligation FHLMC_5051L N/A 3137F83L5 2048-11-15 0 N/A 93000000.00 1165480.54 Agency Collateralized Mortgage Obligation GNMA_19-23A N/A 38381RNT2 2049-02-20 1.5951 N/A 33304063.00 734566.23 Agency Collateralized Mortgage Obligation GNMA_25-87 N/A 38385F7B1 2055-05-20 0.05 N/A 30000000.00 44344.62 Agency Collateralized Mortgage Obligation FHLMC_5065H N/A 3137F8RG0 2051-01-25 3 N/A 21222181.00 2409374.83 Agency Collateralized Mortgage Obligation FREMF MORTGAGE TRUST FREMF_18-K76 N/A 302954AW2 2051-06-26 0 N/A 54067777.00 25562163.61 Agency Collateralized Mortgage Obligation GNMA_20-116J N/A 38382HYW4 2050-08-20 1.7451 N/A 10000000.00 690834.21 Agency Collateralized Mortgage Obligation GNMA_25-1J N/A 38385CEK0 2055-01-20 0.00497 N/A 100000000.00 3689974.16 Agency Collateralized Mortgage Obligation FHLMC_3152 N/A 31396R3C9 2036-03-15 2.02282 N/A 117787959.00 379924.58 Agency Collateralized Mortgage Obligation FNMA_20-80F N/A 3136BCYT1 2049-04-25 2.5 N/A 34683500.00 3298625.69 Agency Collateralized Mortgage Obligation FHLMC_5278A N/A 3137H9H85 2052-11-25 0.70161 N/A 75000000.00 2935681.91 Agency Collateralized Mortgage Obligation GNMA_23-137B N/A 38384EVF9 2051-06-20 1.90497 N/A 33162715.00 3953198.12 Agency Collateralized Mortgage Obligation FNMA_22-27C N/A 3136BM5F1 2052-06-25 1.75161 N/A 50000000.00 3461883.74 Agency Collateralized Mortgage Obligation GNMA_23-167D N/A 38384FAT9 2053-11-20 1.15497 N/A 30000000.00 450835.92 Agency Collateralized Mortgage Obligation GNMA_19-56B N/A 38381VWL0 2049-05-20 1.6951 N/A 38251837.00 682391.63 Agency Collateralized Mortgage Obligation GNMA_23-98D N/A 38384BXZ9 2053-07-20 1.65497 N/A 71769230.00 1854982.13 Agency Collateralized Mortgage Obligation Y Fitch F1 Standard & Poor's A-1 Moody's P-1 2025-09-02 2025-09-05 2025-09-05 Y BARCLAYS BANK PLC 1.0000 7 N Standard & Poor's A+ Moody's A1 Fitch A+ N N 0.0441 1450000000.00 1450000000.00 0.0078 N N Y N Federal Home Loan Mortgage Corp. Variable Rate Notes Federal Home Loan Mortgage Corp. Variable Rate Notes 4.47999840 3134HATA1 S6XOOCT0IEG5ABCC6L87 US3134HATA17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2025-09-02 2026-10-16 2026-10-16 N N N 0.0451 344854800.69 344854800.69 0.0019 N N N N BNP Paribas SA BNP Paribas SA 4.53000000 N/A R0MUWSFPU8MPRO8K5P83 BRWX5W460 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FHLMC_4456A N/A 3137BGRD3 2045-03-15 3 N/A 2311060.00 1902162.61 Agency Collateralized Mortgage Obligation GNMA_21-215B N/A 38383D2X5 2051-12-20 3 N/A 32466582.00 2471488.07 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31381SVS8 2041-11-01 4.68 N/A 649000.00 494914.42 Agency Mortgage-Backed Securities FNMA_21-43C N/A 3136BH7G8 2051-06-25 2.5 N/A 3700000.00 433701.04 Agency Collateralized Mortgage Obligation FHLMC_5427A N/A 3137HDRD4 2054-07-25 0 N/A 1923077.00 1128138.26 Agency Collateralized Mortgage Obligation FNMA_06-44H N/A 31395NBF3 2036-06-25 2.13713 N/A 42412200.00 53897.80 Agency Collateralized Mortgage Obligation GNMA_21-41N N/A 38382PCP5 2050-10-20 2 N/A 18056377.00 1096875.08 Agency Collateralized Mortgage Obligation FNMA_14-24 N/A 3136AJZ25 2044-05-25 1.58713 N/A 33000000.00 172897.13 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WJM1 2051-06-20 4.5 N/A 2178187.00 588967.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-110 N/A 38381YWG5 2049-09-20 1.5951 N/A 29250000.00 1305065.18 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3238 N/A 31397C7G8 2036-11-15 2.03282 N/A 30000000.00 87681.19 Agency Collateralized Mortgage Obligation FNMA_17-54E N/A 3136AXDX0 2047-07-25 1.985835 N/A 17905861.00 127058.12 Agency Collateralized Mortgage Obligation GNMA_24-186E N/A 38384XVT7 2053-02-20 1.20497 N/A 29001154.00 1697663.38 Agency Collateralized Mortgage Obligation FNMA_20-63D N/A 3136BBA93 2050-09-25 2.5 N/A 4000000.00 77285.78 Agency Collateralized Mortgage Obligation GNMA_25-82B N/A 38385F4C2 2055-05-20 0 N/A 62500000.00 94970.28 Agency Collateralized Mortgage Obligation FNMA_22-18F N/A 3136BMGK8 2051-11-25 4 N/A 19120015.00 2505525.13 Agency Collateralized Mortgage Obligation GNMA_19-85A N/A 38381XPG5 2049-07-20 1.6451 N/A 28514769.00 1096016.68 Agency Collateralized Mortgage Obligation GNMA_20-165L N/A 38382K2N2 2050-08-20 3 N/A 27694635.00 1959989.75 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_20-47 N/A 3136BAS21 2050-07-25 2 N/A 600000.00 397893.99 Agency Collateralized Mortgage Obligation GNMA_21-77C N/A 38382Q3F5 2050-08-20 3 N/A 6666667.00 580669.27 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3549 N/A 31398EPV0 2039-07-15 1.34282 N/A 56066666.00 8100.30 Agency Collateralized Mortgage Obligation FNMA_20-50A N/A 3136BAZS6 2050-07-25 4.5 N/A 100000.00 6527.08 Agency Collateralized Mortgage Obligation FHLMC_5420G N/A 3137HDCY4 2054-06-25 1.60161 N/A 12301442.00 755223.88 Agency Collateralized Mortgage Obligation FHLMC_5056B N/A 3137F73Z6 2050-12-25 2.5 N/A 15378983.00 1161754.92 Agency Collateralized Mortgage Obligation GNMA_22-208C N/A 38383LZ86 2052-12-20 1.92497 N/A 32384320.00 1989983.62 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138XFSU0 2044-02-01 4.5 N/A 1000.00 206.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5293 N/A 3137H9QG7 2051-03-25 2 N/A 4100003.00 441776.00 Agency Collateralized Mortgage Obligation FHLMC_45-50 N/A 3137BN3A0 2046-02-15 1.59282 N/A 13250000.00 346596.35 Agency Collateralized Mortgage Obligation GNMA_25-146E N/A 38381QUR0 2053-03-20 0.35 N/A 18400213.00 202834.75 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179X5F9 2053-06-20 4.5 N/A 1000.00 845.83 Agency Mortgage-Backed Securities FNMA_20-97A N/A 3136BDEF1 2051-01-25 2 N/A 3100000.00 349143.00 Agency Collateralized Mortgage Obligation FHLMC_5530B N/A 3137HKTX2 2055-04-25 1.00161 N/A 100319.00 5866.55 Agency Collateralized Mortgage Obligation GNMA_25-61G N/A 38385FYU9 2065-04-20 0.95497 N/A 31421038.00 791946.05 Agency Collateralized Mortgage Obligation GNMA_23-106C N/A 38384BH38 2053-07-20 1.60497 N/A 39064000.00 1014418.19 Agency Collateralized Mortgage Obligation GNMA_25-146E N/A 38381QUS8 2054-01-20 0.16 N/A 31344687.00 157789.16 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_06-47 N/A 38374NLX3 2036-08-16 2.32559 N/A 207160131.00 324477.12 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_2924 N/A 31395LAV3 2035-01-15 2.24282 N/A 128670867.00 64820.88 Agency Collateralized Mortgage Obligation FNMA_10-136 N/A 31398STD5 2040-12-25 1.53713 N/A 118886400.00 770435.11 Agency Collateralized Mortgage Obligation GNMA_23-H10D N/A 38382Y4Y6 2071-06-20 0.51975 N/A 26399972.00 533071.95 Agency Collateralized Mortgage Obligation GNMA_20-76A N/A 38382EWB9 2050-05-20 1.6451 N/A 15622546.00 671769.79 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_20-74 N/A 3136BCAY6 2050-10-25 2.5 N/A 500000.00 58738.02 Agency Collateralized Mortgage Obligation FNMA_17-23A N/A 3136AV5K1 2047-04-25 1.63713 N/A 38000000.00 492383.58 Agency Collateralized Mortgage Obligation GNMA_25-98L N/A 38381NQL5 2055-06-20 5.74503 N/A 1000.00 996.38 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618KSZX3 2065-04-20 7 N/A 1547545.00 1595528.28 Agency Mortgage-Backed Securities GNMA_20-36A N/A 38382DS83 2050-03-20 0 N/A 200000000.00 741918.82 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3287 N/A 31397G7A2 2037-03-15 2.24282 N/A 27000000.00 65539.13 Agency Collateralized Mortgage Obligation FHLMC_5173D N/A 3137H4D49 2050-05-25 2.5 N/A 4802098.00 614302.90 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617BKWY3 2047-12-15 3.5 N/A 1167506.00 76194.89 Agency Mortgage-Backed Securities GNMA_14-118F N/A 38379EHH8 2044-08-16 1.12559 N/A 35501323.00 761386.57 Agency Collateralized Mortgage Obligation FHLMC_5070A N/A 3137F9XF3 2050-09-25 3 N/A 10000000.00 1171330.30 Agency Collateralized Mortgage Obligation FNMA_20-61D N/A 3136BBK68 2050-09-25 4 N/A 4109167.00 315508.56 Agency Collateralized Mortgage Obligation FNMA_21-61E N/A 3136BGVA6 2049-04-25 2.5 N/A 3600000.00 441123.41 Agency Collateralized Mortgage Obligation FHLMC_5063F N/A 3137F8UQ4 2051-01-25 2 N/A 1900000.00 194899.96 Agency Collateralized Mortgage Obligation GNMA_22-197F N/A 38383LEU0 2048-03-20 1.6951 N/A 4587781.00 453636.48 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_15-65 N/A 3136AP3N0 2045-09-25 3.5 N/A 400000.00 488713.53 Agency Collateralized Mortgage Obligation GNMA_23-H28D N/A 38383KLV2 2073-12-20 0.64923 N/A 30517471.00 1958997.39 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617YAZ43 2041-12-20 4 N/A 1150094.00 704372.51 Agency Mortgage-Backed Securities GNMA_09-106 N/A 38376JCQ5 2036-04-20 1.6451 N/A 161210059.00 229462.97 Agency Collateralized Mortgage Obligation GNMA_21-116N N/A 38382WSD0 2051-06-20 3.5 N/A 52118480.00 4732759.41 Agency Collateralized Mortgage Obligation GNMA_24-186A N/A 38384XUV3 2054-11-20 5.94503 N/A 6256.00 5513.79 Agency Collateralized Mortgage Obligation GNMA_25-146D N/A 38381QUL3 2053-02-20 0.09 N/A 20375261.00 57753.67 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618NSP29 2065-03-20 7 N/A 3030569.00 3124224.71 Agency Mortgage-Backed Securities FHLMC_37-61 N/A 3137A2LT6 2040-11-15 0.29282 N/A 25000000.00 75317.34 Agency Collateralized Mortgage Obligation GNMA_24-157D N/A 38384WBY0 2053-08-20 0 N/A 6716768.00 4166149.52 Agency Collateralized Mortgage Obligation GNMA_23-151F N/A 38384DKU0 2053-10-20 2.65497 N/A 33152702.00 2433961.99 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3575 N/A 31398JUG6 2039-04-15 2.14282 N/A 20000000.00 21377.70 Agency Collateralized Mortgage Obligation GNMA_24-21F N/A 38384JCG7 2053-07-20 0.1 N/A 5239396.00 8989.45 Agency Collateralized Mortgage Obligation FHLMC_5336A N/A 3137HAJS6 2053-09-25 0 N/A 5510103.00 3171079.56 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3620AC3Z5 2039-09-15 5 N/A 4720498.00 184809.21 Agency Mortgage-Backed Securities GNMA_21-137P N/A 38382WXU6 2051-07-20 0 N/A 89365000.00 290896.43 Agency Collateralized Mortgage Obligation GNMA_24-66B N/A 38383KUG5 2054-04-20 5.47503 N/A 1165255.00 858708.12 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31416PQ67 2039-07-01 6 N/A 5006784.00 362397.99 Agency Mortgage-Backed Securities FANNIE MAE FNMA_30437 N/A 31394FH24 2035-02-25 2.22713 N/A 14545453.00 12379.55 Agency Collateralized Mortgage Obligation FHLMC_5442C N/A 3137HF4S1 2054-08-25 0 N/A 5583107.00 3737788.65 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_23-2 N/A 3136BPUY5 2050-10-25 2 N/A 4100000.00 446242.28 Agency Collateralized Mortgage Obligation GNMA_25-146B N/A 38381QUA7 2055-08-20 1.01432 N/A 100000000.00 4524758.00 Agency Collateralized Mortgage Obligation GNMA_25-146E N/A 38381QUT6 2054-04-20 0.02 N/A 21285519.00 13239.60 Agency Collateralized Mortgage Obligation GNMA_10-42 N/A 38377ELA0 2040-04-20 1.2451 N/A 273000000.00 988129.11 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618BHH90 2053-07-15 6.5 N/A 1030238.00 1041404.86 Agency Mortgage-Backed Securities FREDDIE MAC FHLMC_5085 N/A 3137FFZS9 2051-03-25 2 N/A 2800000.00 265482.07 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_07-17 N/A 38375JSQ9 2037-04-16 2.07559 N/A 40000000.00 78330.07 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617V1ZV6 2040-06-20 5 N/A 810576.00 323465.22 Agency Mortgage-Backed Securities GNMA_24-40C N/A 38384K3D1 2054-01-20 6 N/A 2754950.00 319502.59 Agency Collateralized Mortgage Obligation GNMA_21-139L N/A 38382XKM6 2051-08-20 3 N/A 461825.00 56300.97 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_2084 N/A 3133TG4V8 2028-08-15 4.29282 N/A 37448856.00 2902.54 Agency Collateralized Mortgage Obligation FHLMC_5452K N/A 3137HFNE1 2054-09-25 2.20161 N/A 13857066.00 1258144.36 Agency Collateralized Mortgage Obligation GNMA_19-84E N/A 38381XCQ7 2049-07-20 1.6451 N/A 74239973.00 1324550.33 Agency Collateralized Mortgage Obligation FHLMC_4923 N/A 3137FPZ73 2048-04-25 1.53713 N/A 33156137.00 1764270.81 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-12 N/A 38376TAG7 2040-01-16 1.92559 N/A 24000000.00 46939.65 Agency Collateralized Mortgage Obligation GNMA_24-97A N/A 38384PPQ7 2054-06-20 5.54503 N/A 13214316.00 7533933.92 Agency Collateralized Mortgage Obligation FNMA_21-44C N/A 3136BHD55 2051-07-25 2.5 N/A 1000000.00 149586.49 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5059 N/A 3137F86B4 2051-01-25 2.5 N/A 2200005.00 282339.31 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5010 N/A 3137FVQ54 2050-09-25 2.5 N/A 700000.00 65928.14 Agency Collateralized Mortgage Obligation FNMA_16-76A N/A 3136ATY73 2046-10-25 4.90981 N/A 3600000.00 408380.79 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_09-87 N/A 31398FM65 2039-11-25 1.78713 N/A 103151785.00 156671.78 Agency Collateralized Mortgage Obligation GNMA_14-56 N/A 38379BCZ9 2039-12-16 1.62559 N/A 299414.00 2166.88 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418CYN8 2048-07-01 4.5 N/A 572908.00 45618.18 Agency Mortgage-Backed Securities FNMA_10-150 N/A 31397QAX6 2041-01-25 2.02713 N/A 27857143.00 383558.97 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38379FYH6 2045-10-20 3 N/A 485839.00 537525.86 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_05-39 N/A 38374LNT4 2035-06-20 1.7451 N/A 50000000.00 34865.80 Agency Collateralized Mortgage Obligation FNMA_25-50B N/A 3136BWUM6 2051-11-25 5.5 N/A 4966801.00 4971245.28 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_22-22 N/A 3136BMZX9 2051-10-25 2.5 N/A 5141508.00 761842.91 Agency Collateralized Mortgage Obligation GNMA_24-H17D N/A 38383KS78 2074-09-20 0.89583 N/A 73200000.00 5334804.72 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618NHHW6 2065-04-20 7 N/A 1060075.00 1041449.21 Agency Mortgage-Backed Securities FHLMC_5371F N/A 3137HBDS0 2054-01-25 28.72254 N/A 4125855.00 5008859.85 Agency Collateralized Mortgage Obligation FNMA_16-65A N/A 3136ATST2 2046-09-25 1.63713 N/A 31164258.00 524413.64 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_10-42 N/A 31398PRP6 2040-05-25 1.93713 N/A 42500000.00 11741.19 Agency Collateralized Mortgage Obligation FHLMC_3988 N/A 3137AKWP2 2042-01-15 2.01786 N/A 60000000.00 510864.15 Agency Collateralized Mortgage Obligation FNMA_15-26 N/A 3136ANQT7 2045-05-25 1.98713 N/A 15000000.00 250844.57 Agency Collateralized Mortgage Obligation GNMA_21-76C N/A 38382RNV6 2050-08-20 3 N/A 19186048.00 1485369.61 Agency Collateralized Mortgage Obligation GNMA_20-126A N/A 38382HWQ9 2050-08-20 3 N/A 18485964.00 1557933.66 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NPYJ3 2053-07-01 7 N/A 1000.00 1039.57 Agency Mortgage-Backed Securities FNMA_21-52B N/A 3136BGNQ0 2047-12-25 2.5 N/A 2000000.00 212203.50 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618KNJ46 2065-04-20 6.5 N/A 5279035.00 4908653.25 Agency Mortgage-Backed Securities FHLMC_5528B N/A 3137HKR97 2055-04-25 1.65161 N/A 35155783.00 2266259.83 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617W2RR1 2038-12-20 6.5 N/A 1356713.00 516951.60 Agency Mortgage-Backed Securities FHLMC_5293C N/A 3137H9QF9 2051-04-25 2.5 N/A 3400000.00 452563.23 Agency Collateralized Mortgage Obligation GNMA_22-197M N/A 38383LFF2 2052-11-20 0 N/A 412023.00 227717.91 Agency Collateralized Mortgage Obligation FHLMC_5179B N/A 3137H4YQ7 2052-01-25 2.5 N/A 5000000.00 683651.04 Agency Collateralized Mortgage Obligation GNMA_21-155N N/A 38383AJY1 2051-07-20 1.8451 N/A 7000000.00 662399.57 Agency Collateralized Mortgage Obligation GNMA_19-65K N/A 38381VKS8 2049-05-20 4.5 N/A 1593.00 311.21 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-188 N/A 38383CRU6 2051-10-20 2 N/A 52762.00 25259.74 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ECR9 2052-04-01 3 N/A 2212480.00 1535725.60 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3128MJTY6 2044-01-01 3.5 N/A 2612995.00 211240.03 Agency Mortgage-Backed Securities GNMA_25-146A N/A 38381QTW1 2055-08-20 1.61399 N/A 250000000.00 15100124.50 Agency Collateralized Mortgage Obligation FHLMC_5362A N/A 3137HB5W0 2053-12-25 0 N/A 4642858.00 2443077.02 Agency Collateralized Mortgage Obligation FNMA_25-75B N/A 3136BXHS6 2055-09-25 5.5 N/A 3823860.00 3748624.70 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617W2RQ3 2038-08-20 6 N/A 1619800.00 683285.47 Agency Mortgage-Backed Securities FHLMC_4942G N/A 3137FQW90 2050-01-25 1.53713 N/A 23332918.00 1004654.65 Agency Collateralized Mortgage Obligation FNMA_24-38A N/A 3136BR4R5 2054-06-25 1.60161 N/A 19793856.00 737281.70 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_2322 N/A 3133TUK64 2029-06-15 4.14282 N/A 36910346.00 3000.88 Agency Collateralized Mortgage Obligation FNMA_18-76A N/A 3136B3EZ9 2045-06-25 1.63713 N/A 29492770.00 833047.64 Agency Collateralized Mortgage Obligation GNMA_24-200C N/A 38385BQT0 2054-12-20 1.70497 N/A 36404091.00 2721709.42 Agency Collateralized Mortgage Obligation FNMA_17-74B N/A 3136AX4Y8 2047-10-25 1.73713 N/A 13709000.00 400336.98 Agency Collateralized Mortgage Obligation GNMA_25-95C N/A 38385GTM1 2055-05-20 0.78497 N/A 10890423.00 584501.59 Agency Collateralized Mortgage Obligation GNMA_25-146D N/A 38381Q2Q3 2053-02-20 0.05 N/A 33370779.00 52375.43 Agency Collateralized Mortgage Obligation FHLMC_5149M N/A 3137H2TB0 2051-01-25 2.5 N/A 2421200.00 289017.36 Agency Collateralized Mortgage Obligation GNMA_25-146F N/A 38381QUU3 2051-11-20 2.5 N/A 14191580.00 2199573.47 Agency Collateralized Mortgage Obligation FNMA_14-74A N/A 3136ALWS6 2044-11-25 3 N/A 10000000.00 11675227.65 Agency Collateralized Mortgage Obligation GNMA_24-144J N/A 38384WWD3 2054-01-20 1.40497 N/A 34784256.00 1658689.81 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622ADVJ4 2052-03-20 5 N/A 14276728.00 13834260.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617VSCL4 2049-07-20 5 N/A 5928545.00 2202779.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NMHB6 2053-06-01 6.5 N/A 1000.00 1040.98 Agency Mortgage-Backed Securities FHLMC_5069 N/A 3137F9CW9 2051-02-25 2.5 N/A 4300000.00 434290.14 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XJFF5 2052-09-01 5 N/A 1010.00 791.76 Agency Mortgage-Backed Securities FANNIE MAE FNMA_18-91 N/A 3136B3SL5 2058-12-25 3.5 N/A 21299857.00 6253479.03 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FJU2 2055-04-01 6 N/A 616415.00 601876.45 Agency Mortgage-Backed Securities FHLMC_2484 N/A 31392R3H2 2032-07-15 6.5 N/A 4999999.00 177383.95 Agency Collateralized Mortgage Obligation GNMA_25-34C N/A 38385DVS2 2055-02-20 0.95497 N/A 37681300.00 1904301.61 Agency Collateralized Mortgage Obligation FHLMC_5160G N/A 3137H3WN8 2050-11-25 2.5 N/A 13200000.00 1438533.67 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ACGU1 2055-08-01 6 N/A 1000.00 1026.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WJYW2 2047-02-01 4 N/A 1026.00 315.79 Agency Mortgage-Backed Securities GNMA_23-135D N/A 38384EHN8 2053-09-20 0.2 N/A 50000000.00 64835.21 Agency Collateralized Mortgage Obligation FNMA_20-57 N/A 3136BBEL2 2050-08-25 2.5 N/A 3752416.00 476701.78 Agency Collateralized Mortgage Obligation GNMA_23-H23E N/A 38383KGM8 2073-09-20 0.72494 N/A 37811750.00 2141923.46 Agency Collateralized Mortgage Obligation GNMA_20-11C N/A 38382B5H2 2048-10-20 0.27501 N/A 100044.00 652.00 Agency Collateralized Mortgage Obligation GNMA_25-60A N/A 38385FB83 2055-04-20 1.60497 N/A 66375526.00 4261009.03 Agency Collateralized Mortgage Obligation GNMA_24-H18E N/A 38383KY55 2074-09-20 0.83031 N/A 33500000.00 2138821.85 Agency Collateralized Mortgage Obligation GNMA_23-54K N/A 38383XNQ3 2053-04-20 1.85497 N/A 30299593.00 2389108.76 Agency Collateralized Mortgage Obligation FNMA_12-128 N/A 3136A9RC4 2042-11-25 1.68713 N/A 30000000.00 381947.81 Agency Collateralized Mortgage Obligation FNMA_20-62B N/A 3136BBXG2 2050-09-25 2.5 N/A 900000.00 108320.92 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618KMVT9 2065-04-20 6.5 N/A 59156.00 60821.38 Agency Mortgage-Backed Securities GNMA_23-176A N/A 38384DP84 2053-11-20 6.24503 N/A 1728891.00 710618.37 Agency Collateralized Mortgage Obligation GNMA_21-193E N/A 38383DRG5 2050-02-20 3 N/A 22817763.00 1572204.50 Agency Collateralized Mortgage Obligation GNMA_24-172B N/A 38384XRH8 2054-10-20 5.44503 N/A 762005.00 655208.44 Agency Collateralized Mortgage Obligation GNMA_19-115E N/A 38381YVM3 2049-09-20 1.5951 N/A 62300250.00 2842545.43 Agency Collateralized Mortgage Obligation GNMA_24-172A N/A 38384XRF2 2054-10-20 5.34503 N/A 836727.00 768231.61 Agency Collateralized Mortgage Obligation FNMA_18-53D N/A 3136B2PA4 2048-07-25 1.834799 N/A 4368424.00 41271.41 Agency Collateralized Mortgage Obligation GNMA_24-105E N/A 38384MY68 2054-06-20 1.00497 N/A 133333334.00 4915533.63 Agency Collateralized Mortgage Obligation FHLMC_5355A N/A 3137HATQ9 2053-11-25 0 N/A 10684770.00 6044355.62 Agency Collateralized Mortgage Obligation FNMA_16-40J N/A 3136ASM78 2046-07-25 1.364061 N/A 157677272.00 572719.26 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138XE2D9 2044-02-01 4.5 N/A 1001.00 85.38 Agency Mortgage-Backed Securities FREDDIE MAC FHLMC_5013 N/A 3137FW3E8 2050-09-25 2.5 N/A 1700000.00 208812.10 Agency Collateralized Mortgage Obligation FANNIEMAE-ACES FNA_17-M7 N/A 3136AV7G8 2027-02-25 2.961 N/A 20000.00 15158.42 Agency Collateralized Mortgage Obligation GNMA_19-128 N/A 38382AFS9 2049-10-20 1.5951 N/A 23561122.00 812210.35 Agency Collateralized Mortgage Obligation GNMA_13-188 N/A 38378PKQ0 2043-12-16 1.07559 N/A 88104086.00 899002.21 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5458 N/A 3137HFXQ3 2054-09-25 5.34839 N/A 976568.00 927950.03 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31409YUJ4 2036-06-01 6 N/A 4000000.00 10337.41 Agency Mortgage-Backed Securities GNMA_14-152 N/A 38379GYJ0 2044-10-20 1.1451 N/A 57000000.00 493563.24 Agency Collateralized Mortgage Obligation FNMA_19-59F N/A 3136B6LD3 2049-10-25 1.906855 N/A 63684502.00 733932.06 Agency Collateralized Mortgage Obligation FNMA_21-12D N/A 3136BFKM4 2051-03-25 2.5 N/A 145000.00 16571.69 Agency Collateralized Mortgage Obligation FNMA_24-56C N/A 3136BSSY2 2054-08-25 2.75161 N/A 100217.00 8469.12 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36189MSU3 2046-09-15 4 N/A 305893.00 39594.51 Agency Mortgage-Backed Securities GNMA_25-146E N/A 38381QWF4 2054-05-20 1.60497 N/A 104260319.00 4423686.41 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-14 N/A 38376WKR5 2040-02-16 2.07559 N/A 25000000.00 61852.75 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5274 N/A 3137H9F46 2051-01-25 2.5 N/A 700000.00 100043.45 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618BHJW7 2053-09-15 7 N/A 31929.00 33158.08 Agency Mortgage-Backed Securities FANNIE MAE FNMA_07-91 N/A 31396XZJ6 2037-10-25 5.06287 N/A 1522.00 55.40 Agency Collateralized Mortgage Obligation FHLMC_3990 N/A 3137AL6H7 2027-01-15 2.19282 N/A 103668.00 19.23 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5010 N/A 3137FVQG0 2050-09-25 2.5 N/A 6251802.00 747434.63 Agency Collateralized Mortgage Obligation FHLMC_5518C N/A 3137HK4E1 2055-03-25 0.83161 N/A 18679000.00 755790.19 Agency Collateralized Mortgage Obligation FNMA_24-M5B N/A 3136BTHY2 2033-10-25 4.717 N/A 132085.00 133116.45 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36225EW57 2040-01-20 5.75 N/A 1000000.00 30977.57 Agency Mortgage-Backed Securities GNMA_16-61 N/A 38379WE24 2046-05-20 1.5951 N/A 7000000.00 222039.27 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622A3C73 2042-09-20 6.516 N/A 150899.00 25392.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WBU1 2051-02-20 4.5 N/A 56287.00 34252.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617W2RP5 2039-12-20 5.5 N/A 209671.00 110491.50 Agency Mortgage-Backed Securities FNMA_12-14 N/A 3136A4WV7 2042-03-25 2.03713 N/A 40416825.00 362753.93 Agency Collateralized Mortgage Obligation GNMA_22-101E N/A 38383F6E8 2052-06-20 1.70497 N/A 80000000.00 5372611.86 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EB90 2052-03-01 2.5 N/A 2525000.00 1676031.21 Agency Mortgage-Backed Securities GNMA_23-70A N/A 38384ADT7 2053-05-20 5.34503 N/A 512025.00 397848.85 Agency Collateralized Mortgage Obligation FNMA_15-2 N/A 3136AMQB8 2045-02-25 1.63713 N/A 56835041.00 787827.03 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617V15G2 2041-09-20 4.5 N/A 1066.00 501.17 Agency Mortgage-Backed Securities GNMA_24-61G N/A 38384MFB8 2054-04-20 5.75 N/A 362231.00 370084.98 Agency Collateralized Mortgage Obligation FNMA_19-M23 N/A 3136B6XU2 2031-10-25 2.72 N/A 625000.00 529764.39 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NTBH4 2053-12-01 7 N/A 1001.00 1047.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WDM7 2051-04-20 4.5 N/A 658884.00 133217.72 Agency Mortgage-Backed Securities GNMA_24-128B N/A 38384UMS5 2054-08-20 2.32497 N/A 100000.00 6437.76 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5018 N/A 3137FXC89 2050-10-25 2 N/A 1300000.00 131995.74 Agency Collateralized Mortgage Obligation GNMA_19-97D N/A 38381YHY3 2049-08-20 1.5951 N/A 33952064.00 1152048.79 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618GBN67 2065-04-20 6.5 N/A 199635.00 205263.84 Agency Mortgage-Backed Securities FANNIE MAE FNMA_20-56 N/A 3136BBMQ2 2050-08-25 2.5 N/A 800001.00 91412.03 Agency Collateralized Mortgage Obligation FHLMC_5196D N/A 3137H5XH5 2052-02-25 0 N/A 221639.00 15.01 Agency Collateralized Mortgage Obligation GNMA_09-13E N/A 38374TMZ4 2039-03-16 1.52559 N/A 50000000.00 172668.93 Agency Collateralized Mortgage Obligation FHLMC_5444A N/A 3137HFDC6 2054-08-25 2.75161 N/A 51607234.00 3088244.44 Agency Collateralized Mortgage Obligation FNMA_24-94B N/A 3136BTK69 2054-08-25 0 N/A 23861240.00 15292544.15 Agency Collateralized Mortgage Obligation FHLMC_4656E N/A 3137BVBM7 2047-02-15 4 N/A 115000.00 147518.87 Agency Collateralized Mortgage Obligation FNMA_07-22E N/A 31396PW31 2037-03-25 2.28713 N/A 94696183.00 320063.57 Agency Collateralized Mortgage Obligation FHLMC_5507B N/A 3137HJPX9 2055-02-25 0.65161 N/A 15063600.00 353283.32 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617KGY20 2049-07-15 4 N/A 997898.00 126252.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VL65 2050-05-20 4.5 N/A 708868.00 78126.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618L4KX1 2055-05-20 6.5 N/A 455286.00 473322.77 Agency Mortgage-Backed Securities FHLMC_5312B N/A 3137HA3V6 2053-05-25 1.75161 N/A 27289562.00 2021438.87 Agency Collateralized Mortgage Obligation FANNIEMAE-ACES FNMA_15-M17 N/A 3136AQC99 2025-11-25 3.104 N/A 320000.00 53891.64 Agency Collateralized Mortgage Obligation GNMA_21-146F N/A 38382WZL4 2051-08-20 2.5 N/A 9058640.00 864162.67 Agency Collateralized Mortgage Obligation GNMA_24-H08D N/A 38383KYT3 2074-05-20 0.82731 N/A 29282262.00 1962531.39 Agency Collateralized Mortgage Obligation FNMA_02-8 N/A 31392BYZ3 2032-03-25 3.63551 N/A 55000000.00 2693.96 Agency Collateralized Mortgage Obligation FNMA_19-59C N/A 3136B6KT9 2049-10-25 1.60713 N/A 6405661.00 326829.23 Agency Collateralized Mortgage Obligation FHLMC_5178G N/A 3137H53Z8 2051-11-25 4 N/A 41029039.00 5164007.44 Agency Collateralized Mortgage Obligation FNMA_20-77A N/A 3136BCVL1 2050-11-25 2.5 N/A 100000.00 9466.10 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EPN4 2053-02-01 6.5 N/A 1511.00 894.98 Agency Mortgage-Backed Securities GNMA_12-96 N/A 38378HBF2 2042-08-20 1.6451 N/A 50739057.00 960949.30 Agency Collateralized Mortgage Obligation FHLMC_5069E N/A 3137F9C66 2051-02-25 3 N/A 6659441.00 639631.09 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179UD90 2048-10-20 4 N/A 1000.00 92.59 Agency Mortgage-Backed Securities GNMA_23-H16D N/A 38383KAV4 2073-06-20 0.38905 N/A 17900000.00 686767.80 Agency Collateralized Mortgage Obligation GNMA_25-82C N/A 38385F4E8 2065-05-20 1.45497 N/A 50623112.00 1311395.07 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3684 N/A 3137A06D2 2036-11-15 4.7784 N/A 12045500.00 436206.64 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X5JF1 2048-07-01 4.5 N/A 2879198.00 546053.14 Agency Mortgage-Backed Securities FNMA_15-34A N/A 3136AN4B0 2045-06-25 0 N/A 105937.00 6.49 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31401JNR5 2033-06-01 5.5 N/A 2401830.00 3990.22 Agency Mortgage-Backed Securities GNMA_23-164J N/A 38384D7N1 2053-11-20 2.75497 N/A 14694517.00 1217106.76 Agency Collateralized Mortgage 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GNMA_24-5B N/A 38384HSF6 2054-01-20 5.5 N/A 5210091.00 5255000.83 Agency Collateralized Mortgage Obligation FNMA_11-110 N/A 3136A2CR2 2041-04-25 2.18713 N/A 50000115.00 21717.09 Agency Collateralized Mortgage Obligation FHLMC_5149R N/A 3137H2SY1 2051-10-25 3 N/A 6967517.00 614921.31 Agency Collateralized Mortgage Obligation FHLMC_5038G N/A 3137FXN46 2050-10-25 2.5 N/A 29965000.00 3182566.44 Agency Collateralized Mortgage Obligation GNMA_21-135D N/A 38382XAJ4 2051-08-20 1.8451 N/A 12133088.00 1209733.36 Agency Collateralized Mortgage Obligation FNMA_12-2 N/A 3136A3XL0 2042-02-25 2.03713 N/A 15333333.00 194755.25 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38378ARN3 2040-08-20 5 N/A 101797.00 16.95 Agency Collateralized Mortgage Obligation GNMA_23-116G N/A 38384EEH4 2053-08-20 5.54503 N/A 237079.00 122106.70 Agency Collateralized Mortgage Obligation FNMA_21-34J N/A 3136BHWC9 2051-03-25 2.5 N/A 260000.00 26775.10 Agency Collateralized Mortgage Obligation 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Treasuries (including strips) 1 3/4 NOTE T 26 N/A 912828YX2 2026-12-31 1.75 N/A 368100.00 359599.19 U.S. Treasuries (including strips) 1 1/8 BOND 40 N/A 912810SQ2 2040-08-15 1.125 N/A 2460000.00 1511879.07 U.S. Treasuries (including strips) 4 1/8 NOTE W 29 N/A 91282CKG5 2029-03-31 4.125 N/A 3452800.00 3569544.15 U.S. Treasuries (including strips) 2 1/2 NOTE W 27 N/A 91282CEF4 2027-03-31 2.5 N/A 54754500.00 54309247.79 U.S. Treasuries (including strips) 1 3/8 NOTE F 31 N/A 91282CDJ7 2031-11-15 1.375 N/A 200.00 173.50 U.S. Treasuries (including strips) 2 3/8 BOND 51 N/A 912810SX7 2051-05-15 2.375 N/A 16295300.00 10230010.63 U.S. Treasuries (including strips) BILL 10/14/25 N/A 912797RC3 2025-10-14 0 N/A 355000.00 353272.22 U.S. Treasuries (including strips) 6 BOND 26 N/A 912810EW4 2026-02-15 6 N/A 692100.00 699770.27 U.S. Treasuries (including strips) 1 1/4 NOTE Q 28 N/A 91282CCY5 2028-09-30 1.25 N/A 700.00 655.92 U.S. Treasuries (including strips) 1 1/8 NOTE H 28 N/A 91282CBP5 2028-02-29 1.125 N/A 200.00 189.42 U.S. Treasuries (including strips) 1 1/4 NOTE E 31 N/A 91282CCS8 2031-08-15 1.25 N/A 200.00 172.83 U.S. Treasuries (including strips) BILL 11/18/25 N/A 912797RP4 2025-11-18 0 N/A 609200.00 603960.27 U.S. Treasuries (including strips) 2 1/4 BOND 49 N/A 912810SJ8 2049-08-15 2.25 N/A 100.00 61.74 U.S. Treasuries (including strips) 4 5/8 NOTE AS 26 N/A 91282CHY0 2026-09-15 4.625 N/A 450000.00 462955.70 U.S. Treasuries (including strips) 5 1/2 BOND 28 N/A 912810FE3 2028-08-15 5.5 N/A 6198700.00 6546672.65 U.S. Treasuries (including strips) 4 5/8 NOTE AD 28 N/A 91282CJA0 2028-09-30 4.625 N/A 2241300.00 2350315.23 U.S. Treasuries (including strips) 6 1/8 BOND 27 N/A 912810FB9 2027-11-15 6.125 N/A 836200.00 895692.00 U.S. Treasuries (including strips) 2 BOND 50 N/A 912810SL3 2050-02-15 2 N/A 14624000.00 8443895.70 U.S. Treasuries (including strips) 2 BOND 41 N/A 912810TC2 2041-11-15 2 N/A 3041000.00 2098368.67 U.S. Treasuries (including strips) 3 1/2 NOTE AS 25 N/A 91282CFK2 2025-09-15 3.5 N/A 9200.00 9343.26 U.S. Treasuries (including strips) 3 5/8 NOTE W 28 N/A 91282CGT2 2028-03-31 3.625 N/A 4478400.00 4548673.27 U.S. Treasuries (including strips) 3 BOND 49 N/A 912810SF6 2049-02-15 3 N/A 100.00 72.69 U.S. Treasuries (including strips) 4 3/8 NOTE G 32 N/A 91282CMK4 2032-01-31 4.375 N/A 13672200.00 14096444.13 U.S. Treasuries (including strips) 0 5/8 NOTE T 27 N/A 91282CBB6 2027-12-31 0.625 N/A 50000000.00 46742301.10 U.S. Treasuries (including strips) 4 NOTE Z 30 N/A 91282CNG2 2030-05-31 4 N/A 65697000.00 67229452.56 U.S. Treasuries (including strips) 4 3/8 BOND 38 N/A 912810PW2 2038-02-15 4.375 N/A 407300.00 406285.99 U.S. Treasuries (including strips) 1 1/8 NOTE B 31 N/A 91282CBL4 2031-02-15 1.125 N/A 183500.00 160254.22 U.S. Treasuries (including strips) 4 3/8 BOND 43 N/A 912810TU2 2043-08-15 4.375 N/A 400.00 378.38 U.S. Treasuries (including strips) 4 1/8 NOTE AP 26 N/A 91282CHH7 2026-06-15 4.125 N/A 185500.00 187311.01 U.S. Treasuries (including strips) 3 BOND 48 N/A 912810SA7 2048-02-15 3 N/A 13110300.00 9622413.55 U.S. Treasuries (including strips) 4 3/8 NOTE BE 26 N/A 91282CLB5 2026-07-31 4.375 N/A 70000.00 70533.73 U.S. Treasuries (including strips) 2 3/4 NOTE AB 27 N/A 91282CFB2 2027-07-31 2.75 N/A 100.00 98.55 U.S. Treasuries (including strips) 6 1/2 BOND 26 N/A 912810EY0 2026-11-15 6.5 N/A 168200.00 177337.44 U.S. Treasuries (including strips) 4 1/2 BOND 38 N/A 912810PX0 2038-05-15 4.5 N/A 474000.00 484391.96 U.S. Treasuries (including strips) 3 5/8 BOND 43 N/A 912810RC4 2043-08-15 3.625 N/A 5124900.00 4370725.23 U.S. Treasuries (including strips) 2 3/4 NOTE L 29 N/A 91282CES6 2029-05-31 2.75 N/A 28138100.00 27466367.44 U.S. Treasuries (including strips) 4 NOTE AV 27 N/A 91282CMB4 2027-12-15 4 N/A 1695900.00 1724622.99 U.S. Treasuries (including strips) 1 1/8 NOTE H 27 N/A 912828ZB9 2027-02-28 1.125 N/A 125000.00 121025.23 U.S. Treasuries (including strips) 4 1/8 NOTE P 30 N/A 91282CHW4 2030-08-31 4.125 N/A 127100.00 132021.92 U.S. Treasuries (including strips) BILL 11/06/25 N/A 912797QP5 2025-11-06 0 N/A 730100.00 724708.21 U.S. Treasuries (including strips) 4 1/4 NOTE H 31 N/A 91282CKC4 2031-02-28 4.25 N/A 10000.00 10447.75 U.S. Treasuries (including strips) 4 1/8 NOTE AW 27 N/A 91282CMH1 2027-01-31 4.125 N/A 380000.00 383145.14 U.S. Treasuries (including strips) 2 7/8 NOTE E 28 N/A 9128284V9 2028-08-15 2.875 N/A 200.00 196.18 U.S. Treasuries (including strips) 0 1/2 NOTE L 27 N/A 912828ZS2 2027-05-31 0.5 N/A 4000.00 3792.84 U.S. Treasuries (including strips) 4 1/8 NOTE J 31 N/A 91282CKF7 2031-03-31 4.125 N/A 3625800.00 3749894.61 U.S. Treasuries (including strips) 3 1/2 NOTE G 30 N/A 91282CGJ4 2030-01-31 3.5 N/A 100.00 99.56 U.S. Treasuries (including strips) 3 5/8 NOTE Q 31 N/A 91282CLM1 2031-09-30 3.625 N/A 521200.00 522926.01 U.S. Treasuries (including strips) 4 3/8 BOND 39 N/A 912810QD3 2039-11-15 4.375 N/A 2654900.00 2623218.82 U.S. Treasuries (including strips) 5 3/8 BOND 31 N/A 912810FP8 2031-02-15 5.375 N/A 6957800.00 7515710.06 U.S. Treasuries (including strips) 6 5/8 BOND 27 N/A 912810EZ7 2027-02-15 6.625 N/A 300500.00 314515.13 U.S. Treasuries (including strips) 3 7/8 NOTE S 29 N/A 91282CFY2 2029-11-30 3.875 N/A 2477000.00 2520636.54 U.S. Treasuries (including strips) 3 1/2 NOTE K 30 N/A 91282CGZ8 2030-04-30 3.5 N/A 71700.00 71936.41 U.S. Treasuries (including strips) 3 3/4 NOTE BA 27 N/A 91282CMY4 2027-04-30 3.75 N/A 3947700.00 4000465.60 U.S. Treasuries (including strips) 3 BOND 45 N/A 912810RP5 2045-11-15 3 N/A 9587900.00 7299060.25 U.S. Treasuries (including strips) 3 3/8 BOND 44 N/A 912810RG5 2044-05-15 3.375 N/A 19519700.00 16067337.86 U.S. Treasuries (including strips) 4 1/4 NOTE AT 25 N/A 91282CFP1 2025-10-15 4.25 N/A 1065700.00 1082674.84 U.S. Treasuries (including strips) 4 1/4 BOND 39 N/A 912810QB7 2039-05-15 4.25 N/A 54796700.00 53806186.52 U.S. Treasuries (including strips) 4 1/2 NOTE AN 27 N/A 91282CKR1 2027-05-15 4.5 N/A 2089600.00 2144286.83 U.S. Treasuries (including strips) 1 7/8 NOTE V 27 N/A 91282CEC1 2027-02-28 1.875 N/A 600.00 589.50 U.S. Treasuries (including strips) 1 3/4 NOTE G 29 N/A 91282CDW8 2029-01-31 1.75 N/A 1304800.00 1229081.25 U.S. Treasuries (including strips) 0 3/8 NOTE N 27 N/A 91282CAD3 2027-07-31 0.375 N/A 555000.00 521958.92 U.S. Treasuries (including strips) 3 7/8 NOTE AJ 26 N/A 91282CGE5 2026-01-15 3.875 N/A 64500.00 64748.61 U.S. Treasuries (including strips) 3 5/8 BOND 44 N/A 912810RE0 2044-02-15 3.625 N/A 99045300.00 84002703.54 U.S. Treasuries (including strips) 1 7/8 NOTE N 26 N/A 912828Y95 2026-07-31 1.875 N/A 51000.00 50155.01 U.S. Treasuries (including strips) 2 BOND 51 N/A 912810SZ2 2051-08-15 2 N/A 39601700.00 22368104.26 U.S. Treasuries (including strips) 4 1/4 NOTE BM 26 N/A 91282CME8 2026-12-31 4.25 N/A 400000.00 405180.14 U.S. Treasuries (including strips) 4 5/8 NOTE AU 26 N/A 91282CJK8 2026-11-15 4.625 N/A 27890000.00 28522768.63 U.S. Treasuries (including strips) 3 1/2 BOND 39 N/A 912810QA9 2039-02-15 3.5 N/A 3712400.00 3346151.40 U.S. Treasuries (including strips) 4 1/8 NOTE AB 28 N/A 91282CHQ7 2028-07-31 4.125 N/A 18192500.00 18514082.98 U.S. Treasuries (including strips) 4 5/8 NOTE AT 26 N/A 91282CJC6 2026-10-15 4.625 N/A 117000.00 120020.92 U.S. Treasuries (including strips) 2 5/8 NOTE N 29 N/A 91282CFC0 2029-07-31 2.625 N/A 3570300.00 3446434.20 U.S. Treasuries (including strips) 6 1/4 BOND 30 N/A 912810FM5 2030-05-15 6.25 N/A 21700.00 24453.51 U.S. Treasuries (including strips) 0 3/4 NOTE Z 26 N/A 91282CCF6 2026-05-31 0.75 N/A 6300.00 6163.47 U.S. Treasuries (including strips) 4 7/8 NOTE BA 26 N/A 91282CKK6 2026-04-30 4.875 N/A 226000.00 230894.30 U.S. Treasuries (including strips) 1 7/8 NOTE M 26 N/A 9128287B0 2026-06-30 1.875 N/A 160400.00 158186.97 U.S. Treasuries (including strips) 0 1/2 NOTE R 27 N/A 91282CAU5 2027-10-31 0.5 N/A 7071000.00 6627676.74 U.S. Treasuries (including strips) 2 3/8 BOND 42 N/A 912810TF5 2042-02-15 2.375 N/A 5804000.00 4198425.16 U.S. Treasuries (including strips) 3 BOND 45 N/A 912810RM2 2045-05-15 3 N/A 30578300.00 23409685.54 U.S. Treasuries (including strips) 2 5/8 NOTE G 26 N/A 9128286A3 2026-01-31 2.625 N/A 100.00 99.58 U.S. Treasuries (including strips) 5 BOND 37 N/A 912810PU6 2037-05-15 5 N/A 3776400.00 4060344.40 U.S. Treasuries (including strips) 0 5/8 NOTE E 30 N/A 91282CAE1 2030-08-15 0.625 N/A 4606200.00 3968005.33 U.S. Treasuries (including strips) 3 7/8 NOTE E 33 N/A 91282CHT1 2033-08-15 3.875 N/A 5506100.00 5453974.77 U.S. Treasuries (including strips) 4 3/8 NOTE AH 29 N/A 91282CMD0 2029-12-31 4.375 N/A 60887700.00 63028399.01 U.S. Treasuries (including strips) 1 1/4 NOTE L 28 N/A 91282CCE9 2028-05-31 1.25 N/A 7104500.00 6693389.37 U.S. Treasuries (including strips) 4 5/8 BOND 44 N/A 912810UF3 2044-11-15 4.625 N/A 726700.00 713929.71 U.S. Treasuries (including strips) 4 1/4 NOTE BM 25 N/A 91282CJS1 2025-12-31 4.25 N/A 28700.00 28907.71 U.S. Treasuries (including strips) 4 1/2 NOTE AQ 26 N/A 91282CHM6 2026-07-15 4.5 N/A 14798500.00 14952045.05 U.S. Treasuries (including strips) 3 7/8 NOTE Y 30 N/A 91282CMZ1 2030-04-30 3.875 N/A 100.00 102.09 U.S. Treasuries (including strips) 4 1/4 NOTE C 35 N/A 91282CNC1 2035-05-15 4.25 N/A 3200.00 3248.17 U.S. Treasuries (including strips) 4 5/8 NOTE AY 26 N/A 91282CKB6 2026-02-28 4.625 N/A 728600.00 747189.97 U.S. Treasuries (including strips) 3 5/8 NOTE AN 26 N/A 91282CHB0 2026-05-15 3.625 N/A 3000.00 3024.70 U.S. Treasuries (including strips) 4 5/8 NOTE B 35 N/A 91282CMM0 2035-02-15 4.625 N/A 6768500.00 7007966.22 U.S. Treasuries (including strips) 3 3/4 BOND 41 N/A 912810QS0 2041-08-15 3.75 N/A 117500.00 104703.74 U.S. Treasuries (including strips) 4 3/4 BOND 37 N/A 912810PT9 2037-02-15 4.75 N/A 142800.00 148637.82 U.S. Treasuries (including strips) 3 1/8 BOND 48 N/A 912810SC3 2048-05-15 3.125 N/A 600600.00 454773.94 U.S. Treasuries (including strips) 3 3/4 NOTE L 30 N/A 91282CHF1 2030-05-31 3.75 N/A 9317700.00 9425313.02 U.S. Treasuries (including strips) 4 5/8 BOND 40 N/A 912810QE1 2040-02-15 4.625 N/A 3083700.00 3090075.58 U.S. Treasuries (including strips) 4 1/2 NOTE F 33 N/A 91282CJJ1 2033-11-15 4.5 N/A 65017700.00 67868138.19 U.S. Treasuries (including strips) 4 3/4 BOND 55 N/A 912810UM8 2055-08-15 4.75 N/A 70360700.00 68569602.59 U.S. Treasuries (including strips) 0 7/8 NOTE AA 26 N/A 91282CCJ8 2026-06-30 0.875 N/A 147500.00 144070.42 U.S. Treasuries (including strips) BILL 10/16/25 N/A 912797QF7 2025-10-16 0 N/A 60400.00 60092.93 U.S. Treasuries (including strips) 4 5/8 NOTE AP 27 N/A 91282CKV2 2027-06-15 4.625 N/A 4973200.00 5101336.78 U.S. Treasuries (including strips) 3 1/8 NOTE F 28 N/A 9128285M8 2028-11-15 3.125 N/A 75100.00 74685.02 U.S. Treasuries (including strips) 2 1/4 NOTE E 27 N/A 9128282R0 2027-08-15 2.25 N/A 971300.00 946751.34 U.S. Treasuries (including strips) 1 3/8 BOND 50 N/A 912810SP4 2050-08-15 1.375 N/A 23365800.00 11290123.19 U.S. Treasuries (including strips) 4 NOTE AJ 27 N/A 91282CJT9 2027-01-15 4 N/A 7084600.00 7140506.73 U.S. Treasuries (including strips) 3 7/8 NOTE T 29 N/A 91282CGB1 2029-12-31 3.875 N/A 4066000.00 4124981.13 U.S. Treasuries (including strips) BILL 12/23/25 N/A 912797RY5 2025-12-23 0 N/A 24364000.00 24059328.18 U.S. Treasuries (including strips) 3 1/8 BOND 41 N/A 912810QT8 2041-11-15 3.125 N/A 64009200.00 52643749.43 U.S. Treasuries (including strips) 1 1/2 NOTE E 26 N/A 9128282A7 2026-08-15 1.5 N/A 3914500.00 3829154.71 U.S. Treasuries (including strips) 1 5/8 NOTE E 29 N/A 912828YB0 2029-08-15 1.625 N/A 400.00 371.52 U.S. Treasuries (including strips) 3 1/2 NOTE BH 26 N/A 91282CLP4 2026-09-30 3.5 N/A 814500.00 823233.79 U.S. Treasuries (including strips) 3 3/8 BOND 42 N/A 912810TK4 2042-08-15 3.375 N/A 27324000.00 22791931.16 U.S. Treasuries (including strips) 1 1/8 NOTE AF 26 N/A 91282CDG3 2026-10-31 1.125 N/A 174000.00 169315.75 U.S. Treasuries (including strips) 1 7/8 NOTE H 29 N/A 91282CEB3 2029-02-28 1.875 N/A 5762400.00 5488761.48 U.S. Treasuries (including strips) 3 1/8 BOND 44 N/A 912810RH3 2044-08-15 3.125 N/A 6888700.00 5381623.69 U.S. Treasuries (including strips) 2 NOTE F 26 N/A 912828U24 2026-11-15 2 N/A 57141800.00 56262894.55 U.S. Treasuries (including strips) 4 1/4 BOND 54 N/A 912810UC0 2054-08-15 4.25 N/A 138200.00 123799.54 U.S. Treasuries (including strips) 3 BOND 47 N/A 912810RV2 2047-02-15 3 N/A 5229600.00 3883591.45 U.S. Treasuries (including strips) 0 5/8 NOTE J 27 N/A 912828ZE3 2027-03-31 0.625 N/A 100.00 95.59 U.S. Treasuries (including strips) 3 BOND 47 N/A 912810RX8 2047-05-15 3 N/A 3172500.00 2372580.47 U.S. Treasuries (including strips) 2 1/4 NOTE F 25 N/A 912828M56 2025-11-15 2.25 N/A 4500.00 4511.23 U.S. Treasuries (including strips) 2 1/2 BOND 46 N/A 912810RQ3 2046-02-15 2.5 N/A 2440000.00 1672617.77 U.S. Treasuries (including strips) 0 5/8 NOTE C 30 N/A 912828ZQ6 2030-05-15 0.625 N/A 200.00 174.09 U.S. Treasuries (including strips) 1 5/8 BOND 50 N/A 912810SS8 2050-11-15 1.625 N/A 2500700.00 1300583.33 U.S. Treasuries (including strips) 3 BOND 48 N/A 912810SD1 2048-08-15 3 N/A 5411800.00 3951313.77 U.S. Treasuries (including strips) 1 3/8 NOTE P 26 N/A 912828YD6 2026-08-31 1.375 N/A 1733700.00 1703097.20 U.S. Treasuries (including strips) 4 5/8 NOTE AL 26 N/A 91282CGR6 2026-03-15 4.625 N/A 21000.00 21513.82 U.S. Treasuries (including strips) 0 5/8 NOTE AB 26 N/A 91282CCP4 2026-07-31 0.625 N/A 100.00 97.14 U.S. Treasuries (including strips) 2 7/8 BOND 43 N/A 912810RB6 2043-05-15 2.875 N/A 9665100.00 7456810.70 U.S. Treasuries (including strips) 3 7/8 NOTE AA 30 N/A 91282CNK3 2030-06-30 3.875 N/A 123300.00 125042.47 U.S. Treasuries (including strips) 4 1/4 NOTE AL 27 N/A 91282CKE0 2027-03-15 4.25 N/A 4365600.00 4484024.26 U.S. Treasuries (including strips) 4 7/8 NOTE BL 25 N/A 91282CJL6 2025-11-30 4.875 N/A 1200.00 1216.21 U.S. Treasuries (including strips) 2 1/2 BOND 46 N/A 912810RS9 2046-05-15 2.5 N/A 61637800.00 42511164.56 U.S. Treasuries (including strips) 4 5/8 BOND 54 N/A 912810UA4 2054-05-15 4.625 N/A 100.00 96.56 U.S. Treasuries (including strips) 2 5/8 NOTE B 29 N/A 9128286B1 2029-02-15 2.625 N/A 25100.00 24324.55 U.S. Treasuries (including strips) 4 NOTE N 32 N/A 91282CNR8 2032-07-31 4 N/A 2900.00 2921.11 U.S. Treasuries (including strips) 4 1/4 NOTE E 35 N/A 91282CNT4 2035-08-15 4.25 N/A 100.00 100.30 U.S. Treasuries (including strips) 0 1/2 NOTE P 27 N/A 91282CAH4 2027-08-31 0.5 N/A 7864200.00 7413752.98 U.S. Treasuries (including strips) 3 7/8 BOND 43 N/A 912810TQ1 2043-02-15 3.875 N/A 25315800.00 22500713.04 U.S. Treasuries (including strips) 5 NOTE BH 25 N/A 91282CJB8 2025-09-30 5 N/A 1500.00 1531.71 U.S. Treasuries (including strips) 3 7/8 NOTE E 34 N/A 91282CLF6 2034-08-15 3.875 N/A 95449600.00 93668528.12 U.S. Treasuries (including strips) 4 1/8 NOTE AK 27 N/A 91282CKA8 2027-02-15 4.125 N/A 1182300.00 1190323.43 U.S. Treasuries (including strips) 1 1/4 NOTE K 28 N/A 91282CBZ3 2028-04-30 1.25 N/A 5596900.00 5289809.59 U.S. Treasuries (including strips) 1 1/4 BOND 50 N/A 912810SN9 2050-05-15 1.25 N/A 233100.00 110516.57 U.S. Treasuries (including strips) 4 NOTE H 30 N/A 91282CGQ8 2030-02-28 4 N/A 16405700.00 16954447.84 U.S. Treasuries (including strips) 2 1/4 NOTE F 27 N/A 9128283F5 2027-11-15 2.25 N/A 100.00 97.76 U.S. Treasuries (including strips) 2 7/8 BOND 45 N/A 912810RN0 2045-08-15 2.875 N/A 8751000.00 6471091.03 U.S. Treasuries (including strips) 4 NOTE W 30 N/A 91282CMU2 2030-03-31 4 N/A 299000.00 307920.58 U.S. Treasuries (including strips) 4 3/8 BOND 40 N/A 912810QH4 2040-05-15 4.375 N/A 100.00 98.44 U.S. Treasuries (including strips) 1 1/8 BOND 40 N/A 912810SR0 2040-05-15 1.125 N/A 5059900.00 3160871.41 U.S. Treasuries (including strips) Y Moody's P-1 Fitch NR Standard & Poor's A-1+ 2025-09-02 2025-09-02 2025-09-02 N N N 0.0435 1500000000.00 1500000000.00 0.0081 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.87500000 9128287B0 254900HROIFWPRGM1V77 US9128287B09 U.S. Treasury Debt Y Fitch AA+ Standard & Poor's AA+ Moody's Aa1 2026-06-30 2026-06-30 2026-06-30 N N N 0.0391 180152869.21 180152869.21 0.0010 N Y Y N Goldman Sachs & Co. LLC Goldman Sachs & Co. LLC 4.34000000 N/A FOR8UP27PHTHYVLBNG30 BYDQMLJK9 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618LFEW5 2055-08-20 5.5 N/A 648058.00 657159.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618L0NN8 2055-06-20 6.5 N/A 1059270.00 1102661.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36176KRB5 2041-05-15 4.29 N/A 70000.00 11619.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179MQQ6 2042-10-20 4 N/A 115000.00 9511.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618KGE79 2055-03-20 6.5 N/A 647025.00 674021.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618KDWV3 2055-03-20 6.5 N/A 832937.00 864707.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5EU9 2055-01-20 5 N/A 14884303.00 14517464.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179T7B5 2048-08-20 5 N/A 300000.00 12854.45 Agency Mortgage-Backed Securities Y Fitch F1 Standard & Poor's A-1 Moody's NR 2025-09-02 2025-09-02 2025-09-02 N N N 0.0434 17500000.00 17500000.00 0.0001 N Y Y N Fixed Income Clearing Corporation - SSB Fixed Income Clearing Corporation - SSB 4.33000000 N/A 549300H47WTHXPU08X20 BYDQMLJE3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y 1 7/8 NOTE V 27 N/A 91282CEC1 2027-02-28 1.875 N/A 857000.00 842002.58 U.S. Treasuries (including strips) 4 1/2 NOTE AN 27 N/A 91282CKR1 2027-05-15 4.5 N/A 603400.00 619191.56 U.S. Treasuries (including strips) 4 3/8 NOTE AH 29 N/A 91282CMD0 2029-12-31 4.375 N/A 15360000.00 15900029.21 U.S. Treasuries (including strips) 0 5/8 NOTE C 30 N/A 912828ZQ6 2030-05-15 0.625 N/A 9126300.00 7944072.45 U.S. Treasuries (including strips) 6 1/4 BOND 30 N/A 912810FM5 2030-05-15 6.25 N/A 32100.00 36173.16 U.S. Treasuries (including strips) 4 1/4 NOTE AJ 28 N/A 91282CMF5 2028-01-15 4.25 N/A 26412000.00 26930282.97 U.S. Treasuries (including strips) 4 7/8 NOTE R 30 N/A 91282CJG7 2030-10-31 4.875 N/A 6000.00 6414.19 U.S. Treasuries (including strips) 4 1/4 NOTE C 35 N/A 91282CNC1 2035-05-15 4.25 N/A 6300000.00 6394826.64 U.S. Treasuries (including strips) 4 BOND 52 N/A 912810TL2 2052-11-15 4 N/A 3028800.00 2632932.02 U.S. Treasuries (including strips) 4 1/4 BOND 39 N/A 912810QB7 2039-05-15 4.25 N/A 80000.00 78553.91 U.S. Treasuries (including strips) 4 1/8 NOTE S 31 N/A 91282CLZ2 2031-11-30 4.125 N/A 3009200.00 3083035.06 U.S. Treasuries (including strips) 4 1/8 NOTE AG 29 N/A 91282CMA6 2029-11-30 4.125 N/A 60217700.00 61913156.02 U.S. Treasuries (including strips) 3 BOND 52 N/A 912810TJ7 2052-08-15 3 N/A 6218800.00 4402122.50 U.S. Treasuries (including strips) 4 1/4 BOND 54 N/A 912810TX6 2054-02-15 4.25 N/A 1300000.00 1164585.30 U.S. Treasuries (including strips) 1 3/4 BOND 41 N/A 912810TA6 2041-08-15 1.75 N/A 100.00 66.16 U.S. Treasuries (including strips) 3 7/8 NOTE AA 30 N/A 91282CNK3 2030-06-30 3.875 N/A 6202900.00 6290558.98 U.S. Treasuries (including strips) 2 3/8 NOTE J 29 N/A 91282CEE7 2029-03-31 2.375 N/A 516800.00 500319.50 U.S. Treasuries (including strips) 3 3/4 NOTE BG 26 N/A 91282CLH2 2026-08-31 3.75 N/A 311054400.00 316433213.65 U.S. Treasuries (including strips) 3 3/4 NOTE M 30 N/A 91282CHJ3 2030-06-30 3.75 N/A 100.00 100.83 U.S. Treasuries (including strips) 4 1/8 NOTE L 32 N/A 91282CNF4 2032-05-31 4.125 N/A 14099400.00 14414288.15 U.S. Treasuries (including strips) 3 1/8 NOTE P 29 N/A 91282CFJ5 2029-08-31 3.125 N/A 1709000.00 1702835.92 U.S. Treasuries (including strips) 1 5/8 NOTE Q 26 N/A 912828YG9 2026-09-30 1.625 N/A 314700.00 309471.65 U.S. Treasuries (including strips) 2 3/4 BOND 42 N/A 912810QX9 2042-08-15 2.75 N/A 100.00 75.91 U.S. Treasuries (including strips) 4 NOTE K 32 N/A 91282CNA5 2032-04-30 4 N/A 145035500.00 147729124.54 U.S. Treasuries (including strips) 4 3/8 BOND 43 N/A 912810TU2 2043-08-15 4.375 N/A 13730000.00 12988063.78 U.S. Treasuries (including strips) 4 NOTE AV 27 N/A 91282CMB4 2027-12-15 4 N/A 3480100.00 3539041.48 U.S. Treasuries (including strips) 4 3/8 NOTE BE 26 N/A 91282CLB5 2026-07-31 4.375 N/A 4086900.00 4118061.35 U.S. Treasuries (including strips) 3 1/2 NOTE G 30 N/A 91282CGJ4 2030-01-31 3.5 N/A 180100.00 179315.33 U.S. Treasuries (including strips) 2 7/8 BOND 46 N/A 912810RU4 2046-11-15 2.875 N/A 45700.00 33598.61 U.S. Treasuries (including strips) 2 7/8 NOTE C 32 N/A 91282CEP2 2032-05-15 2.875 N/A 16815000.00 15924801.29 U.S. Treasuries (including strips) BILL 09/25/25 N/A 912797PY7 2025-09-25 0 N/A 1214400.00 1211119.91 U.S. Treasuries (including strips) 3 7/8 NOTE AG 27 N/A 91282CFZ9 2027-11-30 3.875 N/A 15000.00 15223.83 U.S. Treasuries (including strips) 3 3/4 NOTE L 30 N/A 91282CHF1 2030-05-31 3.75 N/A 3926500.00 3971848.37 U.S. Treasuries (including strips) BILL 11/06/25 N/A 912797QP5 2025-11-06 0 N/A 11467600.00 11382911.77 U.S. Treasuries (including strips) 3 7/8 NOTE AH 27 N/A 91282CGC9 2027-12-31 3.875 N/A 710800.00 719453.23 U.S. Treasuries (including strips) 3 NOTE R 25 N/A 9128285J5 2025-10-31 3 N/A 721000.00 726633.27 U.S. Treasuries (including strips) 3 3/4 NOTE T 30 N/A 91282CJQ5 2030-12-31 3.75 N/A 28608800.00 28781486.44 U.S. Treasuries (including strips) 4 NOTE R 29 N/A 91282CFT3 2029-10-31 4 N/A 7570200.00 7769282.44 U.S. Treasuries (including strips) 4 1/4 NOTE V 29 N/A 91282CKD2 2029-02-28 4.25 N/A 30067600.00 31319705.73 U.S. Treasuries (including strips) 2 BOND 51 N/A 912810SZ2 2051-08-15 2 N/A 13974400.00 7893116.61 U.S. Treasuries (including strips) 2 5/8 NOTE B 29 N/A 9128286B1 2029-02-15 2.625 N/A 149000.00 144396.74 U.S. Treasuries (including strips) 2 7/8 NOTE C 28 N/A 9128284N7 2028-05-15 2.875 N/A 5753700.00 5693690.35 U.S. Treasuries (including strips) 4 1/8 NOTE AB 28 N/A 91282CHQ7 2028-07-31 4.125 N/A 94000.00 95661.61 U.S. Treasuries (including strips) 4 BOND 42 N/A 912810TM0 2042-11-15 4 N/A 4463000.00 4087709.63 U.S. Treasuries (including strips) 3 5/8 NOTE AN 26 N/A 91282CHB0 2026-05-15 3.625 N/A 151800.00 153050.01 U.S. Treasuries (including strips) 4 1/8 NOTE R 31 N/A 91282CLU3 2031-10-31 4.125 N/A 4788700.00 4924450.92 U.S. Treasuries (including strips) Y Fitch NR Standard & Poor's A-1+ Moody's P-1 2025-09-02 2025-09-02 2025-09-02 N N N 0.0433 750000000.00 750000000.00 0.0040 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 4.62500000 91282CKB6 254900HROIFWPRGM1V77 US91282CKB62 U.S. Treasury Debt Y Fitch AA+ Standard & Poor's AA+ Moody's Aa1 2026-02-28 2026-02-28 2026-02-28 N N N 0.0408 136765509.72 136765509.72 0.0007 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797RL3 254900HROIFWPRGM1V77 US912797RL33 U.S. Treasury Debt Y Standard & Poor's A-1+ Fitch F1+ Moody's P-1 2026-02-05 2026-02-05 2026-02-05 N N N 0.0391 3003407582.76 3003407582.76 0.0162 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 4.29341400 91282CKM2 254900HROIFWPRGM1V77 US91282CKM28 U.S. Treasury Debt Y Moody's Aa1 Fitch AA+ Standard & Poor's AA+ 2025-09-02 2026-04-30 2026-04-30 N N N 0.0428 3291582612.54 3291582612.54 0.0177 N Y Y N Bank of America Securities, Inc. Bank of America Securities, Inc. 4.32000000 N/A 549300HN4UKV1E2R3U73 BYDQMLHB1 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 5792399.36 5099784.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128334V9 2033-02-15 0 N/A 292.32 215.21 U.S. Treasuries (including strips) Y Standard & Poor's A-1 Fitch F1+ Moody's NR 2025-09-02 2025-09-02 2025-09-02 N N N 0.0432 5000000.00 5000000.00 0.0000 N Y Y N BlackRock Liquidity Funds 2025-09-05 Chuck Pulsfort Chuck Pulsfort Assistant Treasurer